UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT

INVESTMENT COMPANIES

Investment Company Act file number: 811-00558

THE HARTFORD MUTUAL FUNDS II, INC.

(Exact name of registrant as specified in charter)

690 Lee Road, Wayne, Pennsylvania 19087

(Address of Principal Executive Offices) (Zip Code)

Thomas Phillips, Esquire

Hartford Funds Management Company, LLC

690 Lee Road

Wayne, Pennsylvania 19087

(Name and Address of Agent for Service)

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

Date of fiscal year end: October 31

Date of reporting period: October 31, 2017

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

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

Item 1. Reports to Stockholders.

A MESSAGE FROM THE PRESIDENT

Dear Fellow Shareholders:

Thank you for investing in Hartford Funds. The following is the Funds’ Annual Report, covering the period from November 1, 2016 through October 31, 2017.

Market Review

During the 12 months ended October 31, 2017, U.S. stocks, as measured by the

S&P 500 Index,¹ kept an upward trajectory. During this period, the S&P 500 Index generated a 23.6% total return, hitting another record high in late October.

The primary drivers of market progress during the period were slow, yet steady growth, positive corporate earnings, and positive job reports. These market conditions have served as the basis of the U.S. Federal Reserve’s (Fed) interest-rate hike cycle that began in December 2015 and continued through June 2017, when short-term rates rose by 0.25% to a range of 1% to 1.25%. At the time of this writing, consensus expectations were for a continued gradual increase in interest rates throughout 2018, which should help markets better digest and account for such changes.

Going forward, politics both at home and abroad are likely to continue playing a key role in driving market movements. Congress has approved a budget resolution for the new fiscal year and pushed back the deadline to lift the debt ceiling in an effort to tie federal funding for disaster relief to the bills following three major hurricanes. Uncertainty surrounding healthcare and tax reform remain. Additionally, concerns about possible nuclear action from North Korea may be contributing to market uncertainty.

In Europe, while Macron’s victory in France was viewed as market-friendly, uncertainty remains, for example, with respect to Britain’s “Brexit” undertaking to leave the European Union, which could influence markets or cause an uptick in volatility.

We encourage you to maintain a strong relationship with your financial advisor, who can help guide you through shifting markets confidently. He or she can help you proactively build a portfolio that takes market uncertainty into account, along with your unique investment goals and risk tolerances. Your advisor can help you find a fit within our family of funds as you work toward those goals.

Thank you again for investing in Hartford Funds. For the most up-to-date information on our funds, please take advantage of all the resources available at hartfordfunds.com.

James Davey

President

Hartford Funds

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

The index is unmanaged and not available for direct investment. Past performance is not indicative of future results.

Domestic Equity Funds

Table of Contents

Fund Performance and Manager Discussions (Unaudited)	2
Expense Examples (Unaudited)	47
Financial Statements:
Schedules of Investments:
The Hartford Capital Appreciation Fund	53
Hartford Core Equity Fund	59
The Hartford Dividend and Growth Fund	63
The Hartford Equity Income Fund	67
The Hartford Growth Opportunities Fund	71
The Hartford Healthcare Fund	75
The Hartford MidCap Fund	79
The Hartford MidCap Value Fund	83
Hartford Small Cap Core Fund	87
The Hartford Small Cap Growth Fund	92
The Hartford Small Company Fund	98
The Hartford Value Opportunities Fund*	103
Statements of Assets and Liabilities	108
Statements of Operations	114
Statements of Changes in Net Assets	118
Financial Highlights	123
Notes to Financial Statements	137
Report of Independent Registered Public Accounting Firm	176
Directors and Officers (Unaudited)	177
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records (Unaudited)	185
Quarterly Portfolio Holdings Information (Unaudited)	185
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited)	186
Additional Information Regarding the New Transfer Agency Fee	193

* Effective November 1, 2017, the fund’s name changed to the Hartford Quality Value Fund.

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

The Hartford Capital Appreciation Fund (Unaudited) inception 07/22/1996

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

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
Capital Appreciation A2		21.86%		14.90%		4.83%
Capital Appreciation A3		15.16%		13.61%		4.24%
Capital Appreciation C2		20.97%		14.08%		4.08%
Capital Appreciation C3		19.97%		14.08%		4.08%
Capital Appreciation I2		22.20%		15.26%		5.15%
Capital Appreciation R32		21.47%		14.56%		4.53%
Capital Appreciation R42		21.82%		14.91%		4.85%
Capital Appreciation R52		22.20%		15.24%		5.17%
Capital Appreciation R62		22.33%		15.35%		5.27%
Capital Appreciation Y2		22.27%		15.35%		5.27%
Capital Appreciation F2		22.29%		15.28%		5.16%
Russell 3000 Index		23.98%		15.12%		7.61%
S&P 500 Index		23.63%		15.18%		7.51%

¹  Not Annualized

²  Without sales charge

³  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which

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

Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Russell 3000 Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted price index composed of 500 widely held common stocks.

You cannot invest directly in an index.

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

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

2

The Hartford Capital Appreciation Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Capital Appreciation Class A		1.10%		1.10%
Capital Appreciation Class C		1.82%		1.82%
Capital Appreciation Class I		0.79%		0.79%
Capital Appreciation Class R3		1.40%		1.41%
Capital Appreciation Class R4		1.10%		1.10%
Capital Appreciation Class R5		0.80%		0.80%
Capital Appreciation Class R6		0.70%		0.70%
Capital Appreciation Class Y		0.75%		0.75%
Capital Appreciation Class F		0.70%		0.70%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Managers

Kent M. Stahl, CFA

Senior Managing Director and Director, Investment Strategy and Risk

Wellington Management Company LLP

Gregg R. Thomas, CFA

Senior Managing Director and Associate Director, Investment Strategy and Risk

Wellington Management Company LLP

Saul J. Pannell, CFA*

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

* Mr. Pannell has announced his plan to retire and withdraw from the partnership of Wellington Management Group LLP, the ultimate holding company of Wellington Management Company LLP, as of December 31, 2017. Accordingly, he will no longer serve as a portfolio manager to the Fund as of December 31, 2017.

How did the Fund perform during the period?

The Class A shares of The Hartford Capital Appreciation Fund returned 21.86%, before sales charge, for the twelve-month period ended October 31, 2017, underperforming the Fund’s benchmarks, the Russell 3000 Index and the S&P 500 Index, which returned 23.98% and 23.63%, respectively, for the same period. The Fund underperformed the 21.99% average return of the Lipper Multi-Cap Core Funds peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

U.S. equities, measured by the S&P 500 Index, rose steadily for the twelve-month period ended October 31, 2017. At the beginning of the period, November finished slightly higher, and financial data continued to paint a promising picture of the U.S. economy. Despite the common perception that markets preferred Hillary Clinton,

equities soared following Trump’s victory on hopes of increased fiscal stimulus, reduced regulatory restrictions, and lower corporate taxes. In December 2016, the U.S. Federal Reserve (Fed) gave the U.S. economy a vote of confidence when it increased interest rates for the first time since December 2015. In March 2017, the Fed increased rates for the third time in a decade, and despite plunging oil prices, and heightened political risk, the market rallied in the second quarter. The Fed increased interest rates by 0.25% in June and laid out a plan for balance sheet normalization (e.g., a process of shrinking the Fed’s balance sheet) later in 2017, provided the economy evolves broadly as anticipated. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and an encouraging employment data release. The Core Consumer Price Index (CPI) rose 0.2% in August after five consecutive months of downside surprises, providing a degree of relief and increasing the market’s expectation for interest rate increases at the end of the year and in 2018. The Fed announced that its balance sheet normalization

3

The Hartford Capital Appreciation Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

program would begin in October, reiterating that the process would be gradual and predictable. In the wake of their failed attempt to repeal the Affordable Care Act (ACA), Republicans pivoted to tax reform and unveiled a long-awaited blueprint in September. U.S. equities finished the period strong, posting a positive return in October.

Returns varied by market-cap, as mid- and large-cap equities, as measured by the S&P MidCap 400 Index and S&P 500 Index, respectively, underperformed small-cap equities, as measured by the Russell 2000 Index, during the twelve-month period ended October 31, 2017.

All eleven sectors in the Russell 3000 Index posted positive returns during the period. Strong performers included the Information Technology (+38%), Financials (+36%), and Materials (+30%) sectors, while the Telecommunication Services (0%), Energy (+2%) and Consumer Staples (+3%) sectors lagged on a relative basis.

The Fund underperformed the Russell 3000 Index primarily due to weak stock selection within the Healthcare, Consumer Discretionary, and Industrials sectors. Stock selection within the Information Technology and Materials sectors contributed positively to benchmark-relative returns during the period. Sector allocation, a result of bottom-up stock selection, contributed positively to benchmark-relative results, primarily driven by the Fund’s underweight to Utilities and overweight to Information Technology. This was slightly offset by the Fund’s overweight to Consumer Discretionary, which detracted from performance.

Top detractors from performance relative to the Russell 3000 Index included Apple (Information Technology), Uber (Information Technology), and Viacom (Consumer Discretionary). Shares of Apple, a U.S.-based mobile device and personal computer manufacturer, rose over the period as the company raised its dividends and saw strong demand for its iPhone 7 throughout the year. Not holding the stock detracted from relative performance. Uber, a U.S.-based transportation Technology company, also detracted from performance for the period. The fair valuation of private placement Uber fell during the period as a result of several well publicized negative events and the ultimate departure of its CEO. The stock price of Viacom, a U.S.-based media conglomerate, fell over the period due to concerns over a drop in advertisement budgets from the automobile and Technology sectors. DexCom (Healthcare) and Advance Auto Parts (Consumer Discretionary) detracted from performance on an absolute basis over the period.

General Electric (Industrials), Alibaba (Information Technology), and Mobileye (Information Technology) contributed positively to relative returns over the period. The share price of General Electric, a U.S.-based digital industrial company, fell over the period as it announced quarterly results that fell short of market expectations due to continued weak demand in the company’s oil and gas, transportation, and lighting businesses. Not owning the stock contributed positively

to performance relative to the Russell 3000 Index. Shares of Alibaba, a Chinese-based company focused on online and mobile commerce, rose over the period as the company reported financial results that exceeded expectations, particularly in the third quarter of 2017. Mobileye, an Israeli company that makes advanced driver assistance systems for automobiles, saw its stock price rise after it agreed to be acquired by Intel at a price premium. Bristol-Myers Squibb (Healthcare) and JP Morgan Chase (Financials) were top contributors to absolute returns over the period.

During the period, the Fund, at times, used currency forwards to hedge currency risk. During the period, the use of currency forwards did not have a significant impact on performance.

What is the outlook?

As the U.S. continues to trend toward later stages of the economic cycle, we believe stable growth is driving market gains. Corporate fundamentals, including earnings momentum, remain strong. A number of drivers are creating positive sentiment including continued low inflation, market stability, higher profit margins and the potential for tax reform and increased rates. Conversely, ongoing geopolitical concerns (North Korea), Fed leadership uncertainty and a sustained low volatility environment are helping to offset positive sentiment. From a factor perspective, we favor value in the U.S. on a relative basis. We are also cautious on traditional growth strategies following the sustained and narrow market leadership of technology “FANG” (Facebook, Amazon, Netflix, and Alphabet (Google)) equities in the U.S. Low volatility equities appear expensive, having begun a resurgence late in the second quarter of 2017, but without a clear and immediate catalyst for reversion, these equities remain a good way to reduce risk when overweight value and growth strategies in our view. As the importance of the individual factors that have historically driven returns diminishes, we believe factor breadth (the number of factors needed to explain at least 60% of variance) has continued to increase. At the stock level, the number of equities outperforming the market by more than 25% on a rolling twelve-month basis (a measure of broader market breadth) has come off of its lows, but remains narrow. Together, this suggests an improving environment for fundamental stock pickers.

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

4

The Hartford Capital Appreciation Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

A Word about Risk

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

Composition by Sector

as of October 31, 2017

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		13.5	%
Consumer Staples		4.4
Energy		1.6
Financials		17.1
Health Care		12.0
Industrials		9.4
Information Technology		28.5
Materials		4.4
Real Estate		2.4
Telecommunication Services		1.0
Utilities		3.1
Total		97.4	%
Short-Term Investments		2.2
Other Assets & Liabilities		0.4
Total		100.0	%

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

5

Hartford Core Equity Fund (Unaudited) inception 04/30/1998

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

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
Core Equity A2		21.06%		15.73%		7.65%
Core Equity A3		14.40%		14.42%		7.04%
Core Equity C2		20.20%		14.91%		6.86%
Core Equity C3		19.20%		14.91%		6.86%
Core Equity I2		21.37%		15.88%		7.72%
Core Equity R32		20.71%		15.43%		7.41%
Core Equity R42		21.05%		15.79%		7.71%
Core Equity R52		21.41%		16.13%		8.05%
Core Equity R62		21.52%		16.19%		8.11%
Core Equity Y2		21.47%		16.18%		8.11%
Core Equity F2		21.50%		15.91%		7.73%
S&P 500 Index		23.63%		15.18%		7.51%

¹  Not Annualized

²  Without sales charge

³  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class I shares commenced operations on 3/31/15. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R6 shares commenced operations on 3/31/15 and performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 3/31/15 through 2/27/17 and Class A shares (excluding sales charges) prior to 3/31/15.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted price index composed of 500 widely held common stocks.

You cannot invest directly in an index.

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

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

6

Hartford Core Equity Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Core Equity Class A		0.80%		0.80%
Core Equity Class C		1.55%		1.55%
Core Equity Class I		0.55%		0.55%
Core Equity Class R3		1.10%		1.14%
Core Equity Class R4		0.80%		0.83%
Core Equity Class R5		0.50%		0.53%
Core Equity Class R6		0.43%		0.43%
Core Equity Class Y		0.48%		0.48%
Core Equity Class F		0.43%		0.43%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Managers

Mammen Chally, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

David A. Siegle, CFA

Managing Director and Equity Research Analyst

Wellington Management Company LLP

Douglas W. McLane, CFA

Managing Director and Equity Research Analyst

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of the Hartford Core Equity Fund returned 21.06%, before sales charge, for the twelve-month period ended October 31, 2017, underperforming the Fund’s benchmark, the S&P 500 Index, which returned 23.63% for the same period. The Fund also underperformed the 22.39% average return of the Lipper Large-Cap Core Funds peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

U.S. equities, measured by the S&P 500 Index, rose steadily for the twelve-month period ended October 31, 2017. At the beginning of the period, November finished slightly higher, and financial data continued to paint a promising picture of the U.S. economy. Despite the common perception that markets preferred Hillary Clinton, equities soared following Trump’s victory on hopes of increased fiscal stimulus, reduced regulatory restrictions, and lower corporate taxes. In December 2016, the U.S. Federal Reserve (Fed) gave the U.S.

economy a vote of confidence when it increased interest rates for the first time since December 2015. In March 2017, the Fed increased rates for the third time in a decade, and despite plunging oil prices, and heightened political risk, the market rallied in the second quarter. The Fed increased interest rates by 0.25% in June and laid out a plan for balance sheet normalization (e.g., a process of shrinking the Fed’s balance sheet) later in 2017, provided the economy evolves broadly as anticipated. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and an encouraging employment data release. The Core Consumer Price Index (CPI) rose 0.2% in August after five consecutive months of downside surprises, providing a degree of relief and increasing the market’s expectation for interest rate increases at the end of the year and in 2018. The Fed announced that its balance sheet normalization program would begin in October, reiterating that the process would be gradual and predictable. In the wake of their failed attempt to repeal the Affordable Care Act (ACA), Republicans pivoted to tax reform and unveiled a long-awaited blueprint in September. U.S.

7

Hartford Core Equity Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

equities finished the period strong, posting a positive return in October.

Returns varied by market-cap, as mid- and large-cap equities, as measured by the S&P MidCap 400 Index and S&P 500 Index, respectively, underperformed small-cap equities, as measured by the Russell 2000 Index, twelve-month period ended October 31, 2017.

Ten out of eleven sectors in the S&P 500 Index rose during the period, with Information Technology (+39%), Financials (+37%), and Materials (+29%) performing the best. Telecommunication Services (-1%) lagged on a relative basis during the period.

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

The top detractors from performance relative to the S&P 500 Index included Equifax (Industrials), Molson Coors Brewing (Consumer Staples), and Allergan (Healthcare). Shares of Equifax, a U.S.-based consumer credit reporting company, declined following the announcement of a major breach of consumer information and increasing concerns regarding management’s response. Shares of Molson Coors Brewing, a U.S.-based beer company, declined as synergies from the MillerCoors deal have been lower than anticipated. We exited the position during the period. Shares of Allergan, a global pharmaceutical company, declined during the period due to increased investor concerns over competitive pressures for some key products. Top absolute detractors for the period included QUALCOMM (Information Technology) and Kroger (Consumer Staples).

The top contributors to performance relative to the S&P 500 Index were General Electric (Industrials), Bank of America (Financials), and PNC Financial (Financials). Not owning General Electric, a U.S.-based multinational conglomerate operating in the Technology infrastructure, capital finance, and consumer and industrial products industries, was beneficial to relative performance during the period as 4^th quarter 2016 revenues fell short of consensus expectations. Shares of Bank of America and PNC Financial, both U.S.-based diversified Financial Services companies, rose due to expectations of rising interest rates, lower taxes, and relief from regulatory pressures that may prove to be a secular tailwind for the U.S. banking industry. Top absolute contributors included Apple (Information Technology) and JPMorgan Chase & Co (Financials).

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

What is the outlook?

While the global reflation theme (rising nominal growth, wages and inflation) has likely been delayed, we believe the U.S. economy appears healthy and is growing. Consumer spending is steady and investment spending appears to have picked up. Solid job growth and consumer confidence readings at multi-year highs suggest that consumer spending should be in good shape in the near term. The market is likely to remain focused on changes to the Fed’s bond buying program and its impact on interest rates. We would not be surprised by a pick-up in volatility from very low levels with the increased supply of bonds. With tight labor markets, we continue to expect the Fed to remain on the slow path to interest rate normalization. On legislative policy, both the White House and Congress are now focused on taxes. The initial tax blueprint, if enacted, would likely provide stimulus to both consumers and corporations. The magnitude of the stimulus from these initiatives will depend on the appetite for lawmakers to absorb the increases to the deficit.

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

At the end of the period, the Fund’s largest overweight sectors relative to the S&P 500 Index were to Utilities and Healthcare, while the Fund’s largest underweights were to Energy and Real Estate sectors.

A Word about Risk

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

8

Hartford Core Equity Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

Composition by Sector

as of October 31, 2017

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		12.4	%
Consumer Staples		8.6
Energy		1.5
Financials		16.2
Health Care		15.7
Industrials		10.3
Information Technology		23.6
Materials		3.6
Telecommunication Services		1.5
Utilities		5.2
Total		98.6	%
Short-Term Investments		1.4
Other Assets & Liabilities		0.0	*
Total		100.0	%

* Percentage rounds to zero.

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

9

The Hartford Dividend and Growth Fund (Unaudited) inception 07/22/1996

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

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
Dividend and Growth A2		22.40%		13.65%		6.98%
Dividend and Growth A3		15.67%		12.37%		6.37%
Dividend and Growth C2		21.54%		12.80%		6.18%
Dividend and Growth C3		20.54%		12.80%		6.18%
Dividend and Growth I2		22.67%		13.89%		7.24%
Dividend and Growth R32		21.97%		13.27%		6.64%
Dividend and Growth R42		22.34%		13.63%		6.99%
Dividend and Growth R52		22.72%		13.97%		7.30%
Dividend and Growth R62		22.83%		14.05%		7.40%
Dividend and Growth Y2		22.81%		14.06%		7.40%
Dividend and Growth F2		22.81%		13.91%		7.26%
S&P 500 Index		23.63%		15.18%		7.51%
Russell 1000 Value Index		17.78%		13.48%		5.99%

¹  Not Annualized

²  Without sales charge

³  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which

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

Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have

been higher or lower.

S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted price index composed of 500 widely held common stocks.

Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies, based on total market capitalizations.

You cannot invest directly in an index.

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

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

10

The Hartford Dividend and Growth Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Dividend and Growth Class A		1.03%		1.03%
Dividend and Growth Class C		1.77%		1.77%
Dividend and Growth Class I		0.83%		0.83%
Dividend and Growth Class R3		1.36%		1.36%
Dividend and Growth Class R4		1.06%		1.06%
Dividend and Growth Class R5		0.76%		0.76%
Dividend and Growth Class R6		0.66%		0.66%
Dividend and Growth Class Y		0.71%		0.71%
Dividend and Growth Class F		0.66%		0.66%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Managers

Edward P. Bousa, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Matthew G. Baker

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Mark E. Vincent

Managing Director and Equity Research Analyst

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Dividend and Growth Fund returned 22.40%, before sales charge, for the twelve-month period ended October 31, 2017, underperforming one of the Fund’s benchmarks, the S&P 500 Index, which returned 23.63% for the same period. The Fund outperformed the Russell 1000 Value Index, the Fund’s other benchmark, which returned 17.78% for the same period. The Fund outperformed the 17.60% average return of the Lipper Equity Income Funds peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

U.S. equities, measured by the S&P 500 Index, rose steadily for the twelve-month period ending October 31, 2017. At the beginning of the period, November finished slightly higher, and financial data continued to paint a promising picture of the U.S. economy. Despite the common perception that markets preferred Hillary Clinton, equities soared following Trump’s victory on hopes of increased fiscal

stimulus, reduced regulatory restrictions, and lower corporate taxes. In December 2016, the U.S. Federal Reserve (Fed) gave the U.S. economy a vote of confidence when it increased interest rates for the first time since December 2015. In March 2017, the Fed increased rates for the third time in a decade, and despite plunging oil prices, and heightened political risk, the market rallied in the second quarter. The Fed increased interest rates by 0.25% in June and laid out a plan for balance sheet normalization (e.g., a process of shrinking the Fed’s balance sheet) later in 2017, provided the economy evolves broadly as anticipated. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and an encouraging employment data release. The Core Consumer Price Index (CPI) rose 0.2% in August after five consecutive months of downside surprises, providing a degree of relief and increasing the market’s expectation for interest rate increases at the end of the year and in 2018. The Fed announced that its balance sheet normalization program would begin in October, reiterating that the process would be gradual and predictable. In the wake of their failed attempt to

11

The Hartford Dividend and Growth Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

repeal the Affordable Care Act (ACA), Republicans pivoted to tax reform and unveiled a long-awaited blueprint in September. U.S. equities finished the period strong, posting a positive return in October.

Returns varied by market-cap, as mid- and large-cap equities, as measured by the S&P MidCap 400 Index and S&P 500 Index, respectively, underperformed small-cap equities, as measured by the Russell 2000 Index, during the twelve-month period ended October 31, 2017.

Ten out of eleven sectors in the S&P 500 Index rose during the period, with Information Technology (+39%), Financials (+37%), and Materials (+29%) performing the best. Telecommunication services (-1%) lagged on a relative basis during the period.

Stock selection, particularly within the Healthcare, Information Technology, and Financials sectors, detracted from performance relative to the S&P 500 Index. This was partially offset by stronger selection within the Industrials, Energy, and Materials sectors. Sector allocation, a result of the bottom up stock selection process, contributed positively to performance relative to the S&P 500 Index, due to an overweight to Financials and an underweight to Consumer Staples. This was offset by an underweight to Information Technology and overweight to Energy which detracted from performance relative to the S&P 500 Index.

The Fund’s top detractors from performance relative to the S&P 500 Index included Merck (Healthcare), NVIDIA (Information Technology), and Hess (Energy). Shares of Merck, a U.S.-based global pharmaceutical company, fell during the period as investors seemed concerned about competitive pressure on its marketed treatments including Januvia and Zepatier. Not owning benchmark constituent NVIDIA, a U.S.-based graphics chip producer, detracted from benchmark-relative performance as the company reported strong revenue and earnings results for the second quarter and provided guidance well above consensus expectations, driven by gaming chip and cryptocurrency-related demand. Cryptocurrency is a digital currency that uses cryptography for security. The stock price of Hess, a U.S.-based integrated oil company, fell due to concerns about the long-term outlook for oil and gas prices due to oversupply and rising inventories. L Brands (Consumer Discretionary) and Walgreens (Consumer Staples) were among the top absolute detractors during the period.

The Fund’s top contributors to performance relative to the S&P 500 Index during the period were General Electric (Industrials), CSX Corporation (Industrials), and Bank of America (Financials). Not holding benchmark constituent General Electric, a U.S.-based multinational conglomerate operating in the technology, infrastructure, capital finance, and consumer and industrial products industries, for the majority of the period contributed positively after its stock price fell on disappointing fourth-quarter earnings and several

executive leadership changes. Shares of CSX, a U.S.-based leading transportation supplier, received a huge boost from the market upon rumors of and ultimately hiring a new CEO with a strong track record of successful turnarounds. The Fund’s position was eliminated after CSX’s stock price rose early in the summer. Bank of America, a U.S.-based global banking and financial services company, saw its share price rise as expectations of rising interest rates, lower taxes, and relief from regulatory pressures proved to be a secular tailwind for the U.S. banking industry. Top absolute performers during the period included JP Morgan Chase (Financials) and Microsoft (Information Technology).

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

What is the outlook?

Looking ahead, we believe the moderate pace of economic growth will continue. We expect Congress to enact some measure of fiscal stimulus before year end but recognize the timeline is getting tight.

Growth oriented equities, particularly in the Technology sector, have led the market in 2017. We believe many of these equities have reached valuation levels that provide little downside protection and as a result are not viewed as attractive for this Fund. We are finding attractive ideas in our view in parts of Healthcare, Technology, Energy and Financials sectors where it seems the market is assuming cyclical issues are more long term in nature.

As stock prices rise, we believe our value tilt and focus on dividends, which has been challenging to performance on a year to date basis, should be helpful when market volatility increases. We continue to believe that the Financials and Energy sectors in particular offer the most compelling combination of fundamental strength and attractive valuation.

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

We continue to rely on our process and philosophy as we construct the Fund. We remain focused on the significance of dividends, positive capital stewardship, and franchise value.

12

The Hartford Dividend and Growth Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

A Word about Risk

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

Composition by Sector

as of October 31, 2017

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		5.5	%
Consumer Staples		5.2
Energy		9.1
Financials		23.5
Health Care		14.1
Industrials		9.2
Information Technology		18.8
Materials		3.5
Real Estate		1.2
Telecommunication Services		2.4
Utilities		5.1
Total		97.6	%
Short-Term Investments		2.3
Other Assets & Liabilities		0.1
Total		100.0	%

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

13

The Hartford Equity Income Fund (Unaudited) inception 08/28/2003

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

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
Equity Income A2		20.51%		12.97%		7.50%
Equity Income A3		13.88%		11.70%		6.89%
Equity Income C2		19.56%		12.15%		6.72%
Equity Income C3		18.56%		12.15%		6.72%
Equity Income I2		20.76%		13.27%		7.79%
Equity Income R32		20.06%		12.59%		7.15%
Equity Income R42		20.39%		12.93%		7.47%
Equity Income R52		20.77%		13.27%		7.82%
Equity Income R62		20.91%		13.40%		7.92%
Equity Income Y2		20.88%		13.39%		7.92%
Equity Income F2		20.88%		13.29%		7.80%
Russell 1000 Value Index		17.78%		13.48%		5.99%

¹  Not Annualized

²  Without sales charge

³  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume

the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies, based on total market capitalizations.

You cannot invest directly in an index.

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

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

14

The Hartford Equity Income Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Equity Income Class A		1.02%		1.02%
Equity Income Class C		1.75%		1.75%
Equity Income Class I		0.77%		0.77%
Equity Income Class R3		1.36%		1.36%
Equity Income Class R4		1.06%		1.06%
Equity Income Class R5		0.76%		0.76%
Equity Income Class R6		0.66%		0.66%
Equity Income Class Y		0.71%		0.71%
Equity Income Class F		0.66%		0.66%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Managers

W. Michael Reckmeyer, III, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Karen H. Grimes, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Ian R. Link, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Equity Income Fund returned 20.51%, before sales charge, for the twelve-month period ended October 31, 2017, outperforming the Fund’s benchmark, the Russell 1000 Value Index, which returned 17.78% for the same period. The Fund outperformed the 17.60% average return of the Lipper Equity Income Funds peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

U.S. equities, measured by the S&P 500 Index, rose steadily for the twelve-month period ended October 31, 2017. At the beginning of the period, November finished slightly higher, and financial data continued to paint a promising picture of the U.S. economy. Despite the common perception that markets preferred Hillary Clinton, equities soared following Trump’s victory on hopes of increased fiscal stimulus, reduced regulatory restrictions, and lower corporate taxes. In December 2016, the U.S. Federal Reserve (Fed) gave the U.S. economy a vote of confidence when it increased interest rates for the

first time since December 2015. In March 2017, the Fed increased rates for the third time in a decade, and despite plunging oil prices, and heightened political risk, the market rallied in the second quarter. The Fed increased interest rates by 0.25% in June and laid out a plan for balance sheet normalization (e.g., a process of shrinking the Fed’s balance sheet) later in 2017, provided the economy evolves broadly as anticipated. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and an encouraging employment data release. The Core Consumer Price Index (CPI) rose 0.2% in August after five consecutive months of downside surprises, providing a degree of relief and increasing the market’s expectation for interest rate increases at the end of the year and in 2018. The Fed announced that its balance sheet normalization program would begin in October, reiterating that the process would be gradual and predictable. In the wake of their failed attempt to repeal the Affordable Care Act (ACA), Republicans pivoted to tax reform and unveiled a long-awaited blueprint in September. U.S. equities finished the period strong, posting a positive return in October.

15

The Hartford Equity Income Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

Returns varied by market-cap, as mid- and large-cap equities, as measured by the S&P MidCap 400 Index and S&P 500 Index, respectively, underperformed small-cap equities, as measured by the Russell 2000 Index, during the twelve-month period ended October 31, 2017.

During the period ten out of eleven sectors within the Russell 1000 Value Index posted positive absolute returns, with Financials (+37%), Materials (+31%), and Information Technology (+27%) performing the best. Telecommunication services (-3%) lagged during the period.

Outperformance relative to the Russell 1000 Value Index was driven by security selection, primarily within the Consumer Staples and Consumer Discretionary sectors. This more than offset weaker stock selection within Financials and Healthcare. Sector allocation, a result of our bottom-up stock selection process, also contributed positively during the period primarily due to underweights to the Real Estate and Energy sectors. This was partially offset by an underweight to Utilities, which detracted from performance.

Top contributors to returns relative to the Russell 1000 Value Index included PNC Financial Services (Financials), Unilever (Consumer Staples), and Microsoft (Information Technology). The stock price of PNC Financial Services, a U.S.-based Financial Services company, rose as management focused on deepening customer relationships to try to drive fee growth. The shares of Unilever, a Netherlands-based global consumer products company, rose following management’s announcement of a comprehensive review of its business to accelerate shareholder value in the wake of the rejected bid from Kraft Heinz. Shares of Microsoft, a U.S.-based global leader of the development, licensing, and support of a range of software products and services, rose over the period after continued stable performance in Office and Windows, accelerating growth in Azure, and improving commercial cloud profit margins. Top absolute contributors for the period included JP Morgan Chase (Financials) and Wells Fargo (Financials).

Top detractors from performance relative to the Russell 1000 Value Index during the period included Bank of America (Financials), Citigroup (Financials), and Berkshire Hathaway (Financials). Bank of America, a U.S.-based global banking and financial services company, saw its share price rise as expectations of rising interest rates, lower taxes, and relief from regulatory pressures proved to be a secular tailwind for the U.S. banking industry. Not holding this stock detracted from relative performance. Not owning benchmark constituent Citigroup, a U.S.-based financial services company, detracted from benchmark-relative performance as the stock price rose as Citi has streamlined its business and built up excess capital. The stock price of Berkshire Hathaway, a U.S.-based multinational conglomerate holding company, rose as its business is diversified across sectors leading to a strong balance sheet giving it a significant

competitive advantage. Not holding this stock detracted from relative performance. A top detractor from absolute performance was General Electric (Industrials).

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

What is the outlook?

We believe the global recovery appears on track with synchronized growth in the U.S., Europe, and Asia and broad-based cyclical momentum in emerging market economies. Recent U.S. dollar weakness has benefited global economic activity, but may redistribute growth across the regions. In particular, industries in the U.S. and emerging markets are being helped, while foreign exchange (FX) moves are weighing on European industrial activity at the same time. We believe that tightening by the Fed and China is unlikely to derail the global recovery, but some loss in global growth momentum is to be expected in coming months.

In the U.S., proposed tax cuts would likely help investment spending and add to growth in the domestic economy. The pace of economic expansion has been fairly modest thus far, for growth as well as inflation. Consumer spending has been solid throughout the recovery, and if President Trump’s tax plans are achieved in fiscal 2018, we should see increased economic activity in our view. Optimism over the announced tax outline contributed to the U.S. market’s positive move late in the third quarter of 2017.

Recent hurricane activity caused meaningful damage in parts of Texas, Florida, Puerto Rico, and the Caribbean. There are short- and long-term investment implications we need to continue to evaluate across many industries, including oil refining, insurance, construction, and materials. These storms have created near-term noise in domestic economic data, but we expect a normalization in the coming weeks and months.

Information Technology, Energy, and Industrials represented the Fund’s largest sector overweights relative to the Russell 1000 Value Index, while the Real Estate, Consumer Discretionary, and Telecommunication Services sectors were the Fund’s largest underweights at the end of the reporting period.

16

The Hartford Equity Income Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

A Word about Risk

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

Composition by Sector

as of October 31, 2017

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		3.2	%
Consumer Staples		8.9
Energy		12.4
Financials		26.3
Health Care		14.2
Industrials		9.7
Information Technology		11.0
Materials		3.3
Telecommunication Services		2.3
Utilities		6.1
Total		97.4	%
Short-Term Investments		2.3
Other Assets & Liabilities		0.3
Total		100.0	%

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

17

The Hartford Growth Opportunities Fund (Unaudited) inception 03/31/1963

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

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
Growth Opportunities A1		27.40%		17.40%		6.99%
Growth Opportunities A2		20.39%		16.08%		6.38%
Growth Opportunities C1		26.46%		16.56%		6.23%
Growth Opportunities C2		25.46%		16.56%		6.23%
Growth Opportunities I1		27.67%		17.68%		7.30%
Growth Opportunities R31		26.95%		17.04%		6.70%
Growth Opportunities R41		27.33%		17.40%		7.03%
Growth Opportunities R51		27.74%		17.74%		7.35%
Growth Opportunities R61		27.86%		17.85%		7.45%
Growth Opportunities Y1		27.83%		17.86%		7.45%
Growth Opportunities F1		27.77%		17.70%		7.31%
Russell 3000 Growth Index		29.80%		16.71%		9.06%
Russell 1000 Growth Index		29.71%		16.83%		9.13%

¹  Without sales charge

²  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Russell 3000 Growth Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 3000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 3000 Index is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

Russell 1000 Growth Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 1000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

You cannot invest directly in an index.

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

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

18

The Hartford Growth Opportunities Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Growth Opportunities Class A		1.13%		1.13%
Growth Opportunities Class C		1.88%		1.88%
Growth Opportunities Class I		0.92%		0.92%
Growth Opportunities Class R3		1.45%		1.46%
Growth Opportunities Class R4		1.15%		1.15%
Growth Opportunities Class R5		0.85%		0.85%
Growth Opportunities Class R6		0.75%		0.76%
Growth Opportunities Class Y		0.80%		0.80%
Growth Opportunities Class F		0.75%		0.76%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Managers

Michael T. Carmen, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Mario E. Abularach, CFA

Senior Managing Director and Equity Research Analyst

Wellington Management Company LLP

Stephen Mortimer

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Growth Opportunities Fund returned 27.40%, before sales charge, for the twelve-month period ended October 31, 2017, underperforming the Fund’s benchmarks, the Russell 3000 Growth Index and the Russell 1000 Growth Index, which returned 29.80% and 29.71%, respectively, for the same period. The Fund outperformed the 26.88% average return of the Lipper Multi-Cap Growth Funds peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

U.S. equities, measured by the S&P 500 Index, rose steadily for the twelve-month period ended October 31, 2017. At the beginning of the period, November finished slightly higher, and financial data continued to paint a promising picture of the U.S. economy. Despite the common perception that markets preferred Hillary Clinton, equities soared following Trump’s victory on hopes of increased fiscal stimulus, reduced regulatory restrictions, and lower corporate taxes. In December 2016, the U.S. Federal Reserve (Fed) gave the U.S.

economy a vote of confidence when it increased interest rates for the first time since December 2015. In March 2017, the Fed increased rates for the third time in a decade, and despite plunging oil prices, and heightened political risk, the market rallied in the second quarter. The Fed increased interest rates by 0.25% in June and laid out a plan for balance sheet normalization (e.g., a process of shrinking the Fed’s balance sheet) later in 2017, provided the economy evolves broadly as anticipated. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and an encouraging employment data release. The Core Consumer Price Index (CPI) rose 0.2% in August after five consecutive months of downside surprises, providing a degree of relief and increasing the market’s expectation for interest rate increases at the end of the year and in 2018. The Fed announced that its balance sheet normalization program would begin in October, reiterating that the process would be gradual and predictable. In the wake of their failed attempt to repeal the Affordable Care Act (ACA), Republicans pivoted to tax reform and unveiled a long-awaited blueprint in September. U.S. equities finished the period strong, posting a positive return in October.

19

The Hartford Growth Opportunities Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

Returns varied by market-cap, as mid- and large-cap equities, as measured by the S&P MidCap 400 Index and S&P 500 Index, respectively, underperformed small-cap equities, as measured by the Russell 2000 Index, during the twelve-month period ended October 31, 2017.

Ten of the eleven sectors in the Russell 3000 Growth Index rose during the period. The Information Technology (+41%), Financials (+37%), and Industrials (+32%) sectors posted the strongest gains during the period, while Energy (-7%) fell.

Security selection detracted from performance relative to the Russell 3000 Growth Index during the period, with weak selection in Financials, Industrials, and Healthcare sectors, partially offset by stronger selection within Information Technology, Consumer Discretionary, and Consumer Staples sectors. Sector allocation, a result of the Fund’s bottom-up stock selection process, contributed positively to benchmark-relative performance during the period, due to an underweight to Consumer Staples and an overweight to Information Technology. This was partially offset by the negative impact of an overweight to Energy.

Top detractors from relative performance during the period included Apple (Information Technology), Uber (Information Technology), and Dexcom (Healthcare). Shares of Apple, a U.S.-based manufacturer of mobile devices and distributor of digital content, rose during the period as the stock outperformed the Russell 3000 Growth Index based on rising expectations for the iPhone 8 release and a more favorable political backdrop for U.S. based global technology companies. Apple’s fundamentals remained strong during the period, but we are finding more compelling growth opportunities elsewhere in the market. Not owning a position in the benchmark constituent for most of the period detracted from benchmark-relative performance. Uber, a U.S.-based transportation technology company, also detracted from benchmark-relative performance for the period. The fair valuation of private placement Uber fell during the period as a result of several well publicized negative events and the ultimate departure of its CEO. Shares of Dexcom, a U.S.-based medical device company, suffered due to competition concerns, after the FDA approved Abbott Laboratories’ glucose monitoring device, the first of its kind to not require a finger-stick blood sample, where Dexcom’s device requires two finger-sticks per day. Ulta Beauty (Consumer Discretionary) was a top absolute detractor during the period.

Top contributors to performance relative to the Russell 3000 Growth Index during the period included Arista Networks (Information Technology), Align Technology (Healthcare), and Trade Desk (Information Technology). The stock price of Arista Networks, a U.S.-based supplier of cloud-networking switches and other services, delivered a strong, above-consensus year-end 2016 earnings report that cited strong customer demand and consistent execution. Shares of Align, a U.S.-based medical device company, rose during the period, as the company reported strong earnings beating consensus

on both revenue and earnings driven by increased growth in its Invisalign product. Shares of Trade Desk, a U.S.-based real-time bidding platform for advertising spending, rose as the company consistently outperformed market expectations as ad buyers flocked to its data-driven platform to purchase advertising across various outlets. Facebook (Information Technology) was a top absolute contributor during the period.

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

What is the outlook?

We continue to be optimistic on the prospects for U.S. growth and are finding, in our view, opportunities that display accelerating earnings across various sectors of the market. Increased consumer confidence, strengthening global economies, and optimism surrounding a tax bill in the U.S. all are positive signs for us that growth will continue.

We are still finding a breadth of opportunities across sectors in our view. Fundamentals have been strong and company management teams we have met with have expressed optimism around the market outlook for the foreseeable future.

Toward the end of the period, we added the most to the Fund’s Information Technology exposure, and decreased the Fund’s exposure to Financials and Industrials. As of the end of the period, Information Technology continued to be the Fund’s largest absolute sector weight.

At the end of the period, the Fund’s largest overweight positions relative to the Russell 3000 Growth Index were to Information Technology, Financials, and Healthcare sectors, while the Fund’s largest underweights were to Industrials, Consumer Discretionary, and Consumer Staples sectors.

A Word about Risk

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

20

The Hartford Growth Opportunities Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

Composition by Sector

as of October 31, 2017

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		11.8	%
Consumer Staples		1.9
Energy		0.6
Financials		7.8
Health Care		14.1
Industrials		6.3
Information Technology		54.9
Materials		2.0
Total		99.4	%
Short-Term Investments		0.8
Other Assets & Liabilities		(0.2	)
Total		100.0	%

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

21

The Hartford Healthcare Fund (Unaudited) inception 05/01/2000

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

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
Health Care A2		24.28%		18.66%		11.02%
Health Care A3		17.45%		17.33%		10.39%
Health Care C2		23.37%		17.81%		10.22%
Health Care C3		22.37%		17.81%		10.22%
Health Care I2		24.59%		19.00%		11.34%
Health Care R32		23.87%		18.30%		10.73%
Health Care R42		24.22%		18.67%		11.09%
Health Care R52		24.62%		19.02%		11.43%
Health Care Y2		24.72%		19.14%		11.51%
Health Care F2		24.66%		19.01%		11.35%
S&P Composite 1500 Health Care Index		23.33%		17.61%		10.90%
S&P 500 Index		23.63%		15.18%		7.51%

¹  Not Annualized

²  Without sales charge

³  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

S&P Composite 1500 Health Care Index (reflects no deduction for fees, expenses or taxes) is an unmanaged capitalization-weighted index comprised of those companies included in the S&P Composite 1500 that are classified as members of the Global Industry Classification Standard (GICS^®) health care sector.

S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted price index composed of 500 widely held common stocks.

You cannot invest directly in an index.

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

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

22

The Hartford Healthcare Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Healthcare Class A		1.32%		1.32%
Healthcare Class C		2.05%		2.05%
Healthcare Class I		1.05%		1.05%
Healthcare Class R3		1.61%		1.61%
Healthcare Class R4		1.31%		1.31%
Healthcare Class R5		1.01%		1.01%
Healthcare Class Y		0.96%		0.96%
Healthcare Class F		0.91%		0.91%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Managers

Jean M. Hynes, CFA

Senior Managing Director and Global Industry Analyst

Wellington Management Company LLP

Ann C. Gallo

Senior Managing Director and Global Industry Analyst

Wellington Management Company LLP

Robert L. Deresiewicz

Senior Managing Director and Global Industry Analyst

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Healthcare Fund returned 24.28%, before sales charge, for the twelve-month period ended October 31, 2017, outperforming the Fund’s benchmarks, the S&P Composite 1500 Health Care Index and the S&P 500 Index, which returned 23.33% and 23.63%, respectively, during the period. The Fund outperformed the 18.24% average return of the Lipper Global Health and Biotechnology peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Health care equities (+22.6%) underperformed both the broader U.S. equity market (+23.6%) and the global equity market (+23.9%) during the period, as measured by the S&P 500 Healthcare, S&P 500, and the MSCI World Indices, respectively.

Within the S&P Composite 1500 Health Care Index, all of the 5 sub-sectors posted positive absolute returns during the period. Healthcare services (+32%), medical technology (+31%), small cap

biopharma (+22%), large cap biopharma (+16%), and mid cap biopharma (+12%) rose during the period.

Security selection was the primary contributor to performance relative to the S&P Composite 1500 Health Care Index during the period, while sub-sector allocation also contributed positively to relative returns. Security selection was strongest in mid-cap and small-cap biopharma names during the period, while selection in medical technology and large-cap biopharma detracted from performance. An underweight allocation to large-cap biopharma contributed positively to relative performance during the period, and was only partially offset by the negative impact of an overweight to mid-cap biopharma.

Loxo Oncology (biopharma), Merck (biopharma), and ARIAD Pharmaceuticals (biopharma) contributed positively to returns relative to the S&P Composite 1500 Health Care Index. Loxo Oncology, a U.S. based oncology-focused biopharmaceutical company, rose after the company announced positive data for clinical trials involving their lead cancer drug, Larotrectinib. Shares of Merck, a U.S.-based pharmaceutical company, declined during the period. Not owning this

23

The Hartford Healthcare Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

benchmark constituent contributed positively to benchmark-relative performance over the period. Shares of ARIAD Pharmaceuticals, a U.S.-based pharmaceutical company, rose during the period after Takeda Pharmaceuticals, a leading Japanese pharmaceutical company, announced that they would be acquiring the company. Following the acquisition, ARIAD’s drug, Iclusig, received approval for the treatment of two rare forms of leukemia. Top absolute contributors included UnitedHealth Group and Portola Pharmaceuticals.

AbbVie (biopharma), Allergan PLC (biopharma), and Alkermes PLC (biopharma) were the top detractors from benchmark-relative performance over the period. Not owning AbbVie, a research-based pharmaceutical company, detracted from returns relative to the S&P Composite 1500 Health Care Index during the period the stock outperformed. Allergan PLC, a global pharmaceutical company, saw its stock price fall as the market focused on a court ruling against the company in a patent lawsuit in October 2017. Shares of Alkermes PLC, a U.S.-based biopharmaceutical company, fell during the period on uncertainty surrounding a trial for their depression drug. Top absolute detractors included Envision Healthcare and Coherus Biosciences.

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

What is the outlook?

Over the long term, we expect that innovation, an aging population, and the globalization of demand for cutting-edge Western-style health care should continue to drive growth of the sector.

The Healthcare sector has benefited broadly since the U.S. elections last November, but uncertainties remain. Regarding drug pricing, we continue to believe that meaningful structural reform is unlikely in the foreseeable future. We are mindful of the risks, however. Regarding efforts to repeal the Affordable Care Act (ACA), we continue to believe that most of the millions of Americans who obtained insurance coverage in the past few years will retain coverage, regardless of any adjustments that might be made. We are impressed so far with the efforts of new Food and Drug Administration (FDA) Commissioner Scott Gottlieb, and believe that the tone he has set will favor innovative companies and programs.

We remain optimistic about the Healthcare sector. We believe biomedical innovation is as robust as it has ever been and may fuel a decade or more of strong earnings growth for the most successful biopharmaceutical companies. Evolving structures of health care markets globally should create clear performance separation between the best and the worst health care services companies in our view. As is our practice, we will aim to trim equities on strength and to add on weakness in order to seek to generate favorable returns and minimize risk.

A Word about Risk

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

Composition by Subsector

as of October 31, 2017

Subsector	Percentage of Net Assets
Equity Securities
Biotechnology		25.7	%
Food & Staples Retailing		1.4
Health Care Equipment & Supplies		22.3
Health Care Providers & Services		18.5
Health Care Technology		1.8
Life Sciences Tools & Services		3.4
Pharmaceuticals		23.6
Total		96.7	%
Short-Term Investments		2.3
Other Assets & Liabilities		1.0
Total		100.0	%

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

24

The Hartford MidCap Fund (Unaudited) inception 12/31/1997

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

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
MidCap A1		29.02%		16.32%		8.26%
MidCap A2		21.92%		15.01%		7.65%
MidCap C1		28.07%		15.48%		7.50%
MidCap C2		27.07%		15.48%		7.50%
MidCap I1		29.28%		16.58%		8.51%
MidCap R31		28.59%		15.96%		8.09%
MidCap R41		28.95%		16.31%		8.37%
MidCap R51		29.32%		16.66%		8.64%
MidCap R61		29.45%		16.79%		8.74%
MidCap Y1		29.43%		16.77%		8.73%
MidCap F1		29.41%		16.61%		8.52%
S&P Midcap 400 Index		23.48%		15.13%		8.96%

¹  Without sales charge

²  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class I shares commenced operations on 2/27/09. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R3, R4 and R5 shares commenced operations on 5/29/09. Performance prior to that date is that of the Fund’s Class Y shares. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 2/27/09 through 2/27/17 and Class A shares (excluding sales charges) prior to 2/27/09.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

S&P MidCap 400 Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index of common stocks of companies chosen by S&P designed to represent price movements in the mid-cap U.S. equity market.

You cannot invest directly in an index.

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

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

25

The Hartford MidCap Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
MidCap Class A		1.16%		1.16%
MidCap Class C		1.88%		1.88%
MidCap Class I		0.87%		1.01%
MidCap Class R3		1.47%		1.47%
MidCap Class R4		1.17%		1.17%
MidCap Class R5		0.86%		0.86%
MidCap Class R6		0.76%		0.76%
MidCap Class Y		0.81%		0.81%
MidCap Class F		0.76%		0.76%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for Class I on operating expenses and contractual reimbursements for the entire transfer agency fee for Class R6 and Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Managers

Philip W. Ruedi, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Mark A. Whitaker, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford MidCap Fund returned 29.02%, before sales charge, for the twelve-month period ended October 31, 2017, outperforming the Fund’s benchmark, the S&P MidCap 400 Index, which returned 23.48% for the same period. The Fund also outperformed the 26.20% average return of the Lipper MidCap Growth Funds peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

U.S. equities, measured by the S&P 500 Index, rose steadily for the twelve-month period ended October 31, 2017. At the beginning of the period, November finished slightly higher, and financial data continued to paint a promising picture of the U.S. economy. Despite the common perception that markets preferred Hillary Clinton, equities soared following Trump’s victory on hopes of increased fiscal stimulus, reduced regulatory restrictions, and lower corporate taxes. In December 2016, the U.S. Federal Reserve (Fed) gave the U.S. economy a vote of confidence when it increased interest rates for the first time since December 2015. In March 2017, the Fed increased rates for the third time in a decade, and despite plunging oil prices, and heightened political risk, the market rallied in the second quarter.

The Fed increased interest rates by 0.25% in June and laid out a plan for balance sheet normalization (e.g., a process of shrinking the Fed’s balance sheet) later in 2017, provided the economy evolves broadly as anticipated. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and an encouraging employment data release. The Core Consumer Price Index (CPI) rose 0.2% in August after five consecutive months of downside surprises, providing a degree of relief and increasing the market’s expectation for interest rate increases at the end of the year and in 2018. The Fed announced that its balance sheet normalization program would begin in October, reiterating that the process would be gradual and predictable. In the wake of their failed attempt to repeal the Affordable Care Act (ACA), Republicans pivoted to tax reform and unveiled a long-awaited blueprint in September. U.S. equities finished the period strong, posting a positive return in October.

Returns varied by market-cap, as mid- and large-cap equities, as measured by the S&P MidCap 400 Index and S&P 500 Index respectively, underperformed small-cap equities, as measured by the Russell 2000 Index, during the twelve-month period ended October 31, 2017.

26

The Hartford MidCap Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

Within the S&P MidCap 400 Index, eight of the eleven sectors posted positive returns during the period. The Information Technology (+36%), Industrials (+34%), and Healthcare (+31%) sectors performed best while the Telecommunication Services (-27%), Energy (-11%), and Consumer Staples (-1%) sectors lagged.

The Fund outperformed the S&P MidCap 400 Index during the period primarily as a result of strong sector allocation, a result of the Fund’s bottom up stock selection process. This was primarily due to not holding any Real Estate equities and an overweight to the Information Technology sector. This was partially offset by an underweight to the Materials sector, which detracted from performance. Stock selection also contributed positively to benchmark-relative returns with strong selection within the Healthcare and Information Technology sectors. This was partially offset by negative stock selection in Industrials and Energy.

Top absolute and relative contributors to performance included ARIAD Pharmaceuticals (Healthcare), NVR (Consumer Discretionary), and TransUnion (Industrials). Shares of ARIAD Pharmaceuticals, a U.S.-based a biotechnology company focused on oncology, soared largely following the announcement that Takeda Pharmaceuticals would be acquiring ARIAD in a $5.2 billion all-cash deal. We exited our position following this announcement. Shares of NVR, a U.S.-based home builder, rose during the period after reporting solid earnings, driven by increased orders and benefiting from an improving housing market. Shares of TransUnion, a U.S.-based credit reporting company, outperformed during the period due to experiencing broad strength across verticals and geographies driven by new product and end markets for their data and analytic assets.

Top detractors from performance relative to the S&P MidCap 400 Index included Akamai Technologies (Information Technology), Advance Auto Parts (Consumer Discretionary), and Harley Davidson (Consumer Discretionary). Shares of Akamai Technologies, a U.S.-based internet content delivery company, declined during the period due to relatively poor performance from their media delivery business. Advance Auto Parts, a U.S.-based automotive parts supplier, underperformed during the period driven in part by disappointing operating results and same-store sales being negatively impacted by a mild winter. Shares of Harley Davidson, a U.S.-based motor cycle maker, underperformed as sales and shipments during the period deteriorated rapidly. A top absolute detractor for the period was TripAdvisor (Consumer Discretionary).

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

What is the outlook?

We believe the U.S. economy remains on a solid footing. A number of issues, including geopolitical tensions involving North Korea,

international trade, ongoing investigations, and gridlock in Washington may cause an increase in market volatility. At the end of the period, the Fund was most overweight Information Technology, Healthcare, and Industrials sectors, and most underweight Real Estate, Consumer Discretionary, and Materials sectors relative to the S&P MidCap 400 Index.

A Word about Risk

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

Composition by Sector

as of October 31, 2017

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		6.4	%
Consumer Staples		0.7
Energy		1.3
Financials		16.6
Health Care		16.8
Industrials		20.7
Information Technology		31.8
Materials		3.2
Utilities		2.0
Total		99.5	%
Short-Term Investments		0.5
Other Assets & Liabilities		0.0	*
Total		100.0	%

* Percentage rounds to zero.

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

27

The Hartford MidCap Value Fund (Unaudited) inception 04/30/2001

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

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
MidCap Value A1		19.67%		12.70%		6.63%
MidCap Value A2		13.09%		11.43%		6.02%
MidCap Value C1		18.66%		11.88%		5.84%
MidCap Value C2		17.66%		11.88%		5.84%
MidCap Value I1		19.81%		13.03%		6.88%
MidCap Value R31		19.26%		12.39%		6.53%
MidCap Value R41		19.58%		12.74%		6.78%
MidCap Value R51		20.06%		13.09%		7.02%
MidCap Value Y1		20.10%		13.18%		7.08%
MidCap Value F1		20.12%		13.08%		6.90%
Russell 2500 Value Index		19.97%		13.46%		7.57%
Russell MidCap Value Index		17.12%		14.49%		7.90%

¹  Without sales charge

²  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class I shares commenced operations on 5/28/10. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R3, R4 and R5 shares commenced operations on 5/28/10. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 5/28/10 through 2/27/17 and Class A shares (excluding sales charges) prior to 5/28/10.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Russell 2500 Value Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 2500 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 2500 Index is an unmanaged index that measures the performance of the 2,500 smallest U.S. companies based on total market capitalization.

Russell MidCap Value Index (reflects no deduction for fees, expenses or taxes) measures the performance of the mid-cap value segment of the U.S. equity universe. It includes those Russell MidCap Index companies with lower price-to-book ratios and lower forecasted growth values.

You cannot invest directly in an index.

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

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

28

The Hartford MidCap Value Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
MidCap Value Class A		1.28%		1.28%
MidCap Value Class C		2.00%		2.00%
MidCap Value Class I		1.04%		1.04%
MidCap Value Class R3		1.54%		1.54%
MidCap Value Class R4		1.24%		1.24%
MidCap Value Class R5		0.94%		0.94%
MidCap Value Class Y		0.88%		0.88%
MidCap Value Class F		0.83%		0.83%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Managers

James N. Mordy

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Gregory J. Garabedian

Managing Director and Equity Research Analyst

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford MidCap Value Fund returned 19.67% for the twelve-month period ended October 31, 2017, underperforming one of the Fund’s benchmarks, the Russell 2500 Value Index, which returned 19.97%, and outperforming the Fund’s other benchmark, the Russell MidCap Value Index, which returned 17.12%, for the same period. The Fund also underperformed the 21.30% average return of the Lipper MidCap Core Fund peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

U.S. equities, measured by the S&P 500 Index, rose steadily for the twelve-month period ended October 31, 2017. At the beginning of the period, November finished slightly higher, and financial data continued to paint a promising picture of the U.S. economy. Despite the common perception that markets preferred Hillary Clinton, equities soared following Trump’s victory on hopes of increased fiscal stimulus, reduced regulatory restrictions, and lower corporate taxes. In December 2016, the U.S. Federal Reserve (Fed) gave the U.S. economy a vote of confidence when it increased interest rates for the first time since December 2015. In March 2017, the Fed increased rates for the third time in a decade, and despite plunging oil prices, and heightened political risk, the market rallied in the second quarter.

The Fed increased interest rates by 0.25% in June and laid out a plan for balance sheet normalization (e.g., a process of shrinking the Fed’s balance sheet) later in 2017, provided the economy evolves broadly as anticipated. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and an encouraging employment data release. The Core Consumer Price Index (CPI) rose 0.2% in August after five consecutive months of downside surprises, providing a degree of relief and increasing the market’s expectation for interest rate increases at the end of the year and in 2018. The Fed announced that its balance sheet normalization program would begin in October, reiterating that the process would be gradual and predictable. In the wake of their failed attempt to repeal the Affordable Care Act (ACA), Republicans pivoted to tax reform and unveiled a long-awaited blueprint in September. U.S. equities finished the period strong, posting a positive return in October.

Returns varied by market-cap, as mid- and large-cap equities, as measured by the S&P MidCap 400 Index and S&P 500 Index respectively, underperformed small-cap equities, as measured by the Russell 2000 Index, during the twelve-month period ended October 31, 2017. Eight of the eleven sectors in the Russell 2500 Value Index gained during the period, with Industrials (+32%), Information Technology (+31%), and Materials (+29%) sectors

29

The Hartford MidCap Value Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

performing the best, while Telecommunication Services (-25%), Energy (-8%), and Consumer Staples (-1%) sectors lagged during the period.

The Fund’s underperformance relative to the Russell 2500 Value Index over the twelve-month period was driven primarily by weaker security selection within the Healthcare, Industrials, and Utilities sectors, which was partially offset by stronger stock selection within the Financials, Telecommunication Services, and Materials sectors. Sector allocation, a result of the bottom-up stock selection process, contributed positively to returns relative to the Russell 2500 Value Index, in part due to an underweight to the Real Estate sector and overweights to the Information Technology and Materials sectors. An underweight to the Financials sector and overweight to the Telecommunication Services sector detracted from returns relative to the Russell 2500 Value Index during the period.

Top absolute detractors and detractors relative to the Russell 2500 Value Index included Newfield Exploration (Energy), QEP Resources (Energy), and Envision Healthcare (Healthcare). Shares of Newfield Exploration, a U.S.-based oil and gas exploration and production (E&P) company, fell during the period despite improvements in operations as oil price uncertainty has weighed heavily on not only Newfield, but other E&P companies as well. Shares of QEP Resources, a U.S.-based natural gas supplier, fell as production was flat during the second quarter of 2017 and higher-margin oil output declined. We exited our position toward the end of the period. The stock price of Envision Healthcare, a U.S.-based medical holding company, slipped following a negative media report focused on out-of-network billing practices for emergency room care.

Top contributors to returns relative to the Russell 2500 Value Index included Comerica (Financials), Harris Corporation (Information Technology), and Westlake Chemicals (Materials). Comerica, a U.S.-based financial services company, rose over the period as a rebound in oil and gas prices also triggered a rebound in its stock; Comerica is a lender with a large concentration of oil and gas loans. Harris Corporation, a U.S.-based technology company, defense contractor, and information technology services provider, outperformed earnings estimates multiple times over the period. In addition, the company won a new defense contract with the U.S. Army and booked meaningful orders with Saudi Arabia for the company’s tactical radios. The stock rallied during the period as a result. Shares of U.S.-based international manufacturer and supplier of petrochemicals, polymers and fabricated building products, Westlake Chemicals, rose as operating rates in Westlake’s chlorine business hit a four year high earlier in 2017, demand in vinyl products increased, pricing improved as a result of improved industry dynamics and supply tightened over the period. The effects of Hurricane Harvey also proved to increase demand for Westlake’s products. Zions Bancorporation (Financials) and Reinsurance Group of America (Financials) were top absolute contributors during the period.

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

What is the outlook?

Recent global economic momentum has been a bit stronger than we anticipated. The composite Institute of Supply Management (ISM) index in the U.S. has reached its highest level since 2004. Globally, the manufacturing Purchasing Managers Index (PMI) is at its highest level since 2011. Geopolitical events have thus far not damaged investor psychology, and there have been signals in Washington that have raised the odds for tax reform. While recent hurricanes could lead to volatility in near term economic data the economic backdrop may be reasonably supportive over the balance of the year and into 2018. At the end of the period, the Fund’s largest sector overweight allocations relative to the Russell 2500 Value Index were to Information Technology, Materials, and Industrials, while the Fund’s largest underweights were to Real Estate and Consumer Discretionary.

A Word about Risk

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

investments in particular sectors may increase its volatility and risk of loss if there are adverse economic consequences in those sectors. Value investing may go out of favor, which may cause the Fund to underperform the broader stock market.

30

The Hartford MidCap Value Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

Composition by Sector

as of October 31, 2017

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		6.0	%
Consumer Staples		2.3
Energy		6.7
Financials		23.2
Health Care		4.5
Industrials		15.4
Information Technology		17.5
Materials		7.8
Real Estate		8.5
Telecommunication Services		1.2
Utilities		5.2
Total		98.3	%
Short-Term Investments		1.6
Other Assets & Liabilities		0.1
Total		100.0	%

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

31

Hartford Small Cap Core Fund (Unaudited) inception 01/01/2005

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

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
Small Cap Core A2		23.19%		12.07%		6.04%
Small Cap Core A3		16.41%		10.81%		5.44%
Small Cap Core C2		22.24%		11.22%		5.28%
Small Cap Core C3		21.24%		11.22%		5.28%
Small Cap Core I2		23.53%		12.25%		6.12%
Small Cap Core R32		22.79%		11.82%		6.06%
Small Cap Core R42		23.11%		12.15%		6.25%
Small Cap Core R52		23.63%		12.49%		6.45%
Small Cap Core Y2		23.58%		12.53%		6.47%
Small Cap Core F2		23.62%		12.26%		6.13%
Russell 2000 Index		27.85%		14.49%		7.63%

¹  Not Annualized

²  Without sales charge

³  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares. Class I shares commenced operations on 03/31/15. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 3/31/15 through 2/27/17 and Class A shares (excluding sales charges) prior to 3/31/15.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 6/4/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Russell 2000 Index (reflects no deduction for fees, expenses or taxes) measures the performance of the small-cap segment of the U.S. equity universe.

You cannot invest directly in an index.

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

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

32

Hartford Small Cap Core Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Small Cap Core Class A		1.40%		1.44%
Small Cap Core Class C		2.15%		2.17%
Small Cap Core Class I		1.10%		1.10%
Small Cap Core Class R3		1.60%		1.70%
Small Cap Core Class R4		1.30%		1.39%
Small Cap Core Class R5		1.00%		1.09%
Small Cap Core Class Y		0.95%		1.02%
Small Cap Core Class F		0.95%		0.97%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Manager

David J. Elliott, CFA

Senior Managing Director, Co-Director of Quantitative Investments, and Director of Quantitative Portfolio Management

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of the Hartford Small Cap Core Fund returned 23.19%, before sales charge, for the twelve-month period ended October 31, 2017, underperforming the Fund’s benchmark, the Russell 2000 Index, which returned 27.85% for the same period. The Fund underperformed the 24.68% average return of the Lipper Small-Cap Core Funds peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

U.S. equities, measured by the S&P 500 Index, rose steadily for the twelve-month period ended October 31, 2017. At the beginning of the period, November finished slightly higher, and financial data continued to paint a promising picture of the U.S. economy. Despite the common perception that markets preferred Hillary Clinton, equities soared following Trump’s victory on hopes of increased fiscal stimulus, reduced regulatory restrictions, and lower corporate taxes. In December 2016, the U.S. Federal Reserve (Fed) gave the U.S. economy a vote of confidence when it increased interest rates for the first time since December 2015. In March 2017, the Fed increased rates for the third time in a decade, and despite plunging oil prices, and heightened political risk, the market rallied in the second quarter. The Fed increased interest rates by 0.25% in June and laid out a plan for balance sheet normalization (e.g., a process of shrinking the Fed’s balance sheet) later in 2017, provided the economy evolves broadly as anticipated. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and an encouraging

employment data release. The Core Consumer Price Index (CPI) rose 0.2% in August after five consecutive months of downside surprises, providing a degree of relief and increasing the market’s expectation for interest rate increases at the end of the year and in 2018. The Fed announced that its balance sheet normalization program would begin in October, reiterating that the process would be gradual and predictable. In the wake of their failed attempt to repeal the Affordable Care Act (ACA), Republicans pivoted to tax reform and unveiled a long-awaited blueprint in September. U.S. equities finished the period strong, posting a positive return in October.

Returns varied by market-cap, as mid- and large-cap equities, as measured by the S&P MidCap 400 Index and S&P 500 Index, respectively, underperformed small-cap equities, as measured by the Russell 2000 Index, during the twelve-month period ended October 31, 2017.

Ten of the eleven sectors in the Russell 2000 Index rose during the period, with Healthcare (+38%), Industrials (+35%), and Materials (+34%) sectors performing the best. Energy (-6%) sector lagged on a relative basis during the period.

Security selection detracted from performance relative to the Russell 2000 Index during the period, due to weaker stock selection in Financials, Industrials, and Real Estate sectors, which was partially offset by stronger stock selection in the Materials, Energy, and Consumer Staples sectors. From a sector allocation perspective, a result of the Fund’s bottom-up quantitative stock selection process,

33

Hartford Small Cap Core Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

an overweight allocation to Consumer Staples and an underweight allocation to Information Technology detracted most from benchmark-relative performance. This was only partially offset by an underweight to Utilities.

The largest detractors from performance relative to the Russell 2000 Index over the period were Hawaiian Holdings (Industrials), Francesca’s Holdings (Consumer Discretionary), and Mack-Cali Realty (Real Estate). Shares of Hawaiian Holdings, a U.S.-based airline, declined over the period as a number of competitors, including United Continental, announced increased capacity for flights to Hawaii. Shares of Francesca’s Holdings, a U.S.-based women’s clothing retailer, fell over the period after announcing poor second quarter results and the departure of their chief merchandising officer. Shares of Mack-Cali Realty, a U.S.-based real estate investment trust, fell during the period due to lowered guidance, an increase in leverage and light leasing. Westmoreland Coal (Energy) detracted from absolute returns over the period.

The largest contributors to benchmark-relative performance during the period were Scientific Games (Consumer Discretionary), Chemours (Materials), and Exelixis (Healthcare). Shares of Scientific Games, a U.S.-based provider of gambling products and services, rose during the period as it unveiled its proprietary SciQ lottery retail environment and a large portfolio of new game content, as well as announcing its proposed acquisition of NYX Gaming Group. Shares of Chemours, a U.S.-based producer of titanium dioxide, a white pigment used in paint, did well on cost savings, litigation relief, and benefits from financial leverage it had over this period. Shares of Elexis, a U.S.-based pharmaceutical drug company, rose during the period after reporting better than expected third quarter earnings results. Corcept Therapeutics (Healthcare) contributed positively to absolute returns over the period.

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

What is the outlook?

The Fund seeks to add value by using proprietary quantitative research and investment tools in a highly disciplined framework.

The Fund focuses on stock selection as the key driver of returns and uses portfolio optimization techniques to seek to minimize unintended and uncompensated risks. The Fund’s characteristics, such as beta, capitalization distribution, and sector weights, are managed to be close to the index characteristics.

Based on our long-term time horizon, we seek to capitalize on opportunities created by the trading and pricing inefficiencies frequently found among small-cap equities. At the end of the period, the Fund was overweight the Financials, Consumer Discretionary, and Consumer Staples sectors and underweight the Information

Technology, Utilities, and Energy sectors relative to the Russell 2000 Index.

A Word about Risk

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

Composition by Sector

as of October 31, 2017

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		13.2	%
Consumer Staples		4.0
Energy		2.5
Financials		20.5
Health Care		14.8
Industrials		14.3
Information Technology		14.9
Materials		4.3
Real Estate		8.0
Telecommunication Services		1.4
Utilities		1.4
Total		99.3	%
Short-Term Investments		0.8
Other Assets & Liabilities		(0.1	)
Total		100.0	%

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

34

The Hartford Small Cap Growth Fund (Unaudited) inception 01/04/1988

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

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
Small Cap Growth A1		29.28%		15.24%		8.95%
Small Cap Growth A2		22.17%		13.94%		8.33%
Small Cap Growth C1		28.36%		14.45%		8.14%
Small Cap Growth C2		27.36%		14.45%		8.14%
Small Cap Growth I1		29.56%		15.58%		9.20%
Small Cap Growth R31		28.87%		14.95%		8.66%
Small Cap Growth R41		29.27%		15.31%		8.97%
Small Cap Growth R51		29.67%		15.66%		9.29%
Small Cap Growth R61		29.80%		15.75%		9.37%
Small Cap Growth Y1		29.76%		15.77%		9.38%
Small Cap Growth F1		29.76%		15.61%		9.22%
Russell 2000 Growth Index		31.00%		15.36%		8.16%

¹  Without sales charge

²  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s pervious additional sub-adviser, Hartford Investment Management Company. As of 7/21/10, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

Russell 2000 Growth Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index of those Russell 2000 Index growth companies with higher price-to-book ratios and higher forecasted growth values. The Russell 2000 Index is a broad-based unmanaged index comprised of 2,000 of the smallest U.S.-domiciled company common stocks (on the basis of capitalization) that are traded in the United States on the New York Stock Exchange, NYSE MKT LLC and Nasdaq.

You cannot invest directly in an index.

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

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

Effective 3/6/15, the Fund was closed to new investors until further notice. For more information, please see the Fund’s prospectus.

35

The Hartford Small Cap Growth Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Small Cap Growth Class A		1.24%		1.24%
Small Cap Growth Class C		1.93%		1.93%
Small Cap Growth Class I		0.98%		0.98%
Small Cap Growth Class R3		1.50%		1.50%
Small Cap Growth Class R4		1.18%		1.18%
Small Cap Growth Class R5		0.88%		0.88%
Small Cap Growth Class R6		0.78%		0.78%
Small Cap Growth Class Y		0.83%		0.83%
Small Cap Growth Class F		0.78%		0.78%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Managers

Mammen Chally, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

David J. Elliott, CFA

Senior Managing Director, Co-Director of Quantitative Investments, and Director of Quantitative Portfolio Management

Wellington Management Company LLP

David A. Siegle, CFA

Managing Director and Equity Research Analyst

Wellington Management Company LLP

Douglas W. McLane, CFA

Managing Director and Equity Research Analyst

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Small Cap Growth Fund returned 29.28%, before sales charge, for the twelve-month period ended October 31, 2017, underperforming the Fund’s benchmark, the Russell 2000 Growth Index, which returned 31.00%. For the same period, the Fund underperformed the 29.36% average return of the Lipper Small-Cap Growth Funds peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

U.S. equities, measured by the S&P 500 Index, rose steadily for the twelve-month period ended October 31, 2017. At the beginning of the period, November finished slightly higher, and financial data continued to paint a promising picture of the U.S. economy. Despite the common perception that markets preferred Hillary Clinton,

equities soared following Trump’s victory on hopes of increased fiscal stimulus, reduced regulatory restrictions, and lower corporate taxes. In December 2016, the U.S. Federal Reserve (Fed) gave the U.S. economy a vote of confidence when it increased interest rates for the first time since December 2015. In March 2017, the Fed increased rates for the third time in a decade, and despite plunging oil prices, and heightened political risk, the market rallied in the second quarter. The Fed increased interest rates by 0.25% in June and laid out a plan for balance sheet normalization (e.g., a process of shrinking the Fed’s balance sheet) later in 2017, provided the economy evolves broadly as anticipated. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and an encouraging employment data release. The Core Consumer Price Index (CPI) rose 0.2% in August after five consecutive months of downside surprises, providing a degree of relief and increasing the

36

The Hartford Small Cap Growth Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

market’s expectation for interest rate increases at the end of the year and in 2018. The Fed announced that its balance sheet normalization program would begin in October, reiterating that the process would be gradual and predictable. In the wake of their failed attempt to repeal the Affordable Care Act (ACA), Republicans pivoted to tax reform and unveiled a long-awaited blueprint in September. U.S. equities finished the period strong, posting a positive return in October.

Returns varied by market-cap, as mid- and large-cap equities, as measured by the S&P MidCap 400 Index and S&P 500 Index, respectively, underperformed small-cap equities, as measured by the Russell 2000 Index, during the twelve-month period ended October 31, 2017.

Ten out of eleven sectors in the Russell 2000 Growth Index had positive returns during the period. The Telecommunication Services (+65%), Financials (+40%), and Materials (+38%) sectors increased the most while Energy (-19%) lagged the broader index.

Sector allocation, driven by the Fund’s bottom-up stock selection, was the primary driver of underperformance relative to the Russell 2000 Growth Index during the period. An overweight to the Energy sector and an underweight to the Industrials sector detracted from benchmark-relative performance during the period. An underweight to Real Estate sector contributed positively to benchmark-relative results. Security selection contributed positively to relative returns during the period. Selection was strongest within Consumer Discretionary, Materials, and Real Estate sectors, which was slightly offset by weaker selection in Healthcare, Financials, Telecommunication Services, and Consumer Staples sectors.

The top relative detractors relative to the Russell 2000 Growth Index included Cardtronics PLC (Information Technology), Kite Pharmaceuticals (Healthcare), and Exact Sciences (Healthcare). Shares of Cardtronics, a provider of automated financial services kiosks, underperformed as the firm reported a messy first quarter as a software transition and exit from the 7-Eleven relationship negatively affected same-store-sales and earnings more sharply than anticipated. Not owning Kite Pharmaceuticals, a biopharmaceutical company focused on cancer immunotherapy treatments, detracted from performance as shares rose after the announcement that the company will be acquired by Gilead Sciences. Exact Sciences, a molecular diagnostics company, also detracted from performance as we owned the high performing stock for only part of the period. Top absolute detractors for the period included Coherus Biosciences (Healthcare) and Alder Biopharmaceuticals (Healthcare).

The top relative and absolute contributors to performance were Rogers Corp (Information Technology), TopBuild Corp (Consumer Discretionary), and MKS Instruments (Information Technology). Shares of Rogers Corp, a maker of specialty advanced materials, including printed circuit materials, high-end specialty foams used in

smartphones, tablets, and electric vehicles, rose as the company announced a very strong first quarter and provided guidance for the second quarter above consensus expectations. The stock price of TopBuild Corp, a U.S.-based insulation installer, rose as the stock is expected to benefit from positive U.S. housing industry trends. Shares of MKS Instruments, a provider of instruments, subsystems, and process control solutions for advanced manufacturing, rose as investors were bullish on the company being well-positioned for secular growth trends in semiconductor capital equipment as well as its recent acquisition of Newport, which provides an opportunity to grow into new end markets.

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

What is the outlook?

While the global reflation theme (rising nominal growth, wages and inflation) has likely been delayed, we believe the U.S. economy appears healthy and is growing at a healthy pace. Consumer spending is steady and investment spending appears to have picked up. Solid job growth and consumer confidence readings suggest that consumer spending should be in good shape in the near term.

The market is likely to remain focused on changes to the Fed’s bond buying program and its impact on interest rates in our view. We would not be surprised by a pick-up in volatility. With tight labor markets, we continue to expect the Fed to remain on the slow path to interest rate normalization. On legislative policy, both the White House and Congress are now focused on taxes. The initial tax blueprint, if enacted, would likely provide stimulus to both consumers and corporations. The magnitude of the stimulus from these initiatives is likely going to depend on the appetite for lawmakers to absorb increases to the deficit.

Overall, we continue to find what we consider to be attractively valued equities with the characteristics we seek. We believe the U.S. economy remains in a period of moderate economic growth, and we continue to monitor policy decisions and economic trends that may impact the Fund’s holdings.

At the end of the period, the Fund’s largest overweights were to the Consumer Discretionary and Consumer Staples sectors, while the Fund’s largest underweights were to the Industrials, Utilities, and Materials sectors, relative to the Russell 2000 Growth Index.

37

The Hartford Small Cap Growth Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

A Word about Risk

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

Composition by Sector

as of October 31, 2017

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		14.1	%
Consumer Staples		3.2
Energy		1.2
Financials		8.7
Health Care		22.2
Industrials		17.0
Information Technology		24.9
Materials		4.0
Real Estate		3.1
Telecommunication Services		0.6
Total		99.0	%
Short-Term Investments		0.6
Other Assets & Liabilities		0.4
Total		100.0	%

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

38

The Hartford Small Company Fund (Unaudited) inception 07/22/1996

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

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
Small Company A1		29.16%		11.91%		5.29%
Small Company A2		22.06%		10.65%		4.69%
Small Company C1		28.19%		11.10%		4.53%
Small Company C2		27.19%		11.10%		4.53%
Small Company I1		29.40%		12.18%		5.55%
Small Company R31		28.91%		11.69%		5.08%
Small Company R41		29.29%		12.03%		5.41%
Small Company R51		29.67%		12.37%		5.71%
Small Company R61		29.75%		12.47%		5.82%
Small Company Y1		29.70%		12.46%		5.82%
Small Company F1		29.58%		12.21%		5.56%
Russell 2000 Growth Index		31.00%		15.36%		8.16%

¹  Without sales charge

²  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s pervious additional sub-adviser, Hartford Investment Management Company. As of 7/21/10, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

Russell 2000 Growth Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index of those Russell 2000 Index growth companies with higher price-to-book ratios and higher forecasted growth values. The Russell 2000 Index is a broad-based unmanaged index comprised of 2,000 of the smallest U.S.-domiciled company common stocks (on the basis of capitalization) that are traded in the United States on the New York Stock Exchange, NYSE MKT LLC and Nasdaq.

You cannot invest directly in an index.

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

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

39

The Hartford Small Company Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Small Company Class A		1.41%		1.43%
Small Company Class C		2.13%		2.13%
Small Company Class I		1.16%		1.23%
Small Company Class R3		1.56%		1.60%
Small Company Class R4		1.26%		1.29%
Small Company Class R5		0.96%		0.99%
Small Company Class R6		0.89%		0.89%
Small Company Class Y		0.91%		0.94%
Small Company Class F		0.89%		0.89%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Managers

Steven C. Angeli, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Mammen Chally, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Small Company Fund returned 29.16%, before sales charge, for the twelve-month period ended October 31, 2017, underperforming the Fund’s benchmark, the Russell 2000 Growth Index, which returned 31.00% for the same period. The Fund also underperformed the 29.36% average return of the Lipper Small Cap Growth Funds peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

U.S. equities, measured by the S&P 500 Index, rose steadily for the twelve-month period ended October 31, 2017. At the beginning of the period, November finished slightly higher, and financial data continued to paint a promising picture of the U.S. economy. Despite the common perception that markets preferred Hillary Clinton, equities soared following Trump’s victory on hopes of increased fiscal stimulus, reduced regulatory restrictions, and lower corporate taxes. In December 2016, the U.S. Federal Reserve (Fed) gave the U.S. economy a vote of confidence when it increased interest rates for the first time since December 2015. In March 2017, the Fed increased rates for the third time in a decade, and despite plunging oil prices, and heightened political risk, the market rallied in the second quarter. The

Fed increased interest rates by 0.25% in June and laid out a plan for balance sheet normalization (e.g., a process of shrinking the Fed’s balance sheet) later in 2017, provided the economy evolves broadly as anticipated. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and an encouraging employment data release. The Core Consumer Price Index (CPI) rose 0.2% in August after five consecutive months of downside surprises, providing a degree of relief and increasing the market’s expectation for interest rate increases at the end of the year and in 2018. The Fed announced that its balance sheet normalization program would begin in October, reiterating that the process would be gradual and predictable. In the wake of their failed attempt to repeal the Affordable Care Act (ACA), Republicans pivoted to tax reform and unveiled a long-awaited blueprint in September. U.S. equities finished the period strongly, posting a positive return in October.

Returns varied by market-cap, as mid-and large-cap equities, as measured by the S&P MidCap 400 Index and S&P 500 Index, respectively, underperformed small-cap equities, as measured by the Russell 2000 Index, during the twelve-month period ended October 31, 2017.

40

The Hartford Small Company Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

Likewise, small cap growth equities outperformed small cap value equities during the period, as measured by the Russell 2000 Growth Index and Russell 2000 Value Index, respectively.

Ten out of eleven sectors in the Russell 2000 Growth Index had positive returns during the period. The Telecommunication Services (+65%), Financials (+40%), and Materials (+38%) sectors performed the best while Energy (-19%) and Consumer Staples (+7%) sectors lagged the broader index.

During the period, sector allocation, which is a result of bottom-up stock selection, was the primary driver of the Fund’s underperformance relative to the Russell 2000 Growth Index. In particular, an overweight to the Energy sector and an underweight to the Industrials sector detracted most, which was slightly offset by an underweight to the Consumer Staples sector, which contributed positively. Security selection contributed positively to relative performance during the period. Selection was strongest in the Consumer Discretionary and Materials sectors, which more than offset weaker selection in the Industrials and Financials sectors, which detracted from benchmark-relative performance during the period.

Top detractors from performance relative to the Russell 2000 Growth Index during the period included Academy CoInvest (Consumer Discretionary), Dexcom (Healthcare), and Kite Pharma (Healthcare). The fair valuation of private placement Academy CoInvest, which owns Academy Sports Store, a retailer of sports and recreational products, fell due to declines in its earnings and difficult conditions faced by sports retailers in general. Dexcom, a U.S.-based producer of continuous glucose monitoring devices used by diabetics, saw its share price fall sharply after its competitor Abbott announced the launch of a competitive product. The share price of Kite Pharma, a U.S.-based clinical-stage biopharmaceutical company, rose during the period after it was announced that the company had accepted a buyout offer from Gilead Sciences, another biotechnology company. Not owning the stock detracted from relative results. Another top absolute detractor during the period was Gigamon (Information Technology).

Top contributors to performance relative to the Russell 2000 Growth Index during the period included Align Technology (Healthcare), Tower Semiconductor (Information Technology), and Arista Networks (Information Technology). The stock price of Align Technology, a U.S.-based medical device company most known for its “Invisalign” braces, rose during the period after it announced revenues and earnings that beat market expectations driven by increased growth of the Invisalign product. Tower Semiconductor, an Israeli-based manufacturer of analog chips, saw its share price rise during the period after posting strong financial revenues and earnings and announcing solid order results in May. Arista Networks, a U.S.-based manufacturer of cloud networking software, saw its stock price rise due to a better than expected customer adoption rate and an advantageous finding in favor of Arista in a lawsuit that Cisco had filed against it. Another top absolute contributor during the period was Insulet (Healthcare).

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

What is the outlook?

As of the end of the period, we continued to construct the Fund on a bottom-up basis drawing on deep fundamental research.

Despite geopolitical turbulence, we remained constructive on equity markets as global growth prospects remain strong as of the end of the period. If U.S. tax reform is enacted, we believe that we should see small cap stocks regain performance against large cap stocks. The main risks we see to our base case are political in nature and include tensions with North Korea and an ineffective Trump administration. However, most sustained market corrections are correlated with economic recessions, and we do not see any major signs of an imminent economic downturn in the U.S.

The Fund’s sector weights are a product of bottom-up stock selection based on company specific research. The Fund’s largest overweights at the end of the period were to the Information Technology and Consumer Staples sectors while Industrials and Healthcare represented the Fund’s largest underweight sector exposures relative to the benchmark.

We continue to compare new opportunities to current holdings using our structured process and upside / downside framework. We remain true to our investment process, specifically our focus on emerging and re-emerging growth businesses that we believe have sustainable growth, superior management, and positive operating momentum.

41

The Hartford Small Company Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

A Word about Risk

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

Composition by Sector

as of October 31, 2017

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		14.1	%
Consumer Staples		4.5
Energy		1.6
Financials		6.9
Health Care		18.8
Industrials		13.8
Information Technology		32.9
Materials		3.2
Real Estate		3.7
Total		99.5	%
Short-Term Investments		0.2
Other Assets & Liabilities		0.3
Total		100.0	%

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

42

The Hartford Value Opportunities Fund* (Unaudited) inception 01/02/1996

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

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
Value Opportunities A1		15.89%		12.25%		5.29%
Value Opportunities A2		9.52%		10.99%		4.70%
Value Opportunities C1		15.05%		11.44%		4.51%
Value Opportunities C2		14.05%		11.44%		4.51%
Value Opportunities I1		16.19%		12.62%		5.59%
Value Opportunities R31		15.48%		11.94%		5.01%
Value Opportunities R41		15.87%		12.30%		5.34%
Value Opportunities R51		16.25%		12.63%		5.65%
Value Opportunities Y1		16.32%		12.71%		5.70%
Value Opportunities F1		16.24%		12.63%		5.60%
Russell 3000 Value Index		18.30%		13.48%		6.07%
Russell 1000 Value Index		17.78%		13.48%		5.99%

¹  Without sales charge

²  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Russell 3000 Value Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 3000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 3000 Index is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies, based on total market capitalizations.

You cannot invest directly in an index.

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

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

* Effective November 1, 2017, the Fund changed its name to Hartford Quality Value Fund. On the same date, the Fund changed its principal investment strategy, portfolio managers and primary benchmark (the Russell 3000 Value Index is no longer a benchmark of the Fund and the Russell 1000 Value Index became the Fund’s only benchmark). The information in this report is as of October 31, 2017 and therefore, does not reflect any of these changes. For more information, please see the Fund’s most recent prospectus.

43

The Hartford Value Opportunities Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Value Opportunities Class A		1.23%		1.23%
Value Opportunities Class C		1.95%		1.95%
Value Opportunities Class I		0.90%		0.90%
Value Opportunities Class R3		1.53%		1.53%
Value Opportunities Class R4		1.20%		1.20%
Value Opportunities Class R5		0.90%		0.90%
Value Opportunities Class Y		0.85%		0.85%
Value Opportunities Class F		0.80%		0.80%

* Expenses as shown in the Fund’s March 1, 2017 prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. The Fund filed an updated prospectus dated November 1, 2017 with the U.S. Securities and Exchange Commission that reflected modifications to the Fund’s contractual management fee rate and contractual expense reimbursement arrangements effective November 1, 2017. However, the information in this annual report is as of October 31, 2017 and does not reflect any of these changes. The net expense ratios shown in the November 1, 2017 prospectus are as follows: 1.05% (Class A), 1.78% (Class C), 0.78% (Class I), 1.35% (Class R3), 1.05% (Class R4), 0.75% (Class R5), 0.69% (Class Y) and 0.64% (Class F). The gross expense ratios shown in the November 1, 2017 prospectus are as follows: 1.05% (Class A), 1.78% (Class C), 0.78% (Class I), 1.38% (Class R3), 1.05% (Class R4), 0.75% (Class R5), 0.69% (Class Y) and 0.64% (Class F). Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2019 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remains in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017

Portfolio Managers

David W. Palmer, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

James N. Mordy

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Value Opportunities Fund¹, before sales charge, returned 15.89% for the twelve-month period ended October 31, 2017, underperforming one of the Fund’s benchmarks, the Russell 3000 Value Index, which returned 18.30% for the same period. The Fund also underperformed the Russell 1000 Value Index, the Fund’s other benchmark, which returned 17.78% for the same period. The Fund underperformed the 19.58% average

return of the Lipper Multi-Cap Value Fund peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities, measured by the S&P 500 Index, rose steadily for the twelve-month period ended October 31, 2017. At the beginning of the period, November finished slightly higher, and financial data continued to paint a promising picture of the U.S. economy. Despite the common

¹  Effective November 1, 2017, the Fund changed its name to Hartford Quality Value Fund. On the same date, the Fund changed its principal investment strategy, portfolio managers and primary benchmark (the Russell 3000 Value Index is no longer a benchmark of the Fund and the Russell 1000 Value Index became the Fund’s only benchmark). The information in this report is as of October 31, 2017 and therefore, does not reflect any of these changes. For more information, please see the Fund’s most recent prospectus.

44

The Hartford Value Opportunities Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

perception that markets preferred Hillary Clinton, equities soared following Trump’s victory on hopes of increased fiscal stimulus, reduced regulatory restrictions, and lower corporate taxes. In December 2016, the U.S. Federal Reserve (Fed) gave the U.S. economy a vote of confidence when it increased interest rates for the first time since December 2015. In March 2017, the Fed increased rates for the third time in a decade, and despite plunging oil prices, and heightened political risk, the market rallied in the second quarter. The Fed increased interest rates by 0.25% in June and laid out a plan for balance sheet normalization (e.g., a process of shrinking the Fed’s balance sheet) later in 2017, provided the economy evolves broadly as anticipated. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and an encouraging employment data release. The Core Consumer Price Index (CPI) rose 0.2% in August after five consecutive months of downside surprises, providing a degree of relief and increasing the market’s expectation for interest rate increases at the end of the year and in 2018. The Fed announced that its balance sheet normalization program would begin in October, reiterating that the process would be gradual and predictable. In the wake of their failed attempt to repeal the Affordable Care Act (ACA), Republicans pivoted to tax reform and unveiled a long-awaited blueprint in September. U.S. equities finished the period strong, posting a positive return in October.

Returns varied by market-cap, as mid- and large-cap equities, as measured by the S&P MidCap 400 Index and S&P 500 Index, respectively, underperformed small-cap equities, as measured by the Russell 2000 Index, during the twelve-month period ended October 31, 2017.

Ten of eleven sectors within the Russell 3000 Value Index posted positive returns during the period. Financials (+36%), Materials (+30%), and Information Technology (+28%) were top performers while Telecommunication Services (-3%) lagged on a relative basis.

Security selection detracted from performance relative to the Russell 3000 Value Index, primarily driven by stock selection within Healthcare, Information Technology, and Consumer Staples. This was somewhat offset by stronger selection in Telecommunication Services, Real Estate, and Industrials. Sector allocation, a result of the bottom-up stock selection process, contributed positively to the Fund’s relative returns over the period, primarily due to an underweight to Consumer Staples and Energy. This was partially offset by an underweight to Financials, which detracted from performance.

The top detractors from performance relative to the Russell 3000 Value Index were Teva Pharmaceuticals (Healthcare), Bank of America (Financials), and Envision Healthcare (Healthcare). Shares of Teva Pharmaceuticals, an Israeli-based pharmaceutical company specializing in generic formulations, fell after the company announced a dividend cut, and lowered its 2017 fiscal year revenue and earnings guidance. Bank of America, a U.S.-based global

banking and financial services company, saw its share price rise as expectations of rising interest rates, lower taxes, and relief from regulatory pressures proved to be a secular tailwind for the U.S. banking industry. Not holding this stock detracted from relative performance. The stock price of Envision Healthcare, a U.S.-based medical holding company, slipped following a negative media report focused on out-of-network billing practices for Emergency Room care. Coty (Consumer Staples) was a top absolute detractor.

The largest contributors to performance relative to the Russell 3000 Value Index were General Electric (Industrials), Citigroup (Financials), and PNC Financial Services (Financials). The stock price of General Electric, a U.S.-based multinational conglomerate operating in the technology infrastructure, capital finance, and consumer and industrial products industries, fell after the stock underperformed following fourth-quarter sales coming in lower than what analysts had anticipated in addition to several executive leadership changes. Not holding this stock contributed positively to relative performance. Shares of Citigroup, a U.S.-based financial services company, rose during the period that it was held in the Fund; the stock price rose as Citi has streamlined its business and built up excess capital, which investors were positive about. The stock price of PNC Financial Services, a U.S.-based financial services company, rose as investors became bullish on management’s focus on deepening customer relationships to try to drive fee growth. MetLife (Financials) was a top absolute contributor to performance during the period.

Currency forwards were used from time to time to hedge a portion of the currency risk in this Fund during the period. Over the period, the currency hedges slightly detracted from performance.

What is the outlook?

Following some signs of a slowing in leading indicators during the spring, and a more neutral balance of economic surprises after several quarters of upside bias, the U.S. economy has continued to experience respectable growth in our view. Consumer spending has remained relatively firm, while investment spending has accelerated.

Overall, we see an economy underpinned by real personal income growth above 2%, rising capital investment trends, a boost to exports from a weaker dollar, and the potential to replenish inventories from currently-tight levels. Against this favorable backdrop, we have kept the Fund’s exposure to economically-sensitive companies relatively static at the end of the period.

At the end of the period, the Fund was most overweight Information Technology, Materials, and Real Estate sectors and most underweight Financials, Healthcare, and Industrials sectors, relative to the Russell 3000 Value Index.

45

The Hartford Value Opportunities Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

A Word about Risk

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

Composition by Sector

as of October 31, 2017

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		6.0	%
Consumer Staples		7.4
Energy		10.1
Financials		23.5
Health Care		10.4
Industrials		7.1
Information Technology		11.4
Materials		5.7
Real Estate		7.0
Telecommunication Services		2.9
Utilities		6.7
Total		98.2	%
Short-Term Investments		1.2
Other Assets & Liabilities		0.6
Total		100.0	%

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

46

Domestic Equity Funds

Expense Examples (Unaudited)

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of May 1, 2017 through October 31, 2017. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratio below.

Actual Expenses

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

Hypothetical Example for Comparison Purposes

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

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) and CDSC. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses are equal to a Fund’s annualized expense ratios multiplied by average account value over the period, multiplied by 184/365 (to reflect the one-half year period).

The Hartford Capital Appreciation Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October  31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October  31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,076.10	$	5.65	$	1,000.00	$	1,019.76	$	5.50		1.08	%		184		365
Class C	$	1,000.00	$	1,072.40	$	9.45	$	1,000.00	$	1,016.08	$	9.20		1.81	%		184		365
Class I	$	1,000.00	$	1,077.70	$	4.24	$	1,000.00	$	1,021.12	$	4.13		0.81	%		184		365
Class R3	$	1,000.00	$	1,074.30	$	7.32	$	1,000.00	$	1,018.15	$	7.12		1.40	%		184		365
Class R4	$	1,000.00	$	1,076.10	$	5.76	$	1,000.00	$	1,019.66	$	5.60		1.10	%		184		365
Class R5	$	1,000.00	$	1,077.50	$	4.19	$	1,000.00	$	1,021.17	$	4.08		0.80	%		184		365
Class R6	$	1,000.00	$	1,078.30	$	3.72	$	1,000.00	$	1,021.63	$	3.62		0.71	%		184		365
Class Y	$	1,000.00	$	1,077.80	$	3.98	$	1,000.00	$	1,021.37	$	3.87		0.76	%		184		365
Class F	$	1,000.00	$	1,078.20	$	3.72	$	1,000.00	$	1,021.63	$	3.62		0.71	%		184		365

47

Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

Hartford Core Equity Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October  31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October  31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,081.90	$	3.88	$	1,000.00	$	1,021.48	$	3.77		0.74	%		184		365
Class C	$	1,000.00	$	1,078.00	$	7.86	$	1,000.00	$	1,017.64	$	7.63		1.50	%		184		365
Class I	$	1,000.00	$	1,082.90	$	2.73	$	1,000.00	$	1,022.58	$	2.65		0.52	%		184		365
Class R3	$	1,000.00	$	1,080.10	$	5.71	$	1,000.00	$	1,019.71	$	5.55		1.09	%		184		365
Class R4	$	1,000.00	$	1,081.90	$	4.15	$	1,000.00	$	1,021.22	$	4.02		0.79	%		184		365
Class R5	$	1,000.00	$	1,083.50	$	2.57	$	1,000.00	$	1,022.74	$	2.50		0.49	%		184		365
Class R6	$	1,000.00	$	1,083.90	$	2.15	$	1,000.00	$	1,023.14	$	2.09		0.41	%		184		365
Class Y	$	1,000.00	$	1,083.50	$	2.42	$	1,000.00	$	1,022.89	$	2.35		0.46	%		184		365
Class F	$	1,000.00	$	1,084.10	$	2.15	$	1,000.00	$	1,023.14	$	2.09		0.41	%		184		365

The Hartford Dividend and Growth Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October  31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October  31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,084.40	$	5.20	$	1,000.00	$	1,020.22	$	5.04		0.99	%		184		365
Class C	$	1,000.00	$	1,080.20	$	9.07	$	1,000.00	$	1,016.48	$	8.79		1.73	%		184		365
Class I	$	1,000.00	$	1,085.50	$	4.15	$	1,000.00	$	1,021.22	$	4.02		0.79	%		184		365
Class R3	$	1,000.00	$	1,082.20	$	7.09	$	1,000.00	$	1,018.40	$	6.87		1.35	%		184		365
Class R4	$	1,000.00	$	1,083.70	$	5.46	$	1,000.00	$	1,019.96	$	5.30		1.04	%		184		365
Class R5	$	1,000.00	$	1,085.40	$	3.89	$	1,000.00	$	1,021.48	$	3.77		0.74	%		184		365
Class R6	$	1,000.00	$	1,086.00	$	3.37	$	1,000.00	$	1,021.98	$	3.26		0.64	%		184		365
Class Y	$	1,000.00	$	1,085.40	$	3.63	$	1,000.00	$	1,021.73	$	3.52		0.69	%		184		365
Class F	$	1,000.00	$	1,085.90	$	3.36	$	1,000.00	$	1,021.98	$	3.26		0.64	%		184		365

48

Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

The Hartford Equity Income Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,078.50	$	5.24	$	1,000.00	$	1,020.16	$	5.09		1.00	%		184		365
Class C	$	1,000.00	$	1,074.40	$	9.10	$	1,000.00	$	1,016.43	$	8.84		1.74	%		184		365
Class I	$	1,000.00	$	1,080.00	$	4.14	$	1,000.00	$	1,021.22	$	4.02		0.79	%		184		365
Class R3	$	1,000.00	$	1,076.50	$	7.17	$	1,000.00	$	1,018.30	$	6.97		1.37	%		184		365
Class R4	$	1,000.00	$	1,078.50	$	5.55	$	1,000.00	$	1,019.86	$	5.40		1.06	%		184		365
Class R5	$	1,000.00	$	1,079.80	$	3.98	$	1,000.00	$	1,021.37	$	3.87		0.76	%		184		365
Class R6	$	1,000.00	$	1,080.70	$	3.46	$	1,000.00	$	1,021.88	$	3.36		0.66	%		184		365
Class Y	$	1,000.00	$	1,079.90	$	3.72	$	1,000.00	$	1,021.63	$	3.62		0.71	%		184		365
Class F	$	1,000.00	$	1,080.80	$	3.46	$	1,000.00	$	1,021.88	$	3.36		0.66	%		184		365

The Hartford Growth Opportunities Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A(1)	$	1,000.00	$	1,145.50	$	5.89	$	1,000.00	$	1,019.71	$	5.55		1.09	%		184		365
Class C	$	1,000.00	$	1,141.40	$	9.99	$	1,000.00	$	1,015.88	$	9.40		1.85	%		184		365
Class I	$	1,000.00	$	1,146.90	$	4.65	$	1,000.00	$	1,020.87	$	4.38		0.86	%		184		365
Class R3	$	1,000.00	$	1,143.60	$	7.83	$	1,000.00	$	1,017.90	$	7.38		1.45	%		184		365
Class R4	$	1,000.00	$	1,145.40	$	6.22	$	1,000.00	$	1,019.41	$	5.85		1.15	%		184		365
Class R5	$	1,000.00	$	1,147.10	$	4.60	$	1,000.00	$	1,020.92	$	4.33		0.85	%		184		365
Class R6	$	1,000.00	$	1,147.70	$	4.06	$	1,000.00	$	1,021.43	$	3.82		0.75	%		184		365
Class Y	$	1,000.00	$	1,147.40	$	4.33	$	1,000.00	$	1,021.17	$	4.08		0.80	%		184		365
Class F	$	1,000.00	$	1,147.60	$	4.06	$	1,000.00	$	1,021.43	$	3.82		0.75	%		184		365

⁽¹⁾  Effective November 1, 2017, a new transfer agency fee arrangement was implemented. Had the new transfer agency fee arrangement been in effect during the period, the annualized expense ratio above would have been 1.12%, and the expenses paid in the actual and hypothetical examples above would have been $6.06 and $5.70, respectively.

The Hartford Healthcare Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,050.00	$	6.56	$	1,000.00	$	1,018.80	$	6.46		1.27	%		184		365
Class C	$	1,000.00	$	1,046.30	$	10.42	$	1,000.00	$	1,015.02	$	10.26		2.02	%		184		365
Class I	$	1,000.00	$	1,051.40	$	5.33	$	1,000.00	$	1,020.01	$	5.24		1.03	%		184		365
Class R3	$	1,000.00	$	1,048.20	$	8.26	$	1,000.00	$	1,017.14	$	8.13		1.60	%		184		365
Class R4	$	1,000.00	$	1,049.80	$	6.72	$	1,000.00	$	1,018.65	$	6.61		1.30	%		184		365
Class R5	$	1,000.00	$	1,051.50	$	5.22	$	1,000.00	$	1,020.11	$	5.14		1.01	%		184		365
Class Y	$	1,000.00	$	1,051.70	$	4.91	$	1,000.00	$	1,020.42	$	4.84		0.95	%		184		365
Class F	$	1,000.00	$	1,051.60	$	4.65	$	1,000.00	$	1,020.67	$	4.58		0.90	%		184		365

49

Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

The Hartford MidCap Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,116.60	$	5.98	$	1,000.00	$	1,019.56	$	5.70		1.12	%		184		365
Class C	$	1,000.00	$	1,112.40	$	9.96	$	1,000.00	$	1,015.78	$	9.50		1.87	%		184		365
Class I	$	1,000.00	$	1,117.80	$	4.64	$	1,000.00	$	1,020.82	$	4.43		0.87	%		184		365
Class R3	$	1,000.00	$	1,115.00	$	7.84	$	1,000.00	$	1,017.80	$	7.48		1.47	%		184		365
Class R4	$	1,000.00	$	1,116.50	$	6.19	$	1,000.00	$	1,019.36	$	5.90		1.16	%		184		365
Class R5	$	1,000.00	$	1,118.10	$	4.59	$	1,000.00	$	1,020.87	$	4.38		0.86	%		184		365
Class R6	$	1,000.00	$	1,118.70	$	4.06	$	1,000.00	$	1,021.37	$	3.87		0.76	%		184		365
Class Y	$	1,000.00	$	1,118.50	$	4.33	$	1,000.00	$	1,021.12	$	4.13		0.81	%		184		365
Class F	$	1,000.00	$	1,118.90	$	4.06	$	1,000.00	$	1,021.37	$	3.87		0.76	%		184		365

The Hartford MidCap Value Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,067.70	$	6.41	$	1,000.00	$	1,019.01	$	6.26		1.23	%		184		365
Class C	$	1,000.00	$	1,062.90	$	10.24	$	1,000.00	$	1,015.28	$	10.01		1.97	%		184		365
Class I	$	1,000.00	$	1,067.90	$	5.73	$	1,000.00	$	1,019.66	$	5.60		1.10	%		184		365
Class R3	$	1,000.00	$	1,065.70	$	7.97	$	1,000.00	$	1,017.49	$	7.78		1.53	%		184		365
Class R4	$	1,000.00	$	1,067.20	$	6.36	$	1,000.00	$	1,019.06	$	6.21		1.22	%		184		365
Class R5	$	1,000.00	$	1,069.00	$	4.75	$	1,000.00	$	1,020.62	$	4.63		0.91	%		184		365
Class Y	$	1,000.00	$	1,068.90	$	4.48	$	1,000.00	$	1,020.87	$	4.38		0.86	%		184		365
Class F	$	1,000.00	$	1,069.90	$	4.23	$	1,000.00	$	1,021.12	$	4.13		0.81	%		184		365

Hartford Small Cap Core Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,052.10	$	6.62	$	1,000.00	$	1,018.75	$	6.51		1.28	%		184		365
Class C(1)	$	1,000.00	$	1,047.90	$	10.32	$	1,000.00	$	1,015.12	$	10.16		2.00	%		184		365
Class I	$	1,000.00	$	1,053.60	$	5.28	$	1,000.00	$	1,020.06	$	5.19		1.02	%		184		365
Class R3	$	1,000.00	$	1,050.70	$	7.75	$	1,000.00	$	1,017.64	$	7.63		1.50	%		184		365
Class R4	$	1,000.00	$	1,051.80	$	6.21	$	1,000.00	$	1,019.16	$	6.11		1.20	%		184		365
Class R5	$	1,000.00	$	1,054.00	$	4.61	$	1,000.00	$	1,020.72	$	4.53		0.89	%		184		365
Class Y	$	1,000.00	$	1,053.90	$	4.40	$	1,000.00	$	1,020.92	$	4.33		0.85	%		184		365
Class F	$	1,000.00	$	1,054.40	$	4.40	$	1,000.00	$	1,020.92	$	4.33		0.85	%		184		365

⁽¹⁾  Effective November 1, 2017, a new transfer agency fee arrangement was implemented. Had the new transfer agency fee arrangement been in effect during the period, the annualized expense ratio above would have been 2.05%, and the expenses paid in the actual and hypothetical examples above would have been $10.58 and $10.41, respectively.

50

Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

The Hartford Small Cap Growth Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A(1)	$	1,000.00	$	1,089.20	$	6.00	$	1,000.00	$	1,019.46	$	5.80		1.14	%		184		365
Class C(2)	$	1,000.00	$	1,085.30	$	9.78	$	1,000.00	$	1,015.83	$	9.45		1.86	%		184		365
Class I	$	1,000.00	$	1,090.40	$	5.01	$	1,000.00	$	1,020.42	$	4.84		0.95	%		184		365
Class R3	$	1,000.00	$	1,087.30	$	7.73	$	1,000.00	$	1,017.80	$	7.48		1.47	%		184		365
Class R4	$	1,000.00	$	1,089.20	$	6.06	$	1,000.00	$	1,019.41	$	5.85		1.15	%		184		365
Class R5	$	1,000.00	$	1,090.80	$	4.48	$	1,000.00	$	1,020.92	$	4.33		0.85	%		184		365
Class R6	$	1,000.00	$	1,091.60	$	3.95	$	1,000.00	$	1,021.43	$	3.82		0.75	%		184		365
Class Y	$	1,000.00	$	1,091.10	$	4.22	$	1,000.00	$	1,021.17	$	4.08		0.80	%		184		365
Class F	$	1,000.00	$	1,091.50	$	3.95	$	1,000.00	$	1,021.43	$	3.82		0.75	%		184		365

⁽¹⁾  Effective November 1, 2017, a new transfer agency fee arrangement was implemented. Had the new transfer agency fee arrangement been in effect during the period, the annualized expense ratio above would have been 1.22%, and the expenses paid in the actual and hypothetical examples above would have been $6.43 and $6.22, respectively.

⁽²⁾ Effective November 1, 2017, a new transfer agency fee arrangement was implemented. Had the new transfer agency fee arrangement been in effect during the period, the annualized expense ratio above would have been 1.89%, and the expenses paid in the actual and hypothetical examples above would have been $9.91 and $9.58, respectively.

The Hartford Small Company Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,102.50	$	7.05	$	1,000.00	$	1,018.50	$	6.77		1.33	%		184		365
Class C(1)	$	1,000.00	$	1,098.20	$	11.00	$	1,000.00	$	1,014.72	$	10.56		2.08	%		184		365
Class I	$	1,000.00	$	1,103.30	$	6.10	$	1,000.00	$	1,019.41	$	5.85		1.15	%		184		365
Class R3	$	1,000.00	$	1,101.20	$	8.21	$	1,000.00	$	1,017.39	$	7.88		1.55	%		184		365
Class R4	$	1,000.00	$	1,103.00	$	6.63	$	1,000.00	$	1,018.90	$	6.36		1.25	%		184		365
Class R5	$	1,000.00	$	1,104.50	$	5.04	$	1,000.00	$	1,020.42	$	4.84		0.95	%		184		365
Class R6	$	1,000.00	$	1,104.90	$	4.83	$	1,000.00	$	1,020.62	$	4.63		0.91	%		184		365
Class Y	$	1,000.00	$	1,105.00	$	4.78	$	1,000.00	$	1,020.67	$	4.58		0.90	%		184		365
Class F	$	1,000.00	$	1,104.80	$	4.77	$	1,000.00	$	1,020.67	$	4.58		0.90	%		184		365

⁽¹⁾  Effective November 1, 2017, a new transfer agency fee arrangement was implemented. Had the new transfer agency fee arrangement been in effect during the period, the annualized expense ratio above would have been 2.12%, and the expenses paid in the actual and hypothetical examples above would have been $11.21 and $10.77, respectively.

51

Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

The Hartford Value Opportunities Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,043.80	$	6.18	$	1,000.00	$	1,019.16	$	6.11		1.20	%		184		365
Class C	$	1,000.00	$	1,040.00	$	9.92	$	1,000.00	$	1,015.48	$	9.80		1.93	%		184		365
Class I	$	1,000.00	$	1,045.40	$	4.95	$	1,000.00	$	1,020.37	$	4.89		0.96	%		184		365
Class R3	$	1,000.00	$	1,041.80	$	7.93	$	1,000.00	$	1,017.44	$	7.83		1.54	%		184		365
Class R4	$	1,000.00	$	1,043.80	$	6.23	$	1,000.00	$	1,019.11	$	6.16		1.21	%		184		365
Class R5	$	1,000.00	$	1,045.50	$	4.85	$	1,000.00	$	1,020.47	$	4.79		0.94	%		184		365
Class Y	$	1,000.00	$	1,045.40	$	4.38	$	1,000.00	$	1,020.92	$	4.33		0.85	%		184		365
Class F	$	1,000.00	$	1,045.40	$	4.12	$	1,000.00	$	1,021.17	$	4.08		0.80	%		184		365

52

The Hartford Capital Appreciation Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 93.3%
		Automobiles & Components - 1.9%
	898,014	General Motors Co.	$	38,596,642
	1,704,887	Goodyear Tire & Rubber Co.		52,152,494
	249,613	Magna International, Inc.		13,617,365
	1,134,000	Tata Motors Ltd. ADR*		37,149,840
	202,007	Valeo S.A.		13,676,712
				155,193,053
		Banks - 7.2%
	8,100,029	Banco Santander S.A.		54,912,607
	2,713,797	Bank of America Corp.		74,330,900
	3,478,000	China Merchants Bank Co., Ltd. Class H		13,281,291
	3,009,930	Citigroup, Inc.		221,229,855
	5,442,165	ICICI Bank Ltd.		25,511,925
	1,758,390	ICICI Bank Ltd. ADR		16,089,268
	3,725,070	Itau Unibanco Holding S.A. ADR		47,718,147
	460,373	JP Morgan Chase & Co.		46,318,127
	583,321	PNC Financial Services Group, Inc.		79,792,480
	839,569	UniCredit S.p.A.*		16,044,693
				595,229,293
		Capital Goods - 2.9%
	1,107,618	AerCap Holdings N.V.*		58,305,012
	276,739	Airbus SE		28,397,573
	286,769	AMETEK, Inc.		19,354,040
	385,814	Cie de Saint-Gobain		22,621,394
	88,725	General Dynamics Corp.		18,009,400
	806,800	Harry’s, Inc.*(1)(2)(3)(4)		10,891,800
	521,700	Komatsu Ltd.		17,046,939
	372,334	Lithium Technology Corp., Escrow*(1)(2)(3)(4)		122,870
	128,891	Lockheed Martin Corp.		39,719,051
	234,141	United Technologies Corp.		28,040,726
				242,508,805
		Commercial & Professional Services - 0.7%
	398,729	IHS Markit Ltd.*		16,989,843
	4,595	Klarna Holding AB*(1)(2)(3)(4)		528,502
	511,883	TransUnion*		26,868,739
	207,320	Waste Connections, Inc.		14,651,304
				59,038,388
		Consumer Durables & Apparel - 2.7%
	2,655,800	Glenveagh Properties plc*(2)		3,480,308
	2,768,058	NIKE, Inc. Class B		152,215,510
	83,332	One Kings Lane, Inc., Escrow*(1)(2)(3)(4)		20,833
	1,333,000	Sony Corp.		55,765,630
	1,193,702	Under Armour, Inc. Class C*		13,763,384
				225,245,665
		Consumer Services - 4.3%
	62,394	Chipotle Mexican Grill, Inc.*		16,964,929
	106,068	Churchill Downs, Inc.		22,120,481
	5,654,566	DraftKings, Inc.*(1)(2)(3)(4)		8,764,577
	1,482,704	Hilton Worldwide Holdings, Inc.		107,169,845
	575,659	Las Vegas Sands Corp.		36,485,268
	248,524	McDonald’s Corp.		41,481,141
	172,591	New Oriental Education & Technology Group, Inc. ADR		14,366,475
	739,213	Wynn Resorts Ltd.		109,026,525
				356,379,241
		Diversified Financials - 5.5%
	1,305,050	American Express Co.		124,658,376
	118,987	BlackRock, Inc.		56,022,649
	1,057,352	Blackstone Group L.P.		35,199,248

Shares or Principal Amount			Market Value†
COMMON STOCKS - 93.3% - (continued)
		Diversified Financials - 5.5% - (continued)
	151,785	Capital One Financial Corp.	$	13,991,541
	1,107,209	Deutsche Bank AG		18,146,254
	98,353	Goldman Sachs Group, Inc.		23,848,636
	629,780	Hong Kong Exchanges & Clearing Ltd.		17,548,339
	317,354	Intercontinental Exchange, Inc.		20,977,100
	1,365,300	J2 Acquisition Ltd.*(2)		13,653,000
	421,678	Ocelot Partners Ltd.*(2)		4,132,444
	1,253,957	Saban Capital Acquisition Corp. UNIT*		13,354,642
	545,057	Synchrony Financial		17,779,759
	1,351,183	TD Ameritrade Holding Corp.		67,545,638
	1,482,742	UBS Group AG*		25,226,044
				452,083,670
		Energy - 1.6%
	104,198	Cimarex Energy Co.		12,183,872
	600,277	Diamondback Energy, Inc.*		64,325,683
	1,241,793	Kinder Morgan, Inc.		22,488,871
	1,015,103	Newfield Exploration Co.*		31,255,022
				130,253,448
		Food & Staples Retailing - 1.2%
	289,318	Costco Wholesale Corp.		46,603,343
	421,830	Seven & i Holdings Co., Ltd.		17,001,626
	370,262	Wal-Mart Stores, Inc.		32,327,575
				95,932,544
		Food, Beverage & Tobacco - 2.4%
	376,407	Altria Group, Inc.		24,172,858
	1,015,141	Coca-Cola Co.		46,676,183
	1,849,037	Diageo plc		63,142,418
	335,650	General Mills, Inc.		17,426,948
	98,790	JM Smucker Co.		10,476,679
	201,162	Kellogg Co.		12,578,660
	456,014	Monster Beverage Corp.*		26,416,891
				200,890,637
		Health Care Equipment & Services - 5.3%
	120,965	Aetna, Inc.		20,567,679
	371,965	Baxter International, Inc.		23,980,584
	113,392	Becton Dickinson and Co.		23,661,509
	808,559	Cardinal Health, Inc.		50,049,802
	17,400	Danaher Corp.		1,605,498
	521,622	DexCom, Inc.*		23,457,341
	343,965	Edwards Lifesciences Corp.*		35,163,542
	1,616,954	Hologic, Inc.*		61,201,709
	88,426	Laboratory Corp. of America Holdings*		13,591,960
	451,947	McKesson Corp.		62,314,452
	762,851	Medtronic plc		61,424,762
	116,165	Quest Diagnostics, Inc.		10,893,954
	45,615	Teleflex, Inc.		10,809,843
	197,054	UnitedHealth Group, Inc.		41,424,692
				440,147,327
		Household & Personal Products - 0.8%
	758,934	Colgate-Palmolive Co.		53,466,900
	852,432	Coty, Inc. Class A		13,127,453
				66,594,353
		Insurance - 4.1%
	217,661	Allstate Corp.		20,429,662
	461,115	American International Group, Inc.		29,792,640
	1,033,581	AXA S.A.		31,202,144
	786,259	Chubb Ltd.		118,583,582

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

53

The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 93.3% - (continued)
		Insurance - 4.1% - (continued)
	576,147	Marsh & McLennan Cos., Inc.	$	46,627,577
	551,000	Tokio Marine Holdings, Inc.		23,752,076
	124,139	Torchmark Corp.		10,443,814
	158,833	Travelers Cos., Inc.		21,037,431
	233,161	Willis Towers Watson plc		37,557,574
				339,426,500
		Materials - 4.4%
	429,097	ArcelorMittal*		12,272,174
	503,444	Ball Corp.		21,612,851
	2,411,100	Cemex S.A.B. de C.V. ADR*		19,554,021
	15,530	Ecolab, Inc.		2,029,150
	1,346,277	Freeport-McMoRan, Inc.*		18,820,953
	13,564,090	Glencore plc*		65,422,310
	1,385,892	International Paper Co.		79,370,035
	713,540	KapStone Paper & Packaging Corp.		16,026,108
	202,290	Packaging Corp. of America		23,520,258
	2,857,064	Platform Specialty Products Corp.*		30,570,585
	233,670	Praxair, Inc.		34,143,860
	974,452	Steel Dynamics, Inc.		36,259,359
				359,601,664
		Media - 0.7%
	406,555	DISH Network Corp. Class A*		19,734,180
	176,082	Omnicom Group, Inc.		11,830,950
	253,614	Walt Disney Co.		24,805,985
	25,200	Weinstein Co. LLC*(1)(2)(3)(4)		—
				56,371,115
		Pharmaceuticals, Biotechnology & Life Sciences - 6.6%
	364,673	Agilent Technologies, Inc.		24,808,704
	428,819	Alkermes plc*		20,909,214
	1,146,114	AstraZeneca plc ADR		39,540,933
	44,130	BeiGene Ltd. ADR*		4,073,199
	2,753,811	Bristol-Myers Squibb Co.		169,799,986
	528,094	Exact Sciences Corp.*		29,039,889
	143,084	Incyte Corp.*		16,204,263
	784,377	Ionis Pharmaceuticals, Inc.*		44,795,771
	228,489	Johnson & Johnson		31,853,652
	474,400	Merck & Co., Inc.		26,134,696
	37,344	Mettler-Toledo International, Inc.*		25,492,135
	843,509	Pfizer, Inc.		29,573,426
	49,760	Regeneron Pharmaceuticals, Inc.*		20,034,371
	318,597	TESARO, Inc.*		36,883,975
	124,609	Thermo Fisher Scientific, Inc.		24,152,962
				543,297,176
		Real Estate - 2.5%
	140,345	American Tower Corp. REIT		20,163,366
	373,189	CBRE Group, Inc. Class A, REIT*		14,673,791
	551,838	Public Storage REIT		114,368,426
	1,485,555	Realogy Holdings Corp.		48,027,993
	153,417	WeWork Companies, Inc. Class A, REIT*(1)(2)(3)(4)		7,948,535
				205,182,111
		Retailing - 3.6%
	345,748	CarMax, Inc.*		25,965,675
	229,610	Ctrip.com International Ltd. ADR*		10,996,023
	173,300	Expedia, Inc.		21,603,578
	12,011	Honest Co.*(1)(2)(3)(4)		212,354
	10,615	JAND, Inc. Class A*(1)(2)(3)(4)		84,814
	1,060,200	Macy’s, Inc.		19,889,352

Shares or Principal Amount			Market Value†
COMMON STOCKS - 93.3% - (continued)
		Retailing - 3.6% - (continued)
	208,721	Netflix, Inc.*	$	40,999,066
	401,400	Nordstrom, Inc.		15,915,510
	34,485	Priceline Group, Inc.*		65,933,940
	639,247	TJX Cos., Inc.		44,619,441
	316,327	Tory Burch LLC*(1)(2)(3)(4)		14,003,782
	48,267	Ulta Salon Cosmetics & Fragrance, Inc.*		9,739,798
	435,100	Wayfair, Inc. Class A*		30,413,490
				300,376,823
		Semiconductors & Semiconductor Equipment - 5.7%
	4,226,718	Advanced Micro Devices, Inc.*		46,430,497
	106,208	Broadcom Ltd.		28,029,353
	310,112	KLA-Tencor Corp.		33,768,096
	460,075	Microchip Technology, Inc.		43,615,110
	2,338,154	Micron Technology, Inc.*		103,603,604
	260,447	NVIDIA Corp.		53,863,044
	1,474,164	QUALCOMM, Inc.		75,197,106
	4,311,490	Taiwan Semiconductor Manufacturing Co., Ltd.		34,855,375
	609,700	Taiwan Semiconductor Manufacturing Co., Ltd. ADR		25,808,601
	478,361	Teradyne, Inc.		20,516,903
				465,687,689
		Software & Services - 17.2%
	405,737	Accenture plc Class A		57,760,719
	74,221	Activision Blizzard, Inc.		4,860,733
	259,283	Adobe Systems, Inc.*		45,416,010
	456,461	Alibaba Group Holding Ltd. ADR*		84,395,074
	149,089	Alliance Data Systems Corp.		33,355,682
	134,377	Alphabet, Inc. Class C*		136,613,033
	246,770	Autodesk, Inc.*		30,836,379
	143,626	Birst, Inc. Escrow*(1)(2)(3)(4)		27,289
	143,626	Birst, Inc. Earn Out Escrow*(1)(2)(3)(4)		—
	7,967	Cloudera, Inc.*		120,541
	294,000	CoStar Group, Inc.*		86,950,500
	996,051	Facebook, Inc. Class A*		179,348,943
	161,291	FleetCor Technologies, Inc.*		26,656,564
	12,500	ForeScout Technologies, Inc.*		323,125
	30,723	ForeScout Technologies, Inc.*(1)(2)(3)(4)		716,535
	833,497	Genpact Ltd.		25,379,984
	770,187	Global Payments, Inc.		80,060,939
	2,566,752	Just Eat plc*		26,591,644
	1,038,293	Microsoft Corp.		86,365,212
	42,516	NetEase, Inc. ADR		11,986,111
	620,069	Oracle Corp.		31,561,512
	686,330	PayPal Holdings, Inc.*		49,800,105
	411,211	Salesforce.com, Inc.*		42,083,334
	732,163	ServiceNow, Inc.*		92,523,438
	39,365	Trade Desk, Inc. Class A*		2,594,941
	58,205	Veracode, Inc. Escrow*(1)(2)(3)(4)		233,984
	361,926	Verint Systems, Inc.*		15,273,277
	243,059	VeriSign, Inc.*		26,133,704
	445,021	Visa, Inc. Class A		48,943,410
	843,949	Workday, Inc. Class A*		93,669,899
	787,296	Yandex N.V. Class A*		26,634,224
	714,824	Zillow Group, Inc. Class A*		29,529,379
	917,968	Zillow Group, Inc. Class C*		37,893,719
				1,414,639,943
		Technology Hardware & Equipment - 3.5%
	593,557	Apple, Inc.		100,334,875
	154,813	Arista Networks, Inc.*		30,945,571

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

54

The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 93.3% - (continued)
		Technology Hardware & Equipment - 3.5% - (continued)
	379,900	CDW Corp.	$	26,593,000
	4,190,397	Flex Ltd.*		74,589,067
	14,445	Samsung Electronics Co., Ltd.		35,608,437
	565,387	Trimble, Inc.*		23,113,020
				291,183,970
		Telecommunication Services - 1.0%
	740,627	AT&T, Inc.		24,922,098
	346,500	SoftBank Group Corp.		30,707,566
	2,047,500	Sprint Corp.*		13,390,650
	269,087	Verizon Communications, Inc.		12,881,195
				81,901,509
		Transportation - 4.4%
	270,208	Alaska Air Group, Inc.		17,841,834
	916,976	Canadian National Railway Co.		73,785,969
	1,377,570	CSX Corp.		69,470,855
	362,347	Delta Air Lines, Inc.		18,128,220
	1,427,977	Knight-Swift Transportation Holdings, Inc.*		59,189,647
	454,531	Union Pacific Corp.		52,630,145
	632,442	United Parcel Service, Inc. Class B		74,330,908
				365,377,578
		Utilities - 3.1%
	219,998	Ameren Corp.		13,637,676
	283,110	American Electric Power Co., Inc.		21,066,215
	136,410	DTE Energy Co.		15,067,849
	303,041	Duke Energy Corp.		26,761,551
	215,293	Edison International		17,212,675
	162,779	Entergy Corp.		14,041,316
	240,509	Eversource Energy		15,065,484
	2,366,640	Iberdrola S.A.		19,124,832
	568,427	NRG Energy, Inc.		14,210,675
	288,042	PG&E Corp.		16,640,186
	445,666	PPL Corp.		16,739,215
	350,034	Public Service Enterprise Group, Inc.		17,221,673
	148,366	SCANA Corp.		6,400,509
	469,322	Southern Co.		24,498,608
	354,884	Xcel Energy, Inc.		17,573,856
				255,262,320
		Total Common Stocks (cost $6,960,860,012)	$	7,697,804,822
EXCHANGE-TRADED FUNDS - 0.4%
		Other Investment Pools & Funds - 0.4%
	140,531	SPDR S&P 500 ETF Trust	$	36,137,547
		Total Exchange-Traded Funds (cost $33,845,177)	$	36,137,547
PREFERRED STOCKS - 3.3%
		Commercial & Professional Services - 0.0%
	33,739	Rubicon Global Holdings LLC Series C*(1)(2)(3)(4)		988,553
		Consumer Services - 0.0%
	10,074	Airbnb, Inc. Series E*(1)(2)(3)(4)		1,057,770
		Diversified Financials - 0.1%
	348,919	Social Finance, Inc.*(1)(2)(3)(4)		5,840,904

Shares or Principal Amount			Market Value†
PREFERRED STOCKS - 3.3% - (continued)
		Health Care Equipment & Services - 0.1%
	956,830	Moderna Therapeutics, Inc. Series E*(1)(2)(3)(4)	$	8,400,967
		Real Estate - 0.9%
	81,954	Redfin Corp. Series G*(1)(2)(3)(4)		1,838,096
	762,484	WeWork Companies, Inc. Class D-1*(1)(2)(3)(4)		39,504,296
	599,094	WeWork Companies, Inc. Class D-2*(1)(2)(3)(4)		31,039,060
				72,381,452
		Retailing - 0.2%
	448,670	Coupang LLC*(1)(2)(3)(4)		2,346,544
	278,194	Honest Co.*(1)(2)(3)(4)		9,839,722
	23,702	JAND, Inc. Series D*(1)(2)(3)(4)		224,221
				12,410,487
		Software & Services - 1.4%
	18,389	Dropbox, Inc. Series C*(1)(2)(3)(4)		297,902
	566,622	Essence Group Holdings Corp.*(1)(2)(3)(4)		1,150,243
	12,426	General Assembly Space, Inc.*(1)(2)(3)(4)		609,134
	77,707	Lookout, Inc. Series F*(1)(2)(3)(4)		637,974
	95,031	MarkLogic Corp. Series F*(1)(2)(3)(4)		940,807
	2,286,050	Pinterest, Inc. Series G*(1)(2)(3)(4)		16,411,763
	47,064	Sharecare*(1)(2)(3)(4)		14,119,200
	2,000,820	Uber Technologies, Inc.*(1)(2)(3)(4)		82,953,997
	306,876	Zuora, Inc. Series F*(1)(2)(3)(4)		1,577,343
				118,698,363
		Technology Hardware & Equipment - 0.2%
	5,362,869	Rethink Robotics, Inc.*(1)(2)(3)(4)		18,524,422
		Transportation - 0.4%
	3,553,600	Azul S.A.*		29,764,510
		Total Preferred Stocks (cost $152,485,426)	$	268,067,428
CONVERTIBLE PREFERRED STOCKS - 0.0%
		Retailing - 0.0%
	28,025	Honest Co. Series C*(1)(2)(3)(4)	$	855,323
		Total Convertible Preferred Stocks (cost $758,281)	$	855,323
WARRANTS - 0.0%
		Diversified Financials - 0.0%
	1,365,300	J2 Acquisition Ltd. Expires 10/10/20*	$	573,426
	408,983	Ocelot Partners Ltd. Expires 4/1/20*		204,491
				777,917
		Total Warrants (cost $17,743)	$	777,917
RIGHTS - 0.0%
		Banks - 0.0%
	10,835,257	Banco Santander S.A., Expires 11/01/17*	$	517,479
		Total Rights (cost $510,406)	$	517,479

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

55

The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
CLOSED END FUNDS - 0.4%
		Other Investment Pools & Funds - 0.4%
	461,900	Altaba, Inc.*	$	32,388,428
		Total Closed Funds (cost $28,537,886)	$	32,388,428
		Total Long-Term Investments (cost $7,177,014,931)	$	8,036,548,944
SHORT-TERM INVESTMENTS - 2.2%
		Other Investment Pools & Funds - 2.2%
	180,563,703	Fidelity Institutional Government Fund, Institutional Class, 0.92%(5)	$	180,563,703
		Total Short-Term Investments (cost $180,563,703)	$	180,563,703

Total Investments (cost $7,357,578,634)	99.6	%	$	8,217,112,647
Other Assets and Liabilities	0.4	%		32,931,544
Total Net Assets	100.0	%	$	8,250,044,191

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

56

The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

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

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

* Non-income producing.

⁽¹⁾  Investment valued using significant unobservable inputs.

⁽²⁾  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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $303,979,868, which represented 3.7% of total net assets.

⁽³⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2017, the aggregate fair value of these securities was $282,714,116, which represented 3.4% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽⁴⁾  This security has been identified as 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. The identification of illiquid securities is unaudited.

At October 31, 2017, the aggregate value of these securities was $282,693,283, which represents 3.4% of total net assets.

The following illiquid securities are considered restricted due to a contractual lock-up period associated with the securities:

Period Acquired		Security Name	Shares/Par Value	Base Total Cost		Base Market Value
	11/2015	ForeScout Technologies, Inc.	30,723		621,083		716,535
	12/2014	Redfin Corp. Series G	81,954		810,779		1,838,096

⁽⁵⁾  Current yield as of period end.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:
ADR	American Depositary Receipt
ETF	Exchange-Traded Fund
REIT	Real Estate Investment Trust
SPDR	Standard & Poor’s Depositary Receipt

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

57

The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total		Level 1(1)		Level 2(1)		Level 3(1)
Assets
Common Stocks
Automobiles & Components	$	155,193,053	$	141,516,341	$	13,676,712	$	—
Banks		595,229,293		485,478,777		109,750,516		—
Capital Goods		242,508,805		163,428,229		68,065,906		11,014,670
Commercial & Professional Services		59,038,388		58,509,886		—		528,502
Consumer Durables & Apparel		225,245,665		169,459,202		55,765,630		20,833
Consumer Services		356,379,241		347,614,664		—		8,764,577
Diversified Financials		452,083,670		391,163,033		60,920,637		—
Energy		130,253,448		130,253,448		—		—
Food & Staples Retailing		95,932,544		78,930,918		17,001,626		—
Food, Beverage & Tobacco		200,890,637		137,748,219		63,142,418		—
Health Care Equipment & Services		440,147,327		440,147,327		—		—
Household & Personal Products		66,594,353		66,594,353		—		—
Insurance		339,426,500		284,472,280		54,954,220		—
Materials		359,601,664		294,179,354		65,422,310		—
Media		56,371,115		56,371,115		—		—
Pharmaceuticals, Biotechnology & Life Sciences		543,297,176		543,297,176		—		—
Real Estate		205,182,111		197,233,576		—		7,948,535
Retailing		300,376,823		286,075,873		—		14,300,950
Semiconductors & Semiconductor Equipment		465,687,689		430,832,314		34,855,375		—
Software & Services		1,414,639,943		1,387,070,491		26,591,644		977,808
Technology Hardware & Equipment		291,183,970		255,575,533		35,608,437		—
Telecommunication Services		81,901,509		51,193,943		30,707,566		—
Transportation		365,377,578		365,377,578		—		—
Utilities		255,262,320		236,137,488		19,124,832		—
Exchange-Traded Funds		36,137,547		36,137,547		—		—
Preferred Stocks		268,067,428		29,764,510		—		238,302,918
Convertible Preferred Stocks		855,323		—		—		855,323
Warrants		777,917		777,917		—		—
Rights		517,479		517,479		—		—
Closed End Funds		32,388,428		32,388,428		—		—
Short-Term Investments		180,563,703		180,563,703		—		—
Total	$	8,217,112,647	$	7,278,810,702	$	655,587,829	$	282,714,116

⁽¹⁾  For the year ended October 31, 2017, investments valued at $3,875,503 were transferred from Level 3 to Level 1 due to the expiration of trading restrictions and there were no transfers between Level 1 and Level 2.

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

	Common Stocks			Corporate Bonds			Preferred Stocks			Convertible Preferred Stocks			Total
Beginning balance	$	58,122,250		$	157,087		$	290,651,430		$	1,051,218		$	349,981,985
Conversions*		15,169,967			(157,087	)		(15,012,880	)		—			—
Purchases		—			—			—			—			—
Sales		(20,106,035	)		—			(18,737,199	)		—			(38,843,234	)
Accrued discounts/(premiums)		—			—			—			—			—
Total realized gain/(loss)		(15,501,110	)		—			460,190			—			(15,040,920	)
Net change in unrealized appreciation/(depreciation)		5,870,803			—			(15,183,120	)		(195,895	)		(9,508,212	)
Transfers into Level 3		—			—			—			—			—
Transfers out of Level 3		—			—			(3,875,503	)		—			(3,875,503	)
Ending balance	$	43,555,875		$	—		$	238,302,918		$	855,323		$	282,714,116

The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at October 31, 2017 was $(10,092,694).

* Private Equity security that was a convertible note is now trading as a common stock.

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

58

Hartford Core Equity Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.6%
		Banks - 9.5%
	3,371,666	Bank of America Corp.	$	92,349,932
	924,571	Fifth Third Bancorp		26,720,102
	885,057	JP Morgan Chase & Co.		89,045,585
	116,089	M&T Bank Corp.		19,360,162
	559,241	PNC Financial Services Group, Inc.		76,498,576
				303,974,357
		Capital Goods - 6.7%
	689,259	AMETEK, Inc.		46,518,090
	191,176	Boeing Co.		49,319,584
	306,340	Fortune Brands Home & Security, Inc.		20,236,820
	126,072	General Dynamics Corp.		25,590,095
	252,919	Illinois Tool Works, Inc.		39,586,882
	207,255	Snap-on, Inc.		32,700,694
				213,952,165
		Commercial & Professional Services - 2.2%
	145,498	Equifax, Inc.		15,790,898
	487,683	IHS Markit Ltd.*		20,780,173
	500,066	Republic Services, Inc.		32,539,294
				69,110,365
		Consumer Durables & Apparel - 2.7%
	805,812	NIKE, Inc. Class B		44,311,602
	617,904	VF Corp.		43,037,014
				87,348,616
		Consumer Services - 2.6%
	929,634	Aramark		40,615,709
	747,890	Starbucks Corp.		41,014,288
				81,629,997
		Diversified Financials - 2.3%
	438,517	Capital One Financial Corp.		40,422,497
	989,228	Synchrony Financial		32,268,617
				72,691,114
		Energy - 1.5%
	479,833	EOG Resources, Inc.		47,920,922
		Food & Staples Retailing - 1.8%
	361,850	Costco Wholesale Corp.		58,286,798
		Food, Beverage & Tobacco - 3.9%
	827,728	Altria Group, Inc.		53,156,692
	163,861	Constellation Brands, Inc. Class A		35,900,307
	640,313	Monster Beverage Corp.*		37,093,332
				126,150,331
		Health Care Equipment & Services - 9.5%
	617,310	Abbott Laboratories		33,476,721
	232,684	Aetna, Inc.		39,563,260
	661,948	Baxter International, Inc.		42,675,788
	273,185	Danaher Corp.		25,206,780
	502,578	Hologic, Inc.*		19,022,577
	210,326	Laboratory Corp. of America Holdings*		32,329,209
	579,382	Medtronic plc		46,651,839
	304,512	UnitedHealth Group, Inc.		64,014,513
				302,940,687
		Household & Personal Products - 2.9%
	694,962	Colgate-Palmolive Co.		48,960,073
	386,025	Estee Lauder Cos., Inc. Class A		43,161,455
				92,121,528

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.6% - (continued)
		Insurance - 4.4%
	390,022	Allstate Corp.	$	36,607,465
	447,484	Chubb Ltd.		67,489,537
	901,209	XL Group Ltd.		36,471,928
				140,568,930
		Materials - 3.6%
	670,418	Crown Holdings, Inc.*		40,339,051
	495,279	DowDuPont, Inc.		35,813,624
	299,868	Ecolab, Inc.		39,180,753
				115,333,428
		Media - 2.1%
	1,870,422	Comcast Corp. Class A		67,391,305
		Pharmaceuticals, Biotechnology & Life Sciences - 6.2%
	185,583	Allergan plc		32,890,875
	638,631	Bristol-Myers Squibb Co.		39,377,988
	554,311	Eli Lilly & Co.		45,420,243
	734,136	Merck & Co., Inc.		40,443,552
	212,080	Thermo Fisher Scientific, Inc.		41,107,467
				199,240,125
		Retailing - 5.0%
	462,411	Dollar Tree, Inc.*		42,195,003
	126,740	O’Reilly Automotive, Inc.*		26,735,803
	23,780	Priceline Group, Inc.*		45,466,409
	627,571	TJX Cos., Inc.		43,804,456
				158,201,671
		Semiconductors & Semiconductor Equipment - 2.6%
	9,804	Broadcom Ltd.		2,587,374
	160,746	Lam Research Corp.		33,526,793
	432,748	QUALCOMM, Inc.		22,074,476
	550,635	Teradyne, Inc.		23,616,735
				81,805,378
		Software & Services - 15.0%
	84,847	Alphabet, Inc. Class A*		87,650,345
	20,222	Alphabet, Inc. Class C*		20,558,494
	782,319	eBay, Inc.*		29,446,487
	237,209	Electronic Arts, Inc.*		28,370,196
	508,676	Facebook, Inc. Class A*		91,592,201
	859,131	GoDaddy, Inc. Class A*		40,121,418
	524,011	Mastercard, Inc. Class A		77,957,117
	640,584	Microsoft Corp.		53,283,777
	377,401	Total System Services, Inc.		27,191,742
	193,089	Workday, Inc. Class A*		21,430,948
				477,602,725
		Technology Hardware & Equipment - 6.0%
	633,555	Apple, Inc.		107,096,137
	172,317	CDW Corp.		12,062,190
	347,267	Motorola Solutions, Inc.		31,441,554
	902,337	NetApp, Inc.		40,081,810
				190,681,691
		Telecommunication Services - 1.5%
	1,025,800	Verizon Communications, Inc.		49,105,046
		Transportation - 1.4%
	198,919	FedEx Corp.		44,917,899
		Utilities - 5.2%
	747,895	American Electric Power Co., Inc.		55,650,867

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

59

Hartford Core Equity Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.6% - (continued)
		Utilities - 5.2% - (continued)
	429,120	NextEra Energy, Inc.	$	66,543,638
	483,555	Pinnacle West Capital Corp.		42,412,609
				164,607,114
		Total Common Stocks (cost $2,660,026,732)	$	3,145,582,192
		Total Long-Term Investments (cost $2,660,026,732)	$	3,145,582,192
SHORT-TERM INVESTMENTS - 1.4%
		Other Investment Pools & Funds - 1.4%
	46,002,312	Fidelity Institutional Government Fund, Institutional Class, 0.92%(1)	$	46,002,312
		Total Short-Term Investments (cost $46,002,312)	$	46,002,312

Total Investments (cost $2,706,029,044)	100.0	%	$	3,191,584,504
Other Assets and Liabilities	0.0	%		(121,796	)
Total Net Assets	100.0	%	$	3,191,462,708

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

60

Hartford Core Equity Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

* Non-income producing.

⁽¹⁾  Current yield as of period end.

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

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

61

Hartford Core Equity Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total		Level 1(1)		Level 2(1)		Level 3(1)
Assets
Common Stocks
Banks	$	303,974,357	$	303,974,357	$	—	$	—
Capital Goods		213,952,165		213,952,165		—		—
Commercial & Professional Services		69,110,365		69,110,365		—		—
Consumer Durables & Apparel		87,348,616		87,348,616		—		—
Consumer Services		81,629,997		81,629,997		—		—
Diversified Financials		72,691,114		72,691,114		—		—
Energy		47,920,922		47,920,922		—		—
Food & Staples Retailing		58,286,798		58,286,798		—		—
Food, Beverage & Tobacco		126,150,331		126,150,331		—		—
Health Care Equipment & Services		302,940,687		302,940,687		—		—
Household & Personal Products		92,121,528		92,121,528		—		—
Insurance		140,568,930		140,568,930		—		—
Materials		115,333,428		115,333,428		—		—
Media		67,391,305		67,391,305		—		—
Pharmaceuticals, Biotechnology & Life Sciences		199,240,125		199,240,125		—		—
Retailing		158,201,671		158,201,671		—		—
Semiconductors & Semiconductor Equipment		81,805,378		81,805,378		—		—
Software & Services		477,602,725		477,602,725		—		—
Technology Hardware & Equipment		190,681,691		190,681,691		—		—
Telecommunication Services		49,105,046		49,105,046		—		—
Transportation		44,917,899		44,917,899		—		—
Utilities		164,607,114		164,607,114		—		—
Short-Term Investments		46,002,312		46,002,312		—		—
Total	$	3,191,584,504	$	3,191,584,504	$	—	$	—

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

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

62

The Hartford Dividend and Growth Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.6%
		Automobiles & Components - 0.9%
	6,261,885	Ford Motor Co.	$	76,833,329
		Banks - 11.7%
	9,696,645	Bank of America Corp.		265,591,107
	908,960	Bank of Nova Scotia		58,646,099
	1,492,290	Citigroup, Inc.		109,683,315
	2,677,450	JP Morgan Chase & Co.		269,378,244
	1,347,491	PNC Financial Services Group, Inc.		184,323,294
	1,703,154	Wells Fargo & Co.		95,615,066
				983,237,125
		Capital Goods - 5.6%
	2,168,473	ABB Ltd. ADR		56,662,200
	552,415	Caterpillar, Inc.		75,017,957
	920,758	Eaton Corp. plc		73,679,055
	1,235,830	General Electric Co.		24,914,333
	598,980	Honeywell International, Inc.		86,348,957
	1,617,365	Johnson Controls International plc		66,942,737
	117,315	Lockheed Martin Corp.		36,151,790
	399,805	United Technologies Corp.		47,880,647
				467,597,676
		Consumer Services - 0.7%
	834,631	Hilton Worldwide Holdings, Inc.		60,327,129
		Diversified Financials - 3.4%
	171,948	BlackRock, Inc.		80,958,277
	220,311	Goldman Sachs Group, Inc.		53,421,011
	1,153,790	Intercontinental Exchange, Inc.		76,265,519
	803,980	Northern Trust Corp.		75,188,210
				285,833,017
		Energy - 9.1%
	417,825	Anadarko Petroleum Corp.		20,628,020
	1,822,038	Chevron Corp.		211,155,984
	1,420,665	ConocoPhillips		72,667,015
	1,376,432	Exxon Mobil Corp.		114,725,607
	2,174,190	Hess Corp.		96,012,230
	2,596,515	Kinder Morgan, Inc.		47,022,887
	2,902,820	Suncor Energy, Inc.		98,579,767
	1,793,684	Total S.A. ADR		99,944,073
				760,735,583
		Food & Staples Retailing - 1.9%
	389,400	Costco Wholesale Corp.		62,724,552
	827,950	CVS Health Corp.		56,739,414
	610,520	Walgreens Boots Alliance, Inc.		40,459,160
				159,923,126
		Food, Beverage & Tobacco - 2.4%
	1,070,820	PepsiCo, Inc.		118,036,488
	811,195	Philip Morris International, Inc.		84,883,445
				202,919,933
		Health Care Equipment & Services - 4.7%
	1,090,821	Abbott Laboratories		59,155,223
	1,098,090	Cardinal Health, Inc.		67,971,771
	208,430	McKesson Corp.		28,738,328
	1,297,590	Medtronic plc		104,481,947
	420,411	UnitedHealth Group, Inc.		88,378,800
	423,315	Universal Health Services, Inc. Class B		43,474,451
				392,200,520

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.6% - (continued)
		Household & Personal Products - 0.9%
	1,271,905	Unilever N.V.	$	73,719,614
		Insurance - 8.4%
	1,161,400	American International Group, Inc.		75,038,054
	112,725	Brighthouse Financial, Inc.*		7,009,241
	1,221,418	Chubb Ltd.		184,214,263
	1,090,390	Marsh & McLennan Cos., Inc.		88,245,263
	1,365,735	MetLife, Inc.		73,176,081
	1,421,050	Principal Financial Group, Inc.		93,576,142
	1,653,540	Prudential Financial, Inc.		182,650,028
				703,909,072
		Materials - 3.5%
	1,073,910	Ball Corp.		46,102,956
	416,920	BHP Billiton plc ADR		15,142,534
	530,667	Celanese Corp. Series A		55,353,875
	621,909	DowDuPont, Inc.		44,970,240
	1,507,375	International Paper Co.		86,327,366
	386,420	PPG Industries, Inc.		44,917,461
				292,814,432
		Media - 3.1%
	367,555	CBS Corp. Class B		20,627,187
	4,820,269	Comcast Corp. Class A		173,674,292
	2,364,036	Twenty-First Century Fox, Inc. Class A		61,819,541
				256,121,020
		Pharmaceuticals, Biotechnology & Life Sciences - 9.4%
	3,750,320	AstraZeneca plc ADR		129,386,040
	2,829,670	Bristol-Myers Squibb Co.		174,477,452
	1,214,340	Eli Lilly & Co.		99,503,020
	895,934	Johnson & Johnson		124,902,159
	2,792,210	Merck & Co., Inc.		153,822,849
	3,019,558	Pfizer, Inc.		105,865,703
				787,957,223
		Real Estate - 1.2%
	507,890	American Tower Corp. REIT		72,968,557
	235,235	Boston Properties, Inc. REIT		28,505,777
				101,474,334
		Retailing - 0.8%
	531,320	L Brands, Inc.		22,868,013
	502,445	Lowe’s Cos., Inc.		40,170,477
				63,038,490
		Semiconductors & Semiconductor Equipment - 4.8%
	5,176,635	Intel Corp.		235,485,126
	395,481	KLA-Tencor Corp.		43,063,926
	1,286,078	QUALCOMM, Inc.		65,602,839
	641,003	Texas Instruments, Inc.		61,978,580
				406,130,471
		Software & Services - 9.3%
	712,055	Accenture plc Class A		101,368,150
	221,377	Alphabet, Inc. Class A*		228,691,296
	1,765,230	eBay, Inc.*		66,443,257
	341,318	IBM Corp.		52,583,451
	3,930,868	Microsoft Corp.		326,969,600
				776,055,754
		Technology Hardware & Equipment - 4.7%
	1,052,400	Apple, Inc.		177,897,696
	2,818,176	Cisco Systems, Inc.		96,240,710

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

63

The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.6% - (continued)
		Technology Hardware & Equipment - 4.7% - (continued)
	2,020,225	HP, Inc.	$	43,535,849
	885,615	Motorola Solutions, Inc.		80,183,582
				397,857,837
		Telecommunication Services - 2.4%
	2,859,308	BCE, Inc.		131,985,657
	1,525,390	Verizon Communications, Inc.		73,020,419
				205,006,076
		Transportation - 3.6%
	257,796	Canadian Pacific Railway Ltd.		44,712,138
	894,350	Delta Air Lines, Inc.		44,744,331
	210,741	FedEx Corp.		47,587,425
	1,386,288	United Parcel Service, Inc. Class B		162,930,429
				299,974,323
		Utilities - 5.1%
	1,191,595	Dominion Energy, Inc.		96,686,018
	1,282,510	Edison International		102,536,675
	1,862,175	Exelon Corp.		74,878,057
	988,545	NextEra Energy, Inc.		153,293,673
				427,394,423
		Total Common Stocks (cost $5,772,418,856)	$	8,181,060,507
		Total Long-Term Investments (cost $5,772,418,856)	$	8,181,060,507
SHORT-TERM INVESTMENTS - 2.3%
		Other Investment Pools & Funds - 2.3%
	198,326,490	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 0.94%(1)	$	198,326,490
		Total Short-Term Investments (cost $198,326,490)	$	198,326,490

Total Investments (cost $5,970,745,346)	99.9	%	$	8,379,386,997
Other Assets and Liabilities	0.1	%		4,513,705
Total Net Assets	100.0	%	$	8,383,900,702

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

64

The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

* Non-income producing.

⁽¹⁾  Current yield as of period end.

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

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

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

65

The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total		Level 1(1)		Level 2(1)		Level 3(1)
Assets
Common Stocks
Automobiles & Components	$	76,833,329	$	76,833,329	$	—	$	—
Banks		983,237,125		983,237,125		—		—
Capital Goods		467,597,676		467,597,676		—		—
Consumer Services		60,327,129		60,327,129		—		—
Diversified Financials		285,833,017		285,833,017		—		—
Energy		760,735,583		760,735,583		—		—
Food & Staples Retailing		159,923,126		159,923,126		—		—
Food, Beverage & Tobacco		202,919,933		202,919,933		—		—
Health Care Equipment & Services		392,200,520		392,200,520		—		—
Household & Personal Products		73,719,614		73,719,614		—		—
Insurance		703,909,072		703,909,072		—		—
Materials		292,814,432		292,814,432		—		—
Media		256,121,020		256,121,020		—		—
Pharmaceuticals, Biotechnology & Life Sciences		787,957,223		787,957,223		—		—
Real Estate		101,474,334		101,474,334		—		—
Retailing		63,038,490		63,038,490		—		—
Semiconductors & Semiconductor Equipment		406,130,471		406,130,471		—		—
Software & Services		776,055,754		776,055,754		—		—
Technology Hardware & Equipment		397,857,837		397,857,837		—		—
Telecommunication Services		205,006,076		205,006,076		—		—
Transportation		299,974,323		299,974,323		—		—
Utilities		427,394,423		427,394,423		—		—
Short-Term Investments		198,326,490		198,326,490		—		—
Total	$	8,379,386,997	$	8,379,386,997	$	—	$	—

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

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

66

The Hartford Equity Income Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.4%
		Banks - 13.8%
	930,341	BB&T Corp.	$	45,809,991
	1,727,357	JP Morgan Chase & Co.		173,789,388
	465,957	M&T Bank Corp.		77,707,649
	910,796	PNC Financial Services Group, Inc.		124,587,785
	889,340	US Bancorp		48,362,309
	2,254,055	Wells Fargo & Co.		126,542,647
				596,799,769
		Capital Goods - 7.9%
	186,072	3M Co.		42,831,914
	427,417	Caterpillar, Inc.		58,043,228
	846,205	Eaton Corp. plc		67,713,324
	1,622,684	General Electric Co.		32,713,309
	435,773	Honeywell International, Inc.		62,821,036
	227,648	Raytheon Co.		41,022,170
	279,984	United Technologies Corp.		33,530,884
				338,675,865
		Consumer Durables & Apparel - 1.4%
	837,838	VF Corp.		58,355,417
		Diversified Financials - 3.1%
	126,567	BlackRock, Inc.		59,591,540
	1,369,805	Invesco Ltd.		49,025,321
	512,921	Thomson Reuters Corp.		24,025,220
				132,642,081
		Energy - 12.4%
	1,708,700	Canadian Natural Resources Ltd.		59,633,630
	921,701	Chevron Corp.		106,815,929
	739,663	Exxon Mobil Corp.		61,650,911
	2,378,685	Kinder Morgan, Inc.		43,077,985
	703,342	Occidental Petroleum Corp.		45,414,793
	567,365	Phillips 66		51,675,604
	389,700	Schlumberger Ltd.		24,940,800
	2,678,056	Suncor Energy, Inc.		90,946,782
	1,096,167	TransCanada Corp.		52,042,655
				536,199,089
		Food & Staples Retailing - 0.6%
	305,890	Wal-Mart Stores, Inc.		26,707,256
		Food, Beverage & Tobacco - 6.3%
	797,028	British American Tobacco plc		51,495,840
	245,608	Diageo plc ADR		33,650,752
	529,962	Kraft Heinz Co.		40,981,962
	324,803	PepsiCo, Inc.		35,803,035
	1,046,596	Philip Morris International, Inc.		109,515,805
				271,447,394
		Health Care Equipment & Services - 2.1%
	740,436	Abbott Laboratories		40,153,844
	91,237	Cardinal Health, Inc.		5,647,571
	569,958	Medtronic plc		45,893,018
				91,694,433
		Household & Personal Products - 2.0%
	1,486,666	Unilever N.V.		86,167,161
		Insurance - 9.4%
	674,903	American International Group, Inc.		43,605,483
	619,843	Chubb Ltd.		93,484,721
	1,496,750	Marsh & McLennan Cos., Inc.		121,131,978

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.4% - (continued)
		Insurance - 9.4% - (continued)
	1,668,399	MetLife, Inc.	$	89,392,818
	891,192	Principal Financial Group, Inc.		58,684,993
				406,299,993
		Materials - 3.3%
	1,273,874	DowDuPont, Inc.		92,113,829
	847,294	International Paper Co.		48,524,527
				140,638,356
		Pharmaceuticals, Biotechnology & Life Sciences - 12.1%
	132,788	Amgen, Inc.		23,267,113
	770,558	Bristol-Myers Squibb Co.		47,512,606
	775,172	Eli Lilly & Co.		63,517,594
	900,381	Johnson & Johnson		125,522,115
	1,325,409	Merck & Co., Inc.		73,016,782
	643,409	Novartis AG		53,067,880
	2,641,668	Pfizer, Inc.		92,616,880
	189,716	Roche Holding AG		43,849,245
				522,370,215
		Retailing - 1.8%
	352,949	Home Depot, Inc.		58,511,885
	408,440	L Brands, Inc.		17,579,258
				76,091,143
		Semiconductors & Semiconductor Equipment - 6.2%
	926,917	Analog Devices, Inc.		84,627,522
	2,311,783	Intel Corp.		105,163,009
	828,915	Maxim Integrated Products, Inc.		43,551,194
	662,439	QUALCOMM, Inc.		33,791,013
				267,132,738
		Software & Services - 2.0%
	1,017,104	Microsoft Corp.		84,602,711
		Technology Hardware & Equipment - 2.8%
	3,480,605	Cisco Systems, Inc.		118,862,661
		Telecommunication Services - 2.3%
	1,030,987	BCE, Inc.		47,605,531
	1,078,800	Verizon Communications, Inc.		51,642,156
				99,247,687
		Transportation - 1.8%
	678,283	Union Pacific Corp.		78,538,388
		Utilities - 6.1%
	749,356	Dominion Energy, Inc.		60,802,746
	204,288	Duke Energy Corp.		18,040,673
	787,709	Eversource Energy		49,342,092
	317,078	NextEra Energy, Inc.		49,169,285
	427,500	Sempra Energy		50,231,250
	758,742	Xcel Energy, Inc.		37,572,904
				265,158,950
		Total Common Stocks (cost $3,135,982,438)	$	4,197,631,307
		Total Long-Term Investments (cost $3,135,982,438)	$	4,197,631,307

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

67

The Hartford Equity Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 2.3%
		Other Investment Pools & Funds - 2.3%
	101,456,459	Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.94%(1)	$	101,456,459
		Total Short-Term Investments (cost $101,456,459)	$	101,456,459

Total Investments (cost $3,237,438,897)	99.7	%	$	4,299,087,766
Other Assets and Liabilities	0.3	%		12,059,988
Total Net Assets	100.0	%	$	4,311,147,754

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

68

The Hartford Equity Income Fund

Schedule of Investments – (continued)

October 31, 2017

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.

⁽¹⁾  Current yield as of period end.

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

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

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

69

The Hartford Equity Income Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total		Level 1(1)		Level 2(1)		Level 3(1)
Assets
Common Stocks
Banks	$	596,799,769	$	596,799,769	$	—	$	—
Capital Goods		338,675,865		338,675,865		—		—
Consumer Durables & Apparel		58,355,417		58,355,417		—		—
Diversified Financials		132,642,081		132,642,081		—		—
Energy		536,199,089		536,199,089		—		—
Food & Staples Retailing		26,707,256		26,707,256		—		—
Food, Beverage & Tobacco		271,447,394		219,951,554		51,495,840		—
Health Care Equipment & Services		91,694,433		91,694,433		—		—
Household & Personal Products		86,167,161		86,167,161		—		—
Insurance		406,299,993		406,299,993		—		—
Materials		140,638,356		140,638,356		—		—
Pharmaceuticals, Biotechnology & Life Sciences		522,370,215		425,453,090		96,917,125		—
Retailing		76,091,143		76,091,143		—		—
Semiconductors & Semiconductor Equipment		267,132,738		267,132,738		—		—
Software & Services		84,602,711		84,602,711		—		—
Technology Hardware & Equipment		118,862,661		118,862,661		—		—
Telecommunication Services		99,247,687		99,247,687		—		—
Transportation		78,538,388		78,538,388		—		—
Utilities		265,158,950		265,158,950		—		—
Short-Term Investments		101,456,459		101,456,459		—		—
Total	$	4,299,087,766	$	4,150,674,801	$	148,412,965	$	—

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

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

70

The Hartford Growth Opportunities Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 93.8%
		Automobiles & Components - 1.6%
	231,163	Tesla, Inc.*	$	76,637,469
		Banks - 2.0%
	688,686	Citigroup, Inc.		50,618,421
	310,933	PNC Financial Services Group, Inc.		42,532,525
				93,150,946
		Capital Goods - 3.4%
	474,067	Deere & Co.		62,994,023
	328,128	IDEX Corp.		42,069,291
	4,106,956	Lithium Technology Corp., Escrow*(1)(2)(3)(4)		1,355,295
	274,598	Rockwell Automation, Inc.		55,144,770
				161,563,379
		Commercial & Professional Services - 0.1%
	63,425	Klarna Holding AB*(1)(2)(3)(4)		7,294,938
		Consumer Durables & Apparel - 0.0%
	923,832	One Kings Lane, Inc., Escrow*(1)(2)(3)(4)		230,958
		Consumer Services - 4.8%
	4,858,252	DraftKings, Inc.*(1)(2)(3)(4)		7,530,291
	830,754	Hilton Worldwide Holdings, Inc.		60,046,899
	2,722,228	Melco Resorts & Entertainment Ltd. ADR		68,817,924
	571,084	Starbucks Corp.		31,318,246
	405,574	Wynn Resorts Ltd.		59,818,109
				227,531,469
		Diversified Financials - 5.3%
	996,290	American Express Co.		95,165,621
	1,928,514	Double Eagle Acquisition Corp.*		20,596,530
	902,919	Double Eagle Acquisition Corp. Class A*		9,074,336
	4,552,700	J2 Acquisition Ltd.*		45,527,000
	1,547,699	Ocelot Partners Ltd.*		15,167,450
	1,365,491	TD Ameritrade Holding Corp.		68,260,895
				253,791,832
		Energy - 0.6%
	870,208	Newfield Exploration Co.*		26,793,704
		Food, Beverage & Tobacco - 1.9%
	1,767,695	Blue Buffalo Pet Products, Inc.*		51,139,416
	637,108	Monster Beverage Corp.*		36,907,667
				88,047,083
		Health Care Equipment & Services - 8.1%
	876,277	Abbott Laboratories		47,520,501
	204,908	Align Technology, Inc.*		48,968,914
	779,408	Baxter International, Inc.		50,248,434
	806,759	DexCom, Inc.*		36,279,952
	458,231	Edwards Lifesciences Corp.*		46,844,955
	1,849,075	Hologic, Inc.*		69,987,489
	139,822	Intuitive Surgical, Inc.*		52,483,586
	537,797	Veeva Systems, Inc. Class A*		32,773,349
				385,107,180
		Materials - 2.0%
	391,637	Packaging Corp. of America		45,535,634
	4,514,739	Platform Specialty Products Corp.*		48,307,707
				93,843,341
		Pharmaceuticals, Biotechnology & Life Sciences - 6.0%
	1,758,342	AstraZeneca plc ADR		60,662,799
	1,428,986	Bristol-Myers Squibb Co.		88,111,277
	1,130,114	Exact Sciences Corp.*		62,144,969
	553,495	Ionis Pharmaceuticals, Inc.*		31,610,099

Shares or Principal Amount			Market Value†
COMMON STOCKS - 93.8% - (continued)
		Pharmaceuticals, Biotechnology & Life Sciences - 6.0% - (continued)
	153,432	TESARO, Inc.*	$	17,762,823
	160,958	Vertex Pharmaceuticals, Inc.*		23,536,888
				283,828,855
		Real Estate - 0.1%
	81,341	WeWork Companies, Inc. Class A, REIT*(1)(2)(3)(4)		4,214,277
		Retailing - 4.9%
	116,585	Honest Co.*(1)(2)(3)(4)		2,061,223
	123,196	JAND, Inc. Class A*(1)(2)(3)(4)		984,336
	359,784	Netflix, Inc.*		70,672,371
	45,442	Priceline Group, Inc.*		86,883,286
	171,581	Tory Burch LLC(1)(2)(3)(4)		7,595,890
	907,048	Wayfair, Inc. Class A*		63,402,655
				231,599,761
		Semiconductors & Semiconductor Equipment - 8.7%
	3,536,648	Advanced Micro Devices, Inc.*		38,850,078
	681,538	Cavium, Inc.*		47,019,307
	761,038	Microchip Technology, Inc.		72,146,402
	1,950,125	Micron Technology, Inc.*		86,410,039
	574,878	NVIDIA Corp.		118,890,519
	1,215,790	Teradyne, Inc.		52,145,233
				415,461,578
		Software & Services - 37.7%
	455,110	Adobe Systems, Inc.*		79,717,068
	352,827	Alibaba Group Holding Ltd. ADR*		65,234,184
	346,307	Alphabet, Inc. Class C*		352,069,549
	1,222,557	Atlassian Corp. plc Class A*		59,135,082
	450,688	Autodesk, Inc.*		56,317,972
	1,526,069	Birst, Inc. Escrow*(1)(2)(3)(4)		289,953
	1,526,069	Birst, Inc. Earn Out Escrow*(1)(2)(3)(4)		2
	765,715	Cadence Design Systems, Inc.*		33,048,259
	124,206	Cloudera, Inc.*		1,879,237
	364,925	CoStar Group, Inc.*		107,926,569
	1,359,605	Facebook, Inc. Class A*		244,810,476
	41,500	ForeScout Technologies, Inc.*		1,072,775
	516,291	ForeScout Technologies, Inc.*(1)(2)(3)(4)		12,041,168
	638,349	Global Payments, Inc.		66,356,379
	1,244,437	GoDaddy, Inc. Class A*		58,115,208
	578,237	Guidewire Software, Inc.*		46,247,395
	1,382,499	PayPal Holdings, Inc.*		100,314,127
	1,089,469	Salesforce.com, Inc.*		111,496,257
	808,557	ServiceNow, Inc.*		102,177,348
	379,931	Shopify, Inc. Class A*		37,799,335
	794,181	Trade Desk, Inc. Class A*		52,352,412
	566,228	Veracode, Inc. Escrow(1)(2)(3)(4)		2,276,237
	1,177,860	Workday, Inc. Class A*		130,730,681
	1,671,842	Zillow Group, Inc. Class C*		69,013,638
				1,790,421,311
		Technology Hardware & Equipment - 4.6%
	428,326	Arista Networks, Inc.*		85,618,084
	360,687	Harris Corp.		50,250,913
	185,057	Universal Display Corp.		27,110,851
	477,296	Zebra Technologies Corp. Class A*		55,361,563
				218,341,411
		Transportation - 2.0%
	1,122,907	CSX Corp.		56,628,200

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

71

The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 93.8% - (continued)
		Transportation - 2.0% - (continued)
	688,118	United Continental Holdings, Inc.*	$	40,241,141
				96,869,341
		Total Common Stocks (cost $3,588,432,420)	$	4,454,728,833
PREFERRED STOCKS - 5.4%
		Commercial & Professional Services - 0.3%
	470,535	Rubicon Global Holdings LLC Series C*(1)(2)(3)(4)	$	13,786,676
		Real Estate - 1.2%
	812,335	Redfin Corp. Series G*(1)(2)(3)(4)		18,219,365
	404,267	WeWork Companies, Inc. Class D-1*(1)(2)(3)(4)		20,945,073
	317,638	WeWork Companies, Inc. Class D-2*(1)(2)(3)(4)		16,456,825
				55,621,263
		Retailing - 0.5%
	4,434,460	Coupang LLC*(1)(2)(3)(4)		23,192,226
	275,096	JAND, Inc. Series D*(1)(2)(3)(4)		2,602,408
				25,794,634
		Software & Services - 3.4%
	5,668,755	Essence Group Holdings Corp.*(1)(2)(3)(4)		11,507,573
	169,309	General Assembly Space, Inc.*(1)(2)(3)(4)		8,299,679
	743,470	Lookout, Inc. Series F*(1)(2)(3)(4)		6,103,889
	1,078,374	MarkLogic Corp. Series F*(1)(2)(3)(4)		10,675,903
	1,410,890	Pinterest, Inc. Series G*(1)(2)(3)(4)		10,128,909
	2,311,920	Uber Technologies, Inc.*(1)(2)(3)(4)		95,852,203
	3,194,823	Zuora, Inc. Series F*(1)(2)(3)(4)		16,421,390
				158,989,546
		Total Preferred Stocks (cost $142,826,551)	$	254,192,119
CONVERTIBLE PREFERRED STOCKS - 0.1%
		Retailing - 0.1%
	272,032	Honest Co. Series C*(1)(2)(3)(4)	$	8,302,417
		Total Convertible Preferred Stocks (cost $7,360,451)	$	8,302,417
WARRANTS - 0.1%
		Diversified Financials - 0.1%
	4,552,700	J2 Acquisition Ltd. Expires 10/10/20*	$	1,912,134
	1,547,699	Ocelot Partners Ltd. Expires 4/1/20*		773,850
				2,685,984
		Total Warrants (cost $61,004)	$	2,685,984
		Total Long-Term Investments (cost $3,738,680,426)	$	4,719,909,353

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 0.8%
		Other Investment Pools & Funds - 0.8%
	36,273,834	Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.92%(5)	$	36,273,834
		Total Short-Term Investments (cost $36,273,834)	$	36,273,834

Total Investments (cost $3,774,954,260)	100.2	%	$	4,756,183,187
Other Assets and Liabilities	(0.2	)%		(10,612,087	)
Total Net Assets	100.0	%	$	4,745,571,100

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

72

The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

October 31, 2017

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.

* Non-income producing.

⁽¹⁾  Investment valued using significant unobservable inputs.

⁽²⁾  Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $308,369,104, which represents 6.5% of total net assets.

⁽³⁾  This security has been identified as 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. The identification of illiquid securities is unaudited.

At October 31, 2017, the aggregate value of these securities was $308,369,104, which represents 6.5% of total net assets.

The following illiquid securities are considered restricted due to a contractual lock-up period associated with the securities:

Period Acquired		Security Name	Shares/Par Value		Base Total Cost		Base Market Value
	11/2015	ForeScout Technologies, Inc.		516,291		10,436,730		12,041,168
	12/2014	Redfin Corp. Series G		812,335		8,036,515		18,219,365

⁽⁴⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2017, the aggregate fair value of these securities was $308,369,104, which represents 6.5% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽⁵⁾  Current yield as of period end.

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

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

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

73

The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total		Level 1(1)		Level 2(1)		Level 3(1)
Assets
Common Stocks
Automobiles & Components	$	76,637,469	$	76,637,469	$	—	$	—
Banks		93,150,946		93,150,946		—		—
Capital Goods		161,563,379		160,208,084		—		1,355,295
Commercial & Professional Services		7,294,938		—		—		7,294,938
Consumer Durables & Apparel		230,958		—		—		230,958
Consumer Services		227,531,469		220,001,178		—		7,530,291
Diversified Financials		253,791,832		253,791,832		—		—
Energy		26,793,704		26,793,704		—		—
Food, Beverage & Tobacco		88,047,083		88,047,083		—		—
Health Care Equipment & Services		385,107,180		385,107,180		—		—
Materials		93,843,341		93,843,341		—		—
Pharmaceuticals, Biotechnology & Life Sciences		283,828,855		283,828,855		—		—
Real Estate		4,214,277		—		—		4,214,277
Retailing		231,599,761		220,958,312		—		10,641,449
Semiconductors & Semiconductor Equipment		415,461,578		415,461,578		—		—
Software & Services		1,790,421,311		1,775,813,951		—		14,607,360
Technology Hardware & Equipment		218,341,411		218,341,411		—		—
Transportation		96,869,341		96,869,341		—		—
Preferred Stocks		254,192,119		—		—		254,192,119
Convertible Preferred Stocks		8,302,417		—		—		8,302,417
Warrants		2,685,984		2,685,984		—		—
Short-Term Investments		36,273,834		36,273,834		—		—
Total	$	4,756,183,187	$	4,447,814,083	$	—	$	308,369,104

⁽¹⁾  For the year ended October 31, 2017 investments valued at $34,091,671 were transferred from Level 3 to Level 1 due to the expiration of trading restrictions and there were no transfers between Level 1 and Level 2.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the year ended October 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
Conversions*		18,023,618			—			(15,357,944	)		(2,665,674	)		—
Purchases		—			—			—			—			—
Sales		(10,905,855	)		—			(59,330,986	)		—			(70,236,841	)
Accrued discounts/(premiums)		—			—			—			—			—
Total realized gain/(loss)		(8,408,065	)		—			1,272,261			—			(7,135,804	)
Net change in unrealized		10,527,536			(1,901,503	)		13,830,589			—			22,456,622
appreciation/depreciation
Transfers into Level 3		—			—			—			—			—
Transfers out of Level 3		—			—			(34,091,671	)		—			(34,091,671	)
Ending balance	$	45,874,568		$	8,302,417		$	254,192,119		$	—		$	308,369,104

The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at October 31, 2017: was $21,276,483.

* Private Equity security that was a convertible note is now trading as a common stock.

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

74

The Hartford Healthcare Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 96.7%
		Biotechnology - 25.7%
	892,576	Aduro Biotech, Inc.*	$	7,095,979
	379,107	Alder Biopharmaceuticals, Inc.*		4,264,954
	595,591	Alkermes plc*		29,041,017
	165,110	Alnylam Pharmaceuticals, Inc.*		20,117,002
	186,056	Arena Pharmaceuticals, Inc.*		5,215,150
	52,935	Biogen, Inc.*		16,497,722
	406,300	Biotoscana Investments S.A.*		2,918,733
	141,955	Bluebird Bio, Inc.*		19,745,940
	296,020	Calithera Biosciences, Inc.*		4,765,922
	459,455	Celgene Corp.*		46,391,171
	344,706	Clementia Pharmaceuticals, Inc.*		5,522,190
	904,775	Coherus Biosciences, Inc.*		10,178,719
	583,205	Cytokinetics, Inc.*		7,960,748
	96,323	Galapagos N.V.*		9,367,576
	86,000	Genmab A/S*		17,366,449
	367,442	GlycoMimetics, Inc.*		4,225,583
	155,123	Incyte Corp.*		17,567,680
	105,084	Innate Pharma S.A.*		1,145,730
	460,233	Ironwood Pharmaceuticals, Inc.*		7,078,384
	415,365	Karyopharm Therapeutics, Inc.*		4,240,877
	373,655	Loxo Oncology, Inc.*		32,194,115
	303,535	Momenta Pharmaceuticals, Inc.*		4,279,843
	273,211	Nightstar Therapeutics plc ADR*		5,996,981
	520,139	Portola Pharmaceuticals, Inc.*		25,700,068
	46,717	Regeneron Pharmaceuticals, Inc.*		18,809,199
	1,688,950	Rigel Pharmaceuticals, Inc.*		6,333,562
	589,656	Syndax Pharmaceuticals, Inc.*		6,592,354
	103,286	TESARO, Inc.*		11,957,420
	824,767	Trevena, Inc.*		1,237,151
	126,145	Ultragenyx Pharmaceutical, Inc.*		5,814,023
	171,038	Vertex Pharmaceuticals, Inc.*		25,010,887
	115,150	Zealand Pharma A/S ADR*		2,126,821
				386,759,950
		Drug Retail - 1.4%
	250,733	Walgreens Boots Alliance, Inc.		16,616,076
	33,148	Zur Rose Group AG*		4,578,554
				21,194,630
		Health Care Distributors - 3.0%
	286,660	Cardinal Health, Inc.		17,744,254
	198,345	McKesson Corp.		27,347,808
				45,092,062
		Health Care Equipment - 21.6%
	609,714	Abbott Laboratories		33,064,790
	333,600	AtriCure, Inc.*		7,152,384
	131,660	Baxter International, Inc.		8,488,120
	132,801	Becton Dickinson and Co.		27,711,585
	1,657,295	Boston Scientific Corp.*		46,636,281
	646,000	ConforMIS, Inc.*		2,286,840
	91,945	Danaher Corp.		8,483,765
	148,095	Edwards Lifesciences Corp.*		15,139,752
	674,035	Globus Medical, Inc. Class A*		21,481,495
	201,035	Hologic, Inc.*		7,609,175
	728,620	K2M Group Holdings, Inc.*		14,346,528
	893,768	Medtronic plc		71,966,199
	284,395	Stryker Corp.		44,044,254
	71,017	Teleflex, Inc.		16,829,609
				325,240,777

Shares or Principal Amount			Market Value†
COMMON STOCKS - 96.7% - (continued)
		Health Care Facilities - 2.5%
	239,716	Acadia Healthcare Co., Inc.*	$	7,517,494
	749,710	Georgia Healthcare Group plc*(1)		3,485,046
	204,945	HCA Healthcare, Inc.*		15,504,089
	115,615	LifePoint Health, Inc.*		5,566,862
	51,820	Universal Health Services, Inc. Class B		5,321,914
				37,395,405
		Health Care Services - 1.1%
	231,232	Envision Healthcare Corp.*		9,850,483
	222,574	Teladoc, Inc.*		7,356,071
				17,206,554
		Health Care Supplies - 0.7%
	121,041	DENTSPLY SIRONA, Inc.		7,391,974
	487,340	Endologix, Inc.*		2,582,902
				9,974,876
		Health Care Technology - 1.8%
	117,515	athenahealth, Inc.*		15,027,818
	174,479	Cerner Corp.*		11,780,822
				26,808,640
		Life Sciences Tools & Services - 3.4%
	67,495	ICON plc*		8,022,456
	178,100	NanoString Technologies, Inc.*		1,773,876
	209,540	Thermo Fisher Scientific, Inc.		40,615,138
	83,500	Wuxi Biologics Cayman, Inc.*(1)		473,082
				50,884,552
		Managed Health Care - 11.9%
	42,760	Aetna, Inc.		7,270,483
	132,475	Anthem, Inc.		27,715,095
	140,713	Cigna Corp.		27,751,418
	32,350	Humana, Inc.		8,260,572
	447,245	UnitedHealth Group, Inc.		94,019,844
	70,600	WellCare Health Plans, Inc.*		13,960,444
				178,977,856
		Pharmaceuticals - 23.6%
	287,998	Allergan plc		51,041,886
	1,127,585	AstraZeneca plc ADR		38,901,682
	1,077,605	Bristol-Myers Squibb Co.		66,445,124
	142,090	Chugai Pharmaceutical Co., Ltd.		6,774,385
	103,705	Dermira, Inc.*		2,776,183
	231,870	Eisai Co., Ltd.		12,905,098
	523,775	Eli Lilly & Co.		42,918,123
	40,400	Galenica AG*(1)		1,877,067
	78,447	Hikma Pharmaceuticals plc		1,212,556
	217,690	Impax Laboratories, Inc.*		3,951,074
	202,190	Intersect ENT, Inc.*		5,994,934
	65,765	Johnson & Johnson		9,168,299
	95,969	Kala Pharmaceuticals, Inc.*		1,541,262
	413,857	Medicines Co.*		11,894,250
	1,044,413	MediWound Ltd.*		5,248,175
	584,360	Mylan N.V.*		20,867,496
	437,950	MyoKardia, Inc.*		16,839,178
	597,340	Nabriva Therapeutics plc*		3,655,721
	452,760	Ono Pharmaceutical Co., Ltd.		10,376,855
	284,178	Revance Therapeutics, Inc.*		7,388,628
	178,110	Shionogi & Co., Ltd.		9,588,920
	4,083,100	Sino Biopharmaceutical Ltd.		4,774,694
	87,650	Takeda Pharmaceutical Co., Ltd.		4,942,135
	132,048	Teva Pharmaceutical Industries Ltd. ADR		1,822,262

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

75

The Hartford Healthcare Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 96.7% - (continued)
		Pharmaceuticals - 23.6% - (continued)
	170,984	UCB S.A.	$	12,446,932
				355,352,919
		Total Common Stocks (cost $1,247,080,212)	$	1,454,888,221
		Total Long-Term Investments (cost $1,247,080,212)	$	1,454,888,221
SHORT-TERM INVESTMENTS - 2.3%
		Other Investment Pools & Funds - 2.3%
	33,942,792	Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.92%(2)	$	33,942,792
		Total Short-Term Investments (cost $33,942,792)	$	33,942,792

Total Investments (cost $1,281,023,004)	99.0	%	$	1,488,831,013
Other Assets and Liabilities	1.0	%		15,360,495
Total Net Assets	100.0	%	$	1,504,191,508

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

76

The Hartford Healthcare Fund

Schedule of Investments – (continued)

October 31, 2017

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.

* 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $5,835,195, which represented 0.4% of total net assets.

⁽²⁾  Current yield as of period end.

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

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

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

77

The Hartford Healthcare Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total		Level 1(1)		Level 2(1)		Level 3(1)
Assets
Common Stocks
Biotechnology	$	386,759,950	$	360,025,925	$	26,734,025	$	—
Drug Retail		21,194,630		21,194,630		—		—
Health Care Distributors		45,092,062		45,092,062		—		—
Health Care Equipment		325,240,777		325,240,777		—		—
Health Care Facilities		37,395,405		37,395,405		—		—
Health Care Services		17,206,554		17,206,554		—		—
Health Care Supplies		9,974,876		9,974,876		—		—
Health Care Technology		26,808,640		26,808,640		—		—
Life Sciences Tools & Services		50,884,552		50,884,552		—		—
Managed Health Care		178,977,856		178,977,856		—		—
Pharmaceuticals		355,352,919		290,454,277		64,898,642		—
Short-Term Investments		33,942,792		33,942,792		—		—
Total	$	1,488,831,013	$	1,397,198,346	$	91,632,667	$	—

⁽¹⁾  For the year ended October 31, 2017, investments valued at $5,348,259 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.

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

78

The Hartford MidCap Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.5%
		Automobiles & Components - 1.1%
	2,304,316	Harley-Davidson, Inc.	$	109,086,319
		Banks - 5.7%
	475,303	Cullen/Frost Bankers, Inc.		46,817,345
	709,614	East West Bancorp, Inc.		42,463,302
	178,273	First Citizens BancShares, Inc. Class A		72,200,565
	1,436,087	First Republic Bank		139,874,874
	1,099,026	M&T Bank Corp.		183,284,566
	806,855	Prosperity Bancshares, Inc.		53,074,922
	632,809	South State Corp.		56,984,450
				594,700,024
		Capital Goods - 8.0%
	2,582,210	Allison Transmission Holdings, Inc.		109,718,103
	1,421,405	Fastenal Co.		66,763,393
	1,256,146	HEICO Corp. Class A		95,592,711
	1,710,612	IDEX Corp.		219,317,564
	1,033,878	Lennox International, Inc.		197,605,102
	565,182	Middleby Corp.*		65,504,594
	1,173,574	PACCAR, Inc.		84,180,463
				838,681,930
		Commercial & Professional Services - 8.0%
	615,587	Cintas Corp.		91,747,086
	793,169	Dun & Bradstreet Corp.		92,665,934
	718,891	Equifax, Inc.		78,021,240
	1,132,670	KAR Auction Services, Inc.		53,609,271
	2,008,996	Robert Half International, Inc.		104,005,723
	4,871,887	TransUnion*		255,725,349
	306,923	UniFirst Corp.		48,340,373
	1,502,249	Waste Connections, Inc.		106,163,937
				830,278,913
		Consumer Durables & Apparel - 2.1%
	59,141	NVR, Inc.*		194,063,503
	2,579,441	Under Armour, Inc. Class C*		29,740,955
				223,804,458
		Consumer Services - 1.4%
	1,655,174	Choice Hotels International, Inc.		115,448,387
	220,684	Wynn Resorts Ltd.		32,548,683
				147,997,070
		Diversified Financials - 5.1%
	326,762	Credit Acceptance Corp.*		93,692,468
	678,476	Factset Research Systems, Inc.		128,822,238
	1,076,799	Financial Engines, Inc.		38,872,444
	459,808	Moody’s Corp.		65,481,257
	824,179	MSCI, Inc.		96,725,648
	1,166,906	Northern Trust Corp.		109,129,049
				532,723,104
		Energy - 1.3%
	470,174	Diamondback Energy, Inc.*		50,383,846
	1,052,721	Newfield Exploration Co.*		32,413,280
	4,666,983	WPX Energy, Inc.*		52,643,568
				135,440,694
		Food & Staples Retailing - 0.7%
	854,329	PriceSmart, Inc.		71,592,770
		Health Care Equipment & Services - 4.4%
	547,410	Integra LifeSciences Holdings Corp.*		25,607,840
	1,385,629	STERIS plc		129,320,755

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.5% - (continued)
		Health Care Equipment & Services - 4.4% - (continued)
	521,914	Teleflex, Inc.	$	123,683,180
	1,019,669	Varian Medical Systems, Inc.*		106,239,313
	1,175,110	Veeva Systems, Inc. Class A*		71,611,203
				456,462,291
		Insurance - 5.8%
	140,248	Alleghany Corp.*		79,411,222
	187,689	Fairfax Financial Holdings Ltd.		98,843,333
	2,094,810	FNF Group		78,387,790
	188,662	Markel Corp.*		204,566,207
	82,695	White Mountains Insurance Group Ltd.		73,528,259
	966,698	WR Berkley Corp.		66,296,149
				601,032,960
		Materials - 3.2%
	2,581,661	Ball Corp.		110,830,707
	1,411,370	Packaging Corp. of America		164,099,990
	1,847,990	Silgan Holdings, Inc.		54,053,707
				328,984,404
		Pharmaceuticals, Biotechnology & Life Sciences - 12.4%
	1,358,758	Aerie Pharmaceuticals, Inc.*		83,903,307
	1,196,446	Agios Pharmaceuticals, Inc.*		76,895,584
	2,294,448	Alkermes plc*		111,877,285
	573,479	Alnylam Pharmaceuticals, Inc.*		69,872,681
	190,592	BeiGene Ltd. ADR*		17,591,642
	730,340	Bluebird Bio, Inc.*		101,590,294
	2,599,575	Ionis Pharmaceuticals, Inc.*		148,461,728
	3,714,480	Ironwood Pharmaceuticals, Inc.*		57,128,702
	231,933	Mettler-Toledo International, Inc.*		158,324,424
	1,939,052	Neurocrine Biosciences, Inc.*		120,434,520
	1,134,344	Sage Therapeutics, Inc.*		71,781,288
	991,754	TESARO, Inc.*		114,815,361
	1,210,357	Ultragenyx Pharmaceutical, Inc.*		55,785,354
	527,247	Waters Corp.*		103,366,774
				1,291,828,944
		Retailing - 1.8%
	1,997,062	CarMax, Inc.*		149,979,356
	1,012,773	TripAdvisor, Inc.*		37,978,988
				187,958,344
		Semiconductors & Semiconductor Equipment - 2.4%
	1,323,398	MKS Instruments, Inc.		143,787,193
	1,170,470	Silicon Laboratories, Inc.*		111,077,603
				254,864,796
		Software & Services - 20.9%
	2,272,756	Akamai Technologies, Inc.*		118,751,501
	1,449,163	Black Knight, Inc.*		65,719,542
	1,294,679	Blackbaud, Inc.		131,150,983
	784,445	Blackhawk Network Holdings, Inc.*		26,631,908
	2,443,301	Cadence Design Systems, Inc.*		105,452,871
	201,446	Cimpress N.V.*		21,985,816
	451,440	CoStar Group, Inc.*		133,513,380
	7,682,613	Genpact Ltd.		233,935,566
	2,275,272	Global Payments, Inc.		236,514,524
	1,213,911	Guidewire Software, Inc.*		97,088,602
	881,256	ServiceNow, Inc.*		111,364,321
	3,174,940	Teradata Corp.*		106,201,743
	2,160,780	Total System Services, Inc.		155,684,199
	1,517,533	Vantiv, Inc. Class A*		106,227,310
	2,041,725	VeriSign, Inc.*		219,526,272

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

79

The Hartford MidCap Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.5% - (continued)
		Software & Services - 20.9% - (continued)
	1,366,189	WEX, Inc.*	$	168,847,299
	1,275,919	Zillow Group, Inc. Class A*		52,708,214
	2,234,598	Zillow Group, Inc. Class C*		92,244,205
				2,183,548,256
		Technology Hardware & Equipment - 8.5%
	2,704,381	CDW Corp.		189,306,670
	2,253,921	CommScope Holding Co., Inc.*		72,441,021
	3,247,607	Finisar Corp.*		76,448,669
	2,094,593	II-VI, Inc.*		94,675,604
	2,411,168	Keysight Technologies, Inc.*		107,706,874
	4,109,416	National Instruments Corp.		184,923,720
	4,023,539	Trimble, Inc.*		164,482,274
				889,984,832
		Transportation - 4.7%
	1,297,156	Alaska Air Group, Inc.		85,651,211
	257,181	AMERCO		100,979,548
	1,885,748	Genesee & Wyoming, Inc. Class A*		135,358,991
	5,214,050	JetBlue Airways Corp.*		99,849,057
	1,964,218	Spirit Airlines, Inc.*		72,852,846
				494,691,653
		Utilities - 2.0%
	588,409	Black Hills Corp.		38,399,571
	1,051,511	NiSource, Inc.		27,728,345
	2,883,410	UGI Corp.		138,000,003
				204,127,919
		Total Common Stocks (cost $7,889,199,905)	$	10,377,789,681
		Total Long-Term Investments (cost $7,889,199,905)	$	10,377,789,681
SHORT-TERM INVESTMENTS - 0.5%
		Other Investment Pools & Funds - 0.5%
	54,819,068	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 0.94%(1)		54,819,068
		Total Short-Term Investments (cost $54,819,068)	$	54,819,068

Total Investments (cost $7,944,018,973)	100.0	%	$	10,432,608,749
Other Assets and Liabilities	0.0	%		(2,531,858	)
Total Net Assets	100.0	%	$	10,430,076,891

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

80

The Hartford MidCap Fund

Schedule of Investments – (continued)

October 31, 2017

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.

* Non-income producing.

⁽¹⁾  Current yield as of period end.

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

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

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

81

The Hartford MidCap Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total		Level 1(1)		Level 2(1)		Level 3(1)
Assets
Common Stocks
Automobiles & Components	$	109,086,319	$	109,086,319	$	—	$	—
Banks		594,700,024		594,700,024		—		—
Capital Goods		838,681,930		838,681,930		—		—
Commercial & Professional Services		830,278,913		830,278,913		—		—
Consumer Durables & Apparel		223,804,458		223,804,458		—		—
Consumer Services		147,997,070		147,997,070		—		—
Diversified Financials		532,723,104		532,723,104		—		—
Energy		135,440,694		135,440,694		—		—
Food & Staples Retailing		71,592,770		71,592,770		—		—
Health Care Equipment & Services		456,462,291		456,462,291		—		—
Insurance		601,032,960		601,032,960		—		—
Materials		328,984,404		328,984,404		—		—
Pharmaceuticals, Biotechnology & Life Sciences		1,291,828,944		1,291,828,944		—		—
Retailing		187,958,344		187,958,344		—		—
Semiconductors & Semiconductor Equipment		254,864,796		254,864,796		—		—
Software & Services		2,183,548,256		2,183,548,256		—		—
Technology Hardware & Equipment		889,984,832		889,984,832		—		—
Transportation		494,691,653		494,691,653		—		—
Utilities		204,127,919		204,127,919		—		—
Short-Term Investments		54,819,068		54,819,068		—		—
Total	$	10,432,608,749	$	10,432,608,749	$	—	$	—

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

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

82

The Hartford MidCap Value Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.3%
		Automobiles & Components - 1.7%
	366,313	Goodyear Tire & Rubber Co.	$	11,205,515
		Banks - 12.1%
	143,037	Bank of the Ozarks, Inc.		6,668,385
	226,520	Comerica, Inc.		17,797,677
	428,863	FNB Corp.		5,785,362
	130,811	IBERIABANK Corp.		9,647,311
	175,769	MB Financial, Inc.		8,074,828
	146,632	Provident Financial Services, Inc.		3,988,390
	73,192	South State Corp.		6,590,940
	283,297	Sterling Bancorp		7,096,590
	127,210	Western Alliance Bancorp*		7,098,318
	193,929	Zions Bancorp		9,009,941
				81,757,742
		Capital Goods - 8.7%
	30,710	Generac Holdings, Inc.*		1,599,684
	110,499	Granite Construction, Inc.		7,037,681
	78,580	Hubbell, Inc.		9,886,936
	408,087	Milacron Holdings Corp.*		7,325,162
	93,686	Moog, Inc. Class A*		8,221,883
	781,295	Sanwa Holdings Corp.		9,797,665
	163,774	Sensata Technologies Holding N.V.*		8,010,186
	109,168	WESCO International, Inc.*		6,893,959
				58,773,156
		Commercial & Professional Services - 2.0%
	157,992	Clean Harbors, Inc.*		8,454,152
	43,564	Dun & Bradstreet Corp.		5,089,582
				13,543,734
		Consumer Durables & Apparel - 2.8%
	218,396	D.R. Horton, Inc.		9,655,287
	5,970,723	Global Brands Group Holding Ltd.*		696,676
	45,094	Lennar Corp. Class A		2,510,383
	129,697	Toll Brothers, Inc.		5,971,250
				18,833,596
		Consumer Services - 0.9%
	105,004	Norwegian Cruise Line Holdings Ltd.*		5,853,973
		Energy - 6.7%
	182,221	Delek U.S. Holdings, Inc.		4,746,857
	185,252	Diamondback Energy, Inc.*		19,851,604
	73,264	Energen Corp.*		3,787,749
	405,444	Laredo Petroleum, Inc.*		4,832,893
	386,272	Newfield Exploration Co.*		11,893,315
				45,112,418
		Food, Beverage & Tobacco - 2.3%
	45,640	Ingredion, Inc.		5,720,974
	118,300	Post Holdings, Inc.*		9,810,619
				15,531,593
		Health Care Equipment & Services - 4.5%
	231,175	Acadia Healthcare Co., Inc.*		7,249,648
	400,383	Brookdale Senior Living, Inc.*		4,015,841
	173,721	Envision Healthcare Corp.*		7,400,515
	125,770	STERIS plc		11,738,114
				30,404,118
		Insurance - 11.1%
	51,889	Assurant, Inc.		5,222,628
	335,558	CNO Financial Group, Inc.		8,043,325

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.3% - (continued)
		Insurance - 11.1% - (continued)
	67,622	Hanover Insurance Group, Inc.	$	6,652,652
	452,454	Jardine Lloyd Thompson Group plc		7,830,076
	784,509	Lancashire Holdings Ltd.		7,830,221
	110,923	Reinsurance Group of America, Inc.		16,569,678
	194,104	Unum Group		10,101,172
	315,278	XL Group Ltd.		12,759,301
				75,009,053
		Materials - 7.8%
	101,460	Alcoa Corp.*		4,847,759
	35,488	Bemis Co., Inc.		1,597,670
	105,626	Cabot Corp.		6,438,961
	114,039	Celanese Corp. Series A		11,895,408
	75,418	Crown Holdings, Inc.*		4,537,901
	119,376	Louisiana-Pacific Corp.*		3,244,640
	116,994	Reliance Steel & Aluminum Co.		8,989,819
	127,326	Westlake Chemical Corp.		10,811,250
				52,363,408
		Media - 0.3%
	42,853	John Wiley & Sons, Inc. Class A		2,341,916
		Real Estate - 8.5%
	98,959	American Assets Trust, Inc. REIT		3,838,620
	222,072	Corporate Office Properties Trust REIT		7,090,759
	97,093	Equity LifeStyle Properties, Inc. REIT		8,590,789
	65,075	Extra Space Storage, Inc. REIT		5,309,469
	136,080	Forest City Realty Trust, Inc. Class A, REIT		3,351,650
	24,009	LaSalle Hotel Properties REIT		677,294
	59,760	Life Storage, Inc. REIT		4,829,803
	85,382	PS Business Parks, Inc. REIT		11,298,600
	500,600	STORE Capital Corp. REIT		12,359,814
				57,346,798
		Retailing - 0.3%
	41,689	Camping World Holdings, Inc. Class A		1,751,772
		Semiconductors & Semiconductor Equipment - 5.4%
	85,400	Axcelis Technologies, Inc.*		2,809,660
	280,044	Microsemi Corp.*		14,945,948
	237,373	Silicon Motion Technology Corp. ADR		11,493,601
	158,724	Teradyne, Inc.		6,807,672
				36,056,881
		Software & Services - 4.0%
	239,860	Booz Allen Hamilton Holding Corp.		9,064,309
	214,470	SS&C Technologies Holdings, Inc.		8,621,694
	83,178	VeriSign, Inc.*		8,943,299
				26,629,302
		Technology Hardware & Equipment - 8.1%
	172,011	Acacia Communications, Inc.*		7,277,786
	221,043	Arrow Electronics, Inc.*		18,476,984
	175,381	CommScope Holding Co., Inc.*		5,636,745
	90,671	Harris Corp.		12,632,284
	242,109	Keysight Technologies, Inc.*		10,815,009
				54,838,808
		Telecommunication Services - 1.2%
	127,846	Millicom International Cellular S.A.		8,175,738
		Transportation - 4.7%
	144,456	Genesee & Wyoming, Inc. Class A*		10,369,052
	249,820	JetBlue Airways Corp.*		4,784,053
	322,588	Knight-Swift Transportation Holdings, Inc.*		13,371,273

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

83

The Hartford MidCap Value Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.3% - (continued)
		Transportation - 4.7% - (continued)
	115,665	Schneider National, Inc. Class B	$	3,029,266
				31,553,644
		Utilities - 5.2%
	289,169	Alliant Energy Corp.		12,509,451
	204,222	Great Plains Energy, Inc.		6,704,608
	327,930	UGI Corp.		15,694,730
				34,908,789
		Total Common Stocks (cost $555,591,385)	$	661,991,954
		Total Long-Term Investments (cost $555,591,385)	$	661,991,954
SHORT-TERM INVESTMENTS - 1.6%
		Other Investment Pools & Funds - 1.6%
	10,584,673	Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.92%(1)		10,584,673
		Total Short-Term Investments (cost $10,584,673)	$	10,584,673

Total Investments (cost $566,176,058)	99.9	%	$	672,576,627
Other Assets and Liabilities	0.1	%		457,160
Total Net Assets	100.0	%	$	673,033,787

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

84

The Hartford MidCap Value Fund

Schedule of Investments – (continued)

October 31, 2017

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.

* Non-income producing.

⁽¹⁾  Current yield as of period end.

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

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

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

85

The Hartford MidCap Value Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total		Level 1(1)		Level 2(1)		Level 3(1)
Assets
Common Stocks
Automobiles & Components	$	11,205,515	$	11,205,515	$	—	$	—
Banks		81,757,742		81,757,742		—		—
Capital Goods		58,773,156		48,975,491		9,797,665		—
Commercial & Professional Services		13,543,734		13,543,734		—		—
Consumer Durables & Apparel		18,833,596		18,136,920		696,676		—
Consumer Services		5,853,973		5,853,973		—		—
Energy		45,112,418		45,112,418		—		—
Food, Beverage & Tobacco		15,531,593		15,531,593		—		—
Health Care Equipment & Services		30,404,118		30,404,118		—		—
Insurance		75,009,053		75,009,053		—		—
Materials		52,363,408		52,363,408		—		—
Media		2,341,916		2,341,916		—		—
Real Estate		57,346,798		57,346,798		—		—
Retailing		1,751,772		1,751,772		—		—
Semiconductors & Semiconductor Equipment		36,056,881		36,056,881		—		—
Software & Services		26,629,302		26,629,302		—		—
Technology Hardware & Equipment		54,838,808		54,838,808		—		—
Telecommunication Services		8,175,738		—		8,175,738		—
Transportation		31,553,644		31,553,644		—		—
Utilities		34,908,789		34,908,789		—		—
Short-Term Investments		10,584,673		10,584,673		—		—
Total	$	672,576,627	$	653,906,548	$	18,670,079	$	—

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

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

86

Hartford Small Cap Core Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.3%
		Automobiles & Components - 0.6%
	4,386	Cooper-Standard Holdings, Inc.*	$	488,951
	7,260	Fox Factory Holding Corp.*		308,913
	967	LCI Industries		119,715
				917,579
		Banks - 10.0%
	52,763	Banco Latinoamericano de Comercio Exterior S.A. ADR		1,478,947
	27,823	Berkshire Hills Bancorp, Inc.		1,065,621
	11,900	Cathay General Bancorp		497,420
	28,133	Customers Bancorp, Inc.*		769,156
	16,920	Essent Group Ltd.*		721,130
	24,721	Fidelity Southern Corp.		542,132
	291,764	First BanCorp*		1,502,585
	8,391	First Merchants Corp.		360,813
	21,481	Flagstar Bancorp, Inc.*		802,745
	32,252	Green Bancorp, Inc.*		714,382
	8,815	Hancock Holding Co.		429,731
	6,910	Heritage Financial Corp.		210,755
	17,400	Hope Bancorp, Inc.		321,030
	16,347	IBERIABANK Corp.		1,205,591
	2,641	LendingTree, Inc.*		707,920
	63,345	MGIC Investment Corp.*		905,833
	7,706	NMI Holdings, Inc. Class A*		112,122
	45,917	Popular, Inc.		1,684,236
	30,822	Radian Group, Inc.		646,029
	18,593	Walker & Dunlop, Inc.*		1,020,570
				15,698,748
		Capital Goods - 9.7%
	2,760	Alamo Group, Inc.		291,180
	10,860	American Railcar Industries, Inc.		432,228
	6,557	American Woodmark Corp.*		633,406
	6,188	Applied Industrial Technologies, Inc.		393,866
	12,098	Argan, Inc.		831,737
	6,611	Barnes Group, Inc.		430,310
	10,100	Briggs & Stratton Corp.		254,520
	14,000	Caesarstone Ltd.*		396,200
	10,622	CAI International, Inc.*		393,226
	7,111	Comfort Systems USA, Inc.		315,017
	26,473	Continental Building Products, Inc.*		706,829
	10,654	EMCOR Group, Inc.		857,754
	5,765	Encore Wire Corp.		260,290
	8,659	Generac Holdings, Inc.*		451,047
	24,639	Harsco Corp.*		523,579
	3,000	Hyster-Yale Materials Handling, Inc.		235,470
	3,658	Kadant, Inc.		415,549
	10,144	LB Foster Co. Class A		252,586
	28,854	Meritor, Inc.*		750,493
	4,260	Patrick Industries, Inc.*		396,180
	10,669	Primoris Services Corp.		301,613
	13,627	Proto Labs, Inc.*		1,188,956
	9,462	Raven Industries, Inc.		318,396
	15,783	Rush Enterprises, Inc. Class A*		801,461
	24,430	Sleep Number Corp.*		793,975
	18,629	Trex Co., Inc.*		2,038,944
	21,415	Wabash National Corp.		481,837
				15,146,649
		Commercial & Professional Services - 3.6%
	3,073	Barrett Business Services, Inc.		186,808
	11,817	Brink’s Co.		899,274

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.3% - (continued)
		Commercial & Professional Services - 3.6% - (continued)
	23,189	Ennis, Inc.	$	467,258
	37,737	Essendant, Inc.		365,294
	15,216	Herman Miller, Inc.		511,258
	46,869	Quad/Graphics, Inc.		1,068,145
	58,471	RPX Corp.*		761,292
	26,442	TriNet Group, Inc.*		918,066
	17,903	TrueBlue, Inc.*		485,171
				5,662,566
		Consumer Durables & Apparel - 2.1%
	6,034	CSS Industries, Inc.		180,899
	10,354	Deckers Outdoor Corp.*		706,557
	79,706	Hovnanian Enterprises, Inc. Class A*		192,889
	11,985	iRobot Corp.*		805,272
	11,769	Movado Group, Inc.		326,001
	8,815	Sturm Ruger & Co., Inc.		436,783
	11,497	Wolverine World Wide, Inc.		313,868
	22,067	ZAGG, Inc.*		345,349
				3,307,618
		Consumer Services - 5.6%
	3,303	Adtalem Global Education, Inc.		122,046
	19,512	American Public Education, Inc.*		390,240
	3,004	Buffalo Wild Wings, Inc.*		355,073
	37,300	Caesars Entertainment Corp.*		483,035
	19,459	Capella Education Co.		1,584,935
	9,108	Dave & Buster’s Entertainment, Inc.*		439,006
	10,285	Grand Canyon Education, Inc.*		920,610
	24,649	International Speedway Corp. Class A		957,614
	17,647	K12, Inc.*		286,234
	26,180	Ruth’s Hospitality Group, Inc.		552,398
	45,572	Scientific Games Corp. Class A*		2,169,227
	10,829	Weight Watchers International, Inc.*		486,439
				8,746,857
		Diversified Financials - 6.2%
	27,536	AG Mortgage Investment Trust, Inc. REIT		517,952
	47,074	Apollo Commercial Real Estate Finance, Inc. REIT		850,627
	14,472	ARMOUR Residential, Inc. REIT		362,524
	23,635	Chimera Investment Corp. REIT		432,521
	7,551	Evercore, Inc. Class A		604,835
	14,837	Green Dot Corp. Class A*		840,071
	40,728	Invesco Mortgage Capital, Inc. REIT		701,336
	9,295	Moelis & Co. Class A		397,361
	21,722	MTGE Investment Corp. REIT		393,168
	15,825	Nelnet, Inc. Class A		926,396
	67,065	New York Mortgage Trust, Inc. REIT		404,402
	68,241	PennyMac Mortgage Investment Trust REIT		1,095,950
	28,139	Redwood Trust, Inc. REIT		442,064
	90,555	Two Harbors Investment Corp. REIT		887,439
	29,307	Western Asset Mortgage Capital Corp. REIT		295,121
	5,384	World Acceptance Corp.*		471,100
				9,622,867
		Energy - 2.5%
	21,429	CVR Energy, Inc.		588,226
	1,584	Delek U.S. Holdings, Inc.		41,263
	17,936	Exterran Corp.*		578,795
	129,505	Northern Oil and Gas, Inc.*		103,604
	20,791	Par Pacific Holdings, Inc.*		436,403
	6,018	Renewable Energy Group, Inc.*		72,818

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

87

Hartford Small Cap Core Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.3% - (continued)
		Energy - 2.5% - (continued)
	10,775	REX American Resources Corp.*	$	950,140
	24,096	Stone Energy Corp.*		708,904
	144,742	W&T Offshore, Inc.*		453,042
	30,607	Westmoreland Coal Co.*		53,103
				3,986,298
		Food & Staples Retailing - 0.1%
	9,034	SUPERVALU, Inc.*		147,164
		Food, Beverage & Tobacco - 2.5%
	12,070	Fresh Del Monte Produce, Inc.		537,236
	11,377	John B Sanfilippo & Son, Inc.		669,536
	7,137	National Beverage Corp.		698,712
	6,838	Sanderson Farms, Inc.		1,022,760
	13,086	Universal Corp.		750,482
	7,423	Vector Group Ltd.		154,250
				3,832,976
		Health Care Equipment & Services - 5.3%
	16,612	AngioDynamics, Inc.*		281,906
	3,703	Chemed Corp.		827,361
	8,794	Globus Medical, Inc. Class A*		280,265
	9,839	HealthEquity, Inc.*		494,114
	5,206	Integer Holdings Corp.*		253,011
	18,130	Lantheus Holdings, Inc.*		360,787
	3,600	LeMaitre Vascular, Inc.		115,236
	23,854	Masimo Corp.*		2,093,427
	46,425	OraSure Technologies, Inc.*		916,894
	18,284	Quality Systems, Inc.*		257,256
	39,396	Triple-S Management Corp. Class B*		945,898
	7,592	WellCare Health Plans, Inc.*		1,501,242
				8,327,397
		Household & Personal Products - 1.4%
	10,051	Medifast, Inc.		627,182
	11,618	Nu Skin Enterprises, Inc. Class A		739,021
	11,710	USANA Health Sciences, Inc.*		769,347
				2,135,550
		Insurance - 4.3%
	50,924	Ambac Financial Group, Inc.*		829,043
	24,495	American Equity Investment Life Holding Co.		722,847
	39,387	Assured Guaranty Ltd.		1,461,258
	22,420	CNO Financial Group, Inc.		537,407
	30,100	Greenlight Capital Re Ltd. Class A*		663,705
	5,476	HCI Group, Inc.		205,131
	13,051	Health Insurance Innovations, Inc. Class A*		280,597
	104,268	Maiden Holdings Ltd.		860,211
	36,327	Third Point Reinsurance Ltd.*		606,661
	23,112	Universal Insurance Holdings, Inc.		551,221
				6,718,081
		Materials - 4.3%
	33,946	Chemours Co.		1,921,683
	38,590	Cleveland-Cliffs, Inc.*		229,997
	41,210	Domtar Corp.		1,950,057
	15,238	Innophos Holdings, Inc.		745,595
	17,843	Kronos Worldwide, Inc.		469,449
	17,761	Louisiana-Pacific Corp.*		482,744
	24,235	Mercer International, Inc.		356,255
	6,935	Stepan Co.		553,829
	2,655	Tronox Ltd. Class A		70,278
				6,779,887

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.3% - (continued)
		Media - 0.7%
	70,322	Gannett Co., Inc.	$	611,801
	12,143	Scholastic Corp.		448,563
				1,060,364
		Pharmaceuticals, Biotechnology & Life Sciences - 9.5%
	51,575	Akebia Therapeutics, Inc.*		936,086
	9,304	BioSpecifics Technologies Corp.*		425,844
	32,605	Calithera Biosciences, Inc.*		524,941
	46,979	Conatus Pharmaceuticals, Inc.*		215,634
	94,688	Corcept Therapeutics, Inc.*		1,864,407
	37,396	Cytokinetics, Inc.*		510,455
	34,693	CytomX Therapeutics, Inc.*		693,860
	6,292	Eagle Pharmaceuticals, Inc.*		338,195
	8,123	Esperion Therapeutics, Inc.*		371,546
	57,220	Exelixis, Inc.*		1,418,484
	7,116	FibroGen, Inc.*		397,429
	75,677	ImmunoGen, Inc.*		438,927
	31,800	Immunomedics, Inc.*		340,896
	91,557	Innoviva, Inc.*		1,120,658
	18,746	Luminex Corp.		400,227
	76,637	MiMedx Group, Inc.*		971,757
	30,379	Momenta Pharmaceuticals, Inc.*		428,344
	279,167	PDL BioPharma, Inc.*		826,334
	46,884	Pieris Pharmaceuticals, Inc.*		236,764
	12,252	PRA Health Sciences, Inc.*		997,680
	31,814	Supernus Pharmaceuticals, Inc.*		1,323,462
	6,300	Versartis, Inc.*		11,340
				14,793,270
		Real Estate - 8.0%
	23,152	Altisource Residential Corp. REIT		247,032
	80,335	Ashford Hospitality Trust, Inc. REIT		564,755
	110,516	Brandywine Realty Trust REIT		1,932,925
	25,465	CareTrust, Inc. REIT		481,289
	108,077	CBL & Associates Properties, Inc. REIT		847,324
	15,802	DiamondRock Hospitality Co. REIT		171,610
	32,022	Forestar Group, Inc.*		569,992
	11,481	Franklin Street Properties Corp. REIT		114,810
	16,113	Global Net Lease, Inc. REIT		348,041
	23,691	Government Properties Income Trust REIT		430,465
	9,900	Hospitality Properties Trust REIT		282,942
	22,300	Independence Realty Trust, Inc. REIT		226,345
	7,340	Jernigan Capital, Inc. REIT		150,617
	25,800	Kite Realty Group Trust REIT		482,202
	57,060	Lexington Realty Trust REIT		577,447
	42,300	Mack-Cali Realty Corp. REIT		963,171
	22,844	Piedmont Office Realty Trust, Inc. Class A, REIT		441,803
	21,415	Ramco-Gershenson Properties Trust REIT		270,471
	19,584	RLJ Lodging Trust REIT		424,189
	83,809	Select Income REIT		2,024,825
	15,600	Summit Hotel Properties, Inc. REIT		246,636
	30,095	Xenia Hotels & Resorts, Inc. REIT		654,867
				12,453,758
		Retailing - 3.7%
	7,046	Aaron’s, Inc.		259,293
	9,300	Big 5 Sporting Goods Corp.		59,055
	7,796	Big Lots, Inc.		400,013
	39,165	Buckle, Inc.		644,264
	23,307	Cato Corp. Class A		299,728
	7,200	Children’s Place, Inc.		783,360
	9,845	Five Below, Inc.*		543,936

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

88

Hartford Small Cap Core Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.3% - (continued)
		Retailing - 3.7% - (continued)
	13,792	Francescas Holdings Corp.*	$	89,234
	21,641	Hibbett Sports, Inc.*		277,005
	16,195	Nutrisystem, Inc.		808,940
	26,344	PetMed Express, Inc.		931,524
	4,755	RH*		427,570
	45,533	Vitamin Shoppe, Inc.*		209,452
				5,733,374
		Semiconductors & Semiconductor Equipment - 5.8%
	19,647	Advanced Energy Industries, Inc.*		1,664,494
	8,427	Ambarella, Inc.*		475,620
	40,754	Amkor Technology, Inc.*		471,524
	4,700	Cirrus Logic, Inc.*		263,200
	16,800	Entegris, Inc.		550,200
	35,730	FormFactor, Inc.*		650,286
	2,800	MKS Instruments, Inc.		304,220
	7,085	Nanometrics, Inc.*		200,293
	106,646	Photronics, Inc.*		1,034,466
	26,255	Rudolph Technologies, Inc.*		728,576
	47,727	Teradyne, Inc.		2,047,011
	27,176	Ultra Clean Holdings, Inc.*		693,531
				9,083,421
		Software & Services - 5.6%
	21,723	Appfolio, Inc. Class A*		997,086
	18,051	Blucora, Inc.*		391,707
	56,257	Everi Holdings, Inc.*		466,371
	25,780	MAXIMUS, Inc.		1,712,565
	39,917	Net 1 UEPS Technologies, Inc.*		364,442
	3,201	NIC, Inc.		54,417
	18,104	Paycom Software, Inc.*		1,488,149
	15,455	Progress Software Corp.		654,210
	12,293	Shutterstock, Inc.*		479,304
	3,778	Stamps.com, Inc.*		847,783
	17,937	Sykes Enterprises, Inc.*		519,097
	11,338	TeleTech Holdings, Inc.		472,228
	13,534	Web.com Group, Inc.*		326,169
				8,773,528
		Technology Hardware & Equipment - 3.5%
	4,361	Benchmark Electronics, Inc.*		134,973
	25,348	Control4 Corp.*		746,499
	66,956	Extreme Networks, Inc.*		803,472
	17,948	KEMET Corp.*		461,084
	9,496	Methode Electronics, Inc.		445,362
	50,669	Sanmina Corp.*		1,658,143
	54,776	Vishay Intertechnology, Inc.		1,218,766
				5,468,299
		Telecommunication Services - 1.4%
	5,292	ATN International, Inc.		287,303
	40,590	Boingo Wireless, Inc.*		948,994
	34,992	Telephone & Data Systems, Inc.		1,020,017
				2,256,314
		Transportation - 1.5%
	41,460	Hawaiian Holdings, Inc.*		1,388,910
	7,400	Knight-Swift Transportation Holdings, Inc.*		306,730
	9,134	Saia, Inc.*		591,883
				2,287,523

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.3% - (continued)
		Utilities - 1.4%
	10,960	El Paso Electric Co.	$	630,200
	20,058	ONE Gas, Inc.		1,544,065
				2,174,265
		Total Common Stocks (cost $125,259,881)	$	155,114,353
		Total Long-Term Investments (cost $125,259,881)	$	155,114,353
SHORT-TERM INVESTMENTS - 0.8%
		Other Investment Pools & Funds - 0.8%
	1,218,397	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 0.94%(1)	$	1,218,397
		Total Short-Term Investments (cost $1,218,397)	$	1,218,397

Total Investments (cost $126,478,278)	100.1	%	$	156,332,750
Other Assets and Liabilities	(0.1	)%		(173,297	)
Total Net Assets	100.0	%	$	156,159,453

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

89

Hartford Small Cap Core Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

* Non-income producing.

⁽¹⁾  Current yield as of period end.

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

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

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

90

Hartford Small Cap Core Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total		Level 1(1)		Level 2(1)		Level 3(1)
Assets
Common Stocks
Automobiles & Components	$	917,579	$	917,579	$	—	$	—
Banks		15,698,748		15,698,748		—		—
Capital Goods		15,146,649		15,146,649		—		—
Commercial & Professional Services		5,662,566		5,662,566		—		—
Consumer Durables & Apparel		3,307,618		3,307,618		—		—
Consumer Services		8,746,857		8,746,857		—		—
Diversified Financials		9,622,867		9,622,867		—		—
Energy		3,986,298		3,986,298		—		—
Food & Staples Retailing		147,164		147,164		—		—
Food, Beverage & Tobacco		3,832,976		3,832,976		—		—
Health Care Equipment & Services		8,327,397		8,327,397		—		—
Household & Personal Products		2,135,550		2,135,550		—		—
Insurance		6,718,081		6,718,081		—		—
Materials		6,779,887		6,779,887		—		—
Media		1,060,364		1,060,364		—		—
Pharmaceuticals, Biotechnology & Life Sciences		14,793,270		14,793,270		—		—
Real Estate		12,453,758		12,453,758		—		—
Retailing		5,733,374		5,733,374		—		—
Semiconductors & Semiconductor Equipment		9,083,421		9,083,421		—		—
Software & Services		8,773,528		8,773,528		—		—
Technology Hardware & Equipment		5,468,299		5,468,299		—		—
Telecommunication Services		2,256,314		2,256,314		—		—
Transportation		2,287,523		2,287,523		—		—
Utilities		2,174,265		2,174,265		—		—
Short-Term Investments		1,218,397		1,218,397		—		—
Total	$	156,332,750	$	156,332,750	$	—	$	—

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

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

91

The Hartford Small Cap Growth Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 96.3%
		Automobiles & Components - 1.9%
	156,490	Cooper Tire & Rubber Co.	$	5,132,872
	5,635	Cooper-Standard Holdings, Inc.*		628,190
	5,706	LCI Industries		706,403
	183,407	Tenneco, Inc.		10,657,781
	59,402	Visteon Corp.*		7,487,028
				24,612,274
		Banks - 3.3%
	48,601	Essent Group Ltd.*		2,071,375
	104,101	FCB Financial Holdings, Inc. Class A*		4,861,517
	138,203	First Busey Corp.		4,300,877
	133,050	First Hawaiian, Inc.		3,890,382
	125,798	Great Western Bancorp, Inc.		5,106,141
	91,100	IBERIABANK Corp.		6,718,625
	4,119	LendingTree, Inc.*		1,104,098
	496,475	MGIC Investment Corp.*		7,099,593
	303,608	Sterling Bancorp		7,605,380
	20,454	Walker & Dunlop, Inc.*		1,122,720
				43,880,708
		Capital Goods - 9.9%
	179,625	AAON, Inc.		6,286,875
	27,019	Aerojet Rocketdyne Holdings, Inc.*		853,260
	199,152	Altra Industrial Motion Corp.		9,539,381
	104,736	American Woodmark Corp.*		10,117,498
	14,823	Applied Industrial Technologies, Inc.		943,484
	18,463	Argan, Inc.		1,269,331
	131,224	Armstrong World Industries, Inc.*		6,705,546
	125,093	AZZ, Inc.		5,979,445
	15,181	Barnes Group, Inc.		988,131
	35,055	Caesarstone Ltd.*		992,057
	71,339	Continental Building Products, Inc.*		1,904,751
	20,395	EMCOR Group, Inc.		1,642,001
	7,434	Encore Wire Corp.		335,645
	67,629	Esterline Technologies Corp.*		6,414,611
	218,789	Generac Holdings, Inc.*		11,396,719
	25,974	Global Brass & Copper Holdings, Inc.		909,090
	821	Greenbrier Cos., Inc.		42,856
	81,262	HEICO Corp. Class A		6,184,038
	11,837	Hyster-Yale Materials Handling, Inc.		929,086
	167,914	ITT, Inc.		7,831,509
	184,903	JELD-WEN Holding, Inc.*		6,819,223
	106,966	Meritor, Inc.*		2,782,186
	243,255	Milacron Holdings Corp.*		4,366,427
	259,746	Rexnord Corp.*		6,628,718
	88,728	SiteOne Landscape Supply, Inc.*		5,635,115
	47,800	Sleep Number Corp.*		1,553,500
	67,979	Teledyne Technologies, Inc.*		11,553,711
	37,630	Trex Co., Inc.*		4,118,604
	3,208	Universal Forest Products, Inc.		362,183
	44,993	Wabash National Corp.		1,012,343
	181,331	Welbilt, Inc.*		4,000,162
				130,097,486
		Commercial & Professional Services - 5.2%
	175,923	Advanced Disposal Services, Inc.*		4,384,001
	110,902	Brink’s Co.		8,439,642
	139,778	Deluxe Corp.		9,735,538
	122,034	Exponent, Inc.		9,012,211
	86,169	GP Strategies Corp.*		2,503,209
	75,419	Herman Miller, Inc.		2,534,078
	103,933	Huron Consulting Group, Inc.*		3,803,948

Shares or Principal Amount			Market Value†
COMMON STOCKS - 96.3% - (continued)
		Commercial & Professional Services - 5.2% - (continued)
	19,003	MSA Safety, Inc.	$	1,510,739
	21,500	National Vision Holdings, Inc.*		619,200
	152,750	On Assignment, Inc.*		9,351,355
	58,001	Quad/Graphics, Inc.		1,321,843
	82,173	RPX Corp.*		1,069,892
	53,523	Steelcase, Inc. Class A		778,760
	56,585	TriNet Group, Inc.*		1,964,631
	26,348	TrueBlue, Inc.*		714,031
	110,740	Viad Corp.		6,428,457
	77,881	WageWorks, Inc.*		4,964,914
				69,136,449
		Consumer Durables & Apparel - 4.2%
	97,999	Carter’s, Inc.		9,479,443
	18,661	Deckers Outdoor Corp.*		1,273,427
	17,620	iRobot Corp.*		1,183,888
	23,858	La-Z-Boy, Inc.		642,973
	49,581	MDC Holdings, Inc.		1,836,480
	111,805	Oxford Industries, Inc.		7,222,603
	261,926	Steven Madden Ltd.*		10,215,114
	22,560	Sturm Ruger & Co., Inc.		1,117,848
	181,818	TopBuild Corp.*		11,998,170
	372,604	Wolverine World Wide, Inc.		10,172,089
				55,142,035
		Consumer Services - 4.6%
	10,964	Adtalem Global Education, Inc.		405,120
	23,700	American Public Education, Inc.*		474,000
	282,183	Bloomin’ Brands, Inc.		5,017,214
	15,911	Brinker International, Inc.		488,786
	5,880	Buffalo Wild Wings, Inc.*		695,016
	72,259	Caesars Entertainment Corp.*		935,754
	21,391	Capella Education Co.		1,742,297
	35,549	Dave & Buster’s Entertainment, Inc.*		1,713,462
	8,722	Domino’s Pizza, Inc.		1,596,126
	162,123	Dunkin’ Brands Group, Inc.		9,576,606
	27,709	Grand Canyon Education, Inc.*		2,480,233
	376,667	La Quinta Holdings, Inc.*		6,636,872
	71,810	Marriott Vacations Worldwide Corp.		9,451,632
	110,365	Papa John’s International, Inc.		7,510,338
	34,619	Scientific Games Corp. Class A*		1,647,864
	19,296	Sotheby’s*		999,919
	4,899	Strayer Education, Inc.		459,183
	6,079	Texas Roadhouse, Inc.		304,011
	22,573	Weight Watchers International, Inc.*		1,013,979
	240,320	Wingstop, Inc.		8,139,638
				61,288,050
		Diversified Financials - 1.7%
	131,895	Evercore, Inc. Class A		10,564,789
	179,904	Financial Engines, Inc.		6,494,534
	40,869	Green Dot Corp. Class A*		2,314,003
	34,524	Moelis & Co. Class A		1,475,901
	66,154	OneMain Holdings, Inc.*		2,101,713
				22,950,940
		Energy - 1.2%
	33,365	CVR Energy, Inc.		915,869
	104,900	PDC Energy, Inc.*		5,342,557
	266,187	ProPetro Holding Corp.*		4,054,028
	15,558	REX American Resources Corp.*		1,371,904

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

92

The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 96.3% - (continued)
		Energy - 1.2% - (continued)
	265,152	WildHorse Resource Development Corp.*	$	3,449,628
				15,133,986
		Food & Staples Retailing - 1.1%
	58,670	Casey’s General Stores, Inc.		6,721,822
	93,434	PriceSmart, Inc.		7,829,769
				14,551,591
		Food, Beverage & Tobacco - 1.8%
	10,314	Boston Beer Co., Inc. Class A*		1,836,408
	23,474	Fresh Del Monte Produce, Inc.		1,044,828
	462,545	Hostess Brands, Inc.*		5,333,144
	18,923	National Beverage Corp.		1,852,562
	77,812	Pilgrim’s Pride Corp.*		2,472,865
	51,392	Post Holdings, Inc.*		4,261,938
	10,722	Sanderson Farms, Inc.		1,603,689
	81,626	TreeHouse Foods, Inc.*		5,418,334
				23,823,768
		Health Care Equipment & Services - 9.5%
	149,603	Anika Therapeutics, Inc.*		8,172,812
	231,034	AtriCure, Inc.*		4,953,369
	10,668	Atrion Corp.		7,015,810
	204,524	Cardiovascular Systems, Inc.*		4,922,893
	16,139	Chemed Corp.		3,605,937
	302,747	Globus Medical, Inc. Class A*		9,648,547
	24,440	HealthEquity, Inc.*		1,227,377
	206,824	HMS Holdings Corp.*		3,979,294
	54,931	ICU Medical, Inc.*		10,497,314
	14,859	Inogen, Inc.*		1,470,001
	142,880	Integra LifeSciences Holdings Corp.*		6,683,926
	47,432	Lantheus Holdings, Inc.*		943,897
	10,803	LHC Group, Inc.*		721,748
	6,234	Magellan Health, Inc.*		531,760
	39,256	Masimo Corp.*		3,445,107
	116,882	Medidata Solutions, Inc.*		8,793,033
	17,920	Molina Healthcare, Inc.*		1,215,514
	293,784	Natus Medical, Inc.*		12,456,442
	186,068	Omnicell, Inc.*		9,266,186
	39,085	OraSure Technologies, Inc.*		771,929
	161,914	Orthofix International N.V.*		8,699,639
	62,805	Quality Systems, Inc.*		883,666
	11,638	Quidel Corp.*		476,576
	57,050	Triple-S Management Corp. Class B*		1,369,770
	71,491	U.S. Physical Therapy, Inc.		4,857,813
	41,911	WellCare Health Plans, Inc.*		8,287,481
				124,897,841
		Household & Personal Products - 0.3%
	26,470	Medifast, Inc.		1,651,728
	28,702	USANA Health Sciences, Inc.*		1,885,721
				3,537,449
		Insurance - 1.0%
	91,543	Ambac Financial Group, Inc.*		1,490,320
	45,184	American Equity Investment Life Holding Co.		1,333,380
	47,625	Greenlight Capital Re Ltd. Class A*		1,050,131
	24,985	Health Insurance Innovations, Inc. Class A*		537,178
	145,300	James River Group Holdings Ltd.		6,149,096
	143,022	Maiden Holdings Ltd.		1,179,932
	50,191	Universal Insurance Holdings, Inc.		1,197,055
				12,937,092

Shares or Principal Amount			Market Value†
COMMON STOCKS - 96.3% - (continued)
		Materials - 4.0%
	162,883	Boise Cascade Co.*	$	5,774,202
	28,014	Chemours Co.		1,585,872
	65,300	Cleveland-Cliffs, Inc.*		389,188
	503,816	Graphic Packaging Holding Co.		7,804,110
	19,546	Ingevity Corp.*		1,392,262
	13,238	KMG Chemicals, Inc.		729,811
	17,979	Koppers Holdings, Inc.*		872,880
	19,019	Kronos Worldwide, Inc.		500,390
	340,460	Louisiana-Pacific Corp.*		9,253,703
	460,537	OMNOVA Solutions, Inc.*		5,088,934
	250,255	PolyOne Corp.		11,529,248
	17,873	Stepan Co.		1,427,338
	204,096	Summit Materials, Inc. Class A*		6,408,614
				52,756,552
		Media - 0.1%
	11,279	MSG Networks, Inc. Class A*		195,691
	36,575	New York Times Co. Class A		698,582
				894,273
		Pharmaceuticals, Biotechnology & Life Sciences - 12.7%
	127,077	Abeona Therapeutics, Inc.*		2,281,032
	97,172	Aerie Pharmaceuticals, Inc.*		6,000,371
	39,193	Agios Pharmaceuticals, Inc.*		2,518,934
	75,906	Akebia Therapeutics, Inc.*		1,377,694
	579,275	Amicus Therapeutics, Inc.*		8,248,876
	354,370	Aratana Therapeutics, Inc.*		2,030,540
	113,700	Arena Pharmaceuticals, Inc.*		3,187,011
	78,579	Axovant Sciences Ltd.*		411,754
	27,192	BioSpecifics Technologies Corp.*		1,244,578
	54,204	Bluebird Bio, Inc.*		7,539,776
	115,092	Blueprint Medicines Corp.*		7,644,411
	229,888	Calithera Biosciences, Inc.*		3,701,197
	15,027	Cambrex Corp.*		649,918
	246,586	Catalent, Inc.*		10,502,098
	164,204	Coherus Biosciences, Inc.*		1,847,295
	111,736	Corcept Therapeutics, Inc.*		2,200,082
	339,922	Cytokinetics, Inc.*		4,639,935
	183,044	Dermira, Inc.*		4,900,088
	12,376	Eagle Pharmaceuticals, Inc.*		665,210
	17,345	Editas Medicine, Inc.*		430,156
	20,736	Emergent BioSolutions, Inc.*		849,969
	11,629	Esperion Therapeutics, Inc.*		531,911
	37,593	Exact Sciences Corp.*		2,067,239
	88,318	Exelixis, Inc.*		2,189,403
	22,616	FibroGen, Inc.*		1,263,104
	148,696	Five Prime Therapeutics, Inc.*		6,670,503
	158,430	Flexion Therapeutics, Inc.*		3,487,044
	98,009	GlycoMimetics, Inc.*		1,127,104
	154,796	ImmunoGen, Inc.*		897,817
	87,478	Immunomedics, Inc.*		937,764
	113,074	INC Research Holdings, Inc. Class A*		6,462,179
	173,924	Innoviva, Inc.*		2,128,830
	267,995	Intersect ENT, Inc.*		7,946,052
	117,729	Ionis Pharmaceuticals, Inc.*		6,723,503
	147,290	Ironwood Pharmaceuticals, Inc.*		2,265,320
	90,979	Jounce Therapeutics, Inc.*		1,273,706
	27,169	Kala Pharmaceuticals, Inc.*		436,334
	4,919	Ligand Pharmaceuticals, Inc.*		714,977
	80,461	Loxo Oncology, Inc.*		6,932,520
	46,671	Luminex Corp.		996,426

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

93

The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 96.3% - (continued)
		Pharmaceuticals, Biotechnology & Life Sciences - 12.7% - (continued)
	125,768	Medicines Co.*	$	3,614,572
	178,980	MiMedx Group, Inc.*		2,269,466
	77,999	Momenta Pharmaceuticals, Inc.*		1,099,786
	12,474	MyoKardia, Inc.*		479,625
	246,164	NanoString Technologies, Inc.*		2,451,793
	104,503	Neurocrine Biosciences, Inc.*		6,490,681
	195,247	Otonomy, Inc.*		580,860
	525,265	PDL BioPharma, Inc.*		1,554,784
	157,356	Portola Pharmaceuticals, Inc.*		7,774,960
	42,654	PRA Health Sciences, Inc.*		3,473,315
	4,550	Puma Biotechnology, Inc.*		579,215
	383,400	Rigel Pharmaceuticals, Inc.*		1,437,750
	5,454	Sage Therapeutics, Inc.*		345,129
	34,434	Sucampo Pharmaceuticals, Inc. Class A*		344,340
	60,154	Supernus Pharmaceuticals, Inc.*		2,502,406
	104,602	Ultragenyx Pharmaceutical, Inc.*		4,821,106
				167,742,449
		Real Estate - 3.1%
	136,654	CareTrust, Inc. REIT		2,582,760
	39,244	Coresite Realty Corp. REIT		4,346,273
	148,017	Corporate Office Properties Trust REIT		4,726,183
	8,722	Geo Group, Inc. REIT		226,336
	232,319	HFF, Inc. Class A, REIT		10,189,511
	210,220	LaSalle Hotel Properties REIT		5,930,306
	66,138	Physicians Realty Trust REIT		1,149,478
	38,667	Potlatch Corp. REIT		2,002,951
	82,806	RLJ Lodging Trust REIT		1,793,578
	14,503	STAG Industrial, Inc. REIT		395,932
	419,959	Sunstone Hotel Investors, Inc. REIT		6,853,731
	98,302	Washington Prime Group, Inc. REIT		769,705
				40,966,744
		Retailing - 3.2%
	14,009	Big Lots, Inc.		718,802
	52,143	Buckle, Inc.		857,752
	60,217	Burlington Stores, Inc.*		5,653,774
	177,733	Caleres, Inc.		4,857,443
	21,655	Cato Corp. Class A		278,483
	15,800	Children’s Place, Inc.		1,719,040
	199,273	Core-Mark Holding Co., Inc.		6,787,238
	172,888	Five Below, Inc.*		9,552,062
	91,781	Francescas Holdings Corp.*		593,823
	249,345	Michaels Cos., Inc.*		4,842,280
	24,434	Nutrisystem, Inc.		1,220,478
	46,035	PetMed Express, Inc.		1,627,798
	8,606	RH*		773,852
	16,916	Shutterfly, Inc.*		722,313
	20,354	Wayfair, Inc. Class A*		1,422,745
				41,627,883
		Semiconductors & Semiconductor Equipment - 5.0%
	39,275	Advanced Energy Industries, Inc.*		3,327,378
	8,256	Ambarella, Inc.*		465,969
	123,786	Amkor Technology, Inc.*		1,432,204
	173,040	Axcelis Technologies, Inc.*		5,693,016
	13,822	Brooks Automation, Inc.		475,338
	3,046	Cabot Microelectronics Corp.		294,457
	33,924	Cirrus Logic, Inc.*		1,899,744
	176,145	Cohu, Inc.		4,544,541
	305,769	Entegris, Inc.		10,013,935

Shares or Principal Amount			Market Value†
COMMON STOCKS - 96.3% - (continued)
		Semiconductors & Semiconductor Equipment - 5.0% - (continued)
	286,789	Integrated Device Technology, Inc.*	$	8,910,534
	101,364	Kulicke & Soffa Industries, Inc.*		2,295,895
	168,705	MACOM Technology Solutions Holdings, Inc.*		6,896,660
	199,038	MaxLinear, Inc.*		4,870,460
	123,829	MKS Instruments, Inc.		13,454,021
	19,798	Rudolph Technologies, Inc.*		549,394
	40,344	Ultra Clean Holdings, Inc.*		1,029,579
				66,153,125
		Software & Services - 15.3%
	108,987	Aspen Technology, Inc.*		7,031,841
	102,196	Blackbaud, Inc.		10,352,455
	260,648	Blackhawk Network Holdings, Inc.*		8,849,000
	42,265	Blucora, Inc.*		917,150
	51,734	CACI International, Inc. Class A*		7,436,762
	343,957	Cloudera, Inc.*		5,204,069
	29,986	CommVault Systems, Inc.*		1,560,771
	13,935	CSG Systems International, Inc.		590,008
	133,170	EPAM Systems, Inc.*		12,138,445
	89,129	Everi Holdings, Inc.*		738,879
	48,387	EVERTEC, Inc.		725,805
	113,836	Exlservice Holdings, Inc.*		7,105,643
	58,666	Fair Isaac Corp.		8,515,957
	247,595	Five9, Inc.*		6,246,822
	9,500	ForeScout Technologies, Inc.*		245,575
	98,316	Globant S.A.*		3,708,480
	168,238	GrubHub, Inc.*		10,265,883
	90,830	Guidewire Software, Inc.*		7,264,583
	30,113	Hortonworks, Inc.*		497,166
	109,213	HubSpot, Inc.*		9,452,385
	93,499	j2 Global, Inc.		6,932,016
	76,152	LogMeIn, Inc.		9,218,200
	55,442	Manhattan Associates, Inc.*		2,320,802
	138,466	MAXIMUS, Inc.		9,198,296
	15,412	New Relic, Inc.*		791,098
	88,493	NIC, Inc.		1,504,381
	108,000	Okta, Inc.*		3,123,360
	39,548	Paycom Software, Inc.*		3,250,846
	125,949	Pegasystems, Inc.		7,342,827
	61,073	Progress Software Corp.		2,585,220
	14,912	Proofpoint, Inc.*		1,378,018
	102,140	PTC, Inc.*		6,787,203
	80,294	Q2 Holdings, Inc.*		3,416,510
	20,985	RingCentral, Inc. Class A*		884,518
	75,965	Science Applications International Corp.		5,571,273
	40,140	Shutterstock, Inc.*		1,565,059
	11,034	Stamps.com, Inc.*		2,476,030
	52,116	Sykes Enterprises, Inc.*		1,508,237
	19,699	TeleTech Holdings, Inc.		820,463
	10,795	Trade Desk, Inc. Class A*		711,606
	4,435	Tucows, Inc. Class A*		259,226
	28,112	Tyler Technologies, Inc.*		4,983,976
	75,747	WEX, Inc.*		9,361,572
	24,121	Wix.com Ltd.*		1,683,646
	179,062	Zendesk, Inc.*		5,550,922
				202,072,984
		Technology Hardware & Equipment - 4.6%
	93,858	Acacia Communications, Inc.*		3,971,132
	5,754	Applied Optoelectronics, Inc.*		234,418

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

94

The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 96.3% - (continued)
		Technology Hardware & Equipment - 4.6% - (continued)
	270,195	Ciena Corp.*	$	5,747,048
	38,837	Control4 Corp.*		1,143,750
	113,786	ePlus, Inc.*		10,877,941
	149,711	Extreme Networks, Inc.*		1,796,532
	146,128	Fabrinet*		5,433,039
	14,485	InterDigital, Inc.		1,062,475
	143,342	Itron, Inc.*		11,202,177
	56,836	KEMET Corp.*		1,460,117
	25,474	Methode Electronics, Inc.		1,194,730
	86,110	Rogers Corp.*		13,095,609
	29,917	Sanmina Corp.*		979,034
	129,404	Vishay Intertechnology, Inc.		2,879,239
				61,077,241
		Telecommunication Services - 0.6%
	38,542	IDT Corp. Class B		507,983
	320,823	ORBCOMM, Inc.*		3,628,508
	525,066	Vonage Holdings Corp.*		4,268,787
				8,405,278
		Transportation - 2.0%
	1,794	Allegiant Travel Co.		244,702
	93,922	Genesee & Wyoming, Inc. Class A*		6,741,721
	43,000	Hawaiian Holdings, Inc.*		1,440,500
	297,570	Knight-Swift Transportation Holdings, Inc.*		12,334,277
	262,691	Marten Transport Ltd.		5,161,878
	12,145	Saia, Inc.*		786,996
				26,710,074
		Total Common Stocks (cost $1,035,297,427)	$	1,270,396,272
EXCHANGE-TRADED FUNDS - 2.7%
		Other Investment Pools & Funds - 2.7%
	195,531	iShares Russell 2000 Growth ETF	$	35,508,429
		Total Exchange-Traded Funds (cost $32,855,912)	$	35,508,429
WARRANTS - 0.0%
		Diversified Financials - 0.0%
	1,613	Emergent Capital, Inc. Expires 4/11/19*(1)(2)	$	—
		Total Warrants (cost $—)	$	—
		Total Long-Term Investments (cost $1,068,153,339)	$	1,305,904,701

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 0.6%
		Other Investment Pools & Funds - 0.6%
	3,013,102	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 0.94%(3)	$	3,013,102
	5,348,953	Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.92%(3)		5,348,953
				8,362,055

Total Short-Term Investments (cost $8,362,055)			$	8,362,055
Total Investments (cost $1,076,515,394)	99.6	%	$	1,314,266,756
Other Assets and Liabilities	0.4	%		4,956,041
Total Net Assets	100.0	%	$	1,319,222,797

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

95

The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

October 31, 2017

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.

* Non-income producing.

⁽¹⁾  This security has been identified as 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. The identification of illiquid securities is unaudited.

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

⁽²⁾  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2017, the aggregate fair value of this security was $0, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽³⁾  Current yield as of period end.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:
ETF	Exchange-Traded Fund
REIT	Real Estate Investment Trust

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

96

The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total		Level 1(1)		Level 2(1)		Level 3(1)
Assets
Common Stocks
Automobiles & Components	$	24,612,274	$	24,612,274	$	—	$	—
Banks		43,880,708		43,880,708		—		—
Capital Goods		130,097,486		130,097,486		—		—
Commercial & Professional Services		69,136,449		69,136,449		—		—
Consumer Durables & Apparel		55,142,035		55,142,035		—		—
Consumer Services		61,288,050		61,288,050		—		—
Diversified Financials		22,950,940		22,950,940		—		—
Energy		15,133,986		15,133,986		—		—
Food & Staples Retailing		14,551,591		14,551,591		—		—
Food, Beverage & Tobacco		23,823,768		23,823,768		—		—
Health Care Equipment & Services		124,897,841		124,897,841		—		—
Household & Personal Products		3,537,449		3,537,449		—		—
Insurance		12,937,092		12,937,092		—		—
Materials		52,756,552		52,756,552		—		—
Media		894,273		894,273		—		—
Pharmaceuticals, Biotechnology & Life Sciences		167,742,449		167,742,449		—		—
Real Estate		40,966,744		40,966,744		—		—
Retailing		41,627,883		41,627,883		—		—
Semiconductors & Semiconductor Equipment		66,153,125		66,153,125		—		—
Software & Services		202,072,984		202,072,984		—		—
Technology Hardware & Equipment		61,077,241		61,077,241		—		—
Telecommunication Services		8,405,278		8,405,278		—		—
Transportation		26,710,074		26,710,074		—		—
Exchange-Traded Funds		35,508,429		35,508,429		—		—
Warrants		—		—		—		—
Short-Term Investments		8,362,055		8,362,055		—		—
Total	$	1,314,266,756	$	1,314,266,756	$	—	$	—

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

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

97

The Hartford Small Company Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.8%
		Automobiles & Components - 0.1%
	3,201	Cooper Tire & Rubber Co.	$	104,993
	3,742	Tenneco, Inc.		217,448
	1,240	Visteon Corp.*		156,289
				478,730
		Banks - 6.8%
	2,173	FCB Financial Holdings, Inc. Class A*		101,479
	3,022	First Busey Corp.		94,045
	2,902	First Hawaiian, Inc.		84,855
	142,749	FNB Corp.		1,925,684
	2,626	Great Western Bancorp, Inc.		106,589
	1,902	IBERIABANK Corp.		140,273
	144,777	MB Financial, Inc.		6,651,055
	505,433	MGIC Investment Corp.*		7,227,692
	359,579	Sterling Bancorp		9,007,454
	121,828	Western Alliance Bancorp*		6,798,002
				32,137,128
		Capital Goods - 9.0%
	4,447	AAON, Inc.		155,645
	130,782	Altra Industrial Motion Corp.		6,264,458
	1,794	American Woodmark Corp.*		173,301
	2,739	Armstrong World Industries, Inc.*		139,963
	2,680	AZZ, Inc.		128,104
	123,641	Beacon Roofing Supply, Inc.*		6,850,948
	1,407	Esterline Technologies Corp.*		133,454
	3,993	Generac Holdings, Inc.*		207,996
	1,769	HEICO Corp. Class A		134,621
	3,505	ITT, Inc.		163,473
	223,300	JELD-WEN Holding, Inc.*		8,235,304
	114,533	Kaman Corp.		6,406,976
	5,514	Milacron Holdings Corp.*		98,976
	56,949	Regal-Beloit Corp.		4,621,411
	316,094	Rexnord Corp.*		8,066,719
	1,908	SiteOne Landscape Supply, Inc.*		121,177
	1,419	Teledyne Technologies, Inc.*		241,173
	3,955	Welbilt, Inc.*		87,247
				42,230,946
		Commercial & Professional Services - 2.5%
	3,980	Advanced Disposal Services, Inc.*		99,182
	92,723	Brink’s Co.		7,056,220
	2,377	Deluxe Corp.		165,558
	2,547	Exponent, Inc.		188,096
	2,008	GP Strategies Corp.*		58,332
	2,267	Huron Consulting Group, Inc.*		82,972
	9,400	National Vision Holdings, Inc.*		270,720
	3,189	On Assignment, Inc.*		195,231
	2,312	Viad Corp.		134,212
	58,462	WageWorks, Inc.*		3,726,952
				11,977,475
		Consumer Durables & Apparel - 5.7%
	80,010	Carter’s, Inc.		7,739,368
	98,919	Nautilus, Inc.*		1,285,947
	86,425	Oxford Industries, Inc.		5,583,055
	127,351	Skechers USA, Inc. Class A*		4,065,044
	5,321	Steven Madden Ltd.*		207,519
	3,885	TopBuild Corp.*		256,371
	76,826	TRI Pointe Group, Inc.*		1,359,052
	225,641	Wolverine World Wide, Inc.		6,159,999
				26,656,355

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.8% - (continued)
		Consumer Services - 6.6%
	4,805	Bloomin’ Brands, Inc.	$	85,433
	137,519	Boyd Gaming Corp.		4,019,680
	22,996	Dave & Buster’s Entertainment, Inc.*		1,108,407
	580,284	DraftKings, Inc.*(1)(2)(3)(4)		899,440
	3,384	Dunkin’ Brands Group, Inc.		199,893
	7,851	La Quinta Holdings, Inc.*		138,335
	60,607	Marriott Vacations Worldwide Corp.		7,977,093
	2,329	Papa John’s International, Inc.		158,488
	400,643	Planet Fitness, Inc. Class A		10,673,130
	175,758	Wingstop, Inc.		5,952,924
				31,212,823
		Diversified Financials - 0.1%
	2,109	Evercore, Inc. Class A		168,931
	3,864	Financial Engines, Inc.		139,490
	1,450	OneMain Holdings, Inc.*		46,067
				354,488
		Energy - 1.6%
	363,404	Centennial Resource Development, Inc. Class A*		7,060,940
	2,190	PDC Energy, Inc.*		111,536
	6,100	ProPetro Holding Corp.*		92,903
	5,783	WildHorse Resource Development Corp.*		75,237
				7,340,616
		Food & Staples Retailing - 1.3%
	1,225	Casey’s General Stores, Inc.		140,348
	212,514	Performance Food Group Co.*		6,014,146
	1,950	PriceSmart, Inc.		163,410
				6,317,904
		Food, Beverage & Tobacco - 3.2%
	310,825	Blue Buffalo Pet Products, Inc.*		8,992,167
	80,991	Calavo Growers, Inc.		5,969,037
	9,835	Hostess Brands, Inc.*		113,398
	1,121	Post Holdings, Inc.*		92,964
	1,761	TreeHouse Foods, Inc.*		116,895
				15,284,461
		Health Care Equipment & Services - 6.7%
	20,908	Align Technology, Inc.*		4,996,594
	2,886	Anika Therapeutics, Inc.*		157,662
	5,059	AtriCure, Inc.*		108,465
	223	Atrion Corp.		146,656
	4,413	Cardiovascular Systems, Inc.*		106,221
	40,047	DexCom, Inc.*		1,800,914
	5,156	Globus Medical, Inc. Class A*		164,322
	60,729	HealthEquity, Inc.*		3,049,810
	4,529	HMS Holdings Corp.*		87,138
	1,155	ICU Medical, Inc.*		220,721
	235,089	Insulet Corp.*		13,825,584
	2,982	Integra LifeSciences Holdings Corp.*		139,498
	2,162	Medidata Solutions, Inc.*		162,647
	6,019	Natus Medical, Inc.*		255,206
	3,883	Omnicell, Inc.*		193,373
	294,315	OraSure Technologies, Inc.*		5,812,721
	3,380	Orthofix International N.V.*		181,607
	1,559	U.S. Physical Therapy, Inc.		105,934
	674	WellCare Health Plans, Inc.*		133,277
				31,648,350

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

98

The Hartford Small Company Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.8% - (continued)
		Insurance - 0.0%
	3,135	James River Group Holdings Ltd.	$	132,673
		Materials - 3.2%
	3,515	Boise Cascade Co.*		124,607
	77,961	Carpenter Technology Corp.		3,881,678
	112,500	Ferro Corp.*		2,679,750
	10,512	Graphic Packaging Holding Co.		162,831
	22,719	Ingevity Corp.*		1,618,274
	5,316	Louisiana-Pacific Corp.*		144,489
	10,141	OMNOVA Solutions, Inc.*		112,058
	535,858	Platform Specialty Products Corp.*		5,733,681
	5,132	PolyOne Corp.		236,431
	4,309	Summit Materials, Inc. Class A*		135,303
				14,829,102
		Pharmaceuticals, Biotechnology & Life Sciences - 12.0%
	2,649	Abeona Therapeutics, Inc.*		47,550
	84,738	Aerie Pharmaceuticals, Inc.*		5,232,571
	1,088	Agios Pharmaceuticals, Inc.*		69,926
	130,259	Amicus Therapeutics, Inc.*		1,854,888
	8,258	Aratana Therapeutics, Inc.*		47,318
	2,600	Arena Pharmaceuticals, Inc.*		72,878
	20,661	Bluebird Bio, Inc.*		2,873,945
	56,212	Blueprint Medicines Corp.*		3,733,601
	3,800	Calithera Biosciences, Inc.*		61,180
	4,904	Catalent, Inc.*		208,861
	3,765	Coherus Biosciences, Inc.*		42,356
	4,821	Cytokinetics, Inc.*		65,807
	79,001	Dermira, Inc.*		2,114,857
	160,981	Exact Sciences Corp.*		8,852,345
	31,733	Five Prime Therapeutics, Inc.*		1,423,542
	3,455	Flexion Therapeutics, Inc.*		76,045
	51,119	Galapagos N.V. ADR*		4,983,080
	133,648	Global Blood Therapeutics, Inc.*		5,319,190
	2,135	GlycoMimetics, Inc.*		24,553
	2,360	INC Research Holdings, Inc. Class A*		134,874
	5,843	Intersect ENT, Inc.*		173,245
	46,838	Ionis Pharmaceuticals, Inc.*		2,674,918
	172,176	Ironwood Pharmaceuticals, Inc.*		2,648,067
	2,145	Jounce Therapeutics, Inc.*		30,030
	1,206	Kala Pharmaceuticals, Inc.*		19,368
	1,599	Loxo Oncology, Inc.*		137,770
	3,184	Medicines Co.*		91,508
	106,663	MiMedx Group, Inc.*		1,352,487
	5,362	NanoString Technologies, Inc.*		53,406
	56,181	Neurocrine Biosciences, Inc.*		3,489,402
	5,930	Otonomy, Inc.*		17,642
	63,594	Portola Pharmaceuticals, Inc.*		3,142,180
	45,224	PRA Health Sciences, Inc.*		3,682,590
	8,400	Rigel Pharmaceuticals, Inc.*		31,500
	15,762	TESARO, Inc.*		1,824,767
	2,183	Ultragenyx Pharmaceutical, Inc.*		100,614
				56,708,861
		Real Estate - 3.7%
	48,718	Coresite Realty Corp. REIT		5,395,519
	50,602	Corporate Office Properties Trust REIT		1,615,722
	4,849	HFF, Inc. Class A, REIT		212,677
	345,821	Kennedy-Wilson Holdings, Inc. REIT		6,726,219
	118,620	LaSalle Hotel Properties REIT		3,346,270
	8,976	Sunstone Hotel Investors, Inc. REIT		146,488
				17,442,895

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.8% - (continued)
		Retailing - 1.5%
	3,136,600	Allstar Co.*(1)(2)(3)(4)	$	3
	1,158	Burlington Stores, Inc.*		108,725
	3,882	Caleres, Inc.		106,095
	4,161	Core-Mark Holding Co., Inc.		141,724
	2,972	Five Below, Inc.*		164,203
	5,101	Michaels Cos., Inc.*		99,061
	26,907	Tory Burch LLC(1)(2)(3)(4)		1,191,193
	76,114	Wayfair, Inc. Class A*		5,320,368
				7,131,372
		Semiconductors & Semiconductor Equipment - 5.4%
	29,351	Axcelis Technologies, Inc.*		965,648
	94,039	Cavium, Inc.*		6,487,750
	3,814	Cohu, Inc.		98,401
	5,624	Entegris, Inc.		184,186
	5,986	Integrated Device Technology, Inc.*		185,985
	89,342	MACOM Technology Solutions Holdings, Inc.*		3,652,301
	4,327	MaxLinear, Inc.*		105,882
	1,815	MKS Instruments, Inc.		197,200
	410,712	Tower Semiconductor Ltd.*		13,578,139
				25,455,492
		Software & Services - 20.1%
	151,642	2U, Inc.*		9,648,981
	2,275	Aspen Technology, Inc.*		146,783
	2,133	Blackbaud, Inc.		216,073
	67,383	Blackhawk Network Holdings, Inc.*		2,287,653
	1,080	CACI International, Inc. Class A*		155,250
	130,865	Cloudera, Inc.*		1,979,988
	30,752	CoStar Group, Inc.*		9,094,904
	59,747	EPAM Systems, Inc.*		5,445,939
	2,377	Exlservice Holdings, Inc.*		148,372
	50,200	Fair Isaac Corp.		7,287,032
	5,336	Five9, Inc.*		134,627
	4,200	ForeScout Technologies, Inc.*		108,570
	2,051	Globant S.A.*		77,364
	146,999	GoDaddy, Inc. Class A*		6,864,853
	25,461	GrubHub, Inc.*		1,553,630
	66,730	Guidewire Software, Inc.*		5,337,066
	84,042	HubSpot, Inc.*		7,273,835
	2,000	j2 Global, Inc.		148,280
	1,566	LogMeIn, Inc.		189,564
	1,812	MAXIMUS, Inc.		120,371
	225,028	Mimecast Ltd.*		7,153,640
	94,550	Okta, Inc.*		2,734,386
	154,759	Paylocity Holding Corp.*		8,265,678
	2,628	Pegasystems, Inc.		153,212
	34,251	Proofpoint, Inc.*		3,165,135
	2,151	PTC, Inc.*		142,934
	1,842	Q2 Holdings, Inc.*		78,377
	140,206	Quotient Technology, Inc.*		2,194,224
	1,500	Science Applications International Corp.		110,010
	73,573	Trade Desk, Inc. Class A*		4,849,932
	587	Tyler Technologies, Inc.*		104,069
	98,033	Veracode, Inc. Escrow(1)(2)(3)(4)		394,093
	1,582	WEX, Inc.*		195,519
	3,738	Zendesk, Inc.*		115,878
	88,052	Zillow Group, Inc. Class C*		3,634,787
	871,617	Zynga, Inc. Class A*		3,399,306
				94,910,315

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

99

The Hartford Small Company Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.8% - (continued)
		Technology Hardware & Equipment - 5.9%
	2,110	Acacia Communications, Inc.*	$	89,274
	26,621	Arista Networks, Inc.*		5,321,272
	5,640	Ciena Corp.*		119,963
	2,375	ePlus, Inc.*		227,050
	3,195	Fabrinet*		118,790
	122,044	II-VI, Inc.*		5,516,389
	64,187	Itron, Inc.*		5,016,214
	1,703	Rogers Corp.*		258,992
	95,034	Zebra Technologies Corp. Class A*		11,022,993
				27,690,937
		Telecommunication Services - 0.0%
	7,341	ORBCOMM, Inc.*		83,027
	10,663	Vonage Holdings Corp.*		86,690
				169,717
		Transportation - 2.4%
	1,961	Genesee & Wyoming, Inc. Class A*		140,761
	233,469	JetBlue Airways Corp.*		4,470,931
	161,363	Knight-Swift Transportation Holdings, Inc.*		6,688,496
	5,729	Marten Transport Ltd.		112,575
				11,412,763
		Total Common Stocks (cost $378,170,985)	$	461,523,403
PREFERRED STOCKS - 1.7%
		Pharmaceuticals, Biotechnology & Life Sciences - 0.1%
	92,973	Sancilio & Co., Inc.*(1)(2)(3)(4)	$	303,092
		Retailing - 0.3%
	47,489	Honest Co.*(1)(2)(3)(4)		1,679,686
		Software & Services - 1.3%
	263,189	MarkLogic Corp. Series F*(1)(2)(3)(4)		2,605,571
	658,164	Zuora, Inc. Series F*(1)(2)(3)(4)		3,382,963
				5,988,534
		Total Preferred Stocks (cost $8,022,087)	$	7,971,312
		Total Long-Term Investments (cost $386,193,072)	$	469,494,715
SHORT-TERM INVESTMENTS - 0.2%
		Other Investment Pools & Funds - 0.2%
	1,098,263	Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.92%(5)	$	1,098,263
		Total Short-Term Investments (cost $1,098,263)	$	1,098,263

Total Investments (cost $387,291,335)	99.7	%	$	470,592,978
Other Assets and Liabilities	0.3	%		1,398,438
Total Net Assets	100.0	%	$	471,991,416

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

100

The Hartford Small Company Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

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

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

* Non-income producing.

⁽¹⁾  Investment valued using significant unobservable inputs.

⁽²⁾  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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $10,456,041, which represented 2.2% of total net assets.

⁽³⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2017, the aggregate fair value of these securities was $10,456,041, which represented 2.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽⁴⁾  This security has been identified as 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. The identification of illiquid securities is unaudited.

At October 31, 2017, the aggregate value of these securities was $10,456,041, which represents 2.2% of total net assets.

⁽⁵⁾  Current yield as of period end.

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

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

101

The Hartford Small Company Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total		Level 1(1)		Level 2(1)		Level 3(1)
Assets
Common Stocks
Automobiles & Components	$	478,730	$	478,730	$	—	$	—
Banks		32,137,128		32,137,128		—		—
Capital Goods		42,230,946		42,230,946		—		—
Commercial & Professional Services		11,977,475		11,977,475		—		—
Consumer Durables & Apparel		26,656,355		26,656,355		—		—
Consumer Services		31,212,823		30,313,383		—		899,440
Diversified Financials		354,488		354,488		—		—
Energy		7,340,616		7,340,616		—		—
Food & Staples Retailing		6,317,904		6,317,904		—		—
Food, Beverage & Tobacco		15,284,461		15,284,461		—		—
Health Care Equipment & Services		31,648,350		31,648,350		—		—
Insurance		132,673		132,673		—		—
Materials		14,829,102		14,829,102		—		—
Pharmaceuticals, Biotechnology & Life Sciences		56,708,861		56,708,861		—		—
Real Estate		17,442,895		17,442,895		—		—
Retailing		7,131,372		5,940,176		—		1,191,196
Semiconductors & Semiconductor Equipment		25,455,492		25,455,492		—		—
Software & Services		94,910,315		94,516,222		—		394,093
Technology Hardware & Equipment		27,690,937		27,690,937		—		—
Telecommunication Services		169,717		169,717		—		—
Transportation		11,412,763		11,412,763		—		—
Preferred Stocks		7,971,312		—		—		7,971,312
Short-Term Investments		1,098,263		1,098,263		—		—
Total	$	470,592,978	$	460,136,937	$	—	$	10,456,041

⁽¹⁾  For the year ended October 31, 2017, investments valued at $4,756,490 were transferred from Level 3 to Level 1 due to the expiration of trading restrictions and there were no transfers between Level 1 and Level 2.

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

	Common Stocks			Preferred Stocks			Total
Beginning balance	$	8,251,997		$	21,156,370		$	29,408,367
Conversions*		1,543,426			(1,543,426	)
Purchases		—			291,935			291,935
Sales		(3,724,427	)		(8,991,220	)		(12,715,647	)
Accrued discounts/(premiums)		—			—			—
Total realized gain/(loss)		(627,204	)		3,894,642			3,267,438
Net change in unrealized appreciation/depreciation		(2,959,063	)		(2,080,499	)		(5,039,562	)
Transfers into Level 3		—			—			—
Transfers out of Level 3		—			(4,756,490	)		(4,756,490	)
Ending balance	$	2,484,729		$	7,971,312		$	10,456,041

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at October 31, 2017 was $(1,859,101).

* Private equity securities participated in an initial public offering and are now trading as common stock securities.

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

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

102

The Hartford Value Opportunities Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.2%
		Automobiles & Components - 1.3%
	72,430	General Motors Co.	$	3,113,041
		Banks - 10.7%
	112,537	Citigroup, Inc.		8,271,470
	12,937	M&T Bank Corp.		2,157,503
	48,931	PNC Financial Services Group, Inc.		6,693,272
	148,430	Wells Fargo & Co.		8,332,860
				25,455,105
		Capital Goods - 2.0%
	26,868	Eaton Corp. plc		2,149,977
	202,600	Sanwa Holdings Corp.		2,540,663
				4,690,640
		Commercial & Professional Services - 3.1%
	23,100	Clean Harbors, Inc.*		1,236,081
	11,800	Dun & Bradstreet Corp.		1,378,594
	69,626	Herman Miller, Inc.		2,339,433
	174,436	Steelcase, Inc. Class A		2,538,044
				7,492,152
		Consumer Durables & Apparel - 1.5%
	52,000	Tapestry, Inc.		2,129,400
	21,039	VF Corp.		1,465,366
				3,594,766
		Consumer Services - 1.4%
	54,098	Las Vegas Sands Corp.		3,428,731
		Energy - 10.1%
	57,306	Anadarko Petroleum Corp.		2,829,197
	67,312	Canadian Natural Resources Ltd.		2,349,189
	23,600	Cimarex Energy Co.		2,759,548
	18,126	Diamondback Energy, Inc.*		1,942,382
	75,181	Halliburton Co.		3,213,236
	25,409	Helmerich & Payne, Inc.		1,379,963
	32,400	Hess Corp.		1,430,784
	73,724	HollyFrontier Corp.		2,724,102
	154,600	Laredo Petroleum, Inc.*		1,842,832
	86,072	Marathon Oil Corp.		1,223,944
	11,513	Pioneer Natural Resources Co.		1,723,150
	127,818	Southwestern Energy Co.*		709,390
				24,127,717
		Food & Staples Retailing - 2.8%
	171,302	Kroger Co.		3,545,951
	46,600	Walgreens Boots Alliance, Inc.		3,088,182
				6,634,133
		Food, Beverage & Tobacco - 3.6%
	67,898	British American Tobacco plc		4,386,878
	35,700	Campbell Soup Co.		1,691,109
	78,800	Hostess Brands, Inc.*		908,564
	128,400	Simply Good Foods Co.*		1,479,168
				8,465,719
		Health Care Equipment & Services - 3.6%
	24,800	AMN Healthcare Services, Inc.*		1,088,720
	49,137	Envision Healthcare Corp.*		2,093,236
	26,599	McKesson Corp.		3,667,470
	18,997	STERIS plc		1,772,990
				8,622,416
		Household & Personal Products - 1.0%
	159,752	Coty, Inc. Class A		2,460,181

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.2% - (continued)
		Insurance - 12.8%
	73,365	American International Group, Inc.	$	4,740,113
	79,189	Arthur J Gallagher & Co.		5,015,039
	15,916	Brighthouse Financial, Inc.*		989,657
	170,479	MetLife, Inc.		9,134,265
	26,280	Principal Financial Group, Inc.		1,730,538
	24,800	RenaissanceRe Holdings Ltd.		3,431,328
	25,811	Unum Group		1,343,205
	104,105	XL Group Ltd.		4,213,129
				30,597,274
		Materials - 5.7%
	38,784	Celanese Corp. Series A		4,045,559
	65,367	CRH plc		2,457,692
	18,971	PPG Industries, Inc.		2,205,189
	57,476	Reliance Steel & Aluminum Co.		4,416,456
	10,646	Southern Copper Corp.		457,246
				13,582,142
		Media - 0.6%
	83,673	SES S.A.		1,360,856
		Pharmaceuticals, Biotechnology & Life Sciences - 6.8%
	46,500	Alder Biopharmaceuticals, Inc.*		523,125
	15,081	Allergan plc		2,672,806
	7,099	Biogen, Inc.*		2,212,474
	65,533	Bristol-Myers Squibb Co.		4,040,765
	17,879	Eli Lilly & Co.		1,465,005
	108,809	Mylan N.V.*		3,885,570
	3,278	Regeneron Pharmaceuticals, Inc.*		1,319,788
				16,119,533
		Real Estate - 7.0%
	17,937	American Tower Corp. REIT		2,577,009
	92,245	Columbia Property Trust, Inc. REIT		2,036,769
	39,700	Education Realty Trust, Inc. REIT		1,385,530
	191,514	Host Hotels & Resorts, Inc. REIT		3,746,014
	12,616	Simon Property Group, Inc. REIT		1,959,643
	162,910	STORE Capital Corp. REIT		4,022,248
	20,400	Taubman Centers, Inc. REIT		963,288
				16,690,501
		Retailing - 1.2%
	571,800	Allstar Co.*(1)(2)(3)(4)		1
	7,900	Expedia, Inc.		984,814
	45,300	L Brands, Inc.		1,949,712
				2,934,527
		Semiconductors & Semiconductor Equipment - 4.5%
	11,700	KLA-Tencor Corp.		1,274,013
	124,767	QUALCOMM, Inc.		6,364,364
	46,235	Silicon Motion Technology Corp. ADR		2,238,699
	8,386	Skyworks Solutions, Inc.		954,830
				10,831,906
		Software & Services - 2.8%
	28,000	Amdocs Ltd.		1,822,800
	95,715	Genpact Ltd.		2,914,522
	41,500	GoDaddy, Inc. Class A*		1,938,050
				6,675,372
		Technology Hardware & Equipment - 4.1%
	43,400	Acacia Communications, Inc.*		1,836,254
	63,342	Cisco Systems, Inc.		2,163,129

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

103

The Hartford Value Opportunities Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.2% - (continued)
		Technology Hardware & Equipment - 4.1% - (continued)
	55,100	Keysight Technologies, Inc.*	$	2,461,317
	38,309	Western Digital Corp.		3,419,845
				9,880,545
		Telecommunication Services - 2.9%
	47,400	Nippon Telegraph & Telephone Corp.		2,291,673
	94,321	Verizon Communications, Inc.		4,515,146
				6,806,819
		Transportation - 2.0%
	46,312	Genesee & Wyoming, Inc. Class A*		3,324,276
	14,034	J.B. Hunt Transport Services, Inc.		1,493,077
				4,817,353
		Utilities - 6.7%
	115,089	Exelon Corp.		4,627,729
	278,216	Iberdrola S.A.		2,248,265
	76,428	OGE Energy Corp.		2,815,608
	64,427	PG&E Corp.		3,721,948
	21,549	Sempra Energy		2,532,007
				15,945,557
		Total Common Stocks (cost $218,557,774)	$	234,326,986
		Total Long-Term Investments (cost $218,557,774)	$	234,326,986
SHORT-TERM INVESTMENTS - 1.2%
		Other Investment Pools & Funds - 1.2%
	2,836,567	Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.92%(5)	$	2,836,567
		Total Short-Term Investments (cost $2,836,567)	$	2,836,567

Total Investments (cost $221,394,341)	99.4	%	$	237,163,553
Other Assets and Liabilities	0.6	%		1,327,975
Total Net Assets	100.0	%	$	238,491,528

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

104

The Hartford Value Opportunities Fund

Schedule of Investments – (continued)

October 31, 2017

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.

* Non-income producing.

⁽¹⁾  Investment valued using significant unobservable inputs.

⁽²⁾  Security 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 to qualified institutional buyers. Unless otherwise indicated, this holding is determined to be liquid. At October 31, 2017, the aggregate value of this security was $1, which represented 0.0% of total net assets.

⁽³⁾  This security has been identified as 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. The identification of illiquid securities is unaudited.

At October 31, 2017, the aggregate value of these securities was $1, which represents 0.0% of total net assets.

⁽⁴⁾  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 October 31, 2017, the aggregate fair value of this security was $1, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽⁵⁾  Current yield as of period end.

Foreign Currency Contracts Outstanding at October 31, 2017
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty		Settlement Date		Appreciation		Depreciation
	2,723,213	USD		2,271,000	EUR		CBK		12/20/17	$	69,962	$	—
	1,973,372	USD		216,470,000	JPY		BCLY		12/20/17		64,595		—
	Total									$	134,557	$	—

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
CBK	Citibank NA
Currency Abbreviations:
EUR	Euro
JPY	Japanese Yen
USD	United States Dollar

Other Abbreviations:
ADR	American Depositary Receipt
REIT	Real Estate Investment Trust

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

105

The Hartford Value Opportunities Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total		Level 1(1)		Level 2(1)		Level 3(1)
Assets
Common Stocks
Automobiles & Components	$	3,113,041	$	3,113,041	$	—	$	—
Banks		25,455,105		25,455,105		—		—
Capital Goods		4,690,640		2,149,977		2,540,663		—
Commercial & Professional Services		7,492,152		7,492,152		—		—
Consumer Durables & Apparel		3,594,766		3,594,766		—		—
Consumer Services		3,428,731		3,428,731		—		—
Energy		24,127,717		24,127,717		—		—
Food & Staples Retailing		6,634,133		6,634,133		—		—
Food, Beverage & Tobacco		8,465,719		4,078,841		4,386,878		—
Health Care Equipment & Services		8,622,416		8,622,416		—		—
Household & Personal Products		2,460,181		2,460,181		—		—
Insurance		30,597,274		30,597,274		—		—
Materials		13,582,142		11,124,450		2,457,692		—
Media		1,360,856		—		1,360,856		—
Pharmaceuticals, Biotechnology & Life Sciences		16,119,533		16,119,533		—		—
Real Estate		16,690,501		16,690,501		—		—
Retailing		2,934,527		2,934,526		—		1
Semiconductors & Semiconductor Equipment		10,831,906		10,831,906		—		—
Software & Services		6,675,372		6,675,372		—		—
Technology Hardware & Equipment		9,880,545		9,880,545		—		—
Telecommunication Services		6,806,819		4,515,146		2,291,673		—
Transportation		4,817,353		4,817,353		—		—
Utilities		15,945,557		13,697,292		2,248,265		—
Short-Term Investments		2,836,567		2,836,567		—		—
Foreign Currency Contracts(2)		134,557		—		134,557		—
Total	$	237,298,110	$	221,877,525	$	15,420,584	$	1

⁽¹⁾  For the year ended October 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 year ended October 31, 2017 is not presented.

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

106

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107

Domestic Equity Funds

Statements of Assets and Liabilities

October 31, 2017

	The Hartford Capital Appreciation Fund		Hartford Core Equity Fund		The Hartford Dividend and Growth Fund
Assets:
Investments in securities, at market value	$	8,217,112,647	$	3,191,584,504	$	8,379,386,997
Foreign currency		149		—		—
Receivables:
Investment securities sold		76,740,637		329,281		20,711,244
Fund shares sold		2,374,392		5,401,314		6,152,676
Dividends and interest		5,795,732		2,342,545		8,091,465
Tax reclaims		2,288,333		—		948,685
Other assets		77,141		93,066		116,922
Total assets		8,304,389,031		3,199,750,710		8,415,407,989
Liabilities:
Bank overdraft - foreign cash		—		—		—
Payables:
Investment securities purchased		36,229,387		1,222,573		15,287,453
Fund shares redeemed		9,866,439		5,292,251		9,745,241
Investment management fees		4,651,175		942,161		4,307,810
Transfer agent fees		680,202		155,885		428,037
Accounting services fees		135,262		48,301		106,706
Board of Directors’ fees		36,445		12,172		34,470
Distribution fees		2,081,088		449,934		1,207,907
Distributions payable		12		—		—
Accrued expenses		664,830		164,725		389,663
Total liabilities		54,344,840		8,288,002		31,507,287
Net assets	$	8,250,044,191	$	3,191,462,708	$	8,383,900,702
Summary of Net Assets:
Capital stock and paid-in-capital	$	6,343,449,259	$	2,596,906,321	$	5,168,021,414
Undistributed (distributions in excess of) net investment income		46,205,063		26,675,513		14,005,139
Accumulated net realized gain (loss)		1,001,021,035		82,325,414		793,232,498
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency		859,368,834		485,555,460		2,408,641,651
Net assets	$	8,250,044,191	$	3,191,462,708	$	8,383,900,702
Shares authorized		1,765,000,000		750,000,000		1,300,000,000
Par value	$	0.0010	$	0.0010	$	0.0010
Class A:     Net asset value per share	$	41.86	$	28.53	$	27.46
Maximum offering price per share	$	44.30	$	30.19	$	29.06
Shares outstanding		110,222,301		22,142,069		131,813,593
Net Assets	$	4,613,983,883	$	631,816,975	$	3,619,123,306
Class C:     Net asset value per share	$	33.62	$	26.13	$	26.62
Shares outstanding		36,916,291		12,127,691		16,904,504
Net Assets	$	1,241,267,919	$	316,886,343	$	449,960,798
Class I:      Net asset value per share	$	42.04	$	28.60	$	27.35
Shares outstanding		20,125,767		34,356,037		28,357,107
Net Assets	$	846,018,983	$	982,686,499	$	775,426,920
Class R3:   Net asset value per share	$	45.39	$	28.85	$	27.78
Shares outstanding		1,656,708		1,490,697		2,778,271
Net Assets	$	75,201,065	$	43,004,269	$	77,175,007
Class R4:   Net asset value per share	$	46.69	$	29.32	$	27.95
Shares outstanding		1,592,959		5,886,545		5,101,163
Net Assets	$	74,374,476	$	172,583,703	$	142,562,854
Class R5:   Net asset value per share	$	47.54	$	28.81	$	28.05
Shares outstanding		853,629		6,676,110		4,732,550
Net Assets	$	40,581,614	$	192,359,356	$	132,739,341

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

108

Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

October 31, 2017

The Hartford Equity Income Fund		The Hartford Growth Opportunities Fund			The Hartford Healthcare Fund			The Hartford MidCap Fund			The Hartford MidCap Value Fund		Hartford Small Cap Core Fund		The Hartford Small Cap Growth Fund
$	4,299,087,766	$	4,756,183,187		$	1,488,831,013		$	10,432,608,749		$	672,576,627	$	156,332,750	$	1,314,266,756
	451,390		20			5			—			8		—		—
	19,886,807		38,017,392			16,564,036			10,209,093			2,937,131		6,283,629		8,753,086
	5,761,920		4,334,976			1,680,485			18,651,179			1,547,488		42,494		2,145,164
	3,221,555		1,584,952			948,533			1,060,837			358,524		102,692		102,522
	1,905,552		436,145			131,935			—			15,429		—		—
	123,089		91,222			71,898			639,375			69,853		59,208		67,421
	4,330,438,079		4,800,647,894			1,508,227,905			10,463,169,233			677,505,060		162,820,773		1,325,334,949
	—		2,150,512			—			—			—		—		—
	11,662,051		42,543,772			211,794			11,336,387			3,217,512		6,464,965		4,055,874
	4,046,953		6,124,864			2,022,575			12,774,418			604,362		38,863		971,426
	2,256,928		2,788,212			1,114,769			6,164,547			412,485		99,941		776,591
	253,785		328,409			150,218			938,351			51,904		9,397		100,521
	63,177		83,041			23,649			122,689			10,247		2,399		20,094
	17,468		18,023			6,015			33,998			2,534		603		4,745
	783,894		772,257			394,396			1,211,068			99,607		20,620		98,232
	—		—			—			—			—		—		—
	206,069		267,704			112,981			510,884			72,622		24,532		84,669
	19,290,325		55,076,794			4,036,397			33,092,342			4,471,273		6,661,320		6,112,152
$	4,311,147,754	$	4,745,571,100		$	1,504,191,508		$	10,430,076,891		$	673,033,787	$	156,159,453	$	1,319,222,797
$	3,025,934,054	$	3,392,400,172		$	1,241,254,392		$	7,480,764,737		$	550,864,959	$	119,467,815	$	1,022,074,855
	4,726,229		(3,981,896	)		(1,829,064	)		(483,804	)		309,256		406,199		—
	218,910,579		375,953,591			56,963,595			461,206,182			15,462,354		6,430,967		59,396,580
	1,061,576,892		981,199,233			207,802,585			2,488,589,776			106,397,218		29,854,472		237,751,362
$	4,311,147,754	$	4,745,571,100		$	1,504,191,508		$	10,430,076,891		$	673,033,787	$	156,159,453	$	1,319,222,797
	750,000,000		23,900,000,000			610,000,000			1,110,000,000			610,000,000		1,110,000,000		27,150,000,000
$	0.0010	$	0.0001		$	0.0010		$	0.0010		$	0.0010	$	0.0010	$	0.0001
$	20.64	$	46.20		$	34.86		$	30.36		$	15.62	$	14.13	$	57.24
$	21.84	$	48.89		$	36.89		$	32.13		$	16.53	$	14.95	$	60.57
	81,661,040		41,445,991			20,501,775			81,758,166			18,638,273		3,755,471		3,768,801
$	1,685,397,912	$	1,914,759,956		$	714,694,363		$	2,482,275,199		$	291,082,371	$	53,056,705	$	215,743,377
$	20.53	$	31.15		$	28.90		$	22.67		$	13.03	$	12.91	$	44.29
	21,874,557		13,234,114			8,389,546			31,649,300			2,726,999		858,481		824,842
$	449,104,094	$	412,187,174		$	242,420,997		$	717,520,666		$	35,519,900	$	11,080,776	$	36,530,681
$	20.54	$	48.01		$	36.43		$	31.12		$	15.72	$	14.15	$	58.97
	54,111,246		32,201,191			9,654,176			96,285,192			2,756,852		228,013		7,281,974
$	1,111,235,359	$	1,546,071,914		$	351,686,447		$	2,996,705,431		$	43,341,656	$	3,225,488	$	429,401,426
$	20.66	$	46.43		$	35.87		$	33.64		$	16.39	$	14.50	$	56.89
	2,775,481		1,040,628			1,273,228			2,693,002			727,214		49,828		253,608
$	57,341,402	$	48,315,756		$	45,672,800		$	90,581,893		$	11,922,523	$	722,526	$	14,427,184
$	20.69	$	48.52		$	37.50		$	34.78		$	16.68	$	14.61	$	58.98
	3,849,119		1,677,953			957,974			7,569,482			757,847		7,724		1,293,901
$	79,631,514	$	81,413,500		$	35,926,513		$	263,236,490		$	12,637,284	$	112,856	$	76,314,885
$	20.78	$	50.31		$	39.03		$	35.59		$	16.88	$	14.63	$	61.26
	3,996,032		328,531			176,490			10,006,333			678,140		3,033		1,939,150
$	83,048,349	$	16,529,703		$	6,888,296		$	356,166,112		$	11,444,826	$	44,363	$	118,793,722

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

109

Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

October 31, 2017

	The Hartford Capital Appreciation Fund		Hartford Core Equity Fund		The Hartford Dividend and Growth Fund
Class R6:   Net asset value per share	$	47.80	$	28.93	$	28.05
Shares outstanding		1,467,476		4,096,902		390,629
Net Assets	$	70,141,552	$	118,526,608	$	10,956,879
Class Y:     Net asset value per share	$	47.78	$	28.93	$	28.05
Shares outstanding		3,861,619		5,134,784		21,568,276
Net Assets	$	184,501,759	$	148,542,078	$	605,049,200
Class F:     Net asset value per share	$	42.06	$	28.63	$	27.33
Shares outstanding		26,244,653		20,436,147		94,074,774
Net Assets	$	1,103,972,940	$	585,056,877	$	2,570,906,397
Cost of investments	$	7,357,578,634	$	2,706,029,044	$	5,970,745,346
Cost of foreign currency	$	149	$	—	$	—
Cost of bank overdraft - foreign cash	$	—	$	—	$	—

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

110

Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

October 31, 2017

The Hartford Equity Income Fund		The Hartford Growth Opportunities Fund		The Hartford Healthcare Fund		The Hartford MidCap Fund		The Hartford MidCap Value Fund		Hartford Small Cap Core Fund		The Hartford Small Cap Growth Fund
$	20.83	$	50.91	$	—	$	35.90	$	—	$	—	$	61.87
	1,405,871		89,468		—		12,010,065		—		—		171,277
$	29,283,847	$	4,554,494	$	—	$	431,183,404	$	—	$	—	$	10,596,276
$	20.83	$	50.92	$	39.45	$	35.88	$	16.93	$	14.66	$	61.93
	6,791,487		2,054,993		1,145,614		51,493,015		1,678,152		84,682		5,974,391
$	141,479,397	$	104,646,391	$	45,192,568	$	1,847,675,905	$	28,402,990	$	1,241,532	$	370,006,385
$	20.54	$	48.05	$	36.45	$	31.15	$	15.76	$	14.16	$	59.06
	32,850,868		12,842,771		1,692,896		39,962,211		15,146,478		6,122,138		802,782
$	674,625,880	$	617,092,212	$	61,709,524	$	1,244,731,791	$	238,682,237	$	86,675,207	$	47,408,861
$	3,237,438,897	$	3,774,954,260	$	1,281,023,004	$	7,944,018,973	$	566,176,058	$	126,478,278	$	1,076,515,394
$	454,260	$	19	$	5	$	—	$	8	$	—	$	—
$	—	$	2,150,512	$	—	$	—	$	—	$	—	$	—

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

111

Domestic Equity Funds

Statements of Assets and Liabilities

October 31, 2017

	The Hartford Small Company Fund			The Hartford Value Opportunities Fund
Assets:
Investments in securities, at market value	$	470,592,978		$	237,163,553
Foreign currency		5			5
Unrealized appreciation on foreign currency contracts		—			134,557
Receivables:
Investment securities sold		9,621,861			1,172,145
Fund shares sold		579,152			63,922
Dividends and interest		30,465			230,738
Tax reclaims		—			99,065
Other assets		81,438			51,253
Total assets		480,905,899			238,915,238
Liabilities:
Payables:
Investment securities purchased		7,892,100			—
Fund shares redeemed		452,135			160,733
Investment management fees		338,495			143,584
Transfer agent fees		63,463			27,599
Accounting services fees		9,017			3,692
Board of Directors’ fees		1,977			1,101
Distribution fees		91,789			57,914
Accrued expenses		65,507			29,087
Total liabilities		8,914,483			423,710
Net assets	$	471,991,416		$	238,491,528
Summary of Net Assets:
Capital stock and paid-in-capital	$	402,452,119		$	210,278,109
Undistributed (distributions in excess of) net investment income		(3,413,489	)		2,674,409
Accumulated net realized gain (loss)		(10,348,857	)		9,641,018
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency		83,301,643			15,897,992
Net assets	$	471,991,416		$	238,491,528
Shares authorized		650,000,000			27,110,000,000
Par value	$	0.0010		$	0.0001
Class A:     Net asset value per share	$	20.34		$	20.49
Maximum offering price per share	$	21.52		$	21.68
Shares outstanding		12,401,576			8,786,508
Net Assets	$	252,186,751		$	180,058,876
Class C:     Net asset value per share	$	14.87		$	17.67
Shares outstanding		1,783,499			1,149,259
Net Assets	$	26,528,651		$	20,312,397
Class I:      Net asset value per share	$	21.27		$	20.25
Shares outstanding		1,319,145			768,420
Net Assets	$	28,051,958		$	15,560,666
Class R3:   Net asset value per share	$	21.98		$	20.70
Shares outstanding		1,088,613			69,915
Net Assets	$	23,932,293		$	1,447,578
Class R4:   Net asset value per share	$	23.14		$	20.95
Shares outstanding		997,551			360,308
Net Assets	$	23,079,641		$	7,549,575
Class R5:   Net asset value per share	$	24.21		$	21.13
Shares outstanding		134,771			22,743
Net Assets	$	3,263,346		$	480,470

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

112

Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

October 31, 2017

	The Hartford Small Company Fund		The Hartford Value Opportunities Fund
Class R6:   Net asset value per share	$	24.64	$	—
Shares outstanding		3,159		—
Net Assets	$	77,844	$	—
Class Y:     Net asset value per share	$	24.64	$	21.19
Shares outstanding		1,341,023		49,626
Net Assets	$	33,039,896	$	1,051,708
Class F:     Net asset value per share	$	21.30	$	20.26
Shares outstanding		3,842,618		593,704
Net Assets	$	81,831,036	$	12,030,258
Cost of investments	$	387,291,335	$	221,394,341
Cost of foreign currency	$	5	$	5

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

113

Domestic Equity Funds

Statements of Operations

For the Year Ended October 31, 2017

	The Hartford Capital Appreciation Fund			Hartford Core Equity Fund			The Hartford Dividend and Growth Fund
Investment Income:
Dividends	$	121,444,180		$	50,410,321		$	202,941,939
Interest		1,200,017			651,294			1,385,484
Other income		3,221			587			541
Less: Foreign tax withheld		(2,828,707	)		—			(2,363,426	)
Total investment income, net		119,818,711			51,062,202			201,964,538
Expenses:
Investment management fees		55,824,454			10,019,952			48,900,632
Administrative services fees
Class R3		199,771			88,407			158,691
Class R4		140,467			244,869			216,277
Class R5		47,551			158,240			122,532
Transfer agent fees
Class A		5,898,033			659,481			3,766,780
Class B		110,873			2,376			42,753
Class C		1,461,169			307,443			442,455
Class I		1,219,951			1,167,254			2,728,019
Class R3		12,653			3,539			7,011
Class R4		3,600			3,309			2,713
Class R5		1,012			1,545			994
Class R6		101			5,038			337
Class Y		51,544			37,885			153,052
Class F		—			—			—
Distribution fees
Class A		11,587,938			1,658,617			9,028,742
Class B		272,975			3,743			93,765
Class C		13,384,963			3,129,081			4,549,446
Class R3		499,427			221,018			396,727
Class R4		234,112			408,116			360,462
Custodian fees		627,315			13,143			39,985
Registration and filing fees		234,946			381,142			296,177
Accounting services fees		1,617,169			509,289			1,225,519
Board of Directors’ fees		252,270			85,526			239,617
Audit fees		100,963			22,577			29,177
Other expenses		1,163,263			398,819			1,088,071
Total expenses (before waivers and fees paid indirectly)		94,946,520			19,530,409			73,889,934
Expense waivers		(36,412	)		(49,048	)		(851	)
Transfer agent fee waivers		(29,064	)		(5,665	)		(15,038	)
Distribution fee reimbursements		(130,031	)		(21,886	)		(60,442	)
Commission recapture		(271,216	)		(22,973	)		(65,582	)
Total waivers and fees paid indirectly		(466,723	)		(99,572	)		(141,913	)
Total expenses, net		94,479,797			19,430,837			73,748,021
Net Investment Income (Loss)		25,338,914			31,631,365			128,216,517
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:
Net realized gain (loss) on investments		1,218,791,046			72,826,171			797,381,996
Net realized gain (loss) on futures contracts		—			9,988,918			—
Net realized gain (loss) on foreign currency contracts		635,567			—			—
Net realized gain (loss) on other foreign currency transactions		(1,395,808	)		(6	)		26,217
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		1,218,030,805			82,815,083			797,408,213
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments		433,560,292			416,378,444			693,517,612
Net unrealized appreciation (depreciation) of futures contracts		—			848,149			—
Net unrealized appreciation (depreciation) of foreign currency contracts		(1,824,498	)		—			—
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		380,356			—			—
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions		432,116,150			417,226,593			693,517,612
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		1,650,146,955			500,041,676			1,490,925,825
Net Increase (Decrease) in Net Assets Resulting from Operations	$	1,675,485,869		$	531,673,041		$	1,619,142,342

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

114

Domestic Equity Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2017

The Hartford Equity Income Fund			The Hartford Growth Opportunities Fund			The Hartford Healthcare Fund			The Hartford MidCap Fund			The Hartford MidCap Value Fund			Hartford Small Cap Core Fund			The Hartford Small Cap Growth Fund
$	116,640,712		$	22,753,707		$	13,297,221		$	61,361,172		$	7,757,627		$	2,585,487		$	6,865,232
	607,211			162,460			304,642			310,504			75,262			8,281			90,833
	572			784			924			648			867			614			1,003
	(2,242,127	)		(101,961	)		(113,918	)		(356,162	)		(88,198	)		(4,369	)		—
	115,006,368			22,814,990			13,488,869			61,316,162			7,745,558			2,590,013			6,957,068
	25,206,504			30,593,074			12,339,866			60,137,362			4,404,888			1,263,422			7,398,758
	113,456			95,715			91,981			163,807			24,279			1,575			27,450
	123,063			110,083			55,692			310,263			18,522			225			111,309
	74,897			12,454			5,871			265,619			12,749			43			112,492
	1,596,993			1,895,765			1,059,266			2,796,766			475,711			87,460			343,283
	9,879			10,588			4,548			26,710			2,483			1,944			2,108
	381,111			429,892			334,133			762,056			59,129			19,330			48,582
	1,429,194			2,325,425			355,356			7,298,213			405,739			4,887			654,291
	3,870			5,301			2,689			9,875			1,973			463			3,223
	1,987			2,397			986			20,338			894			138			3,100
	1,948			736			611			3,110			507			17			1,892
	277			196			—			3,258			—			—			186
	36,456			25,506			14,400			448,831			7,021			959			82,922
	—			—			—			—			—			—			—
	4,235,777			4,425,865			1,888,586			5,733,788			689,641			131,510			533,031
	8,377			17,578			9,748			88,209			3,318			3,824			3,028
	4,607,660			4,005,985			2,536,040			6,820,456			374,968			115,626			379,552
	283,640			239,287			229,954			409,518			60,699			3,938			68,624
	205,106			183,472			92,821			517,106			30,871			376			185,515
	22,905			50,603			23,919			67,475			11,452			395			4,292
	288,761			230,382			166,232			597,472			155,578			117,500			138,250
	711,425			920,251			260,772			1,265,187			108,153			30,322			188,273
	121,466			127,767			43,000			244,857			17,533			4,887			30,355
	23,759			34,536			30,972			28,500			24,732			19,325			23,520
	556,922			615,613			235,371			1,498,438			125,049			25,416			135,699
	40,045,433			46,358,471			19,782,814			89,517,214			7,015,889			1,833,582			10,479,735
	—			(9,696	)		—			(3,707,715	)		(6,702	)		(25,078	)		—
	(247	)		(5,476	)		(1,617	)		(3,370	)		(97,173	)		(797	)		(193,060	)
	(9,742	)		(77,134	)		(19,610	)		(49,919	)		(4,986	)		(4,745	)		(10,862	)
	(11,754	)		(167,930	)		(3,049	)		(105,741	)		(10,021	)		—			(8,585	)
	(21,743	)		(260,236	)		(24,276	)		(3,866,745	)		(118,882	)		(30,620	)		(212,507	)
	40,023,690			46,098,235			19,758,538			85,650,469			6,897,007			1,802,962			10,267,228
	74,982,678			(23,283,245	)		(6,269,669	)		(24,334,307	)		848,551			787,051			(3,310,160	)
	219,069,847			468,463,035			91,943,367			507,695,324			18,682,012			14,075,100			66,605,985
	—			—			—			—			—			—			76,450
	—			—			—			—			—			—			—
	93,605			(131,248	)		(37,266	)		(5,838	)		(13,943	)		—			—
	219,163,452			468,331,787			91,906,101			507,689,486			18,668,069			14,075,100			66,682,435
	456,557,028			611,999,416			216,016,442			1,603,504,622			82,105,765			21,514,412			197,077,473
	—			—			—			—			—			—			—
	—			—			—			—			—			—			—
	3,053			40,626			15,837			(187	)		3,054			—			—
	456,560,081			612,040,042			216,032,279			1,603,504,435			82,108,819			21,514,412			197,077,473
	675,723,533			1,080,371,829			307,938,380			2,111,193,921			100,776,888			35,589,512			263,759,908
$	750,706,211		$	1,057,088,584		$	301,668,711		$	2,086,859,614		$	101,625,439		$	36,376,563		$	260,449,748

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

115

Domestic Equity Funds

Statements of Operations

For the Year Ended October 31, 2017

	The Hartford Small Company Fund			The Hartford Value Opportunities Fund
Investment Income:
Dividends	$	3,359,076		$	5,459,080
Interest		31,619			11,490
Other income		1,446			681
Less: Foreign tax withheld		—			(73,281	)
Total investment income, net		3,392,141			5,397,970
Expenses:
Investment management fees		3,930,240			1,757,606
Administrative services fees
Class R3		60,000			4,069
Class R4		41,165			13,774
Class R5		4,635			924
Transfer agent fees
Class A		544,134			295,157
Class B		3,051			2,451
Class C		54,750			30,038
Class I		335,399			32,299
Class R3		2,857			937
Class R4		1,433			547
Class R5		2,026			184
Class R6		41			—
Class Y		12,968			267
Distribution fees
Class A		616,983			475,440
Class B		3,739			3,220
Class C		264,299			224,444
Class R3		150,000			10,173
Class R4		68,608			22,957
Custodian fees		12,561			5,302
Registration and filing fees		143,545			119,279
Accounting services fees		104,668			45,196
Board of Directors’ fees		13,694			7,438
Audit fees		28,038			22,351
Other expenses		124,717			47,525
Total expenses (before waivers and fees paid indirectly)		6,523,551			3,121,578
Expense waivers		(155,342	)		—
Transfer agent fee waivers		(160,779	)		(1,485	)
Distribution fee reimbursements		(9,709	)		(7,539	)
Commission recapture		(17,777	)		(3,457	)
Total waivers and fees paid indirectly		(343,607	)		(12,481	)
Total expenses, net		6,179,944			3,109,097
Net Investment Income (Loss)		(2,787,803	)		2,288,873
Net Realized Gain (Loss) on Investments and Foreign Currency Transactions:
Net realized gain (loss) on investments		50,792,900			10,705,743
Net realized gain (loss) on foreign currency contracts		—			(104,934	)
Net realized gain (loss) on other foreign currency transactions		(7,734	)		(9,431	)
Net Realized Gain (Loss) on Investments and Foreign Currency Transactions		50,785,166			10,591,378
Net Changes in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments		75,778,230			24,284,981
Net unrealized appreciation (depreciation) of foreign currency contracts		—			(55,259	)
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		—			5,645
Net Changes in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions		75,778,230			24,235,367
Net Gain (Loss) on Investments and Foreign Currency Transactions		126,563,396			34,826,745
Net Increase (Decrease) in Net Assets Resulting from Operations	$	123,775,593		$	37,115,618

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

116

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Domestic Equity Funds

Statements of Changes in Net Assets

	The Hartford Capital Appreciation Fund						Hartford Core Equity Fund
	For the Year Ended October 31, 2017			For the Year Ended October 31, 2016			For the Year Ended October 31, 2017			For the Year Ended October 31, 2016
Operations:
Net investment income (loss)	$	25,338,914		$	32,887,230		$	31,631,365		$	11,373,168
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		1,218,030,805			(112,115,333	)		82,815,083			18,812,999
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		432,116,150			(53,023,087	)		417,226,593			24,304,185
Net Increase (Decrease) in Net Assets Resulting from Operations		1,675,485,869			(132,251,190	)		531,673,041			54,490,352
Distributions to Shareholders:
From net investment income
Class A		(18,554,633	)		(18,675,755	)		(3,527,518	)		(465,251	)
Class B		—			—			—			—
Class C		—			—			(235,322	)		—
Class I		(8,757,228	)		(10,761,362	)		(6,401,540	)		(589,851	)
Class R3		(35,341	)		—			(165,124	)		(15,841	)
Class R4		(166,664	)		(463,066	)		(849,831	)		(59,578	)
Class R5		(296,900	)		(294,849	)		(990,163	)		(96,862	)
Class R6		(420,762	)		(63	)		(366,134	)		(3,976	)
Class Y		(6,768,545	)		(7,115,563	)		(2,413,822	)		(816,185	)
Class F		—			—			—			—
Total from net investment income		(35,000,073	)		(37,310,658	)		(14,949,454	)		(2,047,544	)
From net realized gain on investments
Class A		—			(438,417,793	)		(5,505,410	)		(5,468,834	)
Class B		—			(15,070,351	)		(6,015	)		(30,265	)
Class C		—			(173,932,156	)		(2,521,878	)		(1,792,561	)
Class I		—			(136,773,878	)		(6,453,928	)		(3,041,432	)
Class R3		—			(9,354,336	)		(317,464	)		(146,771	)
Class R4		—			(12,873,643	)		(1,152,776	)		(457,276	)
Class R5		—			(3,831,005	)		(983,894	)		(502,307	)
Class R6		—			(750	)		(310,597	)		(19,284	)
Class Y		—			(80,511,075	)		(2,232,681	)		(532,867	)
Total from net realized gain on investments		—			(870,764,987	)		(19,484,643	)		(11,991,597	)
Total distributions		(35,000,073	)		(908,075,645	)		(34,434,097	)		(14,039,141	)
Capital Share Transactions:
Sold		1,788,213,414			758,948,093			1,969,362,927			2,290,819,807
Issued on reinvestment of distributions		31,116,668			816,781,443			32,030,378			12,844,503
Redeemed		(3,769,536,199	)		(2,734,197,695	)		(1,659,163,332	)		(544,161,945	)
Net increase (decrease) from capital share transactions		(1,950,206,117	)		(1,158,468,159	)		342,229,973			1,759,502,365
Net Increase (Decrease) in Net Assets		(309,720,321	)		(2,198,794,994	)		839,468,917			1,799,953,576
Net Assets:
Beginning of period		8,559,764,512			10,758,559,506			2,351,993,791			552,040,215
End of period	$	8,250,044,191		$	8,559,764,512		$	3,191,462,708		$	2,351,993,791
Undistributed (distributions in excess of) net investment income	$	46,205,063		$	9,895,548		$	26,675,513		$	10,519,338

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

118

Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

The Hartford Dividend and Growth Fund						The Hartford Equity Income Fund						The Hartford Growth Opportunities Fund
For the Year Ended October 31, 2017			For the Year Ended October 31, 2016			For the Year Ended October 31, 2017			For the Year Ended October 31, 2016			For the Year Ended October 31, 2017			For the Year Ended October 31, 2016
$	128,216,517		$	125,452,780		$	74,982,678		$	72,554,333		$	(23,283,245	)	$	(23,390,845	)
	797,408,213			262,070,527			219,163,452			121,534,796			468,331,787			121,026,008
	693,517,612			(75,928,077	)		456,560,081			21,268,855			612,040,042			(108,303,374	)
	1,619,142,342			311,595,230			750,706,211			215,357,984			1,057,088,584			(10,668,211	)
	(53,680,402	)		(53,356,089	)		(28,164,442	)		(32,476,063	)		—			—
	(38,321	)		(168,802	)		(44,441	)		(176,732	)		—			—
	(3,668,554	)		(3,516,421	)		(4,324,510	)		(5,227,247	)		—			—
	(29,614,949	)		(28,868,542	)		(22,637,647	)		(18,011,247	)		—			(3,669,652	)
	(880,994	)		(914,285	)		(743,081	)		(824,896	)		—			—
	(2,029,112	)		(1,989,241	)		(1,319,227	)		(1,341,395	)		—			—
	(2,074,751	)		(2,893,253	)		(1,412,247	)		(1,457,618	)		—			(207,916	)
	(91,181	)		(23,179	)		(454,428	)		(312,125	)		—			(1,839	)
	(19,585,547	)		(25,402,486	)		(5,652,098	)		(8,468,043	)		—			(916,456	)
	(14,230,080	)		—			(4,370,699	)		—			—			—
	(125,893,891	)		(117,132,298	)		(69,122,820	)		(68,295,366	)		—			(4,795,863	)
	(113,791,717	)		(300,651,553	)		(53,965,806	)		(130,263,232	)		(63,089,307	)		(154,534,005	)
	(614,270	)		(3,520,351	)		(210,931	)		(973,250	)		(198,896	)		(1,648,838	)
	(14,797,009	)		(38,621,958	)		(14,894,522	)		(34,385,190	)		(21,586,491	)		(48,077,854	)
	(59,660,201	)		(139,270,997	)		(34,072,574	)		(60,953,369	)		(60,579,338	)		(196,267,084	)
	(2,521,370	)		(6,738,972	)		(1,833,700	)		(4,055,582	)		(1,730,026	)		(3,695,112	)
	(4,411,249	)		(11,790,425	)		(2,505,878	)		(5,435,111	)		(2,508,474	)		(5,130,996	)
	(3,430,344	)		(18,209,560	)		(2,278,275	)		(5,497,821	)		(290,570	)		(9,535,593	)
	(99,463	)		(810	)		(480,971	)		(1,013,726	)		(44,153	)		(55,369	)
	(46,293,833	)		(113,864,478	)		(12,244,468	)		(17,993,623	)		(8,011,998	)		(15,044,007	)
	(245,619,456	)		(632,669,104	)		(122,487,125	)		(260,570,904	)		(158,039,253	)		(433,988,858	)
	(371,513,347	)		(749,801,402	)		(191,609,945	)		(328,866,270	)		(158,039,253	)		(438,784,721	)
	3,690,057,839			1,153,934,103			1,676,451,131			936,673,775			1,530,981,689			1,436,602,077
	360,648,072			728,372,425			182,989,221			313,715,774			140,743,476			394,546,441
	(4,436,994,825	)		(1,662,415,361	)		(1,807,452,054	)		(971,932,216	)		(2,090,041,757	)		(2,238,189,742	)
	(386,288,914	)		219,891,167			51,988,298			278,457,333			(418,316,592	)		(407,041,224	)
	861,340,081			(218,315,005	)		611,084,564			164,949,047			480,732,739			(856,494,156	)
	7,522,560,621			7,740,875,626			3,700,063,190			3,535,114,143			4,264,838,361			5,121,332,517
$	8,383,900,702		$	7,522,560,621		$	4,311,147,754		$	3,700,063,190		$	4,745,571,100		$	4,264,838,361
$	14,005,139		$	16,038,314		$	4,726,229		$	2,506,351		$	(3,981,896	)	$	(31,151,060	)

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

119

Domestic Equity Funds

Statements of Changes in Net Assets

	The Hartford Healthcare Fund						The Hartford MidCap Fund
	For the Year Ended October 31, 2017			For the Year Ended October 31, 2016			For the Year Ended October 31, 2017			For the Year Ended October 31, 2016
Operations:
Net investment income (loss)	$	(6,269,669	)	$	(7,144,550	)	$	(24,334,307	)	$	(13,654,178	)
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		91,906,101			133,738,464			507,689,486			207,994,145
Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions		216,032,279			(255,970,606	)		1,603,504,435			(183,373,927	)
Net Increase (Decrease) in Net Assets Resulting from Operations		301,668,711			(129,376,692	)		2,086,859,614			10,966,040
Distributions to Shareholders:
From net investment income
Class A		—			(14,774,170	)		—			—
Class B		—			(25,242	)		—			—
Class C		—			(4,082,717	)		—			—
Class I		—			(5,005,081	)		—			—
Class R3		—			(769,269	)		—			—
Class R4		—			(750,074	)		—			—
Class R5		—			(91,495	)		—			—
Class Y		—			(201,575	)		—			—
Total from net investment income		—			(25,699,623	)		—			—
From net realized gain on investments
Class A		(69,929,000	)		(107,831,184	)		(64,829,511	)		(151,263,105	)
Class B		(212,371	)		(805,010	)		(713,743	)		(2,305,048	)
Class C		(27,701,127	)		(42,275,066	)		(25,554,276	)		(59,112,629	)
Class I		(19,440,293	)		(31,312,364	)		(63,591,553	)		(52,220,276	)
Class R3		(4,038,027	)		(6,983,832	)		(2,100,323	)		(5,048,697	)
Class R4		(3,354,329	)		(5,716,159	)		(4,670,316	)		(9,199,730	)
Class R5		(447,294	)		(587,165	)		(5,615,946	)		(10,739,665	)
Class R6		—			—			(763,492	)		(457,136	)
Class Y		(4,374,439	)		(1,204,668	)		(41,187,648	)		(76,830,945	)
Total from net realized gain on investments		(129,496,880	)		(196,715,448	)		(209,026,808	)		(367,177,231	)
Total distributions		(129,496,880	)		(222,415,071	)		(209,026,808	)		(367,177,231	)
Capital Share Transactions:
Sold		466,309,038			493,312,793			4,941,271,558			2,650,865,717
Issued on reinvestment of distributions		123,834,128			212,237,633			201,230,778			354,262,220
Redeemed		(638,422,427	)		(595,881,708	)		(2,933,636,028	)		(1,288,292,852	)
Net increase (decrease) from capital share transactions		(48,279,261	)		109,668,718			2,208,866,308			1,716,835,085
Net Increase (Decrease) in Net Assets		123,892,570			(242,123,045	)		4,086,699,114			1,360,623,894
Net Assets:
Beginning of period		1,380,298,938			1,622,421,983			6,343,377,777			4,982,753,883
End of period	$	1,504,191,508		$	1,380,298,938		$	10,430,076,891		$	6,343,377,777
Undistributed (distributions in excess of) net investment income	$	(1,829,064	)	$	(6,979,465	)	$	(483,804	)	$	(14,877,948	)

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

120

Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

The Hartford MidCap Value Fund						Hartford Small Cap Core Fund						The Hartford Small Cap Growth Fund
For the Year Ended October 31, 2017			For the Year Ended October 31, 2016			For the Year Ended October 31, 2017			For the Year Ended October 31, 2016			For the Year Ended October 31, 2017			For the Year Ended October 31, 2016
$	848,551		$	1,004,976		$	787,051		$	1,861,275		$	(3,310,160	)	$	(2,131,806	)
	18,668,069			34,651,046			14,075,100			(4,108,084	)		66,682,435			7,265,224
	82,108,819			(36,819,846	)		21,514,412			7,401,701			197,077,473			(11,905,883	)
	101,625,439			(1,163,824	)		36,376,563			5,154,892			260,449,748			(6,772,465	)
	(40,847	)		(275,050	)		(418,020	)		(70,735	)		—			—
	—			—			—			—			—			—
	—			—			(21,501	)		—			—			—
	(389,629	)		(127,915	)		(35,368	)		(11,508	)		—			—
	—			—			(4,536	)		—			—			—
	(3,233	)		(22,762	)		(1,224	)		(746	)		—			—
	(34,448	)		(32,762	)		(538	)		(332	)		—			—
	(323,233	)		(412,075	)		(1,227,713	)		(629,357	)		—			—
	(791,390	)		(870,564	)		(1,708,900	)		(712,678	)		—			—
	(17,858,964	)		(17,289,556	)		—			(2,941,872	)		(1,339,813	)		(19,573,523	)
	(52,454	)		(115,604	)		—			(103,364	)		(4,904	)		(143,328	)
	(3,017,301	)		(3,418,231	)		—			(800,241	)		(315,082	)		(4,915,440	)
	(7,495,690	)		(2,257,530	)		—			(146,403	)		(905,289	)		(16,064,845	)
	(766,406	)		(739,923	)		—			(47,729	)		(86,418	)		(1,308,316	)
	(865,144	)		(968,135	)		—			(33,653	)		(438,392	)		(5,735,269	)
	(677,060	)		(552,521	)		—			(12,234	)		(655,380	)		(8,824,997	)
	—			—			—			—			(26,101	)		(1,036	)
	(5,047,633	)		(10,454,900	)		—			(80,943	)		(1,848,510	)		(23,851,463	)
	(35,780,652	)		(35,796,400	)		—			(4,166,439	)		(5,619,889	)		(80,418,217	)
	(36,572,042	)		(36,666,964	)		(1,708,900	)		(4,879,117	)		(5,619,889	)		(80,418,217	)
	471,414,642			181,911,321			115,627,599			134,821,557			546,399,609			187,622,376
	35,808,807			35,755,123			1,700,741			4,755,718			5,330,601			75,835,823
	(379,688,625	)		(190,066,099	)		(166,969,990	)		(40,062,147	)		(336,713,861	)		(351,220,720	)
	127,534,824			27,600,345			(49,641,650	)		99,515,128			215,016,349			(87,762,521	)
	192,588,221			(10,230,443	)		(14,973,987	)		99,790,903			469,846,208			(174,953,203	)
	480,445,566			490,676,009			171,133,440			71,342,537			849,376,589			1,024,329,792
$	673,033,787		$	480,445,566		$	156,159,453		$	171,133,440		$	1,319,222,797		$	849,376,589
$	309,256		$	448,510		$	406,199		$	1,523,691		$	—		$	(2,151,347	)

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

121

Domestic Equity Funds

Statements of Changes in Net Assets

	The Hartford Small Company Fund						The Hartford Value Opportunities Fund
	For the Year Ended October 31, 2017			For the Year Ended October 31, 2016			For the Year Ended October 31, 2017			For the Year Ended October 31, 2016
Operations:
Net investment income (loss)	$	(2,787,803	)	$	(4,519,278	)	$	2,288,873		$	2,216,898
Net realized gain (loss) on investments and foreign currency transactions		50,785,166			(54,777,352	)		10,591,378			1,400,711
Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions		75,778,230			15,918,264			24,235,367			6,510,233
Net Increase (Decrease) in Net Assets Resulting from Operations		123,775,593			(43,378,366	)		37,115,618			10,127,842
Distributions to Shareholders:
From net investment income
Class A		—			—			(1,408,024	)		(2,456,428	)
Class B		—			—			—			(1,491	)
Class C		—			—			(44,777	)		(175,129	)
Class I		—			—			(246,529	)		(303,751	)
Class R3		—			—			(11,182	)		(28,706	)
Class R4		—			—			(66,121	)		(135,738	)
Class R5		—			—			(20,935	)		(38,022	)
Class Y		—			—			(10,432	)		(26,215	)
Total from net investment income		—			—			(1,808,000	)		(3,165,480	)
From net realized gain on investments
Class A		—			(42,671,700	)		(1,476,132	)		(13,581,630	)
Class B		—			(411,283	)		(5,882	)		(135,988	)
Class C		—			(5,940,781	)		(204,689	)		(1,994,652	)
Class I		—			(8,856,960	)		(167,555	)		(1,450,185	)
Class R3		—			(4,392,173	)		(20,360	)		(234,307	)
Class R4		—			(4,976,118	)		(69,171	)		(770,995	)
Class R5		—			(3,452,139	)		(15,279	)		(162,116	)
Class R6		—			(1,073	)		—			—
Class Y		—			(30,836,502	)		(6,912	)		(104,674	)
Total from net realized gain on investments		—			(101,538,729	)		(1,965,980	)		(18,434,547	)
Total distributions		—			(101,538,729	)		(3,773,980	)		(21,600,027	)
Capital Share Transactions:
Sold		190,851,786			126,281,674			47,715,054			31,296,189
Issued on reinvestment of distributions		—			100,404,598			3,602,922			20,417,747
Redeemed		(334,991,199	)		(411,920,528	)		(90,074,828	)		(79,219,286	)
Net (decrease) from capital share transactions		(144,139,413	)		(185,234,256	)		(38,756,852	)		(27,505,350	)
Net Increase (Decrease) in Net Assets		(20,363,820	)		(330,151,351	)		(5,415,214	)		(38,977,535	)
Net Assets:
Beginning of period		492,355,236			822,506,587			243,906,742			282,884,277
End of period	$	471,991,416		$	492,355,236		$	238,491,528		$	243,906,742
Undistributed (distributions in excess of) net investment income	$	(3,413,489	)	$	(4,351,537	)	$	2,674,409		$	1,807,270

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

122

Domestic Equity Funds

Financial Highlights

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Capital Appreciation Fund
For the Year Ended October 31, 2017
A	$	34.49	$	0.13		$	7.39		$	7.52		$	(0.15	)	$	—		$	(0.15	)	$	41.86		21.86	%	$	4,613,982		1.09	%(21)		1.08	%(21)		0.34	%		123	%
C		27.80		(0.12	)		5.94			5.82			—			—			—			33.62		20.97			1,241,267		1.82	(21)		1.82	(21)		(0.39	)		123
I		34.65		0.25			7.40			7.65			(0.26	)		—			(0.26	)		42.04		22.20			846,019		0.81	(21)		0.81	(21)		0.63			123
R3		37.38		0.01			8.01			8.02			(0.01	)		—			(0.01	)		45.39		21.47			75,201		1.42	(21)		1.40	(21)		0.03			123
R4		38.39		0.14			8.23			8.37			(0.07	)		—			(0.07	)		46.69		21.82			74,374		1.11	(21)		1.10	(21)		0.33			123
R5		39.15		0.28			8.37			8.65			(0.26	)		—			(0.26	)		47.54		22.20			40,582		0.81	(21)		0.80	(21)		0.63			123
R6		39.36		0.31			8.42			8.73			(0.29	)		—			(0.29	)		47.80		22.33			70,142		0.71	(21)		0.71	(21)		0.71			123
Y		39.36		0.30			8.41			8.71			(0.29	)		—			(0.29	)		47.78		22.27			184,502		0.72	(21)		0.72	(21)		0.70			123
F(4)		38.15		0.18			3.73			3.91			—			—			—			42.06		10.28	(5)		1,103,972		0.71	(6)(21)		0.71	(6)(21)		0.65	(6)		123
For the Year Ended October 31, 2016
A	$	38.15	$	0.13		$	(0.57	)	$	(0.44	)	$	(0.12	)	$	(3.10	)	$	(3.22	)	$	34.49		(0.97	)%	$	4,609,594		1.11	%		1.11	%(7)		0.39	%		88	%
B		31.00		(0.13	)		(0.49	)		(0.62	)		—			(3.10	)		(3.10	)		27.28		(1.82	)		58,647		2.00			2.00	(7)		(0.49	)		88
C		31.48		(0.09	)		(0.49	)		(0.58	)		—			(3.10	)		(3.10	)		27.80		(1.65	)		1,420,171		1.83			1.83	(7)		(0.33	)		88
I		38.31		0.24			(0.57	)		(0.33	)		(0.23	)		(3.10	)		(3.33	)		34.65		(0.65	)		1,225,026		0.81			0.81	(7)		0.70			88
R3		41.06		0.03			(0.61	)		(0.58	)		—			(3.10	)		(3.10	)		37.38		(1.26	)		103,526		1.43			1.42	(7)		0.09			88
R4		42.07		0.15			(0.63	)		(0.48	)		(0.10	)		(3.10	)		(3.20	)		38.39		(0.95	)		100,426		1.12			1.12	(7)		0.39			88
R5		42.84		0.27			(0.64	)		(0.37	)		(0.22	)		(3.10	)		(3.32	)		39.15		(0.65	)		45,643		0.82			0.82	(7)		0.69			88
R6		43.03		0.33			(0.66	)		(0.33	)		(0.24	)		(3.10	)		(3.34	)		39.36		(0.56	)		57,432		0.72			0.72	(7)		0.85			88
Y		43.05		0.30			(0.63	)		(0.33	)		(0.26	)		(3.10	)		(3.36	)		39.36		(0.55	)		939,300		0.72			0.72	(7)		0.78			88
For the Year Ended October 31, 2015
A	$	49.44	$	0.13		$	1.27		$	1.40		$	(0.13	)	$	(12.56	)	$	(12.69	)	$	38.15		4.20	%	$	5,453,502		1.09	%		1.09	%		0.34	%		79	%
B		42.72		(0.17	)		1.01			0.84			—			(12.56	)		(12.56	)		31.00		3.30			158,610		1.97			1.97			(0.53	)		79
C		43.13		(0.12	)		1.03			0.91			—			(12.56	)		(12.56	)		31.48		3.47			1,799,846		1.81			1.81			(0.38	)		79
I		49.60		0.26			1.26			1.52			(0.25	)		(12.56	)		(12.81	)		38.31		4.53			1,736,395		0.78			0.78			0.66			79
R3		52.24		0.01			1.37			1.38			—			(12.56	)		(12.56	)		41.06		3.87			124,072		1.40			1.40			0.03			79
R4		53.19		0.14			1.41			1.55			(0.11	)		(12.56	)		(12.67	)		42.07		4.18			179,454		1.10			1.10			0.33			79
R5		53.92		0.28			1.43			1.71			(0.23	)		(12.56	)		(12.79	)		42.84		4.49			53,292		0.80			0.80			0.63			79
R6(8)		54.32		0.30			1.25			1.55			(0.28	)		(12.56	)		(12.84	)		43.03		4.16	(5)		10		0.76	(6)		0.75	(6)		0.70	(6)		79
Y		54.12		0.32			1.45			1.77			(0.28	)		(12.56	)		(12.84	)		43.05		4.60			1,253,378		0.70			0.70			0.73			79
For the Year Ended October 31, 2014
A	$	45.91	$	0.22		$	5.31		$	5.53		$	(0.12	)	$	(1.88	)	$	(2.00	)	$	49.44		12.49	%	$	5,789,682		1.10	%		1.10	%		0.46	%		111	%
B		40.14		(0.16	)		4.62			4.46			—			(1.88	)		(1.88	)		42.72		11.55			270,227		1.95			1.95			(0.39	)		111
C		40.46		(0.11	)		4.66			4.55			—			(1.88	)		(1.88	)		43.13		11.69			1,992,142		1.81			1.81			(0.26	)		111
I		46.01		0.37			5.34			5.71			(0.24	)		(1.88	)		(2.12	)		49.60		12.87			2,194,464		0.76			0.76			0.79			111
R3		48.42		0.08			5.62			5.70			—			(1.88	)		(1.88	)		52.24		12.16			136,576		1.40			1.40			0.16			111
R4		49.24		0.23			5.72			5.95			(0.12	)		(1.88	)		(2.00	)		53.19		12.50			191,319		1.10			1.10			0.46			111
R5		49.80		0.37			5.81			6.18			(0.18	)		(1.88	)		(2.06	)		53.92		12.82			59,285		0.80			0.80			0.72			111
Y		50.05		0.46			5.79			6.25			(0.30	)		(1.88	)		(2.18	)		54.12		12.94			1,284,539		0.70			0.70			0.88			111

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

123

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																							— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments		Total from Investment Operations		Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Capital Appreciation Fund - (continued)
For the Year Ended October 31, 2013
A	$	32.65	$	0.18		$	13.31	$	13.49	$	(0.23	)	$	—		$	(0.23	)	$	45.91		41.56	%	$	5,796,609		1.14	%		1.14	%		0.46	%		91	%
B		28.60		(0.13	)		11.67		11.54		—			—			—			40.14		40.35			381,022		1.99			1.99			(0.37	)		91
C		28.80		(0.09	)		11.76		11.67		(0.01	)		—			(0.01	)		40.46		40.55			1,940,617		1.85			1.85			(0.25	)		91
I		32.72		0.31			13.33		13.64		(0.35	)		—			(0.35	)		46.01		42.02			2,019,281		0.84			0.84			0.82			91
R3		34.41		0.08			14.06		14.14		(0.13	)		—			(0.13	)		48.42		41.20			134,084		1.41			1.40			0.21			91
R4		34.98		0.21			14.28		14.49		(0.23	)		—			(0.23	)		49.24		41.63			184,618		1.10			1.10			0.51			91
R5		35.40		0.35			14.41		14.76		(0.36	)		—			(0.36	)		49.80		42.04			142,768		0.80			0.80			0.84			91
Y		35.58		0.39			14.48		14.87		(0.40	)		—			(0.40	)		50.05		42.17			1,348,160		0.70			0.70			0.91			91
Hartford Core Equity Fund
For the Year Ended October 31, 2017
A	$	23.87	$	0.27		$	4.70	$	4.97	$	(0.12	)	$	(0.19	)	$	(0.31	)	$	28.53		21.06	%	$	631,817		0.75	%		0.75	%		1.05	%		39	%
C		21.94		0.07			4.33		4.40		(0.02	)		(0.19	)		(0.21	)		26.13		20.20			316,886		1.50			1.50			0.30			39
I		23.93		0.34			4.71		5.05		(0.19	)		(0.19	)		(0.38	)		28.60		21.37			982,686		0.52			0.52			1.30			39
R3		24.18		0.19			4.77		4.96		(0.10	)		(0.19	)		(0.29	)		28.85		20.71			43,004		1.11			1.09			0.72			39
R4		24.54		0.27			4.84		5.11		(0.14	)		(0.19	)		(0.33	)		29.32		21.05			172,584		0.81			0.79			1.01			39
R5		24.10		0.35			4.75		5.10		(0.20	)		(0.19	)		(0.39	)		28.81		21.41			192,359		0.51			0.49			1.31			39
R6		24.19		0.37			4.77		5.14		(0.21	)		(0.19	)		(0.40	)		28.93		21.52			118,527		0.41			0.41			1.38			39
Y		24.20		0.35			4.78		5.13		(0.21	)		(0.19	)		(0.40	)		28.93		21.47			148,542		0.42			0.42			1.33			39
F(4)		26.05		0.26			2.32		2.58		—			—			—			28.63		9.90	(5)		585,057		0.41	(6)		0.41	(6)		1.39	(6)		39
For the Year Ended October 31, 2016
A	$	24.05	$	0.15		$	0.13	$	0.28	$	(0.03	)	$	(0.43	)	$	(0.46	)	$	23.87		1.21	%	$	703,896		0.80	%		0.80	%(9)		0.64	%		29	%
B		22.33		(0.02	)		0.11		0.09		—			(0.43	)		(0.43	)		21.99		0.43			766		1.96			1.55	(9)		(0.10	)		29
C		22.27		(0.03	)		0.13		0.10		—			(0.43	)		(0.43	)		21.94		0.47			281,383		1.55			1.55	(9)		(0.12	)		29
I		24.09		0.21			0.13		0.34		(0.07	)		(0.43	)		(0.50	)		23.93		1.47			749,824		0.55			0.55	(9)		0.88			29
R3		24.44		0.08			0.13		0.21		(0.04	)		(0.43	)		(0.47	)		24.18		0.89			36,012		1.14			1.10	(9)		0.33			29
R4		24.73		0.15			0.14		0.29		(0.05	)		(0.43	)		(0.48	)		24.54		1.21			144,490		0.83			0.80	(9)		0.63			29
R5		24.25		0.22			0.14		0.36		(0.08	)		(0.43	)		(0.51	)		24.10		1.52			121,871		0.53			0.50	(9)		0.93			29
R6		24.33		0.24			0.13		0.37		(0.08	)		(0.43	)		(0.51	)		24.19		1.55			32,059		0.43			0.43	(9)		1.00			29
Y		24.33		0.24			0.13		0.37		(0.07	)		(0.43	)		(0.50	)		24.20		1.58			281,692		0.43			0.43	(9)		0.99			29
For the Year Ended October 31, 2015
A	$	22.00	$	0.13		$	2.21	$	2.34	$	—		$	(0.29	)	$	(0.29	)	$	24.05		10.75	%	$	267,237		1.03	%		0.92	%		0.55	%		33	%
B		20.60		(0.05	)		2.07		2.02		—			(0.29	)		(0.29	)		22.33		9.92			1,614		2.18			1.74			(0.23	)		33
C		20.54		(0.04	)		2.06		2.02		—			(0.29	)		(0.29	)		22.27		9.95			73,070		1.73			1.62			(0.17	)		33
I(10)		23.30		0.12			0.67		0.79		—			—			—			24.09		3.39	(5)		136,641		0.66	(6)		0.50	(6)		0.85	(6)		33
R3		22.41		0.06			2.26		2.32		—			(0.29	)		(0.29	)		24.44		10.46			5,081		1.34			1.16			0.27			33
R4		22.60		0.13			2.29		2.42		—			(0.29	)		(0.29	)		24.73		10.82			22,020		0.98			0.82			0.54			33
R5		22.72		0.20			2.26		2.46		(0.64	)		(0.29	)		(0.93	)		24.25		11.10			26,977		0.64			0.49			0.84			33
R6(10)		23.53		0.11			0.69		0.80		—			—			—			24.33		3.40	(5)		597		0.57	(6)		0.45	(6)		0.78	(6)		33
Y		22.79		0.21			2.27		2.48		(0.65	)		(0.29	)		(0.94	)		24.33		11.15			18,802		0.57			0.50			0.90			33

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

124

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																								— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations		Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
Hartford Core Equity Fund - (continued)
For the Year Ended October 31, 2014
A	$	18.77	$	0.03		$	3.26		$	3.29	$	(0.06	)	$	—		$	(0.06	)	$	22.00		17.56	%	$	126,308		1.37	%		1.31	%		0.16	%		60	%
B		17.66		(0.12	)		3.06			2.94		—			—			—			20.60		16.65			1,898		2.49			2.10			(0.62	)		60
C		17.59		(0.10	)		3.05			2.95		—			—			—			20.54		16.77			19,798		2.06			2.00			(0.53	)		60
R3		19.14		(0.01	)		3.32			3.31		(0.04	)		—			(0.04	)		22.41		17.30			481		1.70			1.50			(0.05	)		60
R4		19.20		0.05			3.35			3.40		—			—			—			22.60		17.71			889		1.34			1.20			0.21			60
R5		19.38		0.12			3.36			3.48		(0.14	)		—			(0.14	)		22.72		18.03			374		1.04			0.90			0.56			60
Y		19.44		0.13			3.37			3.50		(0.15	)		—			(0.15	)		22.79		18.07			2,486		0.91			0.85			0.62			60
For the Year Ended October 31, 2013
A	$	14.57	$	0.11		$	4.24		$	4.35	$	(0.15	)	$	—		$	(0.15	)	$	18.77		30.12	%	$	103,104		1.40	%		1.35	%		0.68	%		28	%
B		13.70		(0.01	)		3.99			3.98		(0.02	)		—			(0.02	)		17.66		29.10			2,480		2.50			2.10			(0.04	)		28
C		13.66		—			3.98			3.98		(0.05	)		—			(0.05	)		17.59		29.19			15,324		2.07			2.04			(0.01	)		28
R3		14.86		0.09			4.32			4.41		(0.13	)		—			(0.13	)		19.14		29.88			330		1.69			1.50			0.51			28
R4		14.91		0.12			4.34			4.46		(0.17	)		—			(0.17	)		19.20		30.24			1,227		1.29			1.20			0.69			28
R5		15.04		0.19			4.37			4.56		(0.22	)		—			(0.22	)		19.38		30.68			204		1.00			0.90			1.12			28
Y		15.05		0.20			4.38			4.58		(0.19	)		—			(0.19	)		19.44		30.73			1,963		0.88			0.85			1.19			28
The Hartford Dividend and Growth Fund
For the Year Ended October 31, 2017
A	$	23.49	$	0.39		$	4.75		$	5.14	$	(0.38	)	$	(0.79	)	$	(1.17	)	$	27.46		22.40	%	$	3,619,123		1.00	%		1.00	%		1.52	%		26	%
C		22.80		0.19			4.62			4.81		(0.20	)		(0.79	)		(0.99	)		26.62		21.54			449,961		1.74			1.74			0.78			26
I		23.38		0.44			4.74			5.18		(0.42	)		(0.79	)		(1.21	)		27.35		22.67			775,427		0.80			0.80			1.75			26
R3		23.75		0.30			4.81			5.11		(0.29	)		(0.79	)		(1.08	)		27.78		21.97			77,175		1.35			1.35			1.17			26
R4		23.89		0.38			4.84			5.22		(0.37	)		(0.79	)		(1.16	)		27.95		22.34			142,563		1.05			1.05			1.47			26
R5		23.97		0.46			4.86			5.32		(0.45	)		(0.79	)		(1.24	)		28.05		22.72			132,739		0.74			0.74			1.76			26
R6		23.97		0.46			4.88			5.34		(0.47	)		(0.79	)		(1.26	)		28.05		22.83			10,957		0.65			0.64			1.75			26
Y		23.97		0.50			4.84			5.34		(0.47	)		(0.79	)		(1.26	)		28.05		22.81			605,049		0.66			0.66			1.94			26
F(4)		25.51		0.29			1.86			2.15		(0.33	)		—			(0.33	)		27.33		8.49	(5)		2,570,906		0.64	(6)		0.64	(6)		1.66	(6)		26
For the Year Ended October 31, 2016
A	$	24.99	$	0.37		$	0.50		$	0.87	$	(0.34	)	$	(2.03	)	$	(2.37	)	$	23.49		4.12	%	$	3,501,684		1.03	%		1.03	%(11)		1.59	%		22	%
B		24.55		0.16			0.47			0.63		(0.11	)		(2.03	)		(2.14	)		23.04		3.12			19,716		2.01			1.96	(11)		0.71			22
C		24.34		0.19			0.47			0.66		(0.17	)		(2.03	)		(2.20	)		22.80		3.31			437,961		1.77			1.77	(11)		0.85			22
I		24.89		0.41			0.50			0.91		(0.39	)		(2.03	)		(2.42	)		23.38		4.31			1,779,168		0.83			0.83	(11)		1.78			22
R3		25.24		0.29			0.51			0.80		(0.26	)		(2.03	)		(2.29	)		23.75		3.78			79,400		1.36			1.36	(11)		1.26			22
R4		25.37		0.37			0.51			0.88		(0.33	)		(2.03	)		(2.36	)		23.89		4.10			136,673		1.06			1.06	(11)		1.56			22
R5		25.44		0.44			0.51			0.95		(0.39	)		(2.03	)		(2.42	)		23.97		4.41			104,487		0.76			0.76	(11)		1.89			22
R6		25.44		0.42			0.55			0.97		(0.41	)		(2.03	)		(2.44	)		23.97		4.48			2,964		0.66			0.66	(11)		1.76			22
Y		25.45		0.46			0.51			0.97		(0.42	)		(2.03	)		(2.45	)		23.97		4.50			1,460,506		0.66			0.66	(11)		1.95			22
For the Year Ended October 31, 2015
A	$	27.05	$	0.36		$	0.23		$	0.59	$	(0.35	)	$	(2.30	)	$	(2.65	)	$	24.99		2.46	%	$	3,724,804		1.02	%		1.02	%		1.43	%		23	%
B		26.59		0.14			0.22			0.36		(0.10	)		(2.30	)		(2.40	)		24.55		1.54			44,909		1.97			1.92			0.54			23
C		26.42		0.17			0.23			0.40		(0.18	)		(2.30	)		(2.48	)		24.34		1.70			467,006		1.76			1.76			0.69			23
I		26.95		0.41			0.23			0.64		(0.40	)		(2.30	)		(2.70	)		24.89		2.67			1,715,056		0.81			0.81			1.64			23
R3		27.29		0.28			0.24			0.52		(0.27	)		(2.30	)		(2.57	)		25.24		2.12			85,736		1.35			1.35			1.10			23
R4		27.42		0.36			0.23			0.59		(0.34	)		(2.30	)		(2.64	)		25.37		2.42			150,367		1.04			1.04			1.41			23
R5		27.49		0.44			0.23			0.67		(0.42	)		(2.30	)		(2.72	)		25.44		2.73			229,206		0.74			0.74			1.70			23
R6		27.81		0.43			(0.05	)		0.38		(0.45	)		(2.30	)		(2.75	)		25.44		1.64	(5)		10		0.71	(6)		0.70	(6)		1.71	(6)		23
Y		27.50		0.46			0.24			0.70		(0.45	)		(2.30	)		(2.75	)		25.45		2.83			1,323,782		0.64			0.64			1.80			23

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

125

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																						— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments		Total from Investment Operations		Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Dividend and Growth Fund - (continued)
For the Year Ended October 31, 2014
A	$	25.28	$	0.36	$	3.43	$	3.79	$	(0.36	)	$	(1.66	)	$	(2.02	)	$	27.05		16.01	%	$	3,780,786		1.02	%		1.02	%		1.40	%		23	%
B		24.88		0.13		3.35		3.48		(0.11	)		(1.66	)		(1.77	)		26.59		14.91			74,126		1.96			1.94			0.50			23
C		24.75		0.16		3.35		3.51		(0.18	)		(1.66	)		(1.84	)		26.42		15.12			467,932		1.77			1.77			0.65			23
I		25.20		0.41		3.42		3.83		(0.42	)		(1.66	)		(2.08	)		26.95		16.22			1,883,434		0.81			0.81			1.60			23
R3		25.49		0.28		3.45		3.73		(0.27	)		(1.66	)		(1.93	)		27.29		15.61			91,839		1.35			1.35			1.07			23
R4		25.60		0.36		3.47		3.83		(0.35	)		(1.66	)		(2.01	)		27.42		15.98			159,018		1.04			1.04			1.37			23
R5		25.66		0.44		3.48		3.92		(0.43	)		(1.66	)		(2.09	)		27.49		16.32			226,236		0.74			0.74			1.68			23
Y		25.67		0.47		3.48		3.95		(0.46	)		(1.66	)		(2.12	)		27.50		16.42			1,340,941		0.64			0.64			1.81			23
For the Year Ended October 31, 2013
A	$	20.87	$	0.36	$	4.75	$	5.11	$	(0.35	)	$	(0.35	)	$	(0.70	)	$	25.28		25.17	%	$	3,454,165		1.05	%		1.05	%		1.57	%		30	%
B		20.54		0.16		4.68		4.84		(0.15	)		(0.35	)		(0.50	)		24.88		24.08			98,179		2.00			1.95			0.71			30
C		20.45		0.19		4.65		4.84		(0.19	)		(0.35	)		(0.54	)		24.75		24.26			411,405		1.79			1.79			0.83			30
I		20.80		0.41		4.74		5.15		(0.40	)		(0.35	)		(0.75	)		25.20		25.48			1,581,081		0.83			0.83			1.79			30
R3		21.04		0.29		4.80		5.09		(0.29	)		(0.35	)		(0.64	)		25.49		24.79			87,399		1.35			1.35			1.27			30
R4		21.12		0.37		4.82		5.19		(0.36	)		(0.35	)		(0.71	)		25.60		25.21			139,811		1.05			1.05			1.58			30
R5		21.17		0.43		4.83		5.26		(0.42	)		(0.35	)		(0.77	)		25.66		25.57			199,409		0.75			0.75			1.85			30
Y		21.18		0.46		4.83		5.29		(0.45	)		(0.35	)		(0.80	)		25.67		25.68			1,596,519		0.65			0.65			1.99			30
The Hartford Equity Income Fund
For the Year Ended October 31, 2017
A	$	17.97	$	0.35	$	3.24	$	3.59	$	(0.32	)	$	(0.60	)	$	(0.92	)	$	20.64		20.51	%	$	1,685,398		1.00	%		1.00	%		1.83	%		16	%
C		17.89		0.21		3.21		3.42		(0.18	)		(0.60	)		(0.78	)		20.53		19.56			449,104		1.74			1.74			1.09			16
I		17.89		0.39		3.23		3.62		(0.37	)		(0.60	)		(0.97	)		20.54		20.76			1,111,235		0.78			0.78			2.03			16
R3		17.99		0.28		3.24		3.52		(0.25	)		(0.60	)		(0.85	)		20.66		20.06			57,341		1.37			1.37			1.46			16
R4		18.02		0.34		3.24		3.58		(0.31	)		(0.60	)		(0.91	)		20.69		20.39			79,632		1.06			1.06			1.77			16
R5		18.09		0.40		3.26		3.66		(0.37	)		(0.60	)		(0.97	)		20.78		20.77			83,048		0.76			0.76			2.06			16
R6		18.13		0.41		3.28		3.69		(0.39	)		(0.60	)		(0.99	)		20.83		20.91			29,284		0.66			0.66			2.10			16
Y		18.13		0.45		3.23		3.68		(0.38	)		(0.60	)		(0.98	)		20.83		20.88			141,479		0.67			0.67			2.35			16
F(4)		19.22		0.24		1.37		1.61		(0.29	)		—			(0.29	)		20.54		8.45	(5)		674,626		0.66	(6)		0.66	(6)		1.84	(6)		16
For the Year Ended October 31, 2016
A	$	18.70	$	0.36	$	0.64	$	1.00	$	(0.33	)	$	(1.40	)	$	(1.73	)	$	17.97		6.13	%	$	1,676,572		1.04	%		1.04	%		2.03	%		14	%
B		18.72		0.34		0.64		0.98		(0.30	)		(1.40	)		(1.70	)		18.00		6.01			6,930		1.18			1.18			1.95			14
C		18.61		0.23		0.65		0.88		(0.20	)		(1.40	)		(1.60	)		17.89		5.45			452,909		1.76			1.76			1.30			14
I		18.62		0.39		0.66		1.05		(0.38	)		(1.40	)		(1.78	)		17.89		6.45			966,338		0.78			0.78			2.25			14
R3		18.72		0.30		0.64		0.94		(0.27	)		(1.40	)		(1.67	)		17.99		5.77			54,732		1.38			1.38			1.68			14
R4		18.74		0.35		0.65		1.00		(0.32	)		(1.40	)		(1.72	)		18.02		6.14			76,745		1.07			1.07			1.98			14
R5		18.81		0.41		0.64		1.05		(0.37	)		(1.40	)		(1.77	)		18.09		6.42			65,276		0.77			0.77			2.31			14
R6		18.84		0.42		0.66		1.08		(0.39	)		(1.40	)		(1.79	)		18.13		6.57			14,551		0.67			0.67			2.38			14
Y		18.84		0.41		0.67		1.08		(0.39	)		(1.40	)		(1.79	)		18.13		6.57			386,011		0.67			0.67			2.35			14

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

126

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																							— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments		Total from Investment Operations		Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Equity Income Fund - (continued)
For the Year Ended October 31, 2015
A	$	19.04	$	0.35		$	0.18	$	0.53	$	(0.35	)	$	(0.52	)	$	(0.87	)	$	18.70		2.95	%	$	1,757,486		1.02	%		1.02	%		1.87	%		20	%
B		19.05		0.33			0.18		0.51		(0.32	)		(0.52	)		(0.84	)		18.72		2.82			13,915		1.16			1.16			1.75			20
C		18.96		0.21			0.18		0.39		(0.22	)		(0.52	)		(0.74	)		18.61		2.18			461,099		1.76			1.76			1.12			20
I		18.97		0.40			0.17		0.57		(0.40	)		(0.52	)		(0.92	)		18.62		3.18			835,297		0.76			0.76			2.13			20
R3		19.06		0.29			0.18		0.47		(0.29	)		(0.52	)		(0.81	)		18.72		2.61			56,026		1.36			1.36			1.52			20
R4		19.08		0.34			0.18		0.52		(0.34	)		(0.52	)		(0.86	)		18.74		2.92			74,473		1.06			1.06			1.82			20
R5		19.15		0.40			0.18		0.58		(0.40	)		(0.52	)		(0.92	)		18.81		3.22			76,741		0.76			0.76			2.15			20
R6(8)		19.39		0.35			0.04		0.39		(0.42	)		(0.52	)		(0.94	)		18.84		2.20	(5)		13,902		0.69	(6)		0.69	(6)		1.93	(6)		20
Y		19.19		0.42			0.17		0.59		(0.42	)		(0.52	)		(0.94	)		18.84		3.26			246,177		0.66			0.66			2.22			20
For the Year Ended October 31, 2014
A	$	17.83	$	0.34		$	1.76	$	2.10	$	(0.33	)	$	(0.56	)	$	(0.89	)	$	19.04		12.19	%	$	1,951,760		1.03	%		1.03	%		1.83	%		13	%
B		17.82		0.32			1.77		2.09		(0.30	)		(0.56	)		(0.86	)		19.05		12.15			21,619		1.16			1.16			1.72			13
C		17.77		0.20			1.75		1.95		(0.20	)		(0.56	)		(0.76	)		18.96		11.36			458,695		1.76			1.76			1.08			13
I		17.76		0.38			1.77		2.15		(0.38	)		(0.56	)		(0.94	)		18.97		12.54			903,048		0.76			0.76			2.07			13
R3		17.85		0.27			1.77		2.04		(0.27	)		(0.56	)		(0.83	)		19.06		11.81			58,349		1.37			1.37			1.47			13
R4		17.87		0.33			1.76		2.09		(0.32	)		(0.56	)		(0.88	)		19.08		12.13			76,746		1.06			1.06			1.78			13
R5		17.93		0.38			1.78		2.16		(0.38	)		(0.56	)		(0.94	)		19.15		12.47			91,827		0.76			0.76			2.08			13
Y		17.96		0.40			1.79		2.19		(0.40	)		(0.56	)		(0.96	)		19.19		12.61			236,502		0.66			0.66			2.17			13
For the Year Ended October 31, 2013
A	$	14.81	$	0.32		$	3.23	$	3.55	$	(0.31	)	$	(0.22	)	$	(0.53	)	$	17.83		24.56	%	$	1,746,629		1.06	%		1.06	%		1.98	%		17	%
B		14.78		0.23			3.22		3.45		(0.19	)		(0.22	)		(0.41	)		17.82		23.87			27,131		1.65			1.65			1.44			17
C		14.77		0.20			3.22		3.42		(0.20	)		(0.22	)		(0.42	)		17.77		23.67			336,264		1.79			1.79			1.20			17
I		14.75		0.36			3.22		3.58		(0.35	)		(0.22	)		(0.57	)		17.76		24.93			648,568		0.78			0.78			2.18			17
R3		14.83		0.27			3.23		3.50		(0.26	)		(0.22	)		(0.48	)		17.85		24.17			47,928		1.38			1.38			1.62			17
R4		14.84		0.31			3.25		3.56		(0.31	)		(0.22	)		(0.53	)		17.87		24.58			65,286		1.08			1.08			1.89			17
R5		14.88		0.35			3.27		3.62		(0.35	)		(0.22	)		(0.57	)		17.93		24.99			72,270		0.77			0.77			2.06			17
Y		14.90		0.39			3.26		3.65		(0.37	)		(0.22	)		(0.59	)		17.96		25.13			167,906		0.67			0.67			2.35			17
The Hartford Growth Opportunities Fund
For the Year Ended October 31, 2017
A	$	37.66	$	(0.23	)	$	10.17	$	9.94	$	—		$	(1.40	)	$	(1.40	)	$	46.20		27.40	%	$	1,914,743		1.11	%		1.10	%		(0.57	)%		119	%
C		26.03		(0.36	)		6.88		6.52		—			(1.40	)		(1.40	)		31.15		26.46			412,184		1.86			1.86			(1.32	)		119
I		39.00		(0.15	)		10.56		10.41		—			(1.40	)		(1.40	)		48.01		27.67			1,546,058		0.89			0.89			(0.35	)		119
R3		37.96		(0.37	)		10.24		9.87		—			(1.40	)		(1.40	)		46.43		26.95			48,315		1.46			1.45			(0.92	)		119
R4		39.50		(0.26	)		10.68		10.42		—			(1.40	)		(1.40	)		48.52		27.33			81,413		1.15			1.15			(0.62	)		119
R5		40.78		(0.14	)		11.07		10.93		—			(1.40	)		(1.40	)		50.31		27.74			16,530		0.86			0.85			(0.32	)		119
R6		41.21		(0.12	)		11.22		11.10		—			(1.40	)		(1.40	)		50.91		27.86			4,554		0.76			0.75			(0.26	)		119
Y		41.23		(0.09	)		11.18		11.09		—			(1.40	)		(1.40	)		50.92		27.83			104,645		0.77			0.77			(0.22	)		119
F(4)		40.07		(0.10	)		8.08		7.98		—			—			—			48.05		19.92	(5)		617,087		0.75	(6)		0.75	(6)		(0.34	)(6)		119

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

127

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																								— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments		Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Growth Opportunities Fund - (continued)
For the Year Ended October 31, 2016
A	$	40.68	$	(0.20	)	$	0.55	$	0.35		$	—		$	(3.37	)	$	(3.37	)	$	37.66		1.04	%	$	1,747,532		1.14	%		1.14	%(12)		(0.55	)%		117	%
B		29.08		(0.37	)		0.35		(0.02	)		—			(3.37	)		(3.37	)		25.69		0.09			4,249		2.09			2.06	(12)		(1.45	)		117
C		29.37		(0.33	)		0.36		0.03			—			(3.37	)		(3.37	)		26.03		0.28			420,107		1.89			1.89	(12)		(1.29	)		117
I		41.98		(0.12	)		0.57		0.45			(0.06	)		(3.37	)		(3.43	)		39.00		1.25			1,726,408		0.93			0.93	(12)		(0.32	)		117
R3		41.11		(0.33	)		0.55		0.22			—			(3.37	)		(3.37	)		37.96		0.71			47,559		1.47			1.47	(12)		(0.87	)		117
R4		42.51		(0.22	)		0.58		0.36			—			(3.37	)		(3.37	)		39.50		1.02			72,213		1.17			1.17	(12)		(0.57	)		117
R5		43.73		(0.08	)		0.57		0.49			(0.07	)		(3.37	)		(3.44	)		40.78		1.30			14,791		0.87			0.86	(12)		(0.20	)		117
R6		44.15		(0.07	)		0.61		0.54			(0.11	)		(3.37	)		(3.48	)		41.21		1.40			942		0.77			0.77	(12)		(0.17	)		117
Y		44.17		(0.08	)		0.62		0.54			(0.11	)		(3.37	)		(3.48	)		41.23		1.40			231,037		0.77			0.77	(12)		(0.19	)		117
For the Year Ended October 31, 2015
A	$	43.76	$	(0.17	)	$	4.82	$	4.65		$	—		$	(7.73	)	$	(7.73	)	$	40.68		12.72	%	$	1,853,433		1.12	%		1.12	%		(0.42	)%		93	%
B		33.71		(0.39	)		3.49		3.10			—			(7.73	)		(7.73	)		29.08		11.72			15,256		2.04			2.03			(1.32	)		93
C		33.91		(0.34	)		3.53		3.19			—			(7.73	)		(7.73	)		29.37		11.95			401,542		1.86			1.86			(1.17	)		93
I		44.82		(0.09	)		4.98		4.89			—			(7.73	)		(7.73	)		41.98		12.99			2,433,134		0.89			0.89			(0.21	)		93
R3		44.25		(0.31	)		4.90		4.59			—			(7.73	)		(7.73	)		41.11		12.39			44,347		1.45			1.45			(0.76	)		93
R4		45.39		(0.19	)		5.04		4.85			—			(7.73	)		(7.73	)		42.51		12.70			60,775		1.15			1.15			(0.45	)		93
R5		46.36		(0.07	)		5.17		5.10			—			(7.73	)		(7.73	)		43.73		13.02			123,897		0.84			0.84			(0.15	)		93
R6(8)		47.09		(0.06	)		4.85		4.79			—			(7.73	)		(7.73	)		44.15		12.16	(5)		11		0.82	(6)		0.82	(6)		(0.14	)(6)		93
Y		46.70		(0.04	)		5.24		5.20			—			(7.73	)		(7.73	)		44.17		13.16			188,938		0.75			0.75			(0.09	)		93
For the Year Ended October 31, 2014
A	$	38.68	$	(0.13	)	$	6.72	$	6.59		$	—		$	(1.51	)	$	(1.51	)	$	43.76		17.63	%	$	1,497,082		1.15	%		1.15	%		(0.33	)%		136	%(13)
B		30.38		(0.37	)		5.21		4.84			—			(1.51	)		(1.51	)		33.71		16.65			22,277		2.07			2.02			(1.18	)		136	(13)
C		30.51		(0.33	)		5.24		4.91			—			(1.51	)		(1.51	)		33.91		16.81			251,628		1.88			1.88			(1.05	)		136	(13)
I		39.49		(0.04	)		6.88		6.84			—			(1.51	)		(1.51	)		44.82		17.92			1,733,488		0.91			0.91			(0.09	)		136	(13)
R3		39.21		(0.26	)		6.81		6.55			—			(1.51	)		(1.51	)		44.25		17.28			29,954		1.46			1.45			(0.62	)		136	(13)
R4		40.06		(0.14	)		6.98		6.84			—			(1.51	)		(1.51	)		45.39		17.65			52,498		1.15			1.15			(0.32	)		136	(13)
R5		40.76		(0.02	)		7.13		7.11			—			(1.51	)		(1.51	)		46.36		18.02			102,841		0.85			0.85			(0.05	)		136	(13)
Y		41.02		0.03			7.16		7.19			—			(1.51	)		(1.51	)		46.70		18.11			68,001		0.75			0.75			0.08			136	(13)
For the Year Ended October 31, 2013
A	$	29.60	$	(0.10	)	$	9.18	$	9.08		$	—		$	—		$	—		$	38.68		30.68	%	$	982,699		1.19	%		1.19	%		(0.30	)%		120	%(14)
B		23.43		(0.28	)		7.23		6.95			—			—			—			30.38		29.66			24,296		2.11			1.96			(1.05	)		120	(14)
C		23.52		(0.27	)		7.26		6.99			—			—			—			30.51		29.72			176,392		1.90			1.90			(1.01	)		120	(14)
I		30.14		(0.01	)		9.36		9.35			—			—			—			39.49		31.02			1,288,778		0.92			0.92			(0.03	)		120	(14)
R3		30.09		(0.19	)		9.31		9.12			—			—			—			39.21		30.31			24,924		1.46			1.45			(0.56	)		120	(14)
R4		30.64		(0.09	)		9.51		9.42			—			—			—			40.06		30.74			44,353		1.15			1.15			(0.25	)		120	(14)
R5		31.09		0.01			9.66		9.67			—			—			—			40.76		31.10			20,243		0.85			0.85			0.04			120	(14)
Y		31.25		0.05			9.72		9.77			—			—			—			41.02		31.26			57,712		0.75			0.75			0.14			120	(14)

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

128

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Healthcare Fund
For the Year Ended October 31, 2017
A	$	30.96	$	(0.12	)	$	7.04		$	6.92		$	—		$	(3.02	)	$	(3.02	)	$	34.86		24.28	%	$	714,694		1.29	%		1.29	%		(0.36	)%		23	%
C		26.34		(0.30	)		5.88			5.58			—			(3.02	)		(3.02	)		28.90		23.37			242,421		2.04			2.03			(1.10	)		23
I		32.15		(0.04	)		7.34			7.30			—			(3.02	)		(3.02	)		36.43		24.59			351,686		1.03			1.03			(0.11	)		23
R3		31.87		(0.23	)		7.25			7.02			—			(3.02	)		(3.02	)		35.87		23.87			45,673		1.61			1.61			(0.68	)		23
R4		33.10		(0.13	)		7.55			7.42			—			(3.02	)		(3.02	)		37.50		24.22			35,927		1.31			1.31			(0.38	)		23
R5		34.23		(0.03	)		7.85			7.82			—			(3.02	)		(3.02	)		39.03		24.62			6,888		1.01			1.01			(0.08	)		23
Y		34.54		(0.01	)		7.94			7.93			—			(3.02	)		(3.02	)		39.45		24.72			45,193		0.93			0.93			(0.02	)		23
F(4)		33.96		0.01			2.48			2.49			—			—			—			36.45		7.33	(5)		61,710		0.90	(6)		0.90	(6)		0.04	(6)		23
For the Year Ended October 31, 2016
A	$	38.70	$	(0.12	)	$	(2.52	)	$	(2.64	)	$	(0.55	)	$	(4.55	)	$	(5.10	)	$	30.96		(8.11	)%	$	757,038		1.33	%		1.33	%		(0.36	)%		35	%
B		33.41		(0.36	)		(2.15	)		(2.51	)		(0.13	)		(4.55	)		(4.68	)		26.22		(8.94	)		2,056		2.24			2.22			(1.26	)		35
C		33.73		(0.31	)		(2.15	)		(2.46	)		(0.38	)		(4.55	)		(4.93	)		26.34		(8.78	)		254,009		2.06			2.06			(1.10	)		35
I		39.98		(0.03	)		(2.61	)		(2.64	)		(0.64	)		(4.55	)		(5.19	)		32.15		(7.86	)		228,463		1.07			1.07			(0.09	)		35
R3		39.69		(0.22	)		(2.61	)		(2.83	)		(0.44	)		(4.55	)		(4.99	)		31.87		(8.38	)		43,993		1.62			1.62			(0.66	)		35
R4		41.01		(0.13	)		(2.69	)		(2.82	)		(0.54	)		(4.55	)		(5.09	)		33.10		(8.09	)		38,273		1.32			1.32			(0.36	)		35
R5		42.22		(0.02	)		(2.79	)		(2.81	)		(0.63	)		(4.55	)		(5.18	)		34.23		(7.82	)		5,342		1.03			1.03			(0.06	)		35
Y		42.54		0.02			(2.80	)		(2.78	)		(0.67	)		(4.55	)		(5.22	)		34.54		(7.72	)		51,125		0.92			0.92			0.05			35
For the Year Ended October 31, 2015
A	$	36.60	$	(0.18	)	$	4.77		$	4.59		$	—		$	(2.49	)	$	(2.49	)	$	38.70		13.19	%	$	914,414		1.28	%		1.28	%		(0.46	)%		39	%
B		32.18		(0.46	)		4.18			3.72			—			(2.49	)		(2.49	)		33.41		12.23			6,239		2.15			2.15			(1.35	)		39
C		32.42		(0.41	)		4.21			3.80			—			(2.49	)		(2.49	)		33.73		12.40			310,668		2.02			2.02			(1.19	)		39
I		37.63		(0.07	)		4.91			4.84			—			(2.49	)		(2.49	)		39.98		13.51			266,553		1.01			1.01			(0.18	)		39
R3		37.58		(0.31	)		4.91			4.60			—			(2.49	)		(2.49	)		39.69		12.85			59,135		1.61			1.61			(0.78	)		39
R4		38.64		(0.20	)		5.06			4.86			—			(2.49	)		(2.49	)		41.01		13.19			51,253		1.30			1.30			(0.48	)		39
R5		39.60		(0.08	)		5.19			5.11			—			(2.49	)		(2.49	)		42.22		13.52			5,326		1.01			1.01			(0.18	)		39
Y		39.85		(0.03	)		5.21			5.18			—			(2.49	)		(2.49	)		42.54		13.64			8,834		0.90			0.90			(0.08	)		39
For the Year Ended October 31, 2014
A	$	28.05	$	(0.13	)	$	8.68		$	8.55		$	—		$	—		$	—		$	36.60		30.48	%	$	599,010		1.33	%		1.33	%		(0.40	)%		28	%
B		24.88		(0.36	)		7.66			7.30			—			—			—			32.18		29.34			11,303		2.20			2.20			(1.27	)		28
C		25.03		(0.32	)		7.71			7.39			—			—			—			32.42		29.52			176,581		2.06			2.06			(1.13	)		28
I		28.76		(0.04	)		8.91			8.87			—			—			—			37.63		30.84			137,450		1.05			1.05			(0.12	)		28
R3		28.89		(0.24	)		8.93			8.69			—			—			—			37.58		30.08			40,482		1.64			1.64			(0.71	)		28
R4		29.62		(0.14	)		9.16			9.02			—			—			—			38.64		30.45			29,530		1.34			1.34			(0.41	)		28
R5		30.27		(0.04	)		9.37			9.33			—			—			—			39.60		30.82			2,323		1.05			1.05			(0.12	)		28
Y		30.42		—			9.43			9.43			—			—			—			39.85		31.00			6,081		0.94			0.94			—			28
For the Year Ended October 31, 2013
A	$	20.11	$	(0.06	)	$	8.00		$	7.94		$	—		$	—		$	—		$	28.05		39.48	%	$	415,323		1.40	%		1.40	%		(0.24	)%		32	%
B		17.99		(0.23	)		7.12			6.89			—			—			—			24.88		38.30			14,697		2.29			2.26			(1.08	)		32
C		18.07		(0.21	)		7.17			6.96			—			—			—			25.03		38.52			116,641		2.11			2.11			(0.95	)		32
I		20.55		0.01			8.20			8.21			—			—			—			28.76		39.95			79,005		1.08			1.08			0.06			32
R3		20.77		(0.13	)		8.25			8.12			—			—			—			28.89		39.09			24,914		1.66			1.65			(0.51	)		32
R4		21.22		(0.05	)		8.45			8.40			—			—			—			29.62		39.59			17,817		1.36			1.35			(0.20	)		32
R5		21.62		0.05			8.60			8.65			—			—			—			30.27		40.01			1,267		1.08			1.05			0.19			32
Y		21.71		0.05			8.66			8.71			—			—			—			30.42		40.12			4,056		0.96			0.96			0.20			32

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

129

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford MidCap Fund
For the Year Ended October 31, 2017
A	$	24.25	$	(0.11	)	$	7.00		$	6.89		$	—		$	(0.78	)	$	(0.78	)	$	30.36		29.02	%	$	2,482,275		1.13	%		1.12	%		(0.38	)%		30	%
C		18.42		(0.23	)		5.26			5.03			—			(0.78	)		(0.78	)		22.67		28.07			717,521		1.87			1.87			(1.12	)		30
I		24.79		(0.05	)		7.16			7.11			—			(0.78	)		(0.78	)		31.12		29.28			2,996,705		1.02			0.89			(0.17	)		30
R3		26.88		(0.22	)		7.76			7.54			—			(0.78	)		(0.78	)		33.64		28.59			90,582		1.47			1.47			(0.73	)		30
R4		27.69		(0.14	)		8.01			7.87			—			(0.78	)		(0.78	)		34.78		28.95			263,236		1.16			1.16			(0.43	)		30
R5		28.24		(0.04	)		8.17			8.13			—			(0.78	)		(0.78	)		35.59		29.32			356,166		0.86			0.86			(0.14	)		30
R6		28.45		(0.05	)		8.28			8.23			—			(0.78	)		(0.78	)		35.90		29.45			431,183		0.76			0.76			(0.14	)		30
Y		28.44		(0.01	)		8.23			8.22			—			(0.78	)		(0.78	)		35.88		29.43			1,847,676		0.78			0.78			(0.04	)		30
F(4)		27.52		(0.03	)		3.66			3.63			—			—			—			31.15		13.19	(5)		1,244,732		0.76	(6)		0.76	(6)		(0.15	)(6)		30
For the Year Ended October 31, 2016
A	$	26.47	$	(0.07	)	$	(0.22	)	$	(0.29	)	$	—		$	(1.93	)	$	(1.93	)	$	24.25		(0.79	)%	$	2,041,826		1.17	%		1.17	%		(0.29	)%		31	%
B		20.13		(0.21	)		(0.19	)		(0.40	)		—			(1.93	)		(1.93	)		17.80		(1.66	)		16,842		2.06			2.06			(1.16	)		31
C		20.73		(0.18	)		(0.20	)		(0.38	)		—			(1.93	)		(1.93	)		18.42		(1.50	)		611,311		1.89			1.89			(1.01	)		31
I		26.96		(0.04	)		(0.20	)		(0.24	)		—			(1.93	)		(1.93	)		24.79		(0.57	)		1,725,700		1.02			1.02			(0.18	)		31
R3		29.20		(0.16	)		(0.23	)		(0.39	)		—			(1.93	)		(1.93	)		26.88		(1.07	)		71,711		1.48			1.48			(0.59	)		31
R4		29.93		(0.08	)		(0.23	)		(0.31	)		—			(1.93	)		(1.93	)		27.69		(0.76	)		165,137		1.18			1.18			(0.30	)		31
R5		30.39		—			(0.22	)		(0.22	)		—			(1.93	)		(1.93	)		28.24		(0.47	)		193,533		0.87			0.87			—			31
R6		30.58		—			(0.20	)		(0.20	)		—			(1.93	)		(1.93	)		28.45		(0.36	)		26,352		0.77			0.77			0.01			31
Y		30.57		0.03			(0.23	)		(0.20	)		—			(1.93	)		(1.93	)		28.44		(0.36	)		1,490,965		0.77			0.77			0.10			31
For the Year Ended October 31, 2015
A	$	27.38	$	(0.09	)	$	1.85		$	1.76		$	—		$	(2.67	)	$	(2.67	)	$	26.47		7.28	%	$	2,048,529		1.14	%		1.14	%		(0.35	)%		29	%
B		21.65		(0.25	)		1.40			1.15			—			(2.67	)		(2.67	)		20.13		6.28			24,665		2.03			2.03			(1.22	)		29
C		22.18		(0.23	)		1.45			1.22			—			(2.67	)		(2.67	)		20.73		6.46			626,345		1.88			1.88			(1.09	)		29
I		27.78		(0.02	)		1.87			1.85			—			(2.67	)		(2.67	)		26.96		7.52			702,566		0.87			0.87			(0.09	)		29
R3		30.02		(0.20	)		2.05			1.85			—			(2.67	)		(2.67	)		29.20		6.91			76,925		1.47			1.47			(0.69	)		29
R4		30.61		(0.11	)		2.10			1.99			—			(2.67	)		(2.67	)		29.93		7.26			135,698		1.16			1.16			(0.39	)		29
R5		30.96		(0.03	)		2.13			2.10			—			(2.67	)		(2.67	)		30.39		7.59			164,879		0.86			0.86			(0.09	)		29
R6(8)		31.11		(0.04	)		2.18			2.14			—			(2.67	)		(2.67	)		30.58		7.65	(5)		1,230		0.77	(6)		0.77	(6)		(0.13	)(6)		29
Y		31.10		0.01			2.13			2.14			—			(2.67	)		(2.67	)		30.57		7.66			1,201,917		0.76			0.76			0.04			29
For the Year Ended October 31, 2014
A	$	25.67	$	(0.10	)	$	3.82		$	3.72		$	—		$	(2.01	)	$	(2.01	)	$	27.38		15.57	%	$	1,891,075		1.15	%		1.15	%		(0.40	)%		34	%
B		20.88		(0.27	)		3.05			2.78			—			(2.01	)		(2.01	)		21.65		14.56			29,446		2.05			2.05			(1.29	)		34
C		21.30		(0.24	)		3.13			2.89			—			(2.01	)		(2.01	)		22.18		14.81			544,154		1.88			1.88			(1.13	)		34
I		25.95		(0.04	)		3.88			3.84			—			(2.01	)		(2.01	)		27.78		15.89			550,720		0.90			0.90			(0.17	)		34
R3		28.03		(0.21	)		4.21			4.00			—			(2.01	)		(2.01	)		30.02		15.24			56,403		1.47			1.47			(0.72	)		34
R4		28.47		(0.12	)		4.27			4.15			—			(2.01	)		(2.01	)		30.61		15.55			94,232		1.16			1.16			(0.41	)		34
R5		28.69		(0.03	)		4.31			4.28			—			(2.01	)		(2.01	)		30.96		15.91			110,364		0.86			0.86			(0.11	)		34
Y		28.77		(0.01	)		4.35			4.34			—			(2.01	)		(2.01	)		31.10		16.08			1,078,695		0.76			0.76			(0.02	)		34
For the Year Ended October 31, 2013
A	$	20.44	$	(0.03	)	$	6.56		$	6.53		$	—		$	(1.30	)	$	(1.30	)	$	25.67		34.17	%	$	1,847,041		1.20	%		1.20	%		(0.14	)%		38	%
B		17.00		(0.18	)		5.36			5.18			—			(1.30	)		(1.30	)		20.88		33.01			33,232		2.11			2.07			(1.00	)		38
C		17.29		(0.16	)		5.47			5.31			—			(1.30	)		(1.30	)		21.30		33.21			474,663		1.91			1.91			(0.85	)		38
I		20.65		0.02			6.63			6.65			(0.05	)		(1.30	)		(1.35	)		25.95		34.48			277,953		0.96			0.96			0.09			38
R3		22.25		(0.10	)		7.18			7.08			—			(1.30	)		(1.30	)		28.03		33.80			47,837		1.48			1.48			(0.43	)		38
R4		22.51		(0.03	)		7.29			7.26			—			(1.30	)		(1.30	)		28.47		34.24			77,603		1.17			1.17			(0.13	)		38
R5		22.69		0.04			7.33			7.37			(0.07	)		(1.30	)		(1.37	)		28.69		34.60			91,163		0.87			0.87			0.17			38
Y		22.75		0.07			7.34			7.41			(0.09	)		(1.30	)		(1.39	)		28.77		34.73			872,297		0.77			0.77			0.28			38

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

130

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford MidCap Value Fund
For the Year Ended October 31, 2017
A	$	13.98	$	0.01		$	2.65		$	2.66		$	—		$	(1.02	)	$	(1.02	)	$	15.62		19.67	%	$	291,082		1.23	%		1.23	%		0.06	%		40	%
C		11.90		(0.08	)		2.23			2.15			—			(1.02	)		(1.02	)		13.03		18.66			35,520		1.96			1.96			(0.67	)		40
I		14.09		0.03			2.67			2.70			(0.05	)		(1.02	)		(1.07	)		15.72		19.81			43,342		1.20			1.10			0.20			40
R3		14.67		(0.04	)		2.78			2.74			—			(1.02	)		(1.02	)		16.39		19.26			11,923		1.52			1.52			(0.23	)		40
R4		14.87		0.01			2.82			2.83			—			(1.02	)		(1.02	)		16.68		19.58			12,637		1.21			1.21			0.08			40
R5		15.03		0.06			2.86			2.92			(0.05	)		(1.02	)		(1.07	)		16.88		20.06			11,445		0.91			0.91			0.38			40
Y		15.07		0.08			2.86			2.94			(0.06	)		(1.02	)		(1.08	)		16.93		20.10			28,403		0.82			0.82			0.48			40
F(4)		14.97		0.05			0.74			0.79			—			—			—			15.76		5.28	(5)		238,682		0.81	(6)		0.81	(6)		0.46	(6)		40
For the Year Ended October 31, 2016
A	$	15.11	$	0.03		$	(0.03	)	$	—		$	(0.02	)	$	(1.11	)	$	(1.13	)	$	13.98		0.18	%	$	246,023		1.30	%		1.30	%(15)		0.18	%		56	%
B		13.15		(0.07	)		(0.03	)		(0.10	)		—			(1.11	)		(1.11	)		11.94		(0.57	)		637		2.42			2.12	(15)		(0.63	)		56
C		13.09		(0.06	)		(0.02	)		(0.08	)		—			(1.11	)		(1.11	)		11.90		(0.42	)		35,965		2.02			2.02	(15)		(0.54	)		56
I		15.22		0.05			(0.01	)		0.04			(0.06	)		(1.11	)		(1.17	)		14.09		0.48			83,155		1.06			1.06	(15)		0.39			56
R3		15.82		(0.01	)		(0.03	)		(0.04	)		—			(1.11	)		(1.11	)		14.67		(0.07	)		11,396		1.56			1.56	(15)		(0.07	)		56
R4		15.99		0.03			(0.02	)		0.01			(0.02	)		(1.11	)		(1.13	)		14.87		0.30			13,448		1.25			1.25	(15)		0.23			56
R5		16.15		0.08			(0.03	)		0.05			(0.06	)		(1.11	)		(1.17	)		15.03		0.54			9,831		0.95			0.95	(15)		0.52			56
Y		16.19		0.09			(0.03	)		0.06			(0.07	)		(1.11	)		(1.18	)		15.07		0.63			79,990		0.85			0.85	(15)		0.63			56
For the Year Ended October 31, 2015
A	$	16.73	$	0.02		$	0.25		$	0.27		$	(0.02	)	$	(1.87	)	$	(1.89	)	$	15.11		2.28	%	$	229,953		1.25	%		1.25	%		0.11	%		33	%
B		14.91		(0.10	)		0.21			0.11			—			(1.87	)		(1.87	)		13.15		1.37			1,417		2.28			2.09			(0.75	)		33
C		14.84		(0.08	)		0.20			0.12			—			(1.87	)		(1.87	)		13.09		1.45			41,149		1.97			1.97			(0.62	)		33
I		16.85		0.07			0.25			0.32			(0.08	)		(1.87	)		(1.95	)		15.22		2.57			29,987		0.92			0.92			0.42			33
R3		17.45		(0.03	)		0.27			0.24			—			(1.87	)		(1.87	)		15.82		1.97			10,204		1.52			1.52			(0.19	)		33
R4		17.61		0.02			0.27			0.29			(0.04	)		(1.87	)		(1.91	)		15.99		2.26			11,711		1.21			1.21			0.15			33
R5		17.75		0.07			0.28			0.35			(0.08	)		(1.87	)		(1.95	)		16.15		2.62			7,564		0.92			0.92			0.44			33
Y		17.78		0.09			0.28			0.37			(0.09	)		(1.87	)		(1.96	)		16.19		2.73			158,691		0.81			0.81			0.54			33
For the Year Ended October 31, 2014
A	$	16.44	$	0.03		$	1.81		$	1.84		$	—		$	(1.55	)	$	(1.55	)	$	16.73		12.32	%	$	222,876		1.27	%		1.27	%		0.19	%		43	%
B		14.93		(0.09	)		1.62			1.53			—			(1.55	)		(1.55	)		14.91		11.41			2,156		2.28			2.10			(0.63	)		43
C		14.85		(0.08	)		1.62			1.54			—			(1.55	)		(1.55	)		14.84		11.56			41,382		1.99			1.99			(0.53	)		43
I		16.49		0.09			1.82			1.91			—			(1.55	)		(1.55	)		16.85		12.75			37,414		0.92			0.92			0.53			43
R3		17.12		(0.01	)		1.89			1.88			—			(1.55	)		(1.55	)		17.45		12.05			10,187		1.53			1.53			(0.08	)		43
R4		17.21		0.04			1.91			1.95			—			(1.55	)		(1.55	)		17.61		12.42			9,476		1.22			1.22			0.22			43
R5		17.29		0.09			1.92			2.01			—			(1.55	)		(1.55	)		17.75		12.73			2,851		0.93			0.93			0.52			43
Y		17.31		0.11			1.91			2.02			—			(1.55	)		(1.55	)		17.78		12.79			166,729		0.82			0.82			0.63			43
For the Year Ended October 31, 2013
A	$	12.58	$	0.02		$	3.97		$	3.99		$	(0.13	)	$	—		$	(0.13	)	$	16.44		32.01	%	$	207,552		1.31	%		1.31	%		0.11	%		59	%
B		11.40		(0.09	)		3.62			3.53			—			—			—			14.93		30.96			2,819		2.33			2.10			(0.68	)		59
C		11.38		(0.08	)		3.60			3.52			(0.05	)		—			(0.05	)		14.85		31.07			38,067		2.01			2.01			(0.60	)		59
I		12.62		0.06			3.99			4.05			(0.18	)		—			(0.18	)		16.49		32.49			18,791		0.96			0.96			0.43			59
R3		13.12		(0.02	)		4.15			4.13			(0.13	)		—			(0.13	)		17.12		31.68			5,089		1.53			1.53			(0.12	)		59
R4		13.17		0.03			4.16			4.19			(0.15	)		—			(0.15	)		17.21		32.11			4,903		1.22			1.22			0.18			59
R5		13.23		0.06			4.19			4.25			(0.19	)		—			(0.19	)		17.29		32.46			1,309		0.93			0.93			0.38			59
Y		13.24		0.09			4.18			4.27			(0.20	)		—			(0.20	)		17.31		32.64			150,335		0.82			0.82			0.60			59

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

131

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
Hartford Small Cap Core Fund
For the Year Ended October 31, 2017
A	$	11.56	$	0.04		$	2.63		$	2.67		$	(0.10	)	$	—		$	(0.10	)	$	14.13		23.19	%	$	53,057		1.28	%		1.27	%		0.32	%		83	%
C		10.58		(0.05	)		2.40			2.35			(0.02	)		—			(0.02	)		12.91		22.24			11,081		2.03			2.01			(0.41	)		83
I		11.58		0.08			2.63			2.71			(0.14	)		—			(0.14	)		14.15		23.53			3,225		1.01			1.00			0.60			83
R3		11.87		0.01			2.69			2.70			(0.07	)		—			(0.07	)		14.50		22.79			723		1.63			1.50			0.09			83
R4		11.94		0.05			2.70			2.75			(0.08	)		—			(0.08	)		14.61		23.11			113		1.36			1.20			0.36			83
R5		11.96		0.10			2.71			2.81			(0.14	)		—			(0.14	)		14.63		23.63			44		1.01			0.90			0.74			83
Y		12.00		0.11			2.71			2.82			(0.16	)		—			(0.16	)		14.66		23.58			1,242		0.86			0.85			0.78			83
F(4)		13.22		0.05			0.89			0.94			—			—			—			14.16		7.11	(5)		86,675		0.88	(6)		0.85	(6)		0.52	(6)		83
For the Year Ended October 31, 2016
A	$	12.35	$	0.10		$	(0.15	)(16)	$	(0.05	)	$	(0.02	)	$	(0.72	)	$	(0.74	)	$	11.56		(0.22	)%	$	46,270		1.35	%		1.31	%(17)		0.85	%		94	%
B		11.58		0.01			(0.14	)(16)		(0.13	)		—			(0.72	)		(0.72	)		10.73		(0.93	)		798		2.25			2.06	(17)		0.10			94
C		11.43		0.01			(0.14	)(16)		(0.13	)		—			(0.72	)		(0.72	)		10.58		(0.94	)		10,410		2.08			2.06	(17)		0.11			94
I		12.38		0.13			(0.15	)(16)		(0.02	)		(0.06	)		(0.72	)		(0.78	)		11.58		0.05			2,582		1.01			1.00	(17)		1.17			94
R3		12.67		0.08			(0.16	)(16)		(0.08	)		—			(0.72	)		(0.72	)		11.87		(0.43	)		734		1.61			1.51	(17)		0.65			94
R4		12.72		0.11			(0.15	)(16)		(0.04	)		(0.02	)		(0.72	)		(0.74	)		11.94		(0.09	)		267		1.30			1.21	(17)		0.96			94
R5		12.78		0.13			(0.14	)(16)		(0.01	)		(0.09	)		(0.72	)		(0.81	)		11.96		0.16			44		1.00			0.91	(17)		1.08			94
Y		12.77		0.16			(0.15	)(16)		0.01			(0.06	)		(0.72	)		(0.78	)		12.00		0.31			110,028		0.88			0.86	(17)		1.36			94
For the Year Ended October 31, 2015
A	$	13.89	$	0.11		$	(0.28	)	$	(0.17	)	$	(0.08	)	$	(1.29	)	$	(1.37	)	$	12.35		(1.17	)%	$	51,249		1.40	%		1.29	%		0.85	%		112	%
B		13.12		0.01			(0.26	)		(0.25	)		—			(1.29	)		(1.29	)		11.58		(1.92	)		1,792		2.28			2.05			0.12			112
C		12.96		0.01			(0.25	)		(0.24	)		—			(1.29	)		(1.29	)		11.43		(1.86	)		12,905		2.14			2.04			0.10			112
I(10)		13.40		0.08			(1.10	)		(1.02	)		—			—			—			12.38		(7.61	)(5)		2,429		1.12	(6)		0.99	(6)		1.01	(6)		112
R3		14.21		0.09			(0.28	)		(0.19	)		(0.06	)		(1.29	)		(1.35	)		12.67		(1.29	)		830		1.70			1.50			0.64			112
R4		14.26		0.13			(0.27	)		(0.14	)		(0.11	)		(1.29	)		(1.40	)		12.72		(0.97	)		608		1.37			1.20			0.94			112
R5		14.32		0.17			(0.29	)		(0.12	)		(0.13	)		(1.29	)		(1.42	)		12.78		(0.75	)		218		1.06			0.90			1.23			112
Y		14.31		0.16			(0.27	)		(0.11	)		(0.14	)		(1.29	)		(1.43	)		12.77		(0.71	)		1,312		0.96			0.85			1.23			112
For the Year Ended October 31, 2014
A	$	14.77	$	0.10		$	1.11		$	1.21		$	(0.14	)	$	(1.95	)	$	(2.09	)	$	13.89		9.22	%	$	54,722		1.41	%		1.30	%		0.75	%		116	%
B		14.06		—			1.05			1.05			(0.04	)		(1.95	)		(1.99	)		13.12		8.39			3,119		2.32			2.05			0.01			116
C		13.94		—			1.03			1.03			(0.06	)		(1.95	)		(2.01	)		12.96		8.39			13,603		2.16			2.05			—			116
R3		15.10		0.07			1.14			1.21			(0.15	)		(1.95	)		(2.10	)		14.21		8.99			587		1.70			1.50			0.53			116
R4		15.10		0.11			1.14			1.25			(0.14	)		(1.95	)		(2.09	)		14.26		9.31			516		1.37			1.20			0.81			116
R5		15.16		0.16			1.14			1.30			(0.19	)		(1.95	)		(2.14	)		14.32		9.62			204		1.05			0.90			1.14			116
Y		15.14		0.17			1.14			1.31			(0.19	)		(1.95	)		(2.14	)		14.31		9.75			247		0.96			0.85			1.20			116
For the Year Ended October 31, 2013
A	$	11.21	$	0.19		$	3.50		$	3.69		$	(0.13	)	$	—		$	(0.13	)	$	14.77		33.23	%	$	51,393		1.43	%		1.30	%		1.48	%		140	%
B		10.68		0.09			3.34			3.43			(0.05	)		—			(0.05	)		14.06		32.21			4,337		2.35			2.05			0.77			140
C		10.60		0.09			3.30			3.39			(0.05	)		—			(0.05	)		13.94		32.12			12,315		2.18			2.05			0.73			140
R3		11.47		0.14			3.61			3.75			(0.12	)		—			(0.12	)		15.10		32.93			598		1.68			1.50			1.05			140
R4		11.48		0.23			3.55			3.78			(0.16	)		—			(0.16	)		15.10		33.25			172		1.34			1.20			1.75			140
R5		11.51		0.25			3.58			3.83			(0.18	)		—			(0.18	)		15.16		33.71			169		1.04			0.90			1.87			140
Y		11.51		0.29			3.53			3.82			(0.19	)		—			(0.19	)		15.14		33.59			224		0.93			0.85			2.33			140

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

132

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																								— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income		Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Small Cap Growth Fund
For the Year Ended October 31, 2017
A	$	44.55	$	(0.25	)	$	13.25		$	13.00		$	—	$	(0.31	)	$	(0.31	)	$	57.24		29.28	%	$	215,743		1.17	%		1.16	%		(0.48	)%		56	%
C		34.78		(0.48	)		10.30			9.82			—		(0.31	)		(0.31	)		44.29		28.36			36,531		1.89			1.88			(1.19	)		56
I		45.79		(0.18	)		13.67			13.49			—		(0.31	)		(0.31	)		58.97		29.56			429,401		1.03			0.95			(0.33	)		56
R3		44.42		(0.41	)		13.19			12.78			—		(0.31	)		(0.31	)		56.89		28.87			14,427		1.48			1.48			(0.79	)		56
R4		45.90		(0.26	)		13.65			13.39			—		(0.31	)		(0.31	)		58.98		29.27			76,315		1.16			1.16			(0.48	)		56
R5		47.52		(0.10	)		14.15			14.05			—		(0.31	)		(0.31	)		61.26		29.67			118,794		0.86			0.86			(0.17	)		56
R6		47.94		(0.06	)		14.30			14.24			—		(0.31	)		(0.31	)		61.87		29.80			10,596		0.76			0.76			(0.11	)		56
Y		48.00		(0.05	)		14.29			14.24			—		(0.31	)		(0.31	)		61.93		29.76			370,006		0.78			0.78			(0.09	)		56
F(4)		52.62		(0.09	)		6.53			6.44			—		—			—			59.06		12.24	(5)		47,409		0.75	(6)		0.75	(6)		(0.24	)(6)		56
For the Year Ended October 31, 2016
A	$	48.56	$	(0.19	)	$	0.11	(16)	$	(0.08	)	$	—	$	(3.93	)	$	(3.93	)	$	44.55		0.02	%	$	197,738		1.25	%		1.25	%		(0.44	)%		45	%
B		39.35		(0.43	)		0.05	(16)		(0.38	)		—		(3.93	)		(3.93	)		35.04		(0.84	)		606		2.35			2.09			(1.23	)		45
C		39.03		(0.39	)		0.07	(16)		(0.32	)		—		(3.93	)		(3.93	)		34.78		(0.65	)		37,807		1.94			1.94			(1.13	)		45
I		49.68		(0.07	)		0.11	(16)		0.04			—		(3.93	)		(3.93	)		45.79		0.28			137,606		0.99			0.99			(0.16	)		45
R3		48.54		(0.30	)		0.11	(16)		(0.19	)		—		(3.93	)		(3.93	)		44.42		(0.24	)		12,708		1.51			1.51			(0.70	)		45
R4		49.87		(0.18	)		0.14	(16)		(0.04	)		—		(3.93	)		(3.93	)		45.90		0.09			66,273		1.19			1.19			(0.39	)		45
R5		51.35		(0.04	)		0.14	(16)		0.10			—		(3.93	)		(3.93	)		47.52		0.40			102,166		0.89			0.89			(0.09	)		45
R6		51.73		(0.04	)		0.18	(16)		0.14			—		(3.93	)		(3.93	)		47.94		0.46			4,072		0.79			0.79			(0.09	)		45
Y		51.78		0.01			0.14	(16)		0.15			—		(3.93	)		(3.93	)		48.00		0.50			290,401		0.79			0.79			0.01			45
For the Year Ended October 31, 2015
A	$	48.63	$	(0.20	)	$	2.25		$	2.05		$	—	$	(2.12	)	$	(2.12	)	$	48.56		4.37	%	$	243,999		1.21	%		1.21	%		(0.40	)%		70	%
B		40.12		(0.48	)		1.83			1.35			—		(2.12	)		(2.12	)		39.35		3.54			1,500		2.20			2.03			(1.18	)		70
C		39.77		(0.45	)		1.83			1.38			—		(2.12	)		(2.12	)		39.03		3.62			49,549		1.91			1.91			(1.11	)		70
I		49.55		(0.06	)		2.31			2.25			—		(2.12	)		(2.12	)		49.68		4.70			209,184		0.92			0.92			(0.13	)		70
R3		48.74		(0.36	)		2.28			1.92			—		(2.12	)		(2.12	)		48.54		4.10			16,184		1.48			1.48			(0.70	)		70
R4		49.86		(0.20	)		2.33			2.13			—		(2.12	)		(2.12	)		49.87		4.44			74,037		1.17			1.17			(0.38	)		70
R5		51.13		(0.05	)		2.39			2.34			—		(2.12	)		(2.12	)		51.35		4.74			115,719		0.87			0.87			(0.10	)		70
R6(8)		51.80		(0.02	)		2.07			2.05			—		(2.12	)		(2.12	)		51.73		4.13	(5)		14		0.87	(6)		0.87	(6)		(0.05	)(6)		70
Y		51.49		0.01			2.40			2.41			—		(2.12	)		(2.12	)		51.78		4.84			314,145		0.77			0.77			0.02			70
For the Year Ended October 31, 2014
A	$	47.96	$	(0.26	)	$	4.36		$	4.10		$	—	$	(3.43	)	$	(3.43	)	$	48.63		9.02	%	$	239,697		1.28	%		1.28	%		(0.55	)%		61	%
B		40.45		(0.54	)		3.64			3.10			—		(3.43	)		(3.43	)		40.12		8.16			2,695		2.26			2.11			(1.36	)		61
C		40.08		(0.49	)		3.61			3.12			—		(3.43	)		(3.43	)		39.77		8.30			44,184		1.97			1.97			(1.24	)		61
I		48.67		(0.12	)		4.43			4.31			—		(3.43	)		(3.43	)		49.55		9.34			114,450		0.97			0.97			(0.25	)		61
R3		48.17		(0.38	)		4.38			4.00			—		(3.43	)		(3.43	)		48.74		8.76			8,744		1.53			1.53			(0.81	)		61
R4		49.06		(0.25	)		4.48			4.23			—		(3.43	)		(3.43	)		49.86		9.09			47,028		1.22			1.22			(0.52	)		61
R5		50.07		(0.11	)		4.60			4.49			—		(3.43	)		(3.43	)		51.13		9.45			39,856		0.91			0.91			(0.22	)		61
Y		50.36		(0.05	)		4.61			4.56			—		(3.43	)		(3.43	)		51.49		9.54			213,384		0.81			0.81			(0.10	)		61
For the Year Ended October 31, 2013
A	$	34.72	$	(0.15	)	$	13.39		$	13.24		$	—	$	—		$	—		$	47.96		38.13	%	$	226,795		1.40	%		1.40	%		(0.37	)%		90	%
B		29.50		(0.36	)		11.31			10.95			—		—			—			40.45		37.12			4,552		2.40			2.15			(1.05	)		90
C		29.21		(0.40	)		11.27			10.87			—		—			—			40.08		37.21			33,255		2.08			2.08			(1.13	)		90
I		35.10		(0.05	)		13.62			13.57			—		—			—			48.67		38.66			71,601		1.04			1.04			(0.13	)		90
R3		34.93		(0.26	)		13.50			13.24			—		—			—			48.17		37.90			8,280		1.59			1.59			(0.62	)		90
R4		35.47		(0.19	)		13.78			13.59			—		—			—			49.06		38.31			17,412		1.27			1.27			(0.44	)		90
R5		36.10		(0.10	)		14.07			13.97			—		—			—			50.07		38.70			3,579		0.97			0.97			(0.22	)		90
Y		36.27		0.03			14.06			14.09			—		—			—			50.36		38.85			121,003		0.87			0.87			0.07			90

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

133

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																								— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income		Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Small Company Fund
For the Year Ended October 31, 2017
A	$	15.74	$	(0.12	)	$	4.72		$	4.60		$	—	$	—		$	—		$	20.34		29.16	%	$	252,187		1.39	%		1.37	%		(0.64	)%		109	%
C		11.60		(0.19	)		3.46			3.27			—		—			—			14.87		28.19			26,529		2.12			2.10			(1.40	)		109
I		16.43		(0.10	)		4.94			4.84			—		—			—			21.27		29.40			28,052		1.49			1.15			(0.51	)		109
R3		17.05		(0.17	)		5.10			4.93			—		—			—			21.98		28.91			23,932		1.63			1.55			(0.84	)		109
R4		17.89		(0.11	)		5.36			5.25			—		—			—			23.14		29.29			23,080		1.32			1.25			(0.53	)		109
R5		18.67		(0.04	)		5.58			5.54			—		—			—			24.21		29.67			3,263		1.06			0.95			(0.20	)		109
R6		18.99		(0.09	)		5.74			5.65			—		—			—			24.64		29.75			78		1.07			0.90			(0.38	)		109
Y		18.99		(0.02	)		5.67			5.65			—		—			—			24.64		29.70			33,040		0.94			0.90			(0.08	)		109
F(4)		18.76		(0.05	)		2.59			2.54			—		—			—			21.30		13.49	(5)		81,831		0.92	(6)		0.90	(6)		(0.38	)(6)		109
For the Year Ended October 31, 2016
A	$	19.36	$	(0.14	)	$	(0.90	)	$	(1.04	)	$	—	$	(2.58	)	$	(2.58	)	$	15.74		(5.73	)%	$	262,618		1.45	%		1.43	%(18)		(0.87	)%		81	%
B		15.08		(0.19	)		(0.69	)		(0.88	)		—		(2.58	)		(2.58	)		11.62		(6.40	)		862		2.46			2.17	(18)		(1.59	)		81
C		15.06		(0.19	)		(0.69	)		(0.88	)		—		(2.58	)		(2.58	)		11.60		(6.41	)		25,586		2.14			2.14	(18)		(1.58	)		81
I		20.04		(0.10	)		(0.93	)		(1.03	)		—		(2.58	)		(2.58	)		16.43		(5.45	)		41,881		1.24			1.18	(18)		(0.61	)		81
R3		20.77		(0.18	)		(0.96	)		(1.14	)		—		(2.58	)		(2.58	)		17.05		(5.83	)		29,662		1.62			1.58	(18)		(1.02	)		81
R4		21.61		(0.13	)		(1.01	)		(1.14	)		—		(2.58	)		(2.58	)		17.89		(5.58	)		27,834		1.31			1.28	(18)		(0.71	)		81
R5		22.37		(0.07	)		(1.05	)		(1.12	)		—		(2.58	)		(2.58	)		18.67		(5.27	)		5,283		1.00			0.97	(18)		(0.37	)		81
R6		22.69		(0.06	)		(1.06	)		(1.12	)		—		(2.58	)		(2.58	)		18.99		(5.18	)		9		0.90			0.90	(18)		(0.34	)		81
Y		22.69		(0.06	)		(1.06	)		(1.12	)		—		(2.58	)		(2.58	)		18.99		(5.18	)		98,620		0.90			0.90	(18)		(0.33	)		81
For the Year Ended October 31, 2015
A	$	24.83	$	(0.17	)	$	(1.21	)	$	(1.38	)	$	—	$	(4.09	)	$	(4.09	)	$	19.36		(6.22	)%	$	327,509		1.34	%		1.34	%		(0.77	)%		96	%
B		20.40		(0.27	)		(0.96	)		(1.23	)		—		(4.09	)		(4.09	)		15.08		(6.98	)		2,531		2.30			2.13			(1.56	)		96
C		20.36		(0.25	)		(0.96	)		(1.21	)		—		(4.09	)		(4.09	)		15.06		(6.87	)		35,455		2.04			2.04			(1.47	)		96
I		25.51		(0.12	)		(1.26	)		(1.38	)		—		(4.09	)		(4.09	)		20.04		(6.03	)		69,569		1.11			1.11			(0.55	)		96
R3		26.39		(0.23	)		(1.30	)		(1.53	)		—		(4.09	)		(4.09	)		20.77		(6.46	)		35,865		1.54			1.54			(0.98	)		96
R4		27.21		(0.17	)		(1.34	)		(1.51	)		—		(4.09	)		(4.09	)		21.61		(6.15	)		41,922		1.24			1.24			(0.68	)		96
R5		27.95		(0.09	)		(1.40	)		(1.49	)		—		(4.09	)		(4.09	)		22.37		(5.88	)		30,053		0.97			0.95			(0.35	)		96
R6(8)		28.20		(0.08	)		(1.34	)		(1.42	)		—		(4.09	)		(4.09	)		22.69		(5.56	)(5)		9		0.91	(6)		0.90	(6)		(0.32	)(6)		96
Y		28.27		(0.07	)		(1.42	)		(1.49	)		—		(4.09	)		(4.09	)		22.69		(5.80	)		279,594		0.85			0.85			(0.28	)		96
For the Year Ended October 31, 2014
A	$	24.58	$	(0.24	)	$	3.26		$	3.02		$	—	$	(2.77	)	$	(2.77	)	$	24.83		13.49	%	$	355,056		1.34	%		1.34	%		(1.01	)%		92	%
B		20.82		(0.36	)		2.71			2.35			—		(2.77	)		(2.77	)		20.40		12.61			4,730		2.29			2.15			(1.80	)		92
C		20.77		(0.34	)		2.70			2.36			—		(2.77	)		(2.77	)		20.36		12.70			38,351		2.05			2.05			(1.71	)		92
I		25.12		(0.19	)		3.35			3.16			—		(2.77	)		(2.77	)		25.51		13.78			60,425		1.10			1.10			(0.77	)		92
R3		26.00		(0.31	)		3.47			3.16			—		(2.77	)		(2.77	)		26.39		13.27			60,124		1.55			1.55			(1.21	)		92
R4		26.65		(0.24	)		3.57			3.33			—		(2.77	)		(2.77	)		27.21		13.62			66,353		1.25			1.25			(0.91	)		92
R5		27.23		(0.16	)		3.65			3.49			—		(2.77	)		(2.77	)		27.95		13.95			7,585		0.97			0.95			(0.61	)		92
Y		27.48		(0.14	)		3.70			3.56			—		(2.77	)		(2.77	)		28.27		14.08			337,933		0.85			0.85			(0.51	)		92
For the Year Ended October 31, 2013
A	$	19.52	$	(0.16	)	$	6.56		$	6.40		$	—	$	(1.34	)	$	(1.34	)	$	24.58		35.44	%	$	320,630		1.39	%		1.39	%		(0.73	)%		106	%
B		16.87		(0.27	)		5.56			5.29			—		(1.34	)		(1.34	)		20.82		34.34			6,062		2.35			2.15			(1.47	)		106
C		16.82		(0.26	)		5.55			5.29			—		(1.34	)		(1.34	)		20.77		34.45			38,428		2.09			2.09			(1.43	)		106
I		19.87		(0.11	)		6.70			6.59			—		(1.34	)		(1.34	)		25.12		35.79			38,749		1.14			1.14			(0.52	)		106
R3		20.61		(0.20	)		6.93			6.73			—		(1.34	)		(1.34	)		26.00		35.15			57,652		1.56			1.55			(0.88	)		106
R4		21.03		(0.14	)		7.10			6.96			—		(1.34	)		(1.34	)		26.65		35.56			67,467		1.26			1.25			(0.59	)		106
R5		21.39		(0.06	)		7.24			7.18			—		(1.34	)		(1.34	)		27.23		36.02			8,321		0.99			0.95			(0.25	)		106
Y		21.56		(0.05	)		7.31			7.26			—		(1.34	)		(1.34	)		27.48		36.12			320,003		0.86			0.86			(0.20	)		106

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

134

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Value Opportunities Fund
For the Year Ended October 31, 2017
A	$	17.94	$	0.19		$	2.64		$	2.83		$	(0.14	)	$	(0.14	)	$	(0.28	)	$	20.49		15.89	%	$	180,059		1.20	%		1.20	%		0.95	%		39	%
C		15.52		0.04			2.28			2.32			(0.03	)		(0.14	)		(0.17	)		17.67		15.05			20,312		1.93			1.93			0.22			39
I		17.75		0.24			2.60			2.84			(0.20	)		(0.14	)		(0.34	)		20.25		16.19			15,561		0.94			0.94			1.22			39
R3		18.13		0.13			2.66			2.79			(0.08	)		(0.14	)		(0.22	)		20.70		15.48			1,448		1.54			1.53			0.63			39
R4		18.34		0.19			2.70			2.89			(0.14	)		(0.14	)		(0.28	)		20.95		15.87			7,550		1.20			1.20			0.96			39
R5		18.49		0.23			2.75			2.98			(0.20	)		(0.14	)		(0.34	)		21.13		16.25			480		0.91			0.91			1.17			39
Y		18.55		0.27			2.73			3.00			(0.22	)		(0.14	)		(0.36	)		21.19		16.32			1,052		0.83			0.83			1.31			39
F(4)		19.58		0.16			0.52			0.68			—			—			—			20.26		3.47	(5)		12,030		0.80	(6)		0.80	(6)		1.17	(6)		39
For the Year Ended October 31, 2016
A	$	18.66	$	0.16		$	0.57		$	0.73		$	(0.21	)	$	(1.24	)	$	(1.45	)	$	17.94		4.71	%	$	187,475		1.25	%		1.25	%(19)		0.93	%		41	%
B		16.45		0.02			0.48			0.50			(0.01	)		(1.24	)		(1.25	)		15.70		3.75			695		2.41			2.11	(19)		0.11			41
C		16.34		0.03			0.49			0.52			(0.10	)		(1.24	)		(1.34	)		15.52		3.93			22,223		1.97			1.97	(19)		0.21			41
I		18.47		0.21			0.57			0.78			(0.26	)		(1.24	)		(1.50	)		17.75		5.03			19,139		0.92			0.92	(19)		1.23			41
R3		18.83		0.11			0.58			0.69			(0.15	)		(1.24	)		(1.39	)		18.13		4.39			2,783		1.54			1.54	(19)		0.64			41
R4		19.03		0.17			0.59			0.76			(0.21	)		(1.24	)		(1.45	)		18.34		4.73			8,720		1.22			1.22	(19)		0.96			41
R5		19.19		0.22			0.59			0.81			(0.27	)		(1.24	)		(1.51	)		18.49		5.04			2,025		0.92			0.92	(19)		1.27			41
Y		19.24		0.26			0.58			0.84			(0.29	)		(1.24	)		(1.53	)		18.55		5.14			845		0.81			0.81			1.46			41
For the Year Ended October 31, 2015
A	$	20.45	$	0.21		$	(0.47	)	$	(0.26	)	$	(0.13	)	$	(1.40	)	$	(1.53	)	$	18.66		(1.20	)%	$	207,339		1.21	%		1.21	%		1.10	%		55	%
B		18.22		0.03			(0.40	)		(0.37	)		—			(1.40	)		(1.40	)		16.45		(1.94	)		1,909		2.28			1.97			0.19			55
C		18.14		0.06			(0.42	)		(0.36	)		(0.04	)		(1.40	)		(1.44	)		16.34		(1.90	)		26,763		1.93			1.93			0.36			55
I		20.25		0.27			(0.45	)		(0.18	)		(0.20	)		(1.40	)		(1.60	)		18.47		(0.78	)		27,168		0.88			0.88			1.41			55
R3		20.62		0.15			(0.46	)		(0.31	)		(0.08	)		(1.40	)		(1.48	)		18.83		(1.45	)		3,657		1.52			1.49			0.79			55
R4		20.82		0.22			(0.47	)		(0.25	)		(0.14	)		(1.40	)		(1.54	)		19.03		(1.11	)		11,942		1.19			1.18			1.11			55
R5		20.95		0.28			(0.48	)		(0.20	)		(0.16	)		(1.40	)		(1.56	)		19.19		(0.87	)		2,487		0.90			0.88			1.41			55
Y		21.03		0.30			(0.49	)		(0.19	)		(0.20	)		(1.40	)		(1.60	)		19.24		(0.77	)		1,618		0.79			0.79			1.50			55
For the Year Ended October 31, 2014
A	$	18.31	$	0.17		$	2.05		$	2.22		$	(0.08	)	$	—		$	(0.08	)	$	20.45		12.18	%	$	237,539		1.25	%		1.25	%		0.87	%		74	%(20)
B		16.36		0.03			1.83			1.86			—			—			—			18.22		11.37			3,928		2.27			1.97			0.19			74	(20)
C		16.29		0.02			1.83			1.85			—			—			—			18.14		11.36			31,729		1.95			1.95			0.12			74	(20)
I		18.12		0.23			2.03			2.26			(0.13	)		—			(0.13	)		20.25		12.56			44,306		0.87			0.87			1.17			74	(20)
R3		18.50		0.13			2.05			2.18			(0.06	)		—			(0.06	)		20.62		11.84			4,528		1.53			1.47			0.63			74	(20)
R4		18.64		0.18			2.09			2.27			(0.09	)		—			(0.09	)		20.82		12.24			13,626		1.21			1.17			0.91			74	(20)
R5		18.76		0.24			2.10			2.34			(0.15	)		—			(0.15	)		20.95		12.52			2,735		0.88			0.85			1.15			74	(20)
Y		18.82		0.21			2.16			2.37			(0.16	)		—			(0.16	)		21.03		12.64			1,841		0.83			0.83			1.07			74	(20)
For the Year Ended October 31, 2013
A	$	14.02	$	0.11		$	4.40		$	4.51		$	(0.22	)	$	—		$	(0.22	)	$	18.31		32.53	%	$	118,203		1.44	%		1.35	%		0.67	%		81	%
B		12.54		—			3.93			3.93			(0.11	)		—			(0.11	)		16.36		31.50			3,825		2.39			2.10			(0.03	)		81
C		12.49		(0.01	)		3.93			3.92			(0.12	)		—			(0.12	)		16.29		31.59			11,059		2.13			2.10			(0.07	)		81
I		13.87		0.16			4.34			4.50			(0.25	)		—			(0.25	)		18.12		32.93			7,908		1.07			1.06			0.95			81
R3		14.16		0.08			4.45			4.53			(0.19	)		—			(0.19	)		18.50		32.31			1,480		1.68			1.55			0.49			81
R4		14.27		0.13			4.47			4.60			(0.23	)		—			(0.23	)		18.64		32.62			7,271		1.32			1.25			0.78			81
R5		14.36		0.18			4.50			4.68			(0.28	)		—			(0.28	)		18.76		33.06			1,909		1.02			0.95			1.08			81
Y		14.41		0.19			4.50			4.69			(0.28	)		—			(0.28	)		18.82		33.06			1,149		0.91			0.90			1.17			81

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

135

Domestic Equity Funds

Financial Highlights – (continued)

⁽¹⁾  Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.

⁽²⁾  Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.

⁽³⁾  Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).

⁽⁴⁾  Commenced operations on February 28, 2017.

⁽⁵⁾  Not annualized.

⁽⁶⁾  Annualized.

⁽⁷⁾  Excluding the expenses not subject to cap, the ratios would have been 1.09%, 1.98%, 1.81%, 0.79%, 1.40%, 1.10%, 0.80%, 0.70% and 0.70% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

⁽⁸⁾  Commenced operations on November 7, 2014.

⁽⁹⁾  Excluding the expenses not subject to cap, the ratios would have been 0.79%, 1.54%, 1.54%, 0.54%, 1.09%, 0.79%, 0.49%, 0.42% and 0.42% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

⁽¹⁰⁾  Commenced operations on March 31, 2015.

⁽¹¹⁾  Excluding the expenses not subject to cap, the ratios would have been 1.02%, 1.95%, 1.76%, 0.82%, 1.35%, 1.05%, 0.75%, 0.65% and 0.65% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

⁽¹²⁾  Excluding the expenses not subject to cap, the ratios would have been 1.12%, 2.04%, 1.87%, 0.91%, 1.45%, 1.15%, 0.85%, 0.75% and 0.76% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

⁽¹³⁾  During the year ended October 31, 2014, the Fund incurred $415.5 million in sales of securities held associated with the transition of assets from The Hartford Growth Fund, which merged into the Fund on April 7, 2014. These sales are excluded from the portfolio turnover rate calculation.

⁽¹⁴⁾  During the year ended October 31, 2013, the Fund incurred $2.8 million in sales of securities held associated with the transition of assets from The Hartford Fundamental Growth Fund, which merged into the Fund on February 22, 2013. These sales are excluded from the portfolio turnover rate calculation.

⁽¹⁵⁾  Excluding the expenses not subject to cap, the ratios would have been 1.28%, 2.10%, 2.00%, 1.04%, 1.54%, 1.23%, 0.93% and 0.83% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹⁶⁾  Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.

⁽¹⁷⁾  Excluding the expenses not subject to cap, the ratios would have been 1.30%, 2.05%, 2.05%, 0.99%, 1.50%, 1.20%, 0.90% and 0.85% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹⁸⁾  Excluding the expenses not subject to cap, the ratios would have been 1.40%, 2.15%, 2.11%, 1.15%, 1.55%, 1.25%, 0.95%, 0.88% and 0.88% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

⁽¹⁹⁾  Excluding the expenses not subject to cap, the ratios would have been 1.23%, 2.09%, 1.95%, 0.90%, 1.52%, 1.20%, 0.90% and 0.79% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽²⁰⁾  During the year ended October 31, 2014, the Fund incurred $121.7 million in sales of securities held associated with the transition of assets from The Hartford Value Fund, which merged into the Fund on April 7, 2014. These sales are excluded from the portfolio turnover rate calculation.

⁽²¹⁾  Includes interest expense representing less than 0.005%.

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

136

Domestic Equity Funds

Notes to Financial Statements

October 31, 2017

1. Organization:

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each, a “Company” and collectively, the “Companies”) are each an open-end registered management investment company comprised of forty-three and thirteen series, respectively, as of October 31, 2017. Financial statements for the series of each Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds, Inc.:

The Hartford Capital Appreciation Fund (the “Capital Appreciation Fund”)

Hartford Core Equity Fund (the “Core Equity Fund”)

The Hartford Dividend and Growth Fund (the “Dividend and Growth Fund”)

The Hartford Equity Income Fund (the “Equity Income Fund”)

The Hartford Healthcare Fund (the “Healthcare Fund”)

The Hartford MidCap Fund (the “MidCap Fund”)

The Hartford MidCap Value Fund (the “MidCap Value Fund”)

Hartford Small Cap Core Fund (the “Small Cap Core Fund”)

The Hartford Small Company Fund (the “Small Company Fund”)

The Hartford Mutual Funds II, Inc.:

The Hartford Growth Opportunities Fund (the “Growth Opportunities Fund”)

The Hartford Small Cap Growth Fund (the “Small Cap Growth Fund”)

The Hartford Value Opportunities Fund (the “Value Opportunities Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. Each Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting standards under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.

Each Fund has registered for sale Class A, Class T, Class C, Class I, Class R3, Class R4, Class R5, Class Y and Class F shares. As of October 31, 2017, Class T shares have not commenced operations. Each of Capital Appreciation Fund, Core Equity Fund, Dividend and Growth Fund, Equity Income Fund, Growth Opportunities Fund, MidCap Fund, Small Cap Growth Fund and Small Company Fund has registered for sale Class R6 shares. Class A shares are sold with a front-end sales charge of up to 5.50%. Class T shares of each Fund have a front-end sales charge of up to 2.50%. Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Classes I, R3, R4, R5, R6, Y and F shares are sold without a sales charge. All classes of shares have identical voting, redemption, dividend, liquidation and other rights and the same terms and conditions, with the exceptions that each class may have different expenses, which may affect performance.

Any remaining Class B shares converted to Class A shares on September 19, 2017. Class B shares are no longer offered for sale. Class B shares were sold with a contingent deferred sales charge which was assessed on the lesser of the per share net asset value (“NAV”) of the shares at the time of redemption or the original purchase price, and declined from 5.00% to zero, depending on the period of time the shares were held.

2. Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

a) Determination of Net Asset Value – The NAV of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

137

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

b) Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the respective Company’s Board of Directors. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the respective Company’s 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 interests), 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 respective Company’s Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange-traded options, futures and options on futures are valued at the settlement price or last trade price determined by the relevant exchange as of the NYSE Close. If a last trade price is not available, the value will be the mean of the bid and ask prices as of the NYSE Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the bid price as of the NYSE Close. In the case of options privately negotiated in the over-the-counter market (“OTC options”) and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the NYSE is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Such open-end mutual funds may use fair value pricing as disclosed in their prospectuses.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with procedures established by the respective Company’s Board of Directors.

138

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

• Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange-traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange-traded funds, rights and warrants.

• Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange-traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

• Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Directors of each Company generally reviews and approves the “Procedures for Valuation of Portfolio Investments” at least once a year. These procedures define how investments are to be valued, including the formation and activities of a Valuation Committee. The Valuation Committee is responsible for determining in good faith the fair value of investments when the value cannot be obtained from primary pricing services or alternative sources or if the valuation of an investment as provided by the primary pricing service or alternative source is believed not to reflect the investment’s fair value as of the Valuation Date. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of each Company’s Board of Directors. The Audit Committee receives quarterly written reports which include details of all fair-valued investments, including the reason for the fair valuation, and an indication, when possible, of the accuracy of the valuation by disclosing the next available reliable public price quotation or the disposition price of such investments (the “lookback” test). The Board of Directors of each Company then must consider for ratification all of the fair value determinations made during the previous quarter.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.

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October 31, 2017

Following is quantitative information about Level 3 fair value measurements:

The Hartford Capital Appreciation Fund

Security Type / Valuation Technique*	Unobservable Input	Input Value(s) Range		Fair Value at October 31, 2017
Common Stock
Model	EV/Estimated Revenue		3.13x	$	84,814
Cost	Trade Price		$0 to $115.02		43,467,346
Preferred Stock
Model	EV/Estimated Revenue		2.40x to 7.30x		4,828,489
Model	EV/Gross Profit		10.54x		2,346,544
Cost	Trade Price		$3.45 to $300		231,127,885
Convertible Preferred Stock
Cost	Trade Price		$30.52		855,323
Total				$	282,710,401

* The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

The Hartford Growth Opportunities Fund

Security Type / Valuation Technique*	Unobservable Input	Input Value(s) Range		Fair Value at October 31, 2017
Common Stock
Model	EV/Estimated Revenue		3.13x	$	984,336
Cost	Trade Price		$0 - $115.02		44,849,027
Preferred Stock
Model	EV/Estimated Revenue		2.40x to 7.30x		47,311,162
Model	EV/Gross Profit		10.54x		23,192,226
Cost	Trade Price		$7.18 to $51.81		183,688,731
Convertible Preferred Stock
Cost	Trade Price		$30.52		8,302,417
Total				$	308,327,899

* The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

The Hartford Small Company Fund

Security Type / Valuation Technique*	Unobservable Input	Input Value(s) Range		Fair Value at October 31, 2017
Common Stock
Model	EV/EBITDA		4.8x	$	3
Cost	Trade Price		$1.55 to $44.27		2,484,726
Preferred Stock
Model	EV/Estimated Revenue		2.40x to 7.30x		6,291,626
Cost	Trade Price		$35.37		1,679,686
Total				$	10,456,041

* The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

140

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts and additional principal received in-kind in lieu of cash, is accrued on a daily basis.

d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund many also be subject to taxes withheld on foreign dividends from securities in which the invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.

e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the respective Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each Fund, except Dividend and Growth Fund and Equity Income Fund, is to pay dividends from net investment income and realized gains, if any, at least once a year. The policy of Dividend and Growth Fund and Equity Income Fund is to pay dividends from net investment income, if any, quarterly and realized gains, if any, at least once a year.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

3. Securities and Other Investments:

a) Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were

141

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Notes to Financial Statements – (continued)

October 31, 2017

more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the respective Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of October 31, 2017.

Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund uses derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

a) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

During the fiscal year ended October 31, 2017, Capital Appreciation Fund and Value Opportunities Fund had engaged in Foreign Currency Contracts.

b) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund uses futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the fiscal year ended October 31, 2017, Core Equity Fund and Small Cap Growth Fund had engaged in Futures Contracts.

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Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

c) Additional Derivative Instrument Information:

Capital Appreciation Fund

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2017

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts			Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on foreign currency contracts	$	—	$	635,567		$	—	$	—	$	—	$	—	$	635,567
Total	$	—	$	635,567		$	—	$	—	$	—	$	—	$	635,567
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of foreign currency contracts	$	—	$	(1,824,498	)	$	—	$	—	$	—	$	—	$	(1,824,498	)
Total	$	—	$	(1,824,498	)	$	—	$	—	$	—	$	—	$	(1,824,498	)

For the year ended October 31, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Foreign Currency Contracts Purchased at Contract Amount	$	117,946,645
Foreign Currency Contracts Sold at Contract Amount	$	169,368,127

Core Equity Fund

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2017

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	—	$	—	$	—	$	9,983,634	$	—	$	—	$	9,983,634
Total	$	—	$	—	$	—	$	9,983,634	$	—	$	—	$	9,983,634
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	—	$	—	$	—	$	848,149	$	—	$	—	$	848,149
Total	$	—	$	—	$	—	$	848,149	$	—	$	—	$	848,149

For the year ended October 31, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long at Number of Contracts		550

143

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

Small Cap Growth Fund

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2017

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	—	$	—	$	—	$	76,450	$	—	$	—	$	76,450
Total	$	—	$	—	$	—	$	76,450	$	—	$	—	$	76,450

For the year ended October 31, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long at Number of Contracts		13

Value Opportunities Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2017:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	134,557	$	—	$	—	$	—	$	—	$	134,557
Total	$	—	$	134,557	$	—	$	—	$	—	$	—	$	134,557

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2017

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts			Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on foreign currency contracts	$	—	$	(104,934	)	$	—	$	—	$	—	$	—	$	(104,934	)
Total	$	—	$	(104,934	)	$	—	$	—	$	—	$	—	$	(104,934	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of foreign currency contracts	$	—	$	(55,259	)	$	—	$	—	$	—	$	—	$	(55,259	)
Total	$	—	$	(55,259	)	$	—	$	—	$	—	$	—	$	(55,259	)

For the year ended October 31, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Foreign Currency Contracts Purchased at Contract Amount	$	1,492,829
Foreign Currency Contracts Sold at Contract Amount	$	4,793,038

144

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

d) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of October 31, 2017:

Value Opportunities Fund

Derivative Financial Instruments:	Assets		Liabilities
Foreign currency contracts	$	134,557	$	—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		134,557		—
Derivatives not subject to a MNA		—		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	134,557	$	—

Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Barclays	$	64,595	$	—	$	—	$	—	$	64,595
Citibank NA		69,962		—		—		—		69,962
Total	$	134,557	$	—	$	—	$	—	$	134,557

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

5. Principal Risks:

A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest

145

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

6. Federal Income Taxes:

a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2017. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

b) Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to Passive Foreign Investment Companies (“PFICs”), Real Estate Investment Trusts (“REITs”), RICs, certain derivatives and partnerships. The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by each Fund.

146

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

c) Distributions and Components of Distributable Earnings – The tax character of distributions paid by each Fund for the years ended October 31, 2017 and October 31, 2016 are as follows (as adjusted for dividends payable, if applicable):

	For the Year Ended October 31, 2017				For the Year Ended October 31, 2016
Fund	Ordinary Income		Long-Term Capital Gains(1)		Ordinary Income		Long-Term Capital Gains(1)
Capital Appreciation Fund	$	35,000,073	$	—	$	186,899,531	$	721,176,114
Core Equity Fund		14,949,454		19,484,643		2,036,395		12,002,746
Dividend and Growth Fund		125,893,891		245,619,456		125,108,771		624,692,631
Equity Income Fund		68,684,829		122,925,116		68,153,969		260,712,301
Growth Opportunities Fund		—		158,039,253		92,615,199		346,169,522
Healthcare Fund		—		129,496,880		47,036,502		175,378,569
MidCap Fund		—		209,026,808		—		367,177,231
MidCap Value Fund		694,296		35,877,746		1,600,048		35,066,916
Small Cap Core Fund		1,708,900		—		611,312		4,267,805
Small Cap Growth Fund		—		5,619,889		3,254,261		77,163,956
Small Company Fund		—		—		—		101,538,729
Value Opportunities Fund		3,773,980		—		5,996,110		15,603,917

⁽¹⁾  The Funds designate these distributions as long-term capital gain dividends pursuant to IRC Sec 852(b)(3)(c).

As of October 31, 2017, the components of distributable earnings (deficit) for each Fund on a tax basis are as follows:

Fund	Undistributed Ordinary Income		Undistributed Long-Term Capital Gain		Accumulated Capital and Other Losses(1)			Unrealized Appreciation (Depreciation) on Investments		Total Accumulated Earnings (Deficit)
Capital Appreciation Fund	$	488,418,369	$	616,622,632	$	—		$	801,553,931	$	1,906,594,932
Core Equity Fund		57,278,532		53,245,138		—			484,032,717		594,556,387
Dividend and Growth Fund		54,249,267		756,670,246		—			2,404,959,775		3,215,879,288
Equity Income Fund		6,025,876		215,190,709		—			1,063,997,115		1,285,213,700
Growth Opportunities Fund		114,845,983		287,900,054		—			950,424,891		1,353,170,928
Healthcare Fund		16,867,178		59,657,373		—			186,412,565		262,937,116
MidCap Fund		62,274,894		400,812,432		—			2,486,224,828		2,949,312,154
MidCap Value Fund		309,272		16,984,574		—			104,874,982		122,168,828
Small Cap Core Fund		406,199		6,583,365		—			29,702,074		36,691,638
Small Cap Growth Fund		5,566,693		55,196,706		—			236,384,543		297,147,942
Small Company Fund		—		—		(10,973,763	)		80,513,060		69,539,297
Value Opportunities Fund		9,640,005		3,129,099		—			15,444,315		28,213,419

⁽¹⁾  The Funds have capital loss carryforwards that are identified in the Capital Loss Carryforward note that follows.

d) Reclassification of Capital Accounts – The Funds may record reclassifications in their capital accounts. These reclassifications have no impact on the total net assets of the Funds. The reclassifications are a result of permanent differences between U.S. GAAP and tax accounting for such items as partnerships, REITs, return of capital from corporate stock, foreign currency, PFICs, expiration of capital loss carryforwards and utilization or write-off of net operating losses. Adjustments are made to reflect the impact these items have on current and future distributions to shareholders. Therefore, the source of the Funds’ distributions may be shown in the accompanying Statements of Changes in Net Assets as from undistributed net investment income, from accumulated net realized gains on

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Domestic Equity Funds

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October 31, 2017

investments or from capital depending on the type of book and tax differences that exist. For the year ended October 31, 2017, the Funds recorded reclassifications to increase (decrease) the accounts listed below:

Fund	Capital Stock and Paid-in-Capital			Undistributed Net Investment Income (Loss)			Accumulated Net Realized Gain (Loss)
Capital Appreciation Fund	$	(97,592	)	$	45,970,674		$	(45,873,082	)
Core Equity Fund		—			(525,736	)		525,736
Dividend and Growth Fund		—			(4,355,801	)		4,355,801
Equity Income Fund		—			(3,639,980	)		3,639,980
Growth Opportunities Fund		(34,456	)		50,452,409			(50,417,953	)
Healthcare Fund		3,930			11,420,070			(11,424,000	)
MidCap Fund		12,974			38,728,451			(38,741,425	)
MidCap Value Fund		—			(196,415	)		196,415
Small Cap Core Fund		2			(195,643	)		195,641
Small Cap Growth Fund		3,088			5,461,507			(5,464,595	)
Small Company Fund		(5,226,602	)		3,725,851			1,500,751
Value Opportunities Fund		(1	)		386,266			(386,265	)

e) Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at October 31, 2017 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below:

Fund	Tax Cost		Gross Unrealized Appreciation		Gross Unrealized Depreciation			Net Unrealized Appreciation
Capital Appreciation Fund	$	7,415,393,536	$	1,006,325,875	$	(204,604,291	)	$	801,721,584
Core Equity Fund		2,707,551,787		515,748,193		(31,715,476	)		484,032,717
Dividend and Growth Fund		5,974,427,222		2,507,330,010		(102,370,235	)		2,404,959,775
Equity Income Fund		3,235,018,674		1,112,773,053		(48,703,155	)		1,064,069,898
Growth Opportunities Fund		3,805,728,601		999,600,497		(49,145,911	)		950,454,586
Healthcare Fund		1,302,413,025		296,124,058		(109,706,069	)		186,417,989
MidCap Fund		7,946,383,921		2,670,932,959		(184,708,131	)		2,486,224,828
MidCap Value Fund		567,698,278		123,489,328		(18,610,565	)		104,878,763
Small Cap Core Fund		126,630,676		35,279,315		(5,577,241	)		29,702,074
Small Cap Growth Fund		1,077,882,213		275,295,580		(38,911,037	)		236,384,543
Small Company Fund		390,079,918		91,730,243		(11,217,183	)		80,513,060
Value Opportunities Fund		221,713,461		30,177,877		(14,729,618	)		15,448,259

f) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

148

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

At October 31, 2017 (tax year end), the capital loss carryforwards for U.S. federal income tax purposes were as follows:

	Unlimited Short-Term Capital Loss Carryforward		Unlimited Long-Term Capital Loss Carryforward
Fund
Small Company Fund	$	7,560,274	$	—

The Capital Appreciation Fund, Core Equity Fund, Dividend and Growth Fund, Equity Income Fund, Growth Opportunities Fund, Healthcare Fund, MidCap Fund, MidCap Value Fund, Small Cap Core Fund, Small Cap Growth Fund and Value Opportunities Fund had no capital loss carryforward for U.S. federal income tax purposes as of October 31, 2017.

During the year ended October 31, 2017, the Capital Appreciation Fund, Small Cap Core Fund and Small Company Fund utilized prior year capital loss carryforwards of $44,493,491, $7,724,217 and $47,373,579, respectively.

Under the current tax law, net investment losses realized after December 31 of a Fund’s fiscal year may be deferred and treated as occurring on the first business day of the following fiscal year for tax purposes, often referred to as Late-Year Ordinary Losses. At October 31, 2017, the following Funds elected to defer Late-Year Ordinary Losses:

Fund	Amount
Small Company Fund	$	3,413,489

g) Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, management reviews each Fund’s tax positions for all open tax years. As of October 31, 2017, management had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. Each Fund files U.S. tax returns. Although the statute of limitations for examining a Fund’s U.S. tax returns remains open for 3 years, no examination is currently in progress. Management is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months.

7. Expenses:

a) Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager. Each Company, on behalf of its respective Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC, a portion of which may be used to compensate Wellington Management.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of October 31, 2017; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

Fund	Management Fee Rates
Capital Appreciation Fund	0.8000% on first $500 million and;
	0.7000% on next $500 million and;
	0.6500% on next $4 billion and;
	0.6475% on next $5 billion and;
	0.6450% over $10 billion
Core Equity Fund	0.4500% on first $500 million and;
	0.3500% on next $500 million and;
	0.3300% on next $1.5 billion and;
	0.3250% on next $2.5 billion and;
	0.3225% over $5 billion

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Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

Fund	Management Fee Rates
Dividend and Growth Fund	0.7500% on first $500 million and;
	0.6500% on next $500 million and;
	0.6000% on next $1.5 billion and;
	0.5950% on next $2.5 billion and;
	0.5900% on next $5 billion and;
	0.5850% over $10 billion
Equity Income Fund	0.7500% on first $250 million and;
	0.7000% on next $250 million and;
	0.6500% on next $500 million and;
	0.6000% on next $1.5 billion and;
	0.5900% on next $2.5 billion and;
	0.5875% over $5 billion
Growth Opportunities Fund	0.8000% on first $250 million and;
	0.7000% on next $4.75 billion and;
	0.6975% on next $5 billion and;
	0.6950% over $10 billion
Healthcare Fund	0.9000% on first $500 million and;
	0.8500% on next $500 million and;
	0.8000% on next $4 billion and;
	0.7975% on next $5 billion and;
	0.7950% over $10 billion
MidCap Fund	0.8500% on first $500 million and;
	0.7500% on next $500 million and;
	0.7000% on next $4 billion and;
	0.6975% on next $5 billion and;
	0.6950% over $10 billion
MidCap Value Fund	0.7500% on first $500 million and;
	0.6500% on next $500 million and;
	0.6000% on next $1.5 billion and;
	0.5950% on next $2.5 billion and;
	0.5900% on next $5 billion and;
	0.5850% over $10 billion
Small Cap Core Fund	0.7500% on first $500 million and;
	0.7000% on next $500 million and;
	0.6500% on next $2 billion and;
	0.6400% on next $2 billion and;
	0.6300% on next $5 billion and;
	0.6200% over $10 billion
Small Cap Growth Fund	0.9000% on first $100 million and;
	0.8000% on next $150 million and;
	0.7000% on next $250 million and;
	0.6500% on next $4.5 billion and;
	0.6300% on next $5 billion and;
	0.6200% over $10 billion

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Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

Fund	Management Fee Rates
Small Company Fund	0.8500% on first $250 million and;
	0.8000% on next $250 million and;
	0.7500% on next $500 million and;
	0.7000% on next $500 million and;
	0.6500% on next $3.5 billion and;
	0.6300% on next $5 billion and;
	0.6200% over $10 billion
Value Opportunities Fund	0.7000% on first $500 million and;
	0.6000% on next $500 million and;
	0.5900% on next $1.5 billion and;
	0.5850% on next $2.5 billion and;
	0.5800% on next $5 billion and;
	0.5750% on over $10 billion

b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and each Company, on behalf of its respective Funds, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

Fund	Accounting Services Fee Rates
Capital Appreciation Fund	0.022% on first $3.5 billion and;
	0.018% on next $3.5 billion and;
	0.015% over $7 billion
Core Equity Fund	0.018% on first $3.5 billion and;
	0.014% on next $3.5 billion and;
	0.010% over $7 billion
Dividend and Growth Fund	0.018% on first $3.5 billion and;
	0.014% on next $3.5 billion and;
	0.010% over $7 billion
Equity Income Fund	0.018% on first $3.5 billion and;
	0.014% on next $3.5 billion and;
	0.010% over $7 billion
Growth Opportunities Fund	0.022% on first $3.5 billion and;
	0.018% on next $3.5 billion and;
	0.015% over $7 billion
Healthcare Fund	0.018% on first $3.5 billion and;
	0.014% on next $3.5 billion and;
	0.010% over $7 billion
MidCap Fund	0.018% on first $3.5 billion and;
	0.014% on next $3.5 billion and;
	0.010% over $7 billion
MidCap Value Fund	0.018% on first $3.5 billion and;
	0.014% on next $3.5 billion and;
	0.010% over $7 billion
Small Cap Core Fund	0.018% on first $3.5 billion and;
	0.014% on next $3.5 billion and;
	0.010% over $7 billion

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Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

Fund	Accounting Services Fee Rates
Small Cap Growth Fund	0.018% on first $3.5 billion and;
	0.014% on next $3.5 billion and;
	0.010% over $7 billion
Small Company Fund	0.022% on first $3.5 billion and;
	0.018% on next $3.5 billion and;
	0.015% over $7 billion
Value Opportunities Fund	0.018% on first $3.5 billion and;
	0.014% on next $3.5 billion and;
	0.010% over $7 billion

HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

c) Operating Expenses – Allocable expenses incurred by a Company are allocated to each series within such Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of October 31, 2017, HFMC contractually limited the total operating expenses of each Fund (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses) through February 28, 2018 as follows:

	Expense Limit as a Percentage of Average Daily Net Assets
Fund	Class A			Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y			Class F
Capital Appreciation Fund		1.29	%		NA			1.04	%		1.40	%		1.10	%		0.80	%		0.75	%		NA			0.75	%
Core Equity Fund		0.79	%		1.54	%		0.54	%		1.09	%		0.79	%		0.49	%		0.45	%		0.49	%		0.45	%
Dividend and Growth Fund		1.25	%		NA			1.00	%		1.35	%		1.05	%		0.75	%		0.70	%		NA			0.70	%
Equity Income Fund		1.25	%		2.00	%		1.00	%		1.50	%		1.20	%		0.90	%		0.85	%		0.85	%		0.85	%
Growth Opportunities Fund		1.36	%		2.11	%		1.11	%		1.45	%		1.15	%		0.85	%		0.85	%		0.85	%		0.85	%
Healthcare Fund		1.60	%		2.35	%		1.35	%		1.65	%		1.35	%		1.05	%		NA			1.00	%		0.95	%
MidCap Fund		1.37	%		NA			0.87	%		1.50	%		1.20	%		0.90	%		0.85	%		NA			0.85	%
MidCap Value Fund		1.35	%		2.10	%		1.10	%		1.55	%		1.25	%		0.95	%		NA			0.90	%		0.85	%
Small Cap Core Fund		1.30	%		2.05	%		1.05	%		1.50	%		1.20	%		0.90	%		NA			0.85	%		0.85	%
Small Cap Growth Fund		1.40	%		2.15	%		1.15	%		1.60	%		1.30	%		1.00	%		0.95	%		0.95	%		0.95	%
Small Company Fund		1.40	%		2.15	%		1.15	%		1.55	%		1.25	%		0.95	%		0.90	%		0.90	%		0.90	%
Value Opportunities Fund		1.35	%		2.10	%		1.10	%		1.55	%		1.25	%		0.95	%		NA			0.90	%		0.85	%

Prior to January 12, 2017, the MidCap Fund’s expense limit as a percentage of average daily net assets for Class I was 1.12%.

d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the fiscal year ended October 31, 2017, these amounts, if any, are included in the Statements of Operations.

152

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

Fund	Class A			Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y			Class F
Capital Appreciation Fund		1.08	%		1.81	%		0.81	%		1.40	%		1.10	%		0.80	%		0.70	%		0.71	%		0.71	%
Core Equity Fund		0.75	%		1.50	%		0.52	%		1.09	%		0.79	%		0.49	%		0.40	%		0.42	%		0.40	%
Dividend and Growth Fund		1.00	%		1.74	%		0.80	%		1.35	%		1.04	%		0.74	%		0.64	%		0.66	%		0.64	%
Equity Income Fund		1.00	%		1.74	%		0.78	%		1.37	%		1.06	%		0.76	%		0.66	%		0.67	%		0.66	%
Growth Opportunities Fund		1.10	%		1.85	%		0.89	%		1.45	%		1.15	%		0.85	%		0.75	%		0.76	%		0.75	%
Healthcare Fund		1.29	%		2.03	%		1.03	%		1.61	%		1.31	%		1.01	%		—			0.93	%		0.90	%
MidCap Fund		1.12	%		1.86	%		0.88	%		1.46	%		1.16	%		0.85	%		0.75	%		0.78	%		0.76	%
MidCap Value Fund		1.23	%		1.96	%		1.10	%		1.52	%		1.21	%		0.91	%		—			0.82	%		0.81	%
Small Cap Core Fund		1.27	%		2.01	%		1.00	%		1.50	%		1.20	%		0.90	%		—			0.85	%		0.85	%
Small Cap Growth Fund		1.16	%		1.88	%		0.95	%		1.48	%		1.16	%		0.86	%		0.76	%		0.78	%		0.75	%
Small Company Fund		1.36	%		2.10	%		1.15	%		1.55	%		1.25	%		0.95	%		0.90	%		0.90	%		0.90	%
Value Opportunities Fund		1.20	%		1.93	%		0.94	%		1.53	%		1.20	%		0.91	%		—			0.82	%		0.80	%

e) Sales Charges and Distribution and Service Plan for Class A, T, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the year ended October 31, 2017, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

Fund	Front-end Sales Charges		Contingent Deferred Sales Charges
Capital Appreciation Fund	$	2,567,018	$	55,711
Core Equity Fund		1,892,079		79,123
Dividend and Growth Fund		4,152,052		27,077
Equity Income Fund		2,668,402		43,547
Growth Opportunities Fund		2,518,939		54,203
Healthcare Fund		1,418,630		31,286
MidCap Fund		6,295,193		82,219
MidCap Value Fund		1,182,688		7,278
Small Cap Core Fund		98,493		2,064
Small Cap Growth Fund		68,006		1,572
Small Company Fund		614,188		2,410
Value Opportunities Fund		246,437		1,930

The Board of Directors of each Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for each of Class A, T, C, R3 and R4 shares. Under a Plan, Class A, Class T, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class T Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class T shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. As of October 31, 2017, Class T shares have not commenced operations. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the respective Company’s Board of Directors may determine.

153

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

Prior to September 17, 2017, pursuant to the Class B Plan, a Fund paid HFD a fee of up to 1.00% of the average daily net assets attributable to Class B shares for distribution financing activities, and up to 0.25% could be used for shareholder account servicing activities. The Class B Plan also provided that HFD would receive all contingent deferred sales charges attributable to Class B shares. Effective July 1, 2013, there was a reduction in the amount charged in connection with Equity Income Fund’s Class B shares’ Rule 12b-1 fee from 1.00% to 0.25% in accordance with FINRA rules.

f) Other Related Party Transactions – Certain officers of each Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the year ended October 31, 2017, a portion of each Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

Fund	CCO Compensation Paid by Fund
Capital Appreciation Fund	$	18,230
Core Equity Fund		6,125
Dividend and Growth Fund		17,419
Equity Income Fund		8,829
Growth Opportunities Fund		9,381
Healthcare Fund		3,134
MidCap Fund		18,298
MidCap Value Fund		1,300
Small Cap Core Fund		364
Small Cap Growth Fund		2,264
Small Company Fund		1,029
Value Opportunities Fund		543

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. During the fiscal year ended October 31, 2017, HASCO contractually agreed to reimburse any portion of the transfer agency fees over 0.30% of average daily net assets per fiscal year for each class. HASCO has contractually agreed to reimburse all transfer agency fees for Class R6 and Class F shares until February 28, 2018. Any transfer agency fee reimbursement is determined before considering the contractual operating expense limitation. For providing such services during the fiscal year ended October 31, 2017, HASCO was compensated on a per account basis that varies by account type, except with respect to Class Y, for which it was compensated based on average daily net assets. Prior to May 1, 2017, Class Y shares were subject to a fee cap on transfer agency fees. Pursuant to a sub-transfer agency agreement between HASCO and Boston Financial Data Services, Inc. (“BFDS”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to BFDS. The costs and expenses of such delegation are borne by HASCO, not by the Funds. The accrued amount shown in the Statements of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.

For the fiscal year ended October 31, 2017, the effective rate of compensation paid to HASCO for transfer agency services before waivers and/or reimbursements as a percentage of each Class’s average daily net assets is as follows:

Fund	Class A			Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y			Class F
Capital Appreciation Fund		0.13	%		0.11	%		0.10	%		0.01	%		0.00	%		0.00	%		0.00	%		0.01	%		—
Core Equity Fund		0.10	%		0.10	%		0.12	%		0.01	%		0.00	%		0.00	%		0.01	%		0.02	%		—
Dividend and Growth Fund		0.10	%		0.10	%		0.15	%		0.01	%		0.00	%		0.00	%		0.01	%		0.02	%		—
Equity Income Fund		0.09	%		0.08	%		0.12	%		0.01	%		0.00	%		0.00	%		0.00	%		0.01	%		—
Growth Opportunities Fund		0.11	%		0.11	%		0.14	%		0.01	%		0.00	%		0.01	%		0.01	%		0.02	%		—
Healthcare Fund		0.14	%		0.13	%		0.13	%		0.01	%		0.00	%		0.01	%		—			0.03	%		—
MidCap Fund		0.12	%		0.11	%		0.27	%		0.01	%		0.01	%		0.00	%		0.00	%		0.03	%		—
MidCap Value Fund		0.17	%		0.16	%		0.39	%		0.02	%		0.01	%		0.00	%		—			0.01	%		—
Small Cap Core Fund		0.17	%		0.17	%		0.14	%		0.06	%		0.09	%		0.04	%		—			0.00	%		—
Small Cap Growth Fund		0.16	%		0.13	%		0.27	%		0.02	%		0.00	%		0.00	%		0.00	%		0.03	%		—
Small Company Fund		0.22	%		0.21	%		0.57	%		0.01	%		0.01	%		0.04	%		0.15	%		0.02	%		—
Value Opportunities Fund		0.16	%		0.13	%		0.14	%		0.05	%		0.01	%		0.02	%		—			0.03	%		—

154

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

For the fiscal year ended October 31, 2017, the effective rate of compensation paid to HASCO for transfer agency services after waivers and/or reimbursements as a percentage of each Class’s average daily net assets is as follows:

Fund	Class A			Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y			Class F
Capital Appreciation Fund		0.13	%		0.11	%		0.10	%		0.01	%		0.00	%		0.00	%		—			0.01	%		—
Core Equity Fund		0.10	%		0.10	%		0.12	%		0.01	%		0.00	%		0.00	%		0.00	%		0.02	%		—
Dividend and Growth Fund		0.10	%		0.10	%		0.15	%		0.01	%		0.00	%		0.00	%		0.00	%		0.02	%		—
Equity Income Fund		0.09	%		0.08	%		0.12	%		0.01	%		0.00	%		0.00	%		0.00	%		0.01	%		—
Growth Opportunities Fund		0.11	%		0.11	%		0.14	%		0.01	%		0.00	%		0.01	%		0.00	%		0.02	%		—
Healthcare Fund		0.14	%		0.13	%		0.13	%		0.01	%		0.00	%		0.01	%		—			0.03	%		—
MidCap Fund		0.12	%		0.11	%		0.27	%		0.01	%		0.01	%		0.00	%		0.00	%		0.03	%		—
MidCap Value Fund		0.17	%		0.16	%		0.30	%		0.02	%		0.01	%		0.00	%		—			0.01	%		—
Small Cap Core Fund		0.17	%		0.17	%		0.14	%		0.06	%		0.09	%		0.04	%		—			0.00	%		—
Small Cap Growth Fund		0.16	%		0.13	%		0.19	%		0.02	%		0.00	%		0.00	%		0.00	%		0.03	%		—
Small Company Fund		0.22	%		0.21	%		0.30	%		0.01	%		0.01	%		0.04	%		0.02	%		0.02	%		—
Value Opportunities Fund		0.16	%		0.13	%		0.14	%		0.05	%		0.01	%		0.02	%		—			0.03	%		—

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

8. Affiliate Holdings:

As of October 31, 2017, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

Fund	Class A		Class C		Class I		Class R3		Class R4		Class R5			Class R6			Class Y		Class F
Capital Appreciation Fund		—		—		—		—		—		—			—	%*		—		—	%*
Core Equity Fund		—		—		—		—		—		—			—			—		—	%*
Dividend and Growth Fund		—		—		—		—		—		—			—	%*		—		—	%*
Equity Income Fund		—		—		—		—		—		—			—	%*		—		—	%*
Growth Opportunities Fund		—		—		—		—		—		—			—	%*		—		—	%*
Healthcare Fund		—		—		—		—		—		—			—			—		—	%*
MidCap Fund		—		—		—		—		—		—			—			—		—	%*
MidCap Value Fund		—		—		—		—		—		—			—			—		—	%*
Small Cap Core Fund		—		—		—		—		—		24	%		—			—		—	%*
Small Cap Growth Fund		—		—		—		—		—		—			—	%*		—		—	%*
Small Company Fund		—		—		—		—		—		—			15	%		—		—	%*
Value Opportunities Fund		—		—		—		—		—		—			—			—		—	%*

Percentage of Fund by Class:

Fund

Class A

Class C

Class I

Class R3

Class R4

Class R5

Class R6

Class Y

Class F

Capital Appreciation Fund

—

—

—

—

—

—

—

%*

—

—

%*

Core Equity Fund

—

—

—

—

—

—

—

—

—

%*

Dividend and Growth Fund

—

—

—

—

—

—

—

%*

—

—

%*

Equity Income Fund

—

—

—

—

—

—

—

%*

—

—

%*

Growth Opportunities Fund

—

—

—

—

—

—

—

%*

—

—

%*

Healthcare Fund

—

—

—

—

—

—

—

—

—

%*

MidCap Fund

—

—

—

—

—

—

—

—

—

%*

MidCap Value Fund

—

—

—

—

—

—

—

—

—

%*

Small Cap Core Fund

—

—

—

—

—

—

%*

—

—

—

%*

Small Cap Growth Fund

—

—

—

—

—

—

—

%*

—

—

%*

Small Company Fund

—

—

—

—

—

—

—

%*

—

—

%*

Value Opportunities Fund

—

—

—

—

—

—

—

—

—

%*

* Percentage rounds to zero.

155

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

As of October 31, 2017, affiliated funds of funds in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares from these affiliated funds of funds. Affiliated funds of funds owned shares in the Funds listed below as follows:

Funds	Percentage of Fund*
Capital Appreciation Fund		7	%
Core Equity Fund		11	%
Dividend and Growth Fund		12	%
Equity Income Fund		7	%
Growth Opportunities Fund		3	%
MidCap Fund		2	%
MidCap Value Fund		7	%
Small Cap Core Fund		55	%
Small Cap Growth Fund		3	%
Small Company Fund		2	%

* As of October 31, 2017 affiliated funds of funds invest in Class F shares.

9. Investment Transactions:

For the year ended October 31, 2017, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

Fund	Cost of Purchases Excluding U.S. Government Obligations		Sales Proceeds Excluding U.S. Government Obligations
Capital Appreciation Fund	$	10,124,634,499	$	12,165,344,718
Core Equity Fund		1,477,849,961		1,070,858,180
Dividend and Growth Fund		2,001,728,338		2,622,538,147
Equity Income Fund		626,696,032		732,035,588
Growth Opportunities Fund		5,128,573,985		5,662,165,760
Healthcare Fund		320,244,640		521,928,938
MidCap Fund		4,447,874,174		2,507,961,488
MidCap Value Fund		325,230,276		234,697,792
Small Cap Core Fund		137,688,944		187,641,621
Small Cap Growth Fund		778,870,551		579,907,203
Small Company Fund		512,790,986		646,439,581
Value Opportunities Fund		95,683,414		138,371,384

156

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

Fund	Cost of Purchases For U.S. Government Obligations		Sales Proceeds For U.S. Government Obligations
Capital Appreciation Fund	$	—	$	—
Core Equity Fund		—		—
Dividend and Growth Fund		—		—
Equity Income Fund		—		—
Growth Opportunities Fund		—		—
Healthcare Fund		—		—
MidCap Fund		—		—
MidCap Value Fund		—		—
Small Cap Core Fund		—		—
Small Cap Growth Fund		—		—
Small Company Fund		—		—
Value Opportunities Fund		—		—
Fund	Total Cost of Purchases		Total Sales Proceeds
Capital Appreciation Fund	$	10,124,634,499	$	12,165,344,718
Core Equity Fund		1,477,849,961		1,070,858,180
Dividend and Growth Fund		2,001,728,338		2,622,538,147
Equity Income Fund		626,696,032		732,035,588
Growth Opportunities Fund		5,128,573,985		5,662,165,760
Healthcare Fund		320,244,640		521,928,938
MidCap Fund		4,447,874,174		2,507,961,488
MidCap Value Fund		325,230,276		234,697,792
Small Cap Core Fund		137,688,944		187,641,621
Small Cap Growth Fund		778,870,551		579,907,203
Small Company Fund		512,790,986		646,439,581
Value Opportunities Fund		95,683,414		138,371,384

10. Capital Share Transactions:

The following information is for the year ended October 31, 2017, and the year ended October 31, 2016:

Capital Appreciation Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		5,164,744		$	199,564,635			7,324,307		$	247,685,142
Shares Issued for Reinvested Dividends		507,266			18,099,252			13,199,444			445,797,555
Shares Redeemed		(29,369,647	)		(1,122,236,727	)		(30,189,883	)		(1,029,610,751	)
Shares converted (from) Class B into Class A		282,295			10,753,786			365,422			12,306,753
Net Increase (Decrease)		(23,415,342	)		(893,819,054	)		(9,300,710	)		(323,821,301	)

157

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

Capital Appreciation Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class B
Shares Sold		2,300		$	65,083			27,398		$	733,469
Shares Issued for Reinvested Dividends		—			—			534,975			14,331,984
Shares Redeemed		(1,795,155	)		(54,270,939	)		(3,069,988	)		(82,731,588	)
Shares converted (from) Class B into Class A		(357,168	)		(10,753,786	)		(459,610	)		(12,306,753	)
Net Increase (Decrease)		(2,150,023	)		(64,959,642	)		(2,967,225	)		(79,972,888	)
Class C
Shares Sold		908,134		$	28,017,263			2,348,340		$	64,166,313
Shares Issued for Reinvested Dividends		—			—			5,681,816			154,884,688
Shares Redeemed		(15,083,624	)		(466,301,561	)		(14,118,913	)		(390,154,287	)
Net Increase (Decrease)		(14,175,490	)		(438,284,298	)		(6,088,757	)		(171,103,286	)
Class I
Shares Sold		9,308,674		$	354,461,267			8,631,418		$	294,006,166
Shares Issued for Reinvested Dividends		153,309			5,480,799			2,620,805			89,030,968
Shares Redeemed		(24,689,916	)		(969,853,607	)		(21,218,430	)		(723,079,454	)
Net Increase (Decrease)		(15,227,933	)		(609,911,541	)		(9,966,207	)		(340,042,320	)
Class R3
Shares Sold		188,350		$	7,888,682			343,684		$	12,699,914
Shares Issued for Reinvested Dividends		903			35,017			253,743			9,266,695
Shares Redeemed		(1,301,876	)		(55,969,755	)		(849,489	)		(31,304,433	)
Net Increase (Decrease)		(1,112,623	)		(48,046,056	)		(252,062	)		(9,337,824	)
Class R4
Shares Sold		182,457		$	7,838,732			771,140		$	28,753,036
Shares Issued for Reinvested Dividends		3,902			155,319			339,012			12,730,756
Shares Redeemed		(1,209,564	)		(52,802,020	)		(2,759,831	)		(106,277,909	)
Net Increase (Decrease)		(1,023,205	)		(44,807,969	)		(1,649,679	)		(64,794,117	)
Class R5
Shares Sold		88,767		$	3,891,401			117,711		$	4,486,512
Shares Issued for Reinvested Dividends		7,344			296,900			107,579			4,125,853
Shares Redeemed		(408,257	)		(18,431,296	)		(303,533	)		(11,582,474	)
Net Increase (Decrease)		(312,146	)		(14,242,995	)		(78,243	)		(2,970,109	)
Class R6
Shares Sold		172,552		$	7,637,461			1,539,558		$	57,130,674
Shares Issued for Reinvested Dividends		10,361			420,762			21			813
Shares Redeemed		(174,485	)		(7,600,286	)		(80,773	)		(3,144,776	)
Net Increase (Decrease)		8,428			457,937			1,458,806			53,986,711
Class Y
Shares Sold		616,188		$	27,346,222			1,292,665		$	49,286,867
Shares Issued for Reinvested Dividends		163,226			6,628,619			2,246,149			86,612,131
Shares Redeemed		(20,784,055	)		(900,206,015	)		(8,788,750	)		(356,312,023	)
Net Increase (Decrease)		(20,004,641	)		(866,231,174	)		(5,249,936	)		(220,413,025	)

158

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

Capital Appreciation Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class F(1)
Shares Sold		29,236,396		$	1,151,502,668			—		$	—
Shares Redeemed		(2,991,743	)		(121,863,993	)		—			—
Net Increase (Decrease)		26,244,653			1,029,638,675			—			—
Total Net Increase (Decrease)		(51,168,322	)	$	(1,950,206,117	)		(34,094,013	)	$	(1,158,468,159	)

⁽¹⁾  Inception date of class was February 28, 2017.

Core Equity Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		6,877,120		$	177,410,250			28,515,362		$	661,729,217
Shares Issued for Reinvested Dividends		349,387			8,648,822			247,664			5,759,471
Shares Redeemed		(14,587,496	)		(377,270,813	)		(10,407,376	)		(247,989,272	)
Shares converted (from) Class B into Class A		11,129			288,606			23,107			540,817
Net Increase (Decrease)		(7,349,860	)		(190,923,135	)		18,378,757			420,040,233
Class B
Shares Sold		1,681		$	38,519			11,253		$	245,755
Shares Issued for Reinvested Dividends		246			5,618			1,391			29,911
Shares Redeemed		(24,689	)		(590,151	)		(25,096	)		(547,802	)
Shares converted (from) Class B into Class A		(12,082	)		(288,606	)		(24,975	)		(540,817	)
Net Increase (Decrease)		(34,844	)		(834,620	)		(37,427	)		(812,953	)
Class C
Shares Sold		3,092,901		$	73,214,800			10,781,544		$	234,010,636
Shares Issued for Reinvested Dividends		111,839			2,548,878			74,466			1,596,545
Shares Redeemed		(3,900,683	)		(94,369,709	)		(1,312,986	)		(28,859,187	)
Net Increase (Decrease)		(695,943	)		(18,606,031	)		9,543,024			206,747,994
Class I
Shares Sold		24,471,971		$	634,386,720			32,481,968		$	760,739,092
Shares Issued for Reinvested Dividends		466,285			11,551,575			124,899			2,917,766
Shares Redeemed		(21,911,918	)		(582,031,354	)		(6,949,101	)		(165,217,453	)
Net Increase (Decrease)		3,026,338			63,906,941			25,657,766			598,439,405
Class R3
Shares Sold		687,599		$	17,930,343			1,489,029		$	35,644,815
Shares Issued for Reinvested Dividends		17,369			435,797			5,752			136,015
Shares Redeemed		(703,290	)		(19,052,243	)		(213,679	)		(5,141,515	)
Net Increase (Decrease)		1,678			(686,103	)		1,281,102			30,639,315

159

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

Core Equity Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class R4
Shares Sold		2,308,019		$	61,308,610			5,684,360		$	137,158,572
Shares Issued for Reinvested Dividends		72,386			1,842,045			18,321			438,819
Shares Redeemed		(2,381,438	)		(64,035,846	)		(705,577	)		(17,379,034	)
Net Increase (Decrease)		(1,033	)		(885,191	)		4,997,104			120,218,357
Class R5
Shares Sold		4,555,617		$	121,521,470			4,626,287		$	111,019,044
Shares Issued for Reinvested Dividends		76,727			1,914,623			25,242			593,664
Shares Redeemed		(3,012,271	)		(80,384,422	)		(707,822	)		(16,857,806	)
Net Increase (Decrease)		1,620,073			43,051,671			3,943,707			94,754,902
Class R6
Shares Sold		3,299,315		$	88,189,693			1,454,286		$	35,422,164
Shares Issued for Reinvested Dividends		19,786			495,139			985			23,260
Shares Redeemed		(547,508	)		(14,602,257	)		(154,511	)		(3,759,772	)
Net Increase (Decrease)		2,771,593			74,082,575			1,300,760			31,685,652
Class Y
Shares Sold		6,810,460		$	178,822,552			13,248,042		$	314,850,512
Shares Issued for Reinvested Dividends		183,198			4,587,881			56,439			1,349,052
Shares Redeemed		(13,499,651	)		(354,549,899	)		(2,436,476	)		(58,410,104	)
Net Increase (Decrease)		(6,505,993	)		(171,139,466	)		10,868,005			257,789,460
Class F(1)
Shares Sold		23,060,446		$	616,539,970			—		$	—
Shares Redeemed		(2,624,299	)		(72,276,638	)		—			—
Net Increase (Decrease)		20,436,147			544,263,332			—			—
Total Net Increase (Decrease)		13,268,156		$	342,229,973			75,932,798		$	1,759,502,365

⁽¹⁾  Inception date of class was February 28, 2017.

Dividend and Growth Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		9,406,473		$	239,603,744			11,827,823		$	270,126,567
Shares Issued for Reinvested Dividends		6,609,069			165,504,244			15,721,312			349,869,481
Shares Redeemed		(33,457,545	)		(853,350,313	)		(27,735,505	)		(641,471,001	)
Shares converted (from) Class B into Class A		156,717			3,986,328			219,034			4,982,276
Net Increase (Decrease)		(17,285,286	)		(444,255,997	)		32,664			(16,492,677	)
Class B
Shares Sold		6,611		$	160,158			14,253		$	316,475
Shares Issued for Reinvested Dividends		26,339			640,073			166,942			3,626,315
Shares Redeemed		(728,752	)		(18,177,973	)		(931,562	)		(20,997,081	)
Shares converted (from) Class B into Class A		(159,746	)		(3,986,328	)		(223,401	)		(4,982,276	)
Net Increase (Decrease)		(855,548	)		(21,364,070	)		(973,768	)		(22,036,567	)

160

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

Dividend and Growth Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class C
Shares Sold		1,526,866		$	37,758,000			1,975,730		$	43,860,179
Shares Issued for Reinvested Dividends		733,319			17,721,103			1,874,808			40,406,189
Shares Redeemed		(4,560,902	)		(113,200,797	)		(3,835,749	)		(85,478,285	)
Net Increase (Decrease)		(2,300,717	)		(57,721,694	)		14,789			(1,211,917	)
Class I
Shares Sold		22,711,325		$	575,025,744			17,222,827		$	396,781,233
Shares Issued for Reinvested Dividends		3,509,936			87,344,338			7,426,774			164,722,133
Shares Redeemed		(73,965,598	)		(1,916,415,484	)		(17,459,490	)		(401,433,607	)
Net Increase (Decrease)		(47,744,337	)		(1,254,045,402	)		7,190,111			160,069,759
Class R3
Shares Sold		476,879		$	12,365,032			519,679		$	11,982,775
Shares Issued for Reinvested Dividends		129,613			3,274,287			326,230			7,328,236
Shares Redeemed		(1,171,747	)		(30,225,539	)		(899,240	)		(21,027,354	)
Net Increase (Decrease)		(565,255	)		(14,586,220	)		(53,331	)		(1,716,343	)
Class R4
Shares Sold		1,048,989		$	27,157,243			1,292,238		$	30,027,274
Shares Issued for Reinvested Dividends		189,657			4,832,188			445,962			10,088,298
Shares Redeemed		(1,859,423	)		(48,565,965	)		(1,943,069	)		(45,862,775	)
Net Increase (Decrease)		(620,777	)		(16,576,534	)		(204,869	)		(5,747,203	)
Class R5
Shares Sold		1,670,231		$	43,601,599			2,473,418		$	56,672,703
Shares Issued for Reinvested Dividends		74,807			1,917,718			643,549			14,588,667
Shares Redeemed		(1,371,926	)		(35,926,493	)		(7,766,635	)		(178,504,161	)
Net Increase (Decrease)		373,112			9,592,824			(4,649,668	)		(107,242,791	)
Class R6
Shares Sold		308,471		$	8,275,471			129,875		$	3,014,720
Shares Issued for Reinvested Dividends		7,374			190,644			1,015			23,989
Shares Redeemed		(48,898	)		(1,292,812	)		(7,608	)		(181,390	)
Net Increase (Decrease)		266,947			7,173,303			123,282			2,857,319
Class Y
Shares Sold		5,294,644		$	137,592,186			14,279,840		$	341,152,177
Shares Issued for Reinvested Dividends		2,550,115			64,996,504			6,056,885			137,719,117
Shares Redeemed		(47,201,188	)		(1,219,161,737	)		(11,421,763	)		(267,459,707	)
Net Increase (Decrease)		(39,356,429	)		(1,016,573,047	)		8,914,962			211,411,587
Class F(1)
Shares Sold		101,125,809		$	2,608,518,662			—		$	—
Shares Issued for Reinvested Dividends		538,488			14,226,973			—			—
Shares Redeemed		(7,589,523	)		(200,677,712	)		—			—
Net Increase (Decrease)		94,074,774			2,422,067,923			—			—
Total Net Increase (Decrease)		(14,013,516	)	$	(386,288,914	)		10,394,172		$	219,891,167

⁽¹⁾  Inception date of class was February 28, 2017.

161

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

Equity Income Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		8,403,580		$	161,195,307			11,370,885		$	198,695,633
Shares Issued for Reinvested Dividends		4,285,070			80,818,246			9,509,717			159,991,475
Shares Redeemed		(24,327,550	)		(467,454,825	)		(21,628,077	)		(382,379,118	)
Shares converted (from) Class B into Class A		21,985			423,077			32,862			562,740
Net Increase (Decrease)		(11,616,915	)		(225,018,195	)		(714,613	)		(23,129,270	)
Class B
Shares Sold		5,337		$	100,412			24,955		$	433,487
Shares Issued for Reinvested Dividends		13,448			251,332			66,756			1,120,750
Shares Redeemed		(381,867	)		(7,338,943	)		(417,297	)		(7,362,995	)
Shares converted (from) Class B into Class A		(21,949	)		(423,077	)		(32,832	)		(562,740	)
Net Increase (Decrease)		(385,031	)		(7,410,276	)		(358,418	)		(6,371,498	)
Class C
Shares Sold		2,808,623		$	53,538,119			3,905,292		$	67,671,902
Shares Issued for Reinvested Dividends		932,758			17,411,255			2,133,619			35,565,816
Shares Redeemed		(7,190,047	)		(138,047,727	)		(5,486,671	)		(95,717,720	)
Net Increase (Decrease)		(3,448,666	)		(67,098,353	)		552,240			7,519,998
Class I
Shares Sold		31,250,865		$	595,058,009			23,418,906		$	412,398,070
Shares Issued for Reinvested Dividends		2,808,344			52,835,318			4,384,964			73,583,551
Shares Redeemed		(33,964,623	)		(659,327,896	)		(18,641,771	)		(322,149,685	)
Net Increase (Decrease)		94,586			(11,434,569	)		9,162,099			163,831,936
Class R3
Shares Sold		531,088		$	10,210,060			636,332		$	11,187,488
Shares Issued for Reinvested Dividends		132,731			2,499,715			274,858			4,621,450
Shares Redeemed		(930,203	)		(17,912,523	)		(862,776	)		(15,151,582	)
Net Increase (Decrease)		(266,384	)		(5,202,748	)		48,414			657,356
Class R4
Shares Sold		964,266		$	18,489,393			1,164,091		$	20,491,643
Shares Issued for Reinvested Dividends		164,717			3,115,559			333,156			5,617,861
Shares Redeemed		(1,539,631	)		(30,095,419	)		(1,212,032	)		(21,456,423	)
Net Increase (Decrease)		(410,648	)		(8,490,467	)		285,215			4,653,081
Class R5
Shares Sold		1,701,067		$	32,866,093			980,118		$	17,179,762
Shares Issued for Reinvested Dividends		167,094			3,180,486			359,302			6,086,582
Shares Redeemed		(1,479,877	)		(28,637,778	)		(1,811,543	)		(32,027,998	)
Net Increase (Decrease)		388,284			7,408,801			(472,123	)		(8,761,654	)
Class R6
Shares Sold		715,110		$	13,915,010			62,177		$	1,107,692
Shares Issued for Reinvested Dividends		48,750			935,399			77,955			1,325,851
Shares Redeemed		(160,586	)		(3,114,915	)		(75,298	)		(1,366,352	)
Net Increase (Decrease)		603,274			11,735,494			64,834			1,067,191

162

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

Equity Income Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class Y
Shares Sold		3,778,525		$	73,177,367			12,059,147		$	207,508,098
Shares Issued for Reinvested Dividends		927,390			17,574,208			1,512,164			25,802,438
Shares Redeemed		(19,204,433	)		(370,857,274	)		(5,345,547	)		(94,320,343	)
Net Increase (Decrease)		(14,498,518	)		(280,105,699	)		8,225,764			138,990,193
Class F(1)
Shares Sold		36,866,158		$	717,901,361			—		$	—
Shares Issued for Reinvested Dividends		219,018			4,367,703			—			—
Shares Redeemed		(4,234,308	)		(84,664,754	)		—			—
Net Increase (Decrease)		32,850,868			637,604,310			—			—
Total Net Increase (Decrease)		3,310,850		$	51,988,298			16,793,412		$	278,457,333

⁽¹⁾  Inception date of class was February 28, 2017.

Growth Opportunities Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		3,786,546		$	152,275,039			7,357,144		$	270,866,300
Shares Issued for Reinvested Dividends		1,678,214			60,969,478			4,073,036			149,928,457
Shares Redeemed		(10,464,860	)		(415,353,408	)		(10,654,646	)		(392,192,252	)
Shares converted (from) Class B into Class A		39,130			1,549,917			72,594			2,637,481
Net Increase (Decrease)		(4,960,970	)		(200,558,974	)		848,128			31,239,986
Class B
Shares Sold		2,876		$	74,624			17,119		$	433,669
Shares Issued for Reinvested Dividends		7,857			191,007			60,096			1,521,632
Shares Redeemed		(117,588	)		(3,098,656	)		(330,807	)		(8,409,913	)
Shares converted (from) Class B into Class A		(58,564	)		(1,549,917	)		(105,622	)		(2,637,481	)
Net Increase (Decrease)		(165,419	)		(4,382,942	)		(359,214	)		(9,092,093	)
Class C
Shares Sold		1,902,689		$	51,671,101			4,946,279		$	128,086,649
Shares Issued for Reinvested Dividends		707,455			17,438,762			1,506,379			38,578,363
Shares Redeemed		(5,516,994	)		(149,100,056	)		(3,985,761	)		(102,262,704	)
Net Increase (Decrease)		(2,906,850	)		(79,990,193	)		2,466,897			64,402,308
Class I
Shares Sold		15,194,160		$	627,027,761			19,732,943		$	752,758,204
Shares Issued for Reinvested Dividends		1,326,210			49,984,840			4,479,451			170,818,254
Shares Redeemed		(28,586,698	)		(1,203,380,014	)		(37,897,925	)		(1,412,422,706	)
Net Increase (Decrease)		(12,066,328	)		(526,367,413	)		(13,685,531	)		(488,846,248	)

163

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

Growth Opportunities Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class R3
Shares Sold		320,461		$	12,874,925			402,839		$	14,741,027
Shares Issued for Reinvested Dividends		42,995			1,574,477			92,026			3,425,213
Shares Redeemed		(575,554	)		(23,442,500	)		(320,922	)		(11,881,561	)
Net Increase (Decrease)		(212,098	)		(8,993,098	)		173,943			6,284,679
Class R4
Shares Sold		385,791		$	16,187,830			698,644		$	26,711,871
Shares Issued for Reinvested Dividends		59,832			2,283,784			119,352			4,608,198
Shares Redeemed		(596,058	)		(24,627,911	)		(419,247	)		(16,171,719	)
Net Increase (Decrease)		(150,435	)		(6,156,297	)		398,749			15,148,350
Class R5
Shares Sold		201,223		$	8,781,745			592,286		$	22,580,594
Shares Issued for Reinvested Dividends		7,360			290,570			244,389			9,743,509
Shares Redeemed		(242,717	)		(9,955,430	)		(3,306,959	)		(128,685,435	)
Net Increase (Decrease)		(34,134	)		(883,115	)		(2,470,284	)		(96,361,332	)
Class R6
Shares Sold		87,020		$	3,950,813			26,285		$	1,098,560
Shares Issued for Reinvested Dividends		1,106			44,153			1,420			57,208
Shares Redeemed		(21,525	)		(990,377	)		(5,092	)		(202,378	)
Net Increase (Decrease)		66,601			3,004,589			22,613			953,390
Class Y
Shares Sold		1,117,085		$	47,820,329			5,415,420		$	219,325,203
Shares Issued for Reinvested Dividends		199,509			7,966,405			393,230			15,865,607
Shares Redeemed		(4,865,340	)		(209,753,919	)		(4,482,778	)		(165,961,074	)
Net Increase (Decrease)		(3,548,746	)		(153,967,185	)		1,325,872			69,229,736
Class F(1)
Shares Sold		13,955,194		$	610,317,522			—		$	—
Shares Redeemed		(1,112,423	)		(50,339,486	)		—			—
Net Increase (Decrease)		12,842,771			559,978,036			—			—
Total Net Increase (Decrease)		(11,135,608	)	$	(418,316,592	)		(11,278,827	)	$	(407,041,224	)

⁽¹⁾  Inception date of class was February 28, 2017.

Healthcare Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		3,074,854		$	100,887,347			6,281,243		$	209,895,248
Shares Issued for Reinvested Dividends		2,347,488			68,382,316			3,434,927			119,540,110
Shares Redeemed		(9,393,281	)		(307,692,504	)		(8,924,397	)		(293,106,568	)
Shares converted (from) Class B into Class A		24,466			796,183			29,586			967,283
Net Increase (Decrease)		(3,946,473	)		(137,626,658	)		821,359			37,296,073

164

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

Healthcare Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class B
Shares Sold		1,129		$	29,236			7,616		$	214,742
Shares Issued for Reinvested Dividends		8,049			194,533			26,330			772,283
Shares Redeemed		(58,076	)		(1,579,703	)		(107,514	)		(3,003,955	)
Shares converted (from) Class B into Class A		(29,513	)		(796,183	)		(34,752	)		(967,283	)
Net Increase (Decrease)		(78,411	)		(2,152,117	)		(108,320	)		(2,984,213	)
Class C
Shares Sold		1,050,428		$	28,789,815			1,828,436		$	52,737,744
Shares Issued for Reinvested Dividends		1,069,525			25,989,463			1,440,836			42,778,689
Shares Redeemed		(3,373,379	)		(91,836,342	)		(2,837,305	)		(79,647,054	)
Net Increase (Decrease)		(1,253,426	)		(37,057,064	)		431,967			15,869,379
Class I
Shares Sold		5,543,576		$	194,876,518			4,161,816		$	142,954,558
Shares Issued for Reinvested Dividends		575,267			17,470,853			920,168			33,239,324
Shares Redeemed		(3,570,688	)		(120,202,602	)		(4,643,081	)		(156,002,724	)
Net Increase (Decrease)		2,548,155			92,144,769			438,903			20,191,158
Class R3
Shares Sold		329,683		$	11,316,377			484,968		$	16,688,607
Shares Issued for Reinvested Dividends		131,335			3,947,936			213,051			7,622,444
Shares Redeemed		(568,086	)		(19,214,710	)		(807,673	)		(27,133,820	)
Net Increase (Decrease)		(107,068	)		(3,950,397	)		(109,654	)		(2,822,769	)
Class R4
Shares Sold		350,340		$	12,572,614			378,050		$	13,354,643
Shares Issued for Reinvested Dividends		101,102			3,168,538			166,989			6,202,127
Shares Redeemed		(649,864	)		(22,817,530	)		(638,524	)		(22,323,070	)
Net Increase (Decrease)		(198,422	)		(7,076,378	)		(93,485	)		(2,766,300	)
Class R5
Shares Sold		86,704		$	3,274,565			106,023		$	3,932,106
Shares Issued for Reinvested Dividends		9,563			311,079			17,672			678,660
Shares Redeemed		(75,813	)		(2,749,264	)		(93,792	)		(3,388,808	)
Net Increase (Decrease)		20,454			836,380			29,903			1,221,958
Class Y
Shares Sold		1,344,937		$	50,839,290			1,552,667		$	53,535,145
Shares Issued for Reinvested Dividends		132,970			4,369,410			36,243			1,403,996
Shares Redeemed		(1,812,466	)		(71,708,676	)		(316,374	)		(11,275,709	)
Net Increase (Decrease)		(334,559	)		(16,499,976	)		1,272,536			43,663,432
Class F(1)
Shares Sold		1,709,750		$	63,723,276			—		$	—
Shares Redeemed		(16,854	)		(621,096	)		—			—
Net Increase (Decrease)		1,692,896			63,102,180			—			—
Total Net Increase (Decrease)		(1,656,854	)	$	(48,279,261	)		2,683,209		$	109,668,718

⁽¹⁾  Inception date of class was February 28, 2017.

165

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

MidCap Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		13,697,861		$	370,849,897			15,555,128		$	370,651,164
Shares Issued for Reinvested Dividends		2,511,944			64,205,299			6,427,454			149,631,121
Shares Redeemed		(18,730,943	)		(508,094,045	)		(15,258,356	)		(366,056,899	)
Shares converted (from) Class B into Class A		94,997			2,574,498			62,049			1,454,286
Net Increase (Decrease)		(2,426,141	)		(70,464,351	)		6,786,275			155,679,672
Class B
Shares Sold		11,351		$	219,440			26,574		$	467,152
Shares Issued for Reinvested Dividends		38,251			708,784			132,790			2,286,638
Shares Redeemed		(864,193	)		(16,939,943	)		(354,640	)		(6,252,035	)
Shares converted (from) Class B into Class A		(131,381	)		(2,574,498	)		(83,930	)		(1,454,286	)
Net Increase (Decrease)		(945,972	)		(18,586,217	)		(279,206	)		(4,952,531	)
Class C
Shares Sold		6,608,478		$	134,048,058			6,173,274		$	112,518,484
Shares Issued for Reinvested Dividends		1,276,316			24,518,038			3,179,938			56,602,900
Shares Redeemed		(9,415,920	)		(192,766,826	)		(6,388,859	)		(116,189,978	)
Net Increase (Decrease)		(1,531,126	)		(34,200,730	)		2,964,353			52,931,406
Class I
Shares Sold		71,231,631		$	1,972,759,538			58,129,474		$	1,418,593,240
Shares Issued for Reinvested Dividends		2,379,669			62,204,544			2,076,246			49,331,615
Shares Redeemed		(46,940,022	)		(1,327,210,662	)		(16,647,955	)		(408,405,655	)
Net Increase (Decrease)		26,671,278			707,753,420			43,557,765			1,059,519,200
Class R3
Shares Sold		880,433		$	26,778,547			659,106		$	17,508,553
Shares Issued for Reinvested Dividends		71,833			2,040,045			188,534			4,877,369
Shares Redeemed		(926,904	)		(28,010,282	)		(814,344	)		(21,672,742	)
Net Increase (Decrease)		25,362			808,310			33,296			713,180
Class R4
Shares Sold		3,535,831		$	111,752,961			3,006,475		$	82,666,863
Shares Issued for Reinvested Dividends		143,218			4,193,429			301,787			8,021,498
Shares Redeemed		(2,074,108	)		(64,808,643	)		(1,877,827	)		(51,812,626	)
Net Increase (Decrease)		1,604,941			51,137,747			1,430,435			38,875,735
Class R5
Shares Sold		5,047,179		$	164,141,302			2,539,012		$	70,735,603
Shares Issued for Reinvested Dividends		182,387			5,451,117			387,079			10,462,742
Shares Redeemed		(2,077,360	)		(66,613,294	)		(1,496,523	)		(41,483,046	)
Net Increase (Decrease)		3,152,206			102,979,125			1,429,568			39,715,299
Class R6
Shares Sold		11,749,683		$	393,959,257			958,173		$	27,674,388
Shares Issued for Reinvested Dividends		25,348			763,492			16,800			457,136
Shares Redeemed		(691,316	)		(23,217,389	)		(88,833	)		(2,506,590	)
Net Increase (Decrease)		11,083,715			371,505,360			886,140			25,624,934

166

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

MidCap Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class Y
Shares Sold		18,114,176		$	581,578,429			20,168,263		$	550,050,270
Shares Issued for Reinvested Dividends		1,233,268			37,146,030			2,668,794			72,591,201
Shares Redeemed		(20,282,059	)		(650,749,214	)		(9,728,296	)		(273,913,281	)
Net Increase (Decrease)		(934,615	)		(32,024,755	)		13,108,761			348,728,190
Class F(1)
Shares Sold		41,832,015		$	1,185,184,129			—		$	—
Shares Redeemed		(1,869,804	)		(55,225,730	)		—			—
Net Increase (Decrease)		39,962,211			1,129,958,399			—			—
Total Net Increase (Decrease)		76,661,859		$	2,208,866,308			69,917,387		$	1,716,835,085

⁽¹⁾  Inception date of class was February 28, 2017.

MidCap Value Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		4,154,128		$	61,296,764			5,032,229		$	68,859,630
Shares Issued for Reinvested Dividends		1,230,848			17,736,292			1,281,207			17,390,710
Shares Redeemed		(4,358,872	)		(64,279,058	)		(3,961,991	)		(54,844,846	)
Shares converted (from) Class B into Class A		17,268			252,991			21,277			287,705
Net Increase (Decrease)		1,043,372			15,006,989			2,372,722			31,693,199
Class B
Shares Sold		3,033		$	37,324			10,348		$	124,140
Shares Issued for Reinvested Dividends		4,279			51,900			9,900			115,336
Shares Redeemed		(40,156	)		(496,814	)		(49,867	)		(578,174	)
Shares converted (from) Class B into Class A		(20,548	)		(252,991	)		(24,791	)		(287,705	)
Net Increase (Decrease)		(53,392	)		(660,581	)		(54,410	)		(626,403	)
Class C
Shares Sold		435,278		$	5,397,575			415,198		$	4,858,584
Shares Issued for Reinvested Dividends		239,720			2,898,214			276,461			3,206,945
Shares Redeemed		(971,515	)		(12,065,234	)		(810,623	)		(9,514,569	)
Net Increase (Decrease)		(296,517	)		(3,769,445	)		(118,964	)		(1,449,040	)
Class I
Shares Sold		7,668,101		$	113,347,001			5,377,853		$	76,102,795
Shares Issued for Reinvested Dividends		537,204			7,802,361			164,226			2,248,438
Shares Redeemed		(11,348,437	)		(168,768,887	)		(1,612,305	)		(21,628,845	)
Net Increase (Decrease)		(3,143,132	)		(47,619,525	)		3,929,774			56,722,388
Class R3
Shares Sold		177,173		$	2,748,016			276,345		$	3,795,520
Shares Issued for Reinvested Dividends		46,905			711,084			47,551			677,606
Shares Redeemed		(273,623	)		(4,261,223	)		(192,291	)		(2,742,231	)
Net Increase (Decrease)		(49,545	)		(802,123	)		131,605			1,730,895

167

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

MidCap Value Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class R4
Shares Sold		161,482		$	2,531,111			383,094		$	5,890,463
Shares Issued for Reinvested Dividends		50,007			769,092			61,300			884,311
Shares Redeemed		(358,311	)		(5,595,671	)		(272,150	)		(3,910,822	)
Net Increase (Decrease)		(146,822	)		(2,295,468	)		172,244			2,863,952
Class R5
Shares Sold		442,137		$	6,996,338			401,029		$	5,990,953
Shares Issued for Reinvested Dividends		30,139			469,074			24,999			364,802
Shares Redeemed		(448,120	)		(7,330,484	)		(240,467	)		(3,486,688	)
Net Increase (Decrease)		24,156			134,928			185,561			2,869,067
Class Y
Shares Sold		908,779		$	14,411,608			1,137,558		$	16,289,236
Shares Issued for Reinvested Dividends		344,028			5,370,790			742,878			10,866,975
Shares Redeemed		(4,881,032	)		(77,562,637	)		(6,378,833	)		(93,359,924	)
Net Increase (Decrease)		(3,628,225	)		(57,780,239	)		(4,498,397	)		(66,203,713	)
Class F(1)
Shares Sold		17,748,783		$	264,648,905			—		$	—
Shares Redeemed		(2,602,305	)		(39,328,617	)		—			—
Net Increase (Decrease)		15,146,478			225,320,288			—			—
Total Net Increase (Decrease)		8,896,373		$	127,534,824			2,120,135		$	27,600,345

⁽¹⁾  Inception date of class was February 28, 2017.

Small Cap Core Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		603,467		$	7,986,312			550,030		$	6,238,624
Shares Issued for Reinvested Dividends		31,473			413,874			267,018			2,973,909
Shares Redeemed		(904,594	)		(11,990,349	)		(992,026	)		(11,359,315	)
Shares converted (from) Class B into Class A		24,211			320,549			27,315			307,269
Net Increase (Decrease)		(245,443	)		(3,269,614	)		(147,663	)		(1,839,513	)
Class B
Shares Sold		1,728		$	21,326			1,198		$	13,124
Shares Issued for Reinvested Dividends		—			—			9,645			100,111
Shares Redeemed		(50,117	)		(613,352	)		(61,792	)		(660,274	)
Shares converted (from) Class B into Class A		(26,012	)		(320,549	)		(29,320	)		(307,269	)
Net Increase (Decrease)		(74,401	)		(912,575	)		(80,269	)		(854,308	)

168

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

Small Cap Core Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class C
Shares Sold		155,494		$	1,884,290			96,805		$	1,003,040
Shares Issued for Reinvested Dividends		1,705			20,614			75,093			768,199
Shares Redeemed		(282,619	)		(3,440,589	)		(316,903	)		(3,293,999	)
Net Increase (Decrease)		(125,420	)		(1,535,685	)		(145,005	)		(1,522,760	)
Class I
Shares Sold		209,790		$	2,773,800			101,115		$	1,200,325
Shares Issued for Reinvested Dividends		2,520			33,089			11,604			129,624
Shares Redeemed		(207,226	)		(2,719,085	)		(86,090	)		(963,941	)
Net Increase (Decrease)		5,084			87,804			26,629			366,008
Class R3
Shares Sold		38,613		$	522,043			23,514		$	256,934
Shares Issued for Reinvested Dividends		332			4,489			3,778			43,183
Shares Redeemed		(50,928	)		(696,323	)		(31,000	)		(369,576	)
Net Increase (Decrease)		(11,983	)		(169,791	)		(3,708	)		(69,459	)
Class R4
Shares Sold		5,133		$	69,769			13,580		$	152,568
Shares Issued for Reinvested Dividends		31			424			1,552			17,826
Shares Redeemed		(19,791	)		(270,731	)		(40,594	)		(455,990	)
Net Increase (Decrease)		(14,627	)		(200,538	)		(25,462	)		(285,596	)
Class R5
Shares Issued for Reinvested Dividends		40			538			1,087			12,566
Shares Redeemed		(722	)		(9,853	)		(14,420	)		(165,254	)
Net Increase (Decrease)		(682	)		(9,315	)		(13,333	)		(152,688	)
Class Y
Shares Sold		21,281		$	291,830			10,902,807		$	125,956,942
Shares Issued for Reinvested Dividends		90,273			1,227,713			60,169			710,300
Shares Redeemed		(9,199,056	)		(124,660,345	)		(1,893,466	)		(22,793,798	)
Net Increase (Decrease)		(9,087,502	)		(123,140,802	)		9,069,510			103,873,444
Class F(1)
Shares Sold		7,809,069		$	102,078,229			—		$	—
Shares Redeemed		(1,686,931	)		(22,569,363	)		—			—
Net Increase (Decrease)		6,122,138			79,508,866			—			—
Total Net Increase (Decrease)		(3,432,836	)	$	(49,641,650	)		8,680,699		$	99,515,128

⁽¹⁾  Inception date of class was February 28, 2017.

169

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

Small Cap Growth Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		100,620		$	5,180,193			175,287		$	7,764,790
Shares Issued for Reinvested Dividends		26,841			1,327,268			446,050			19,403,159
Shares Redeemed		(804,016	)		(41,597,654	)		(1,216,680	)		(51,367,031	)
Shares converted (from) Class B into Class A		7,156			367,725			8,996			382,075
Net Increase (Decrease)		(669,399	)		(34,722,468	)		(586,347	)		(23,817,007	)
Class B
Shares Sold		—		$	—			20		$	673
Shares Issued for Reinvested Dividends		122			4,725			4,012			138,286
Shares Redeemed		(8,259	)		(333,556	)		(13,491	)		(458,601	)
Shares converted (from) Class B into Class A		(9,147	)		(367,725	)		(11,368	)		(382,075	)
Net Increase (Decrease)		(17,284	)		(696,556	)		(20,827	)		(701,717	)
Class C
Shares Sold		27,810		$	1,120,166			30,975		$	1,053,636
Shares Issued for Reinvested Dividends		7,807			300,558			135,865			4,642,494
Shares Redeemed		(297,822	)		(11,918,718	)		(349,180	)		(11,966,240	)
Net Increase (Decrease)		(262,205	)		(10,497,994	)		(182,340	)		(6,270,110	)
Class I
Shares Sold		5,453,731		$	299,210,797			1,504,156		$	67,359,589
Shares Issued for Reinvested Dividends		16,891			858,892			333,611			14,882,404
Shares Redeemed		(1,193,851	)		(63,798,790	)		(3,043,594	)		(133,228,190	)
Net Increase (Decrease)		4,276,771			236,270,899			(1,205,827	)		(50,986,197	)
Class R3
Shares Sold		58,580		$	3,036,375			78,713		$	3,382,945
Shares Issued for Reinvested Dividends		1,359			66,948			24,023			1,044,263
Shares Redeemed		(92,422	)		(4,735,061	)		(150,025	)		(6,618,060	)
Net Increase (Decrease)		(32,483	)		(1,631,738	)		(47,289	)		(2,190,852	)
Class R4
Shares Sold		313,584		$	16,719,576			359,856		$	16,159,472
Shares Issued for Reinvested Dividends		6,795			346,216			102,431			4,587,890
Shares Redeemed		(470,437	)		(25,234,337	)		(502,779	)		(22,607,555	)
Net Increase (Decrease)		(150,058	)		(8,168,545	)		(40,492	)		(1,860,193	)
Class R5
Shares Sold		447,938		$	24,812,770			472,492		$	21,498,860
Shares Issued for Reinvested Dividends		11,272			594,913			172,986			8,000,609
Shares Redeemed		(670,155	)		(36,975,735	)		(748,942	)		(34,942,100	)
Net Increase (Decrease)		(210,945	)		(11,568,052	)		(103,464	)		(5,442,631	)
Class R6
Shares Sold		106,553		$	6,160,560			101,337		$	4,504,644
Shares Issued for Reinvested Dividends		490			26,101			22			1,036
Shares Redeemed		(20,716	)		(1,157,686	)		(16,674	)		(780,149	)
Net Increase (Decrease)		86,327			5,028,975			84,685			3,725,531

170

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

Small Cap Growth Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class Y
Shares Sold		2,205,196		$	126,004,854			1,411,283		$	65,897,767
Shares Issued for Reinvested Dividends		33,845			1,804,980			495,729			23,135,682
Shares Redeemed		(2,314,871	)		(128,364,257	)		(1,923,627	)		(89,252,794	)
Net Increase (Decrease)		(75,830	)		(554,423	)		(16,615	)		(219,345	)
Class F(1)
Shares Sold		1,204,782		$	64,154,318			—		$	—
Shares Redeemed		(402,000	)		(22,598,067	)		—			—
Net Increase (Decrease)		802,782			41,556,251			—			—
Total Net Increase (Decrease)		3,747,676		$	215,016,349			(2,118,516	)	$	(87,762,521	)

⁽¹⁾  Inception date of class was February 28, 2017.

Small Company Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		1,966,446		$	35,474,634			3,213,407		$	50,626,998
Shares Issued for Reinvested Dividends		—			—			2,616,747			42,260,470
Shares Redeemed		(6,261,787	)		(110,500,761	)		(6,095,959	)		(97,416,270	)
Shares converted (from) Class B into Class A		16,712			298,785			28,971			456,183
Net Increase (Decrease)		(4,278,629	)		(74,727,342	)		(236,834	)		(4,072,619	)
Class B
Shares Sold		447		$	5,791			6,823		$	79,319
Shares Issued for Reinvested Dividends		—			—			33,958			407,499
Shares Redeemed		(51,933	)		(683,587	)		(95,455	)		(1,115,727	)
Shares converted (from) Class B into Class A		(22,710	)		(298,785	)		(38,966	)		(456,183	)
Net Increase (Decrease)		(74,196	)		(976,581	)		(93,640	)		(1,085,092	)
Class C
Shares Sold		140,709		$	1,850,290			194,329		$	2,328,208
Shares Issued for Reinvested Dividends		—			—			472,301			5,658,168
Shares Redeemed		(562,765	)		(7,472,545	)		(815,989	)		(9,741,662	)
Net Increase (Decrease)		(422,056	)		(5,622,255	)		(149,359	)		(1,755,286	)
Class I
Shares Sold		3,320,787		$	61,901,911			2,023,112		$	33,954,869
Shares Issued for Reinvested Dividends		—			—			517,744			8,708,431
Shares Redeemed		(4,551,187	)		(87,638,838	)		(3,462,909	)		(56,677,439	)
Net Increase (Decrease)		(1,230,400	)		(25,736,927	)		(922,053	)		(14,014,139	)
Class R3
Shares Sold		160,921		$	3,168,983			296,140		$	5,038,547
Shares Issued for Reinvested Dividends		—			—			242,555			4,249,559
Shares Redeemed		(811,923	)		(16,507,208	)		(525,685	)		(9,098,332	)
Net Increase (Decrease)		(651,002	)		(13,338,225	)		13,010			189,774

171

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

Small Company Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class R4
Shares Sold		204,560		$	4,233,718			370,273		$	6,726,992
Shares Issued for Reinvested Dividends		—			—			268,598			4,923,405
Shares Redeemed		(762,765	)		(16,070,712	)		(1,023,313	)		(18,196,089	)
Net Increase (Decrease)		(558,205	)		(11,836,994	)		(384,442	)		(6,545,692	)
Class R5
Shares Sold		54,051		$	1,152,007			294,757		$	5,482,622
Shares Issued for Reinvested Dividends		—			—			176,074			3,359,491
Shares Redeemed		(202,264	)		(4,423,749	)		(1,531,097	)		(27,300,052	)
Net Increase (Decrease)		(148,213	)		(3,271,742	)		(1,060,266	)		(18,457,939	)
Class R6
Shares Sold		2,693		$	62,566			606,951		$	10,996,464
Shares Issued for Reinvested Dividends		—			—			55			1,073
Shares Redeemed		(6	)		(150	)		(606,950	)		(11,143,097	)
Net Increase (Decrease)		2,687			62,416			56			(145,560	)
Class Y
Shares Sold		234,876		$	5,126,932			593,130		$	11,047,655
Shares Issued for Reinvested Dividends		—			—			1,590,330			30,836,502
Shares Redeemed		(4,088,378	)		(89,018,580	)		(9,310,217	)		(181,231,860	)
Net Increase (Decrease)		(3,853,502	)		(83,891,648	)		(7,126,757	)		(139,347,703	)
Class F(1)
Shares Sold		3,973,412		$	77,874,954			—		$	—
Shares Redeemed		(130,794	)		(2,675,069	)		—			—
Net Increase (Decrease)		3,842,618			75,199,885			—			—
Total Net Increase (Decrease)		(7,370,898	)	$	(144,139,413	)		(9,960,285	)	$	(185,234,256	)

⁽¹⁾  Inception date of class was February 28, 2017.

Value Opportunities Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		740,990		$	14,477,157			829,142		$	14,139,822
Shares Issued for Reinvested Dividends		147,708			2,849,514			954,273			15,811,452
Shares Redeemed		(2,564,249	)		(50,412,115	)		(2,472,476	)		(42,658,874	)
Shares converted (from) Class B into Class A		11,584			226,808			25,792			433,334
Net Increase (Decrease)		(1,663,967	)		(32,858,636	)		(663,269	)		(12,274,266	)
Class B
Shares Sold		199		$	3,376			998		$	14,455
Shares Issued for Reinvested Dividends		315			5,331			9,252			133,450
Shares Redeemed		(31,546	)		(541,218	)		(52,697	)		(783,707	)
Shares converted (from) Class B into Class A		(13,222	)		(226,808	)		(29,345	)		(433,334	)
Net Increase (Decrease)		(44,254	)		(759,319	)		(71,792	)		(1,069,136	)

172

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

Value Opportunities Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class C
Shares Sold		100,952		$	1,707,157			101,997		$	1,485,528
Shares Issued for Reinvested Dividends		13,295			222,182			128,762			1,845,640
Shares Redeemed		(396,747	)		(6,787,375	)		(436,576	)		(6,420,763	)
Net Increase (Decrease)		(282,500	)		(4,858,036	)		(205,817	)		(3,089,595	)
Class I
Shares Sold		849,351		$	16,387,611			708,964		$	12,376,170
Shares Issued for Reinvested Dividends		17,965			341,942			85,174			1,396,360
Shares Redeemed		(1,177,438	)		(22,883,629	)		(1,186,788	)		(20,278,464	)
Net Increase (Decrease)		(310,122	)		(6,154,076	)		(392,650	)		(6,505,934	)
Class R3
Shares Sold		20,088		$	395,021			32,000		$	563,698
Shares Issued for Reinvested Dividends		1,578			30,815			15,522			259,602
Shares Redeemed		(105,280	)		(2,092,530	)		(88,249	)		(1,520,411	)
Net Increase (Decrease)		(83,614	)		(1,666,694	)		(40,727	)		(697,111	)
Class R4
Shares Sold		84,984		$	1,703,670			102,710		$	1,790,812
Shares Issued for Reinvested Dividends		5,048			99,579			37,821			640,216
Shares Redeemed		(205,285	)		(4,198,871	)		(292,471	)		(5,123,200	)
Net Increase (Decrease)		(115,253	)		(2,395,622	)		(151,940	)		(2,692,172	)
Class R5
Shares Sold		3,417		$	68,429			13,911		$	241,877
Shares Issued for Reinvested Dividends		1,824			36,215			11,717			200,138
Shares Redeemed		(92,022	)		(1,870,015	)		(45,733	)		(833,281	)
Net Increase (Decrease)		(86,781	)		(1,765,371	)		(20,105	)		(391,266	)
Class Y
Shares Sold		23,452		$	478,821			41,514		$	683,827
Shares Issued for Reinvested Dividends		872			17,344			7,637			130,889
Shares Redeemed		(20,279	)		(418,554	)		(87,678	)		(1,600,586	)
Net Increase (Decrease)		4,045			77,611			(38,527	)		(785,870	)
Class F(1)
Shares Sold		637,440		$	12,493,812			—		$	—
Shares Redeemed		(43,736	)		(870,521	)		—			—
Net Increase (Decrease)		593,704			11,623,291			—			—
Total Net Increase (Decrease)		(1,988,742	)	$	(38,756,852	)		(1,584,827	)	$	(27,505,350	)

⁽¹⁾  Inception date of class was February 28, 2017.

11. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $375 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the

173

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. For the year ended October 31, 2017, the following fund had borrowings as follows:

Fund	Average Daily amount of borrowing outstanding		Days outstanding		Interest expense		Weighted average annualized interest rate
Capital Appreciation Fund	$	8,219		1	$	349		4.50	%

As of October 31, 2017, no Fund had any outstanding borrowings.

12. Indemnifications:

Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

13. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings.

HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that, among other things, added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. A bench trial on the issue of liability was held in November 2016. On February 28, 2017, the court granted judgment for HIFSCO and HFMC as to all claims. On March 23, 2017, plaintiffs appealed to the United States Court of Appeals for the Third Circuit.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.

14. Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the year ended October 31, 2017, events and transactions subsequent to October 31, 2017, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. The following subsequent events requiring financial statement adjustment or disclosure have been identified.

174

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2017

Effective November 1, 2017, The Hartford Value Opportunities Fund changed its name to Hartford Quality Value Fund and its new contractual investment management fee is as follows: 0.5500% of the first $250 million, 0.4500% of the next $250 million, 0.3500% of the next $500 million, 0.3300% of the next $4 billion, 0.3250% of the next $5 billion and 0.3225% in excess of $10 billion annually of the Hartford Quality Value Fund’s average daily net assets. In addition, HFMC has contractually agreed to reimburse expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses) to the extent necessary to maintain total annual fund operating expenses as follows for Hartford Quality Value Fund: 1.05% (Class A), 1.05% (Class T), 1.80% (Class C), 0.79% (Class I), 1.35% (Class R3), 1.05% (Class R4), 0.75% (Class R5), 0.70% (Class Y) and 0.65% (Class F). This contractual arrangement will remain in effect until February 28, 2019 and will automatically renew for one-year terms thereafter unless HASCO provides written notice of termination prior to start of the next term or upon approval of the Board of Directors (“Board”).

Effective November 1, 2017, each Company, on behalf of its respective Funds, entered into an Amended and Restated Transfer Agency and Service Agreement (“Agreement”) with HASCO. Effective November 1, 2017, under the terms of the Agreement, each Fund pays HASCO a transfer agency fee payable monthly based on the costs of providing or overseeing transfer agency services provided to such Fund. Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to BFDS (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and BFDS (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the applicable Company’s Board; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin. Effective November 1, 2017 through February 28, 2019, HASCO has also contractually agreed to waive and/or reimburse a portion of the transfer agency fee to the extent necessary to maintain the transfer agency fees as follows: 0.25% (Class A), 0.25% (Class T), 0.25% (Class C), 0.20% (Class I), 0.02% (Class R3), 0.02% (Class R4), 0.02% (Class R5), and 0.06% (Class Y). HASCO has also contractually agreed to reimburse all transfer agency fees for each of Class R6 and Class F shares until February 28, 2018, and thereafter, has agreed to waive and/or reimburse a portion of the transfer agency fee to the extent necessary to maintain the transfer agency fee at 0.004% of the average daily net assets for each of Class R6 and Class F shares through February 28, 2019. Each contractual arrangement, except the reimbursement of the entire transfer agency fee for Class R6 and Class F, will automatically renew for one-year terms thereafter unless HASCO provides written notice of termination prior to start of the next term or upon approval of the applicable Board.

175

Report of Independent Registered Public Accounting Firm

The Board of Directors and Shareholders of

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc.

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of The Hartford Capital Appreciation Fund, Hartford Core Equity Fund, The Hartford Dividend and Growth Fund, The Hartford Equity Income Fund, The Hartford Healthcare Fund, The Hartford MidCap Fund, The Hartford MidCap Value Fund, Hartford Small Cap Core Fund and The Hartford Small Company Fund (nine of the series constituting The Hartford Mutual Funds, Inc.), and The Hartford Growth Opportunities Fund, The Hartford Small Cap Growth Fund and The Hartford Value Opportunities Fund (three of the series constituting The Hartford Mutual Funds II, Inc.) (collectively, together with The Hartford Mutual Funds, Inc., the “Companies”), as of October 31, 2017, and the related statements of operations for the year then ended, the statements of changes in net assets for each of the two years in the period then ended, and the financial highlights for each of the periods indicated therein. These financial statements and financial highlights are the responsibility of the Companies’ management. Our responsibility is to express an opinion on these financial statements and financial highlights based on our audits.

We conducted our audits in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements and financial highlights are free of material misstatement. We were not engaged to perform an audit of the Companies’ internal control over financial reporting. Our audits included consideration of internal control over financial reporting as a basis for designing audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the Companies’ internal control over financial reporting. Accordingly, we express no such opinion. An audit also includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements and financial highlights, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. Our procedures included confirmation of securities owned as of October 31, 2017, by correspondence with the custodian, brokers and others or by other appropriate auditing procedures where replies from brokers or others were not received. We believe that our audits provide a reasonable basis for our opinion.

In our opinion, the financial statements and financial highlights referred to above present fairly, in all material respects, the financial position of The Hartford Capital Appreciation Fund, Hartford Core Equity Fund, The Hartford Dividend and Growth Fund, The Hartford Equity Income Fund, The Hartford Healthcare Fund, The Hartford MidCap Fund, The Hartford MidCap Value Fund, Hartford Small Cap Core Fund, and The Hartford Small Company Fund (nine of the series constituting The Hartford Mutual Funds, Inc.), and The Hartford Growth Opportunities Fund, The Hartford Small Cap Growth Fund and The Hartford Value Opportunities Fund (three of the series constituting The Hartford Mutual Funds II, Inc.) at October 31, 2017, the results of their operations for the year then ended, the changes in their net assets for each of the two years in the period then ended, and the financial highlights for each of the indicated periods, in conformity with U.S. generally accepted accounting principles.

Philadelphia, Pennsylvania

December 29, 2017

176

Domestic Equity and Fixed Income

Directors and Officers of the Companies (Unaudited)

Each of The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each a, “Company” and collectively, the “Companies”) is governed by a Board of Directors (the “Directors”). The following tables present certain information regarding the Directors and officers of the Companies as of October 31, 2017. For more information regarding the Directors and officers, please refer to the Statement of Additional Information, which is available, without charge, upon request by calling 1-888-843-7824.

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY  DIRECTOR
NON-INTERESTED DIRECTORS
HILARY E. ACKERMANN (1956)	Director	Since 2014	Ms. Ackermann served as Chief Risk Officer at Goldman Sachs Bank USA from October 2008 to November 2011. Ms. Ackermann has served as a Director of Dynegy, Inc. (an independent power company) from October 2012 to present and as a Director of Credit Suisse Holdings (USA), Inc. from January 2017 to present.	89	Ms. Ackermann serves as a Director of Dynegy, Inc. (a power company) (October 2012 to present) and as a Director of Credit Suisse Holdings (USA), Inc. from January 2017 to present.
ROBIN C. BEERY (1967)	Director	Since 2017	Ms. Beery has served as a Consultant of Arrowpoint Partners (an alternative asset manager) since March 2015. Previously, she was Executive Vice President, Head of Distribution, for Janus Capital Group, and Chief Executive Officer and President of the Janus Mutual Funds (a global asset manager) from September 2009 to August 2014.	89	Ms. Beery serves as a Director of UMB Financial Corporation (January 2015 to present).

177

Domestic Equity and Fixed Income

Directors and Officers of the Company (Unaudited) – (continued)

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY  DIRECTOR
LYNN S. BIRDSONG (1946)	Director	Since 2003	Mr. Birdsong currently serves as a Director of Aberdeen Global and Aberdeen Global II (investment funds) (September 2014 to present) and Aberdeen Islamic SICAV and Aberdeen Liquidity Fund (investment funds) (2016 to present). Mr. Birdsong served as an Independent Director of Nomura Partners Funds, Inc. (formerly, The Japan Fund) (April 2003 to February 2015) and as a Director of the Sovereign High Yield Investment Company (April 2010 to June 2014). From 2003 to March 2005, Mr. Birdsong was an Independent Director of the Atlantic Whitehall Funds. From 1979 to 2002, Mr. Birdsong was a Managing Director of Zurich Scudder Investments, an investment management firm. During his employment with Scudder, Mr. Birdsong was an Interested Director of The Japan Fund. From January 1981 through December 2013, Mr. Birdsong was a partner in Birdsong Company, an advertising specialty firm.	89	None
CHRISTINE R. DETRICK (1958)	Director	Since 2016	Ms. Detrick has served as a Director of Reinsurance Group of America since January 2014 and Forest City Realty Trust (a real estate company) since November 2014. Previously, she was a Director of Forethought Financial Group, Inc. (a financial services company) from January 2012 to January 2014 and a Senior Partner/ Advisor at Bain & Company (a management consulting firm) from September 2002 to December 2012.	89	Ms. Detrick serves as a Director of Reinsurance Group of America (January 2014 to present) and Forest City Realty Trust (a real estate company) (November 2014 to present).

178

Domestic Equity and Fixed Income

Directors and Officers of the Company (Unaudited) – (continued)

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY  DIRECTOR
DUANE E. HILL (1945)	Director	Since 2001(4) Since 2002(5)	Mr. Hill is a Partner of TSG Ventures L.P., a private equity investment company. Mr. Hill is a former partner of TSG Capital Group, a private equity investment firm that served as sponsor and lead investor in leveraged buyouts of middle market companies.	89	None
WILLIAM P. JOHNSTON (1944)	Director and Chairman of the Board	Director since 2005 and Chairman of the Board since 2015	In June 2006, Mr. Johnston was appointed as Senior Advisor to The Carlyle Group, a global private equity and other alternative asset investment firm and currently serves as an Operating Executive. In July 2006, Mr. Johnston was elected to the Board of Directors of MultiPlan, Inc. and served as a Director (July 2006 to August 2010). In August 2007, Mr. Johnston was elected to the Board of Directors of LifeCare Holdings, Inc. and served as a Director (August 2007 to June 2013). In February 2008, Mr. Johnston was elected to the Board of Directors of HCR-ManorCare, Inc. In May 2006, Mr. Johnston was elected to the Supervisory Board of Fresenius Medical Care AG & Co. KGaA, after its acquisition of Renal Care Group, Inc. in March 2006. Mr. Johnston joined Renal Care Group in November 2002 as a member of the Board of Directors and served as Chairman of the Board from March 2003 through March 2006. From 2002 through 2013, Mr. Johnston served as a Board member of the Georgia O’Keefe Museum. From September 1987 to December 2002, Mr. Johnston was with Equitable Securities Corporation (and its successors, SunTrust Equitable Securities and SunTrust Robinson Humphrey) serving in various investment banking and managerial positions, including Managing Director and Head of Investment Banking, Chief Executive Officer and Vice Chairman.	89	None

179

Domestic Equity and Fixed Income

Directors and Officers of the Company (Unaudited) – (continued)

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY  DIRECTOR
PHILLIP O. PETERSON (1944)	Director	Since 2002(4) Since 2000(5)	Mr. Peterson is a mutual fund industry consultant. He was a partner of KPMG LLP (an accounting firm) until July 1999. Mr. Peterson joined William Blair Funds in February 2007 as a member of the Board of Trustees. From February 2012 to February 2014, Mr. Peterson served as a Trustee of Symetra Variable Mutual Funds. From January 2004 to April 2005, Mr. Peterson served as Independent President of the Strong Mutual Funds.	89	Mr. Peterson is a Trustee of the William Blair Funds (February 2007 to current) (22 funds overseen).
LEMMA W. SENBET (1946)	Director	Since 2005	Dr. Senbet is the William E. Mayer Chair Professor of Finance and Founding Director, Center for Financial Policy, at the University of Maryland, Robert H. Smith School of Business. He was chair of the Finance Department of the University of Maryland, Robert H. Smith School of Business from 1998 to 2006. Since June 2013, he has been on leave from the University to serve as Executive Director of the African Economic Research Consortium which focuses on economic policy research and training. Previously, he was a chaired professor of finance at the University of Wisconsin-Madison. Also, he was a Director of the Fortis Funds from March 2000 to July 2002. Dr. Senbet served as Director of the American Finance Association and President of the Western Finance Association. In 2006, Dr. Senbet was inducted Fellow of Financial Management Association International for his career-long distinguished scholarship and professional service.	89	None

180

Domestic Equity and Fixed Income

Directors and Officers of the Company (Unaudited) – (continued)

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY  DIRECTOR
DAVID SUNG (1953)	Director	Since 2017	Mr. Sung has served as a Director of Nippon Wealth Bank since April 2015 and CITIC-Prudential Fund Management Company, Inc. since January 2016. Mr. Sung is a Director of four private investment pools. Previously, he was a Partner at Ernst & Young LLP from October 1995 to July 2014.	89	Mr. Sung serves as a Trustee of Ironwood Institutional Multi-Strategy Fund, LLC and Ironwood Multi-Strategy Fund, LLC (October 2015 to present) (2 portfolios).
OFFICERS(6) AND INTERESTED DIRECTORS
JAMES E. DAVEY(7) (1964)	Director, President and Chief Executive Officer	President and Chief Executive Officer since 2010; Director since 2012	Mr. Davey serves as Executive Vice President of The Hartford Financial Services Group, Inc. Additionally, Mr. Davey serves as Chairman of the Board, Manager and Senior Managing Director of Hartford Funds Distributors, LLC (“HFD”). He also currently serves as Director, Chairman of the Board, President and Senior Managing Director of Hartford Administrative Services Company (“HASCO”). Mr. Davey also serves as President, Manager, Chairman of the Board and Senior Managing Director for Hartford Funds Management Company, LLC (“HFMC”) and Director, Chairman of the Board and Senior Managing Director for Hartford Funds Management Group, Inc. (“HFMG”). Mr. Davey also serves as Chairman of the Board, President and Manager of Lattice Strategies LLC effective July 30, 2016. Mr. Davey has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Davey joined The Hartford in 2002.	89	N/A

181

Domestic Equity and Fixed Income

Directors and Officers of the Company (Unaudited) – (continued)

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY  DIRECTOR
ANDREW S. DECKER (1963)	AML Compliance Officer	Since 2015	Mr. Decker currently serves as Chief Compliance Officer and AML Compliance Officer of HASCO and as AML Officer of HFD. Prior to joining The Hartford, Mr. Decker served as Vice President and AML Officer at Janney Montgomery Scott (a broker dealer) from April 2011 to January 2015. Mr. Decker served as AML Compliance and Sanctions Enforcement Officer at SEI Investments from December 2007 to April 2011.	N/A	N/A
MICHAEL J. FLOOK (1965)	Vice President, Treasurer and Controller	Since 2015	Mr. Flook served as Assistant Treasurer for each Company, The Hartford Alternative Strategies Fund, Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. from February 2015 to March 2015. Mr. Flook joined The Hartford in 2014. Prior to joining The Hartford, Mr. Flook served as Director, Vice President and Assistant Treasurer at UBS Global Asset Management from May 2006 to November 2014. Mr. Flook currently serves as an employee of HFMC.	N/A	N/A
WALTER F. GARGER (1965)	Vice President and Chief Legal Officer	Since 2016	Mr. Garger currently serves as Secretary, Managing Director and General Counsel of HFD, HASCO, HFMC and HFMG. Mr. Garger also serves as Secretary and General Counsel of Lattice Strategies LLC effective July 30, 2016. Mr. Garger has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Garger joined The Hartford in 1995.	N/A	N/A

182

Domestic Equity and Fixed Income

Directors and Officers of the Company (Unaudited) – (continued)

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY  DIRECTOR
JOSEPH G. MELCHER (1973)	Vice President and Chief Compliance Officer	Since 2013	Mr. Melcher currently serves as Executive Vice President of HFD, HFMG and HASCO. Mr. Melcher also currently serves as Executive Vice President and Chief Compliance Officer of HFMC, Lattice Strategies, LLC and the Hartford Funds Exchange-Traded Trust. Mr. Melcher has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds since joining The Hartford in 2012. Prior to joining The Hartford, Mr. Melcher worked at Touchstone Investments, a member of the Western & Southern Financial Group, where he held the position of Vice President and Chief Compliance Officer from 2010 through 2012 and Assistant Vice President, Compliance from 2005 to 2010.	N/A	N/A
VERNON J. MEYER (1964)	Vice President	Since 2006	Mr. Meyer currently serves as Senior Vice President of Hartford Life Insurance Company (“HLIC”). He also currently serves as Managing Director and Chief Investment Officer of HFMC and Managing Director of HFMG. Mr. Meyer has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Meyer joined The Hartford in 2004.	N/A	N/A
ALICE A. PELLEGRINO (1960)	Vice President	Since 2016	Ms. Pellegrino currently serves as Vice President of HLIC and HFMG. Ms. Pellegrino is a Senior Counsel and has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Pellegrino joined The Hartford in 2007.	N/A	N/A

183

Domestic Equity and Fixed Income

Directors and Officers of the Company (Unaudited) – (continued)

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY  DIRECTOR
THOMAS R. PHILLIPS (1960)	Vice President and Secretary	Since 2017	Mr. Phillips currently serves as Vice President and Senior Counsel for HFMG. Prior to joining HFMG in 2017, Mr. Phillips was a Director and Chief Legal Officer of Saturna Capital Corporation from 2014–2016. Prior to that Mr. Phillips was a Partner and Deputy General Counsel of Lord, Abbett & Co. LLC.	N/A	N/A
LAURA S. QUADE (1969)	Vice President	Since 2012	Ms. Quade currently serves as Vice President of HASCO, HFD and HFMG. She is the Head of Operations of HASCO and formerly served as Director, Enterprise Operations of HLIC. Ms. Quade has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Quade joined The Hartford in 2001.	N/A	N/A

⁽¹⁾ The address for each officer and Director is c/o Hartford Funds 690 Lee Road, Wayne, PA 19087.

⁽²⁾ Each Director holds an indefinite term until the earlier of (i) the election and qualification of his or her successor or (ii) when the Director turns 75 years of age. Each officer shall serve until his or her successor is elected and qualifies.

⁽³⁾ The portfolios of the “Fund Complex” are series of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc., Hartford HLS Series Fund II, Inc., Hartford Funds Master Fund, Lattice Strategies Trust, Hartford Funds Exchange-Traded Trust, and Hartford Funds NextShares Trust.

⁽⁴⁾ For The Hartford Mutual Funds, Inc.

⁽⁵⁾ For The Hartford Mutual Funds II, Inc.

⁽⁶⁾ Effective November 7, 2017, Albert Lee and Theodore Lucas were elected as officers of the Companies. For more information, please see the most recent Statement of Additional Information.

⁽⁷⁾ “Interested person,” as defined in the 1940 Act, of each Company because of the person’s affiliation with, or equity ownership of, HFMC, HFD or affiliated companies.

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HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that uses to determine how to vote proxies relating to portfolio securities and information about how voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

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The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc.

The Hartford Capital Appreciation Fund

Hartford Core Equity Fund

The Hartford Dividend and Growth Fund

The Hartford Equity Income Fund

The Hartford Growth Opportunities Fund

The Hartford Healthcare Fund

The Hartford MidCap Fund

The Hartford MidCap Value Fund

Hartford Quality Value Fund (formerly, The Hartford Value Opportunities Fund)

Hartford Small Cap Core Fund

The Hartford Small Cap Growth Fund

The Hartford Small Company Fund

Section 15(c) of the Investment Company Act of 1940, as amended (the “1940 Act”), requires that each mutual fund’s board of directors, including a majority of those directors who are not “interested persons” of the mutual fund, as defined in the 1940 Act (the “Independent Directors”), annually review and consider the continuation of the mutual fund’s investment advisory and sub-advisory agreements. At their meeting held on August 1-2, 2017, the Boards of Directors (collectively, the “Board”) of The Hartford Mutual Funds, Inc. (“HMF”) and The Hartford Mutual Funds II, Inc. (“HMF II”), including each of the Independent Directors, unanimously voted to approve (i) the continuation of an investment management agreement (the “Management Agreement”) by and between HMF and HMF II, on behalf of each of their respective funds listed above (each a “Fund” and collectively, the “Funds”) except for The Hartford Healthcare Fund and The Hartford Small Company Fund, and Hartford Funds Management Company, LLC (“HFMC”); (ii) the continuation of a separate investment management agreement by and between HMF, on behalf of The Hartford Healthcare Fund and The Hartford Small Company Fund, and HFMC (the “2013 Investment Management Agreement” and collectively with the Management Agreement, the “Management Agreements”); and (iii) new investment sub-advisory agreements (each, a “Sub-Advisory Agreement” and collectively with the Management Agreements, the “Agreements”) between HFMC and each Fund’s sub-adviser, Wellington Management Company LLP (the “Sub-adviser,” and together with HFMC, the “Advisers”), on behalf of each of HMF and HMF II, as applicable.

In the months preceding the August 1-2, 2017 meeting, the Board requested and reviewed written responses from the Advisers to questions posed to the Advisers on behalf of the Independent Directors and supporting materials relating to those questions and responses. In addition, the Board considered such additional information as it deemed reasonably necessary to evaluate the Agreements, as applicable, with respect to each Fund, which included information furnished to the Board at its meetings throughout the year, as well as information specifically prepared in connection with the approval of the Agreements that was presented at the Board’s meetings held on June 20-21, 2017 and August 1-2, 2017. Information provided to the Board at its meetings throughout the year included, among other things, reports on Fund performance, legal, compliance and risk management matters, sales and marketing activity, shareholder services, and the other services provided to each Fund by the Advisers and their affiliates. The Board also considered the materials and in-person presentations by Fund officers and representatives of HFMC received at the Board’s meetings on June 20-21, 2017 and August 1-2, 2017 concerning the Agreements.

The Independent Directors, advised by independent legal counsel, engaged service providers to assist them with evaluating the Agreements with respect to each Fund, as applicable. Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data, was retained to provide the Board with reports on how each Fund’s contractual management fees, actual management fees, other non-management fees, overall expense ratios and investment performance compared to those of comparable mutual funds with similar investment objectives. The Independent Directors also engaged an independent financial services consultant (the “Consultant”) to assist them in evaluating the Funds’ respective management fees, sub-advisory fees, other non-management fees, overall expense ratios and investment performance. In addition, the Consultant reviewed the profitability calculations utilized by HFMC in connection with the continuation of the Management Agreements.

In determining whether to approve the Agreements for a Fund, the members of the Board reviewed and evaluated information and factors they believed to be relevant and appropriate in light of the information that the Board deemed necessary and appropriate through the exercise of its reasonable business judgment. While individual members of the Board may have weighed certain factors differently, the Board’s determination to approve the Agreements was based on a comprehensive consideration of all information provided to the Board throughout the year and specifically with respect to the approval of the Agreements. The Board was also furnished with an analysis of its fiduciary obligations in connection with its evaluation of the Agreements and, throughout the evaluation process, the Board was assisted by counsel for the Funds. The

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Independent Directors were also separately assisted by independent legal counsel. A more detailed summary of the important, but not necessarily all, factors the Board considered with respect to its approval of the Agreements is provided below.

Nature, Extent and Quality of Services Provided by the Advisers

The Board requested and considered information concerning the nature, extent and quality of the services provided to each Fund by the Advisers. The Board considered, among other things, the terms of the Agreements and the range of services provided by the Advisers. The Board considered the Advisers’ professional personnel who provide services to the Funds, including each Adviser’s ability and experience in attracting and retaining qualified personnel to service the Funds. The Board considered each Adviser’s reputation and overall financial strength, as well as its willingness to consider and implement organizational and operational changes designed to enhance services to the Hartford Funds. In addition, the Board considered the quality of each Adviser’s communications with the Board and responsiveness to Board inquiries and requests made from time to time with respect to the Funds and other Hartford Funds.

The Board also requested and evaluated information concerning each Adviser’s regulatory and compliance environment. In this regard, the Board requested and reviewed information about each Adviser’s compliance policies and procedures, compliance history, and a report from the Funds’ Chief Compliance Officer about each Adviser’s compliance with applicable laws and regulations, including responses to regulatory developments and compliance issues raised by regulators, as well as each Adviser’s commitment to implement rulemaking initiatives of the U.S. Securities and Exchange Commission. The Board also noted the Advisers’ support of the Funds’ compliance control structure, as applicable, and, in particular, the resources devoted by the Advisers in support of the Funds’ obligations pursuant to Rule 38a-1 under the 1940 Act, as well as the efforts of the Advisers to combat cybersecurity risks and invest in business continuity planning.

With respect to HFMC, the Board noted that, under the Management Agreements, HFMC is responsible for the management of the Funds, including oversight of fund operations and service providers, and the provision of administrative and investment advisory services in connection with selecting, monitoring and supervising the Sub-adviser. The Board considered HFMC’s ongoing monitoring of people, process and performance, including its quarterly reviews of each of the Hartford Funds, semi-annual meetings with the leaders of each Fund’s portfolio management team, and oversight of the Hartford Funds’ portfolio managers. The Board recognized that HFMC has demonstrated a record of making changes to the management and/or strategies of the Hartford Funds when warranted. The Board considered HFMC’s periodic due diligence reviews of the Sub-adviser and ongoing oversight of the Sub-adviser’s investment approach and results, process for monitoring best execution of portfolio trades and other trading operations by the Sub-adviser, and approach to risk management with respect to the Funds and the service providers to the Funds. The Board also considered HFMC’s day-to-day oversight of each Fund’s compliance with its objective and policies as well as with applicable laws and regulations, noting that regulatory and other developments had over time led to an increase in the scope of HFMC’s services in this regard. Moreover, the Board considered HFMC’s oversight of potential conflicts of interest between the Funds’ investments and those of other funds or accounts managed by the Funds’ portfolio management personnel.

In addition, the Board considered HFMC’s ongoing commitment to review and rationalize the Hartford Funds product line-up and the expenses that HFMC had incurred in connection with the launch of new funds in recent years. The Board considered that HFMC is responsible for providing the Funds’ officers.

With respect to the Sub-adviser, which provides certain day-to-day portfolio management services for the Funds, subject to oversight by HFMC, the Board considered, among other things, the quality of each Fund’s portfolio manager(s), the Sub-adviser’s other investment personnel, its investment philosophy and process, its investment research capabilities and resources, its performance record, its trade execution capabilities and its experience. The Board considered the experience of each Fund’s portfolio manager(s), the number of accounts managed by the portfolio manager(s), and the Sub-adviser’s method for compensating the portfolio manager(s).

Based on these considerations, the Board concluded that it was satisfied with the nature, extent and quality of the services provided to each Fund by HFMC and the Sub-adviser.

Performance of each Fund and the Advisers

The Board considered the investment performance of each Fund. In this regard, the Board reviewed the performance of each Fund over different time periods presented in the materials and evaluated HFMC’s analysis of the Fund’s performance for these time periods. The Board considered information and materials provided to the Board by the Advisers concerning Fund performance, as well as information from Broadridge comparing the investment performance of each Fund to an appropriate universe of peer funds. For details regarding each Fund’s performance, see the fund-by-fund synopsis below.

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The Board considered the detailed investment analytics reports provided by HFMC’s Investment Advisory Group throughout the year, including in connection with the approval of the Agreements. These reports include, among other things, information on each Fund’s gross returns and net returns, the Fund’s investment performance relative to an appropriate benchmark and peer group (if available), various statistics concerning the Fund’s portfolio, and a narrative summary of various factors affecting Fund performance. The Board considered the Advisers’ cooperation with the Investment Committee, which assists the Board in evaluating the performance of each Fund at periodic meetings throughout the year and specifically with respect to the approval of the Agreements. The Board also considered the analysis provided by the Consultant relating to each Fund’s performance track record.

In light of all the considerations noted above, the Board concluded that it had continued confidence in HFMC’s and the Sub-adviser’s overall capabilities to manage the Funds.

Costs of the Services and Profitability of the Advisers

The Board reviewed information regarding HFMC’s cost to provide investment management and related services to each Fund and HFMC’s profitability, both overall and for each Fund, on a pre-tax basis without regard to distribution expenses. The Board also requested and reviewed information about the profitability to HFMC and its affiliates from all services provided to each Fund and all aspects of their relationship with the Fund, including information regarding profitability trends over time. The Board also requested and received information relating to the operations and profitability of the Sub-adviser. The Board considered representations from HFMC and the Sub-adviser that the Sub-adviser’s fees were negotiated at arm’s length on a fund-by-fund basis and that the sub-advisory fees would be paid by HFMC and not the Funds. Accordingly, the Board concluded that the profitability of the Sub-adviser is a less relevant factor with respect to the Board’s consideration of the Sub-Advisory Agreements.

The Board considered the Consultant’s review of the methodologies and estimates used by HFMC in calculating profitability in connection with the continuation of the Management Agreements, noting the Consultant’s view that HFMC’s process for calculating and reporting Fund profitability is reasonable and consistent with the process previously reviewed by the Consultant. In this regard, the Board noted that the Consultant had previously performed a full review of this process and reported that such process is sound and consistent with common industry practice.

Based on these considerations, the Board concluded that the profits anticipated to be realized by the Advisers and their affiliates from their relationships with the Funds would not be excessive.

Comparison of Fees and Services Provided by the Advisers

The Board considered the comparative information that had been provided at meetings on June 20-21, 2017 and August 1-2, 2017 with respect to the services rendered to and the management fees to be paid by each Fund to HFMC and the total expense ratios of the Fund. The Board also considered comparative information with respect to the sub-advisory fees to be paid by HFMC to the Sub-adviser with respect to each Fund. In this regard, the Board requested and reviewed information from HFMC and the Sub-adviser relating to the management and sub-advisory fees, including the sub-advisory fee schedule for each Fund, and total operating expenses for each Fund. The Board considered HFMC’s undertaking to limit each Fund’s total annual fund operating expenses to specified levels. The Board also reviewed information from Broadridge comparing each Fund’s contractual management fees, actual management fees and overall expense ratios relative to an appropriate group of funds selected by Broadridge, in consultation with the Consultant. For details regarding each Fund’s expenses, see the fund-by-fund synopsis below.

While the Board recognized that comparisons between a Fund and its peer funds may be imprecise given the different service levels and characteristics of mutual funds and the different business models and cost structures of the Advisers, the comparative information provided by Broadridge assisted the Board in evaluating the reasonableness of each Fund’s fees and total operating expenses. In addition, the Board considered the analysis and recommendations of the Consultant relating to each Fund’s fees and total operating expenses.

Based on these considerations, the Board concluded that each Fund’s fees and total operating expenses, in conjunction with the information about quality of services, profitability, economies of scale, and other matters discussed, were reasonable in light of the services provided.

Economies of Scale

The Board considered information regarding the extent to which economies of scale may be realized as a Fund grows and whether fee levels reflect these economies of scale for the benefit of shareholders of the Fund. The Board reviewed the breakpoints in the management fee schedule for each Fund, if any, which reduce fee rates as the Fund’s assets grow over time. The Board recognized that a fund with assets

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beyond the highest breakpoint level will continue to benefit from economies of scale because additional assets are charged the lowest breakpoint fee resulting in lower overall effective management fee rates. The Board also considered that expense limitations and fee waivers that reduce each Fund’s expenses at all asset levels can have the same effect as breakpoints in sharing economies of scale with shareholders and provide protection from an increase in expenses if the Fund’s assets decline. The Board recognized that a fee schedule that reaches a lower breakpoint quickly provides shareholders with the benefit of anticipated or potential economies of scale. In addition, the Board considered that initially setting competitive fee rates and pricing the Funds to scale at inception are other means of sharing potential economies of scale with shareholders. The Board also considered that HFMC has been active in managing expenses, which has resulted in benefits being realized by shareholders as assets within the Hartford Funds family of funds have grown over time, including through lower operating expenses. The Board also noted that, for the Hartford Small Cap Core Fund, the Fund’s current low asset levels have kept the Fund from fully realizing the benefits of anticipated or potential economies of scale.

The Board reviewed and evaluated materials from Broadridge and the Consultant showing how management fee schedules of peer funds reflect economies of scale for the benefit of shareholders as a peer fund’s assets hypothetically increase over time. Based on information provided by HFMC, Broadridge, and the Consultant, the Board recognized that there is no uniform methodology for establishing breakpoints or uniform pattern in asset levels that trigger breakpoints or the amounts of breakpoints triggered.

After considering all of the information available to it, the Board concluded that it was satisfied with the extent to which economies of scale would be shared for the benefit of each Fund’s shareholders based on currently available information and the effective advisory fees and expense ratios for the Fund at its current and reasonably anticipated asset levels. The Board noted, however, that it would continue to monitor future growth in each Fund’s assets and the appropriateness of additional breakpoints.

Other Benefits

The Board considered other benefits to the Advisers and their affiliates from their relationships with the Funds.

The Board noted that HFMC receives fees for fund accounting and related services from the Funds, and the Board considered information on profits to HFMC for such services. The Board also considered that Hartford Administrative Services Company (“HASCO”), the Funds’ transfer agent and an affiliate of HFMC, receives transfer agency compensation from the Funds. The Board considered that it had approved: (i) the removal of an expense limitation on the transfer agency fees for Class Y shares of each Fund effective May 1, 2017; (ii) the imposition of a direct account fee effective June 1, 2017; (iii) changes to the transfer agency fee structure effective November 1, 2017; and (iv) changes to the expense limitation on transfer agency fees for each share class of each Fund effective November 1, 2017. The Board reviewed information about the profitability to HASCO of the Funds’ transfer agency function, including the anticipated impact of the new fee structure on transfer agent profit margins. The Board noted that under the new transfer agency fee structure, the Funds will pay a fee to HASCO based on actual fees and expenses incurred by HASCO, including payments made by HASCO to a sub-transfer agent and to other financial intermediaries subject to guidelines approved by the Board, plus a reasonable target profit margin. The Board considered information provided by HASCO indicating that, after giving effect to the new fee structure, the transfer agent fees charged by HASCO to the Funds were fair and reasonable based on publicly available information. The Board also noted that HFMC and HASCO had delegated certain fund accounting services and transfer agency services, respectively, to external service providers.

The Board also considered that Hartford Funds Distributors, LLC (“HFD”), an affiliate of HFMC, serves as principal underwriter of the Funds. As principal underwriter, HFD receives distribution and service fees from the Funds and receives all or a portion of the sales charges on sales or redemptions of certain classes of shares.

The Board considered the benefits, if any, to the Sub-adviser from any use of a Fund’s brokerage commissions to obtain soft dollar research, and representations from HFMC and the Sub-adviser that the Sub-adviser does not make any revenue-sharing payments or any other type of distribution payments to HFMC or its affiliates.

The Board considered the benefits to shareholders of being part of the Hartford Funds family of funds, including, with respect to certain share classes, the right to exchange investments between the same class of funds without a sales charge, the ability to reinvest Fund dividends into other funds in the family, and the ability to combine holdings in a Fund with holdings in other funds to obtain a reduced sales charge. The Board considered HFMC’s efforts to provide investors in the fund family with a broad range of investment styles and asset classes and the assumption of entrepreneurial and other risks by HFMC in sponsoring new funds to expand these opportunities for shareholders.

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Fund-by-Fund factors

The Hartford Capital Appreciation Fund

• The Board noted that the Fund’s performance was in the 3rd quintile of its performance universe for the 1-year period, the 4th quintile for the 3-year period and the 2nd quintile for the 5-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1- and 3-year periods and in line with its benchmark for the 5-year period. The Board considered that, in response to questions concerning the Fund’s performance, HFMC stated that it has confidence in the Fund’s portfolio management team and investment strategy. The Board noted recent and upcoming changes to the Fund’s portfolio management team. The Board also noted that certain changes had recently been made to the Fund’s principal investment strategy.

• The Board noted that the Fund’s contractual management fee and actual management fee were in the 3rd quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 2nd quintile. The Board noted the potential impact of the Fund’s declining assets under management on the Fund’s overall expense ratio.

Hartford Core Equity Fund

• The Board noted that the Fund’s performance was in the 5th quintile of its performance universe for the 1-year period and the 1st quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period and above its benchmark for the 3- and 5-year periods. The Board noted recent changes to the Fund’s portfolio management team.

• The Board noted that the Fund’s contractual management fee, its actual management fee and its total expenses (less 12b-1 and shareholder service fees) were in the 1st quintile of its expense group.

The Hartford Dividend and Growth Fund

• The Board noted that the Fund’s performance was in the 2nd quintile of its performance universe for the 1-, 3- and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period, below its benchmark for the 3-year period and in line with its benchmark for the 5-year period. The Board noted recent changes to the Fund’s portfolio management team.

• The Board noted that the Fund’s contractual management fee and actual management fee were in the 3rd quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 2nd quintile. The Board noted the potential impact of the Fund’s declining assets under management on the Fund’s overall expense ratio.

The Hartford Equity Income Fund

• The Board noted that the Fund’s performance was in the 2nd quintile of its performance universe for the 1-, 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period, above its benchmark for the 3-year period and in line with its benchmark for the 5-year period.

• The Board noted that the Fund’s contractual management fee, its actual management fee and its total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile of its expense group. The Board noted the potential impact of the Fund’s declining assets under management on the Fund’s overall expense ratio.

The Hartford Growth Opportunities Fund

• The Board noted that the Fund’s performance was in the 3rd quintile of its performance universe for the 1-year period and the 1st quintile for the 3-and 5-year periods. The Board also noted that the Fund’s performance was in line with its benchmark for the 1-year period and above its benchmark for the 3- and 5-year periods.

• The Board noted that the Fund’s contractual management fee and actual management fee were in the 4th quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile.

The Hartford Healthcare Fund

• The Board noted that the Fund’s performance was in the 1st quintile of its performance universe for the 1- and 3-year periods and the 3rd quintile for the 5-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3- and 5-year periods. The Board noted upcoming changes to the Fund’s portfolio management team.

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• The Board noted that the Fund’s contractual management fee was in the 4th quintile of its expense group, while its actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile. The Board noted the potential impact of the Fund’s declining assets under management on the Fund’s overall expense ratio.

The Hartford MidCap Fund

• The Board noted that the Fund’s performance was in the 2nd quintile of its performance universe for the 1-year period and the 1st quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period, in line with its benchmark for the 3-year period and above its benchmark for the 5-year period.

• The Board noted that the Fund’s contractual management fee, actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile of its expense group.

The Hartford MidCap Value Fund

• The Board noted that the Fund’s performance was in the 4th quintile of its performance universe for the 1- and 3-year periods and the 3rd quintile for the 5-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1- and 3-year periods and in line with its benchmark for the 5-year period. The Board considered that, in response to questions concerning the Fund’s performance, HFMC stated that it has confidence in the Fund’s portfolio management team and investment strategy. The Board noted recent changes to the Fund’s portfolio management team.

• The Board noted that the Fund’s contractual management fee was in the 1st quintile of its expense group, while its actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile.

Hartford Quality Value Fund (formerly, The Hartford Value Opportunities Fund)

• The Board noted that the Fund’s performance was in the 2nd quintile of its performance universe for the 1-year period and the 4th quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period, below its benchmark for the 3-year period and in line with its benchmark for the 5-year period. The Board also noted that certain changes will be made to the Fund’s investment objective, principal investment strategy and portfolio management team.

• The Board noted that the Fund’s contractual management fee was in the 2nd quintile of its expense group, while its actual management fee was in the 4th quintile and its total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile. In considering the Fund’s expenses, the Board noted the shareholder savings expected to result from a permanent fee reduction, which will be implemented in 2017.

Hartford Small Cap Core Fund

• The Board noted that the Fund’s performance was in the 4th quintile of its performance universe for the 1-, 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1- and 3-year periods and in line with its benchmark for the 5-year period. In considering the Fund’s performance record, the Board noted that the Fund had transitioned to the Sub-adviser in 2012.

• The Board noted that the Fund’s contractual management fee was in the 1st quintile of its expense group, while its actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile.

The Hartford Small Cap Growth Fund

• The Board noted that the Fund’s performance was in the 2nd quintile of its performance universe for the 1-, 3- and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3- and 5-year periods. The Board noted recent changes to the Fund’s portfolio management team.

• The Board noted that the Fund’s contractual management fee, actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 1st quintile of its expense group.

The Hartford Small Company Fund

• The Board noted that the Fund’s performance was in the 4th quintile of its performance universe for the 1-year period and the 5th quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-, 3- and 5-year

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periods. The Board considered that, in response to questions concerning the Fund’s performance, HFMC stated that it has confidence in the Fund’s portfolio management team and investment strategy. The Board noted recent changes to the Fund’s portfolio management team. The Board also noted that certain changes had recently been made to the Fund’s principal investment strategy.

• The Board noted that the Fund’s contractual management fee was in the 3rd quintile of its expense group, while its actual management fee was in the 2nd quintile and its total expenses (less 12b-1 and shareholder service fees) were in the 4th quintile.

* * * *

Based upon its review of these various factors, among others, the Board concluded that it is in the best interests of each Fund and its shareholders for the Board to approve the Agreements for an additional year. In reaching this decision, the Board did not assign relative weights to the factors discussed above or deem any one or group of them to be controlling in and of themselves. In connection with their deliberations, the Independent Directors met separately in executive session on several occasions, with independent legal counsel and the Consultant, to review the relevant materials and consider their responsibilities under relevant laws and regulations.

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Domestic Equity Funds

Additional Information Regarding the New Transfer Agency Fee (Unaudited – Not Part of the Annual Report)

Effective November 1, 2017, The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each a “Company”), on behalf of its respective funds listed in the table below (each a “Fund”), entered into an Amended and Restated Transfer Agency and Service Agreement (“Agreement”) with Hartford Administrative Services Company (“HASCO”). Effective November 1, 2017, under the terms of the Agreement, each Fund pays HASCO a transfer agency fee payable monthly based on the costs of providing or overseeing transfer agency services provided to such Fund. Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to Boston Financial Data Services, Inc. (“BFDS”) (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and BFDS (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the applicable Company’s Board of Directors (“Board”); (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin. Effective November 1, 2017 through February 28, 2019, HASCO has also contractually agreed to waive and/or reimburse a portion of the transfer agency fee to the extent necessary to maintain the transfer agency fees as follows: 0.25% (Class A), 0.25% (Class T), 0.25% (Class C), 0.20% (Class I), 0.02% (Class R3), 0.02% (Class R4), 0.02% (Class R5), and 0.06% (Class Y). HASCO has also contractually agreed to reimburse all transfer agency fees for each of Class R6 and Class F shares until February 28, 2018, and thereafter, has agreed to waive and/or reimburse a portion of the transfer agency fee to the extent necessary to maintain the transfer agency fee at 0.004% of the average daily net assets for each of Class R6 and Class F shares through February 28, 2019. Each contractual arrangement, except the reimbursement of the entire transfer agency fee for Class R6 and Class F, will automatically renew for one-year terms thereafter unless HASCO provides written notice of termination prior to start of the next term or upon approval of the applicable Board.

If this new arrangement were in place during the fiscal year ended October 31, 2017, the effective rate of compensation paid to HASCO for transfer agency services after waivers and/or reimbursements as a percentage of each Class’ average daily net assets would have been as follows:

Fund	Class A			Class C			Class F			Class I			Class R3			Class R4			Class R5			Class R6			Class Y
Hartford Capital Appreciation Fund		0.13	%		0.12	%		0.00	%		0.10	%		0.02	%		0.01	%		0.00	%		0.00	%		0.00	%
Hartford Core Equity Fund		0.11	%		0.10	%		0.00	%		0.10	%		0.01	%		0.00	%		0.00	%		0.00	%		0.01	%
Hartford Dividend and Growth Fund		0.11	%		0.11	%		0.00	%		0.13	%		0.01	%		0.00	%		0.00	%		0.00	%		0.01	%
Hartford Equity Income Fund		0.10	%		0.09	%		0.00	%		0.10	%		0.01	%		0.00	%		0.00	%		0.00	%		0.01	%
Hartford Growth Opportunities Fund		0.14	%		0.12	%		0.00	%		0.12	%		0.02	%		0.01	%		0.01	%		0.00	%		0.02	%
Hartford Healthcare Fund		0.15	%		0.14	%		0.00	%		0.12	%		0.01	%		0.00	%		0.02	%		N/A			0.02	%
Hartford MidCap Fund		0.12	%		0.12	%		0.00	%		0.15	%		0.02	%		0.01	%		0.00	%		0.00	%		0.01	%
Hartford MidCap Value Fund		0.18	%		0.18	%		0.00	%		0.19	%		0.02	%		0.01	%		0.01	%		N/A			0.03	%
Hartford Small Cap Core Fund		0.22	%		0.24	%		0.00	%		0.13	%		0.02	%		0.02	%		0.02	%		N/A			0.00	%
Hartford Small Cap Growth Fund		0.24	%		0.15	%		0.00	%		0.09	%		0.02	%		0.01	%		0.00	%		0.00	%		0.02	%
Hartford Small Company Fund		0.21	%		0.25	%		0.00	%		0.20	%		0.02	%		0.01	%		0.02	%		0.00	%		0.00	%
Hartford Value Opportunities Fund		0.19	%		0.18	%		0.00	%		0.12	%		0.02	%		0.01	%		0.02	%		N/A			0.06	%

193

THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

Customer Privacy Notice

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and

protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

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to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

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c) insurance companies;

d) administrators; and

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who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

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c) offering financial products or services under a joint agreement between us and one or more financial institutions.

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and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

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as required by law.

We only disclose Personal Health Information with:

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Our employees have access to Personal Information in the course of doing their jobs, such as:

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We use manual and electronic security procedures to maintain:

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Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

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d) firewall technology; and

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We are responsible for and must:

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b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

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c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

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a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates, to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Archway 60 R, LLC; Business Management Group, Inc.; DMS R, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC (Delaware); FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford HLS Series Fund II, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life Private Placement, LLC; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Series Fund, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; HDC R, LLC .; Heritage Holdings, Inc.; HIMCO Distribution Services Company; HIMCO Variable Insurance Trust; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex Class B, LLC; ; Lanidex R, LLC (Delaware); Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; Northern Homelands Company; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2017

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced herein are sub-advised by Wellington Management Company LLP. HFD and HFMC are not affiliated with the Funds’ sub-adviser.

MFAR-DE17 12/17    204304    Printed in U.S.A.

A MESSAGE FROM THE PRESIDENT

Dear Fellow Shareholders:

Thank you for investing in Hartford Funds. The following is the Funds’ Annual Report, covering the period from November 1, 2016 through October 31, 2017.

Market Review

During the 12 months ended October 31, 2017, U.S. stocks, as measured by the

S&P 500 Index,¹ kept an upward trajectory. During this period, the S&P 500 Index generated a 23.6% total return, hitting another record high in late October.

The primary drivers of market progress during the period were slow, yet steady growth, positive corporate earnings, and positive job reports. These market conditions have served as the basis of the U.S. Federal Reserve’s (Fed) interest-rate hike cycle that began in December 2015 and continued through June 2017, when short-term rates rose by 0.25% to a range of 1% to 1.25%. At the time of this writing, consensus expectations were for a continued gradual increase in interest rates throughout 2018, which should help markets better digest and account for such changes.

Going forward, politics both at home and abroad are likely to continue playing a key role in driving market movements. Congress has approved a budget resolution for the new fiscal year and pushed back the deadline to lift the debt ceiling in an effort to tie federal funding for disaster relief to the bills following three major hurricanes. Uncertainty surrounding healthcare and tax reform remain. Additionally, concerns about possible nuclear action from North Korea may be contributing to market uncertainty.

In Europe, while Macron’s victory in France was viewed as market-friendly, uncertainty remains, for example, with respect to Britain’s “Brexit” undertaking to leave the European Union, which could influence markets or cause an uptick in volatility.

We encourage you to maintain a strong relationship with your financial advisor, who can help guide you through shifting markets confidently. He or she can help you proactively build a portfolio that takes market uncertainty into account, along with your unique investment goals and risk tolerances. Your advisor can help you find a fit within our family of funds as you work toward those goals.

Thank you again for investing in Hartford Funds. For the most up-to-date information on our funds, please take advantage of all the resources available at hartfordfunds.com.

James Davey

President

Hartford Funds

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

The index is unmanaged and not available for direct investment. Past performance is not indicative of future results.

Fixed Income Funds

Table of Contents

Fund Performance and Manager Discussions (Unaudited)	2
Expense Examples (Unaudited)	57
Financial Statements:
Schedules of Investments:
The Hartford Emerging Markets Local Debt Fund	63
The Hartford Floating Rate Fund	80
The Hartford Floating Rate High Income Fund	92
The Hartford High Yield Fund	103
The Hartford Inflation Plus Fund	112
Hartford Municipal Income Fund	121
The Hartford Municipal Opportunities Fund	127
The Hartford Municipal Real Return Fund	136
Hartford Municipal Short Duration Fund	144
The Hartford Quality Bond Fund	150
The Hartford Short Duration Fund	157
The Hartford Strategic Income Fund	173
The Hartford Total Return Bond Fund	199
The Hartford World Bond Fund	227
Statements of Assets and Liabilities	256
Statements of Operations	264
Statements of Changes in Net Assets	272
Financial Highlights	278
Notes to Financial Statements	292
Report of Independent Registered Public Accounting Firm	354
Directors and Officers (Unaudited)	355
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records (Unaudited)	363
Quarterly Portfolio Holdings Information (Unaudited)	363
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited)	364
Additional Information Regarding the Fund’s New Transfer Agency Fee	371

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

The Hartford Emerging Markets Local Debt Fund (Unaudited) inception 05/31/2011

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

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Year		Since Inception1
Emerging Markets Local Debt A2		6.80%		-0.78%		0.12%
Emerging Markets Local Debt A3		2.00%		-1.69%		-0.59%
Emerging Markets Local Debt C2		5.98%		-1.54%		-0.65%
Emerging Markets Local Debt C3		4.98%		-1.54%		-0.65%
Emerging Markets Local Debt I2		7.11%		-0.54%		0.36%
Emerging Markets Local Debt R32		6.61%		-1.15%		-0.25%
Emerging Markets Local Debt R42		6.73%		-0.82%		0.07%
Emerging Markets Local Debt R52		7.00%		-0.60%		0.31%
Emerging Markets Local Debt Y2		7.11%		-0.47%		0.38%
Emerging Markets Local Debt F2		7.18%		-0.53%		0.37%
JP Morgan GBI Emerging Markets Global Diversified Index		5.18%		-1.58%		-0.62%

¹  Inception: 05/31/2011

²  Without sales charge

³  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

JP Morgan GBI Emerging Markets Global Diversified Index (reflects no deduction for fees, expenses or taxes) is a comprehensive global, local emerging-markets index, and consists of liquid, fixed-rate, domestic-currency government bonds.

You cannot invest directly in an index.

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

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

2

The Hartford Emerging Markets Local Debt Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Emerging Markets Local Debt Class A		1.26%		1.49%
Emerging Markets Local Debt Class C		2.01%		2.28%
Emerging Markets Local Debt Class I		1.01%		1.27%
Emerging Markets Local Debt Class R3		1.56%		1.77%
Emerging Markets Local Debt Class R4		1.26%		1.47%
Emerging Markets Local Debt Class R5		0.96%		1.16%
Emerging Markets Local Debt Class Y		0.91%		1.11%
Emerging Markets Local Debt Class F		0.91%		1.06%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Managers

James W. Valone, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Evan J. Ouellette

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Michael T. Henry

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Kevin Murphy

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Emerging Markets Local Debt Fund returned 6.80%, before sales charges, for the twelve-month period ended October 31, 2017, outperforming the Fund’s benchmark, the JP Morgan GBI Emerging Markets Global Diversified Index (GBI-EMGD), which returned 5.18% for the same period. The Fund also outperformed the 5.45% average return of the Lipper Emerging Markets Local Currency Debt Funds peer group, a group of funds that seek either current income or total return by investing at least 65% of total assets in debt issues denominated in the currency of their market of issuance, during the period.

Why did the Fund perform this way?

Performance across the emerging markets fixed income sectors was strong during the period. Local markets debt, as measured by the

JP Morgan GBI Emerging Markets Global Diversified (GBI-EMGD), generated a total return of 5.18% in U.S. Dollar terms. Emerging Markets (EM) interest rates, and specifically coupon income, drove positive returns, with the depreciation of emerging markets currencies versus the U.S. dollar (USD) slightly weighing on results.

Emerging market corporate debt finished the period with a return of 6.18% and credit spreads narrowed by 0.60% to a level of 2.73% by the end of the period as measured by the JP Morgan CEMBI Broad Diversified Index (CEMBIBD).

In December 2016, the U.S. Federal Reserve (Fed) opted to increase its policy rate for only the second time in eight years. It followed this rate increase with two additional rate increases, and also laid out its plans for balance sheet normalization (e.g., a process of shrinking the Fed’s balance sheet) later in 2017. Separately, the European

3

The Hartford Emerging Markets Local Debt Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

Central Bank (ECB) announced plans to continue its asset-purchase program though at least September 2018, but at a lower monthly purchase rate than its current level.

Regarding emerging markets, in Europe, the Middle East, and Africa (EMEA), the Czech Republic’s central bank removed the euro/Czech koruna floor that had been in place since November 2013. In Poland, thousands of people protested the government’s attempt to overhaul the judicial branch, fearing it would undermine the judiciary’s independence. The U.S. approved new sanctions against Russia. Turkish President Recep Tayyip Erdogan continued efforts to consolidate his power, arresting opposition leaders and detaining members of the country’s parliament. Later, a referendum on constitutional change passed, further strengthening President Erdogan’s powers. In South Africa, President Jacob Zuma fired finance minister Pravin Gordhan, part of a larger cabinet shuffle in which 10 of 35 ministers were repositioned or dismissed. Later in 2017, President Zuma survived a no-confidence vote held by secret ballot. South Africa also unveiled its Medium Term Budget Policy Statement, which was worse than many had anticipated. The Organization of Petroleum Exporting Countries (OPEC) agreed to its first production cut in eight years. A Saudi Arabian-led alliance of Gulf Arab states severed most diplomatic and economic ties with Qatar. Citing irregularities, Kenya’s Supreme Court nullified incumbent President Uhuru Kenyatta’s election win and ordered a new poll between Kenyatta and Raila Odinga, which was subsequently won by Kenyatta and boycotted by Odinga.

In Latin America, daily anti-government protests continued in Venezuela due to the ongoing economic and humanitarian crisis, leaving thousands of people arrested and more than one hundred people dead. Venezuelan President Nicolás Maduro declared victory in the election of a Constituent Assembly to re-write the nation’s constitution; in response, the U.S. imposed targeted sanctions against President Maduro, other Venezuelan leaders, and certain individuals close to the government, and later banned trading in U.S. markets of new debt and equity issued by the Venezuelan government and its state oil company. In Brazil, President Michel Temer was officially charged with corruption in two separate rounds of charges. However, in each instance, Brazil’s Congress voted to reject the charges against President Temer, protecting him from prosecution while he remains in office. Argentina removed the mandatory 120-day holding period for foreign capital to repatriate funds. Later, the governing coalition of Argentinian President Mauricio Macri had a strong showing in midterm elections, strengthening President Macri’s ability to implement economic changes. El Salvador’s Congress approved a series of major pension reforms. North American Free Trade Agreement (NAFTA) renegotiations began and several rounds of talks took place, culminating with an agreement to extend discussions into the first quarter of 2018.

In Asia, the Malaysian central bank asked foreign banks to refrain from trading non-deliverable currency forwards to reduce trading in

the offshore market. South Korea’s Parliament voted to impeach President Park Geun-hye after she became embroiled in a corruption scandal, and Moon Jae-in won the country’s subsequent presidential election. Tensions continued to rise on the Korean peninsula as North Korea defied calls for it to halt missile launches and stated that it successfully tested a hydrogen bomb, prompting the United Nations (UN) Security Council to impose additional sanctions. China and Hong Kong officially launched the Bond Connect, allowing foreign investors to access the Chinese bond market. Later in the period, President Xi Jinping kicked off China’s 19th Communist Party Congress with a speech signaling “a new historic juncture in China’s development” which pointed to development goals and greater involvement in international affairs. Additionally, China returned to international bond markets for the first time in thirteen years by selling $2 billion in U.S. dollar-denominated bonds.

Within the Fund, relative to the GBI-EMGD, security selection and currency positioning contributed to positive performance, while duration strategies detracted from performance. The Fund’s structural allocation to corporate bonds had a positive impact on relative performance as, generally speaking, corporate bonds marginally outperformed the local rates and coupon component of the GBI-EMGD. Within the corporate bond holdings in the Fund, security selection drove positive performance versus the CEMBIBD, and country allocation also had a marginal positive impact.

The Fund’s duration strategies detracted from relative performance. When examining EM local market duration exposure, in EMEA, an underweight duration exposure for most of the period to the Czech Republic aided results; we are cautious on Czech local rates as we expect the central bank to continue tightening, more than markets are suggesting, due to above-target inflation and increased domestic demand pressures. An underweight duration exposure to Poland, based on improving growth and wage inflation, also had a positive impact. In addition, an underweight duration exposure to Romania, due to the government’s pro-cyclical fiscal stance, contributed positively to performance. However, in Latin America, an underweight duration exposure to Colombia detracted from results; we believe our view of deflation and the Colombian central bank continuing to cut rates is in line with the market, and that valuations are unattractive. In Asia, an underweight duration exposure to Indonesia for most of the period, given less attractive valuations and expectations that the central bank would not cut rates, also detracted from relative performance. In addition, there was a negative duration impact from corporate holdings, for which the duration effect is predominantly captured by U.S. treasury yield movements; U.S. treasury yields increased over the period.

Security selection contributed positively to relative performance during the period. In EMEA, an underweight exposure to short- and long-dated local sovereign debt in Turkey weighed on results, as did an underweight exposure to short-dated local sovereign debt in Poland; in contrast, an allocation to short- and medium-term local sovereign debt in Ghana helped results. An allocation to external

4

The Hartford Emerging Markets Local Debt Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

corporate and quasi-sovereign debt in Russia, the United Arab Emirates, and Kazakhstan, as well as to external quasi-sovereign debt in Azerbaijan, also proved favorable. In Latin America, an allocation to long-dated Uruguayan local sovereign debt aided performance. In Argentina, an allocation to inflation-linked debt and to a Lebac (i.e., short-term debt securities issued by the central bank of Argentina) total return swap, as well as an overweight exposure to select mid- and long-dated local sovereign debt, also helped results. Further, an allocation to external provincial and corporate debt in Argentina, as well as to external quasi-sovereign and corporate debt in Mexico, Brazil, and Chile, had a positive impact. In Asia, an underweight exposure to short- and long-dated local sovereign debt in Malaysia detracted from performance, as did an underweight exposure to select local sovereign debt across the yield curve in Indonesia. At the same time, an allocation to external quasi-sovereign and corporate debt in China and India, and to external corporate debt in Hong Kong, contributed positively to results.

Currency positioning aided results. In EMEA, positioning in the Turkish lira, where we were underweight at the beginning of the period due to expectations that balance of payments pressures would persist, and overweight in the middle of the period due to an expected benefit from lower oil prices, contributed positively to performance. An overweight exposure for most of the period to the Polish zloty, due to slightly higher carry than regional peers, as well as a flexible and competitive labor market and EU fund inflows driving growth, aided results; an allocation to the Egyptian pound, based on what we consider to be favorable valuations, also proved beneficial. Additionally, an underweight exposure for most of the period to the South African rand, given political risk, had a positive impact. In Latin America, an overweight exposure for most of the period to the Mexican peso, given attractive valuations, aided performance; tactical positioning in the Colombia peso also contributed positively to performance. In contrast, in Asia, an underweight exposure for most of the period to the Thai baht, due to low carry, weighed on results.

During the period, the Fund’s interest rate and credit positioning was primarily implemented through cash bond positions and derivatives, such as interest rate and total return swaps, credit default swap contracts, and interest rate futures. We used local currency denominated cash bonds, currency forwards (deliverable and non-deliverable), and currency options to express our views on currency. Overall, the Fund’s positioning implemented via derivatives contributed positively to performance relative to the GBI-EMGD Index during the period.

What is the outlook?

We believe EM fundamentals are improving against a broadly constructive global backdrop, though some key risks remain. Growth is picking up modestly in EM countries, and we expect continued modest growth in 2018 for a gradual, u-shaped recovery. Current account balances meaningfully recovered in a number of markets, thanks to the widespread adoption of flexible exchange rate policies

and improved demand for EM exports. With this adjustment, EM currencies have broadly stabilized, leaving many countries less reliant on foreign capital inflows to finance external deficits. These trends have also led to reduced inflationary pressures in the most vulnerable markets, creating space for rate cuts. Fiscal policies are also beginning to improve, though government debt ratios will likely continue to creep higher until more action is taken to address fiscal imbalances. We expect that the drag on growth from the commodity price shock should continue to slowly dissipate, as supply/demand trends keep oil valuations within a range that is comfortable for most EM countries. While this is a constructive picture for emerging markets in aggregate, not all countries are moving at the same pace and direction, as a result, we expect country differentiation to remain an essential component of the Fund’s strategies.

The global backdrop remains supportive for emerging markets on the back of synchronized global growth. This, combined with a very gradual withdrawal of monetary stimulus and improving EM fundamentals, drives our constructive view on emerging markets. We expect that global liquidity should moderate this year due to U.S. Fed tightening, but developed market central bank policy may remain broadly accommodative. Future policy actions are susceptible to the path of inflation, but the Fund’s base case remains that monetary policy normalization will continue at a gradual pace. While we recognize risks stemming from the Fed’s rate hiking cycle, it is important to remember that EM countries are in a stronger fundamental position today than they were at the start of tapering discussions in 2013. Meanwhile, China’s recent growth trends have been supported by local construction and property prices. Though we anticipate a slowdown in growth, the government is gradually addressing credit excesses in the banking sector by curbing the expansion of banks’ off-balance sheet business and tightening oversight of wealth management products. We view this as a positive policy effort and the impact to China’s real economy should be limited, aiding a soft landing. Key risks to watch over the near-term are developed market central bank policy, the U.S. policy agenda and impacts on inflation, geopolitics, and a shock to Chinese growth.

Turning to the Fund, we continue to find what we consider to be value in select local interest rate markets. We favor EM local rates exposure in Russia in particular – a special case where inflation is falling structurally and the central bank may ease beyond what markets have priced in. The Russian central bank can continue lowering rates, even as the Fed moves in the opposite direction, because of these favorable domestic dynamics. We also find longer-duration debt attractive in Mexico, mainly due to valuations as opposed to the direction of monetary policy. In Turkey, we balance the improvement in the inflation outlook, which appears to have peaked and leaves the central bank room to initiate an easing cycle, against risks surrounding the timing and pace of the rate cutting cycle. In Latin America, we ended the period underweight Brazil and Colombia relative to the benchmark despite rate cutting cycles in both countries. In Brazil, we find the longer-dated bonds to be overvalued

5

The Hartford Emerging Markets Local Debt Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

in our view; in Colombia, we expect inflation to continue to fall due to low growth and the central bank to continue cutting rates, but we believe the Fund’s underweight is in line with market views and valuations are unattractive. In Central Europe, we are cautious on the Czech Republic, as we expect the central bank to continue to tighten, more than markets are suggesting, due to above-target inflation and increased domestic demand pressures. In Asia, we favor higher yielding markets, specifically India, where valuations are attractive in our view. In contrast, we are cautious on the lower yielding Asian markets, including Thailand, Malaysia, and South Korea, where growth trends are improving and markets are more susceptible to rising inflationary pressures as the global recovery continues.

As for foreign exchange, we favor Latin America and EMEA over Asia. Broadly speaking, valuations are attractive in our view, and more resilient fundamental trends may temper downside risks over the medium-term. Improving growth in Europe and Japan may lead to a gradual reduction of monetary stimulus in those markets, reducing dispersion with U.S. policy. However, U.S. trade policy remains a wild card and tempers our constructive view. The Fund’s currency exposure is largely focused in some smaller idiosyncratic markets (Egypt, Ghana, Uruguay, and Kazakhstan). In Latin America, we favor the Peruvian sol due to attractive valuations in our view, particularly relative to copper prices. In Europe, we are cautious on the Czech koruna, which we believe remains vulnerable to outflows given heavy foreign positioning; we are also cautious on the Hungarian forint, where the central bank maintains a low interest rate policy and appears determined to act against currency appreciation. We remained underweight Asian currencies in aggregate relative to the benchmark, including the Thai baht and Taiwan dollar, which are low carry and are vulnerable to moves in the USD. However, we continued to invest in the Chinese renminbi, where the carry remains attractive and capital outflow risks are more muted. We also find value in the Indian rupee, which we believe has attractive carry supported by a strong balance of payments, as well as the Malaysian ringgit, where we believe valuations are particularly attractive in the context of an improving outlook for the trade balance and a relatively strong external position.

Regarding EM corporates, fundamentals suffered when commodity prices fell and growth in emerging markets slowed. However, we have since seen steady improvement, especially in commodity-sensitive sectors. Corporate issuers were largely shut out of international markets during the commodity price shock and reacted positively by cutting capital expenditures, dividends, and cost structures. Looking forward, we expect that deleveraging among emerging market corporates should plateau, and that companies are likely to increase spending on capital expenditures and dividends, starting from a point of stronger credit fundamentals.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated

objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The value of inflation-protected securities generally fluctuates with changes in real interest rates, and the market for these securities may be less developed or liquid, and more volatile, than other securities markets. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability. The Fund is non-diversified, so it may be more exposed to the risks associated with individual issuers than a diversified fund. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid.

Composition by Security Type

as of October 31, 2017

Category	Percentage of Net Assets
Fixed Income Securities
Corporate Bonds		19.4	%
Foreign Government Obligations		72.1
U.S. Government Securities		1.3
Total		92.8	%
Short-Term Investments		6.3
Purchased Options		0.6
Other Assets & Liabilities		0.3
Total		100.0	%

6

The Hartford Floating Rate Fund (Unaudited) inception 04/29/2005

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide high current income, and long-term total return.

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
Floating Rate A1		5.66%		3.62%		3.62%
Floating Rate A2		2.49%		2.99%		3.30%
Floating Rate C1		4.89%		2.86%		2.85%
Floating Rate C2		3.89%		2.86%		2.85%
Floating Rate I1		5.95%		3.90%		3.89%
Floating Rate R31		5.25%		3.33%		3.36%
Floating Rate R41		5.52%		3.60%		3.60%
Floating Rate R51		5.96%		3.91%		3.84%
Floating Rate Y1		5.99%		3.96%		3.96%
Floating Rate F1		5.99%		3.90%		3.90%
Credit Suisse Leveraged Loan Index		5.25%		4.46%		4.42%

¹  Without sales charge

²  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 3.00%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 4/23/12, Wellington Management Company LLP became the sub-adviser for the Fund. At the end of a transition period of approximately four weeks ending on 5/18/12, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

Credit Suisse Leveraged Loan Index (reflects no deduction for fees, expenses or taxes) is a market-value weighted index designed to represent the investable universe of the U.S. dollar-denominated leveraged loan market.

You cannot invest directly in an index.

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

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

7

The Hartford Floating Rate Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Floating Rate Class A		1.01%		1.02%
Floating Rate Class C		1.74%		1.74%
Floating Rate Class I		0.74%		0.74%
Floating Rate Class R3		1.26%		1.38%
Floating Rate Class R4		1.01%		1.07%
Floating Rate Class R5		0.71%		0.80%
Floating Rate Class Y		0.71%		0.71%
Floating Rate Class F		0.66%		0.66%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Managers

Michael J. Bacevich

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

David B. Marshak

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Jeffrey W. Heuer, CFA

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Floating Rate Fund returned 5.66%, before sales charge, for the twelve-month period ended October 31, 2017, outperforming the Fund’s benchmark, the Credit Suisse Leveraged Loan Index, which returned 5.25% for the same period. The Fund also outperformed the 4.73% average return of the Lipper Loan Participation Funds peer group, a group of funds that invest primarily in interests in collateralized senior corporate loans that have floating or variable rates, during the period.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by a rebound in global growth, central bank monetary policy expectations, and geopolitical events. The period began with fixed income markets experiencing one of their largest ever losses. Global sovereign debt yields climbed, led by the United States (U.S.), as President-elect Trump’s proposed expansionary fiscal policy lifted inflation expectations at the beginning of the period. Optimism that the policy would emphasize tax reforms and deregulation boosted credit

markets. Robust economic data in the first quarter of 2017 and demand for yield-producing assets continued to support credit markets. In the U.S., President Trump’s failure to secure a repeal of the Affordable Care Act in Congress cast doubt on prospects for his other policy agendas, reversing some of the post-election selloff in U.S. Treasuries. The United Kingdom (U.K.) took the next step in the process of exiting the E.U. (Brexit) as Prime Minister May triggered Article 50 – setting the stage for the nation’s departure from the European Union (E.U.) – and gilt (i.e. U.K. government bond) yields declined.

Fixed income markets continued to post positive returns through the second quarter as generally solid corporate earnings trumped concerns about prospects for retailers, particularly in the U.S. In the U.S., political controversies – in particular, the ongoing investigation into alleged involvement by Russia in the 2016 presidential election – led to a short-lived dip in risk assets. Elections in France and the U.K. presented potential sources of volatility, but proved benign in the aftermath. Monetary policy developments among developed markets

8

The Hartford Floating Rate Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

started pointing to a less accommodative stance. The U.S. Federal Reserve (Fed) increased rates in June, projected an additional increase later in 2017, and laid out a plan for tapering its asset purchases while Bank of England Governor Carney indicated rate increases would be looming in the U.K. However, the European Central Bank (ECB) lowered its inflation forecasts, triggering speculation that it might postpone the tapering of asset purchases that had been expected later this year.

At the end of the period, escalating geopolitical tensions between the U.S. and North Korea, and serial disappointments in inflation data helped to contain the increase in sovereign debt yields prompted by central bank policy normalization. Generally strong economic data, a rally in commodities prices, and continued demand for yield-producing assets supported credit markets. The Fed announced it would begin tapering its asset purchases starting in October and continued to project another rate increase later this year. Meanwhile, the Bank of England signaled it was close to hiking rates to contain surging inflation despite uncertainty about the post-Brexit growth outlook.

Over the period, most currencies strengthened over the U.S. dollar (USD). To start off the period, most currencies weakened versus the USD, particularly those of emerging markets, over concerns about the impact of protectionist policies on U.S. trade partners after the election of Donald Trump. However, these currencies and most developed market currencies strengthened against the USD during the remainder of the period as the market became skeptical about the Fed’s projected rate-hiking path and a number of developed central banks began to reduce monetary easing policies.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the twelve-month period, including high yield, emerging markets debt, and investment grade corporates, as credit spreads tightened over the period on the back of strong global economic data and demand for yield-producing assets.

Over the period, both security selection and sector allocation were contributors to positive outperformance relative to the Credit Suisse Leveraged Loan Index. The primary driver of outperformance was security selection, largely due to strong selection within the Financial Institutions, Energy, and Utilities sectors, which was partially offset by weaker selection within the Consumer Products sector. Within sector allocation, an overweight allocation to the Energy sector and underweight to Retail Stores contributed positively to the Fund’s benchmark-relative performance, while underweight allocations to Media Entertainment, Automotive, and Diversified Manufacturing detracted from performance. In aggregate, credit quality positioning had a slightly negative impact on relative performance as the Fund’s underweight to CCC and below-rated securities detracted during a time when lower quality outperformed.

The Fund used derivatives on a limited basis during the period for risk management purposes. Over the twelve month period ended October 31, 2017, the Fund employed currency forwards to minimize active currency risk from investments in non-dollar denominated securities. Although we typically view currency forwards in conjunction with the securities intended to be hedged, on a standalone basis the currency forwards detracted from benchmark relative performance due to the decline of the U.S. dollar relative to the Euro and the British Pound over the period.

What is the outlook?

Our outlook for bank loans remains generally constructive. Overall, we are seeking to position the Fund to benefit from an improving economy, while also seeking to exploit issuer-specific opportunities. We believe the macro environment supports issuers with leveraged balance sheets, as indicators show increasing economic strength. That said, we continue to monitor global political risks. Tighter U.S. monetary policy may benefit bank loans more than fixed rate sectors as bank loan coupons reset higher given their floating-rate nature. Currently we are finding what we believe to be the best opportunities in higher-quality, U.S.-focused issuers in less cyclical industries. Wireless issuers remained a key overweight; recent consolidation in the U.S. may improve industry structure and economics. Meanwhile, we maintained an underweight to the Media Entertainment sector. Many of its sub-sectors appear in secular (long-term) decline, including terrestrial radio, printing, and newspapers. With respect to quality, we continued to overweight single B-rated loans as we believe they currently offer the best risk/reward profile. Overall, we believe default rates will remain below historical averages, and are expected to remain benign. We believe the asset class has many long term potential benefits, including diversification and floating-rate coupons, that we believe should eventually reassert themselves to enhance the relative appeal of bank loans for investors.

We remain constructive on high yield given the backdrop of stable corporate fundamentals, a supportive macroeconomic landscape, and strong demand for yield-producing assets. While global political risks remain, we believe valuations appear reasonable relative to our outlook, in particular given our expectation for a benign default environment over the next year. We are particularly positive on conditions in the U.S., and favor issuers expected to benefit from a stable or growing U.S. domestic economy. While we continue to monitor the possible impact on global growth of increased political uncertainty and potentially more protectionist policies, we believe strong investor demand should continue to support the high yield market. We believe high yield maintains an attractive yield advantage and the ongoing “search for yield” given the low absolute levels of interest rates around much of the globe may continue to provide a tailwind for the asset class going forward.

At the end of the period, the Fund maintained out-of-benchmark allocations to high yield credit and investment grade credit. Within credit quality positioning, the Fund was overweight BB-rated

9

The Hartford Floating Rate Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

securities and underweight B-rated and CCC and below-rated securities relative to the benchmark. In terms of sector positioning, the Fund was overweight Gaming, Energy, and Consumer Cyclical Services and underweight Technology, Retailers, and Media and Entertainment, relative to the Credit Suisse Leveraged Loan Index at the end of the period.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Loans can be difficult to value and highly illiquid; they are subject to credit risk, bankruptcy risk, and insolvency. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”).

The Fund should not be considered an alternative to CDs or money market funds. This Fund is for investors who are looking to complement their traditional fixed-income investments.

Composition by Security Type

as of October 31, 2017

Category	Percentage of Net Assets
Equity Securities
Common Stocks		0.7	%
Total		0.7	%
Fixed Income Securities
Corporate Bonds		6.6	%
Senior Floating Rate Interests		97.9
Total		104.5	%
Short-Term Investments		0.4
Other Assets & Liabilities		(5.6	)
Total		100.0	%

10

The Hartford Floating Rate High Income Fund (Unaudited) inception 09/30/2011

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide high current income, and long-term total return.

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Year		Since Inception1
Floating Rate High Income A2		6.38%		4.16%		5.51%
Floating Rate High Income A3		3.19%		3.53%		4.98%
Floating Rate High Income C2		5.59%		3.39%		4.72%
Floating Rate High Income C3		4.59%		3.39%		4.72%
Floating Rate High Income I2		6.64%		4.44%		5.79%
Floating Rate High Income R32		6.07%		3.88%		5.18%
Floating Rate High Income R42		6.38%		4.18%		5.49%
Floating Rate High Income R52		6.59%		4.68%		5.96%
Floating Rate High Income Y2		6.71%		4.48%		5.79%
Floating Rate High Income F2		6.57%		4.43%		5.78%
Credit Suisse Leveraged Loan Index		5.25%		4.46%		5.47%

¹  Inception: 09/30/2011

²  Without sales charge

³  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 3.00% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 4/23/12, Wellington Management Company LLP became the sub-adviser for the Fund. At the end of a transition period of approximately four weeks ending on 5/18/12, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

Credit Suisse Leveraged Loan Index (reflects no deduction for fees, expenses or taxes) is a market-value weighted index designed to represent the investable universe of the U.S. dollar-denominated leveraged loan market.

You cannot invest directly in an index.

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

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

11

The Hartford Floating Rate High Income Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Floating Rate High Income Class A		1.07%		1.16%
Floating Rate High Income Class C		1.82%		1.91%
Floating Rate High Income Class I		0.82%		0.91%
Floating Rate High Income Class R3		1.37%		1.55%
Floating Rate High Income Class R4		1.07%		1.23%
Floating Rate High Income Class R5		0.77%		0.92%
Floating Rate High Income Class Y		0.77%		0.87%
Floating Rate High Income Class F		0.77%		0.82%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Managers

Michael J. Bacevich

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

David B. Marshak

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Jeffrey W. Heuer, CFA

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Floating Rate High Income Fund returned 6.38%, before sales charge, for the twelve-month period ended October 31, 2017, outperforming the Fund’s benchmark, the Credit Suisse Leveraged Loan Index, which returned 5.25% for the same period. The Fund also outperformed the 4.73% average return of the Lipper Loan Participation Funds peer group, a group of funds that invest primarily in interests in collateralized senior corporate loans that have floating or variable rates, during the period.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by a rebound in global growth, central bank monetary policy expectations, and geopolitical events. The period began with fixed income markets experiencing one of their largest ever losses. Global sovereign debt yields climbed, led by the United States (U.S.), as President-elect Trump’s proposed expansionary fiscal policy lifted inflation expectations at the beginning of the period. Optimism that the policy would emphasize tax reforms and deregulation boosted credit

markets. Robust economic data in the first quarter of 2017 and demand for yield-producing assets continued to support credit markets. In the U.S., President Trump’s failure to secure a repeal of the Affordable Care Act in Congress cast doubt on prospects for his other policy agendas, reversing some of the post-election selloff in U.S. Treasuries. The United Kingdom (U.K.) took the next step in the process of exiting the E.U. (Brexit) as Prime Minister May triggered Article 50 – setting the stage for the nation’s departure from the European Union (E.U.) – and gilt (i.e., U.K. government bond) yields declined.

Fixed income markets continued to post positive returns through the second quarter as generally solid corporate earnings trumped concerns about prospects for retailers, particularly in the U.S. In the U.S., political controversies – in particular, the ongoing investigation into alleged involvement by Russia in the 2016 presidential election – led to a short-lived dip in risk assets. Elections in France and the U.K. presented potential sources of volatility, but proved benign in the aftermath. Monetary policy developments among developed markets

12

The Hartford Floating Rate High Income Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

started pointing to a less accommodative stance. The U.S. Federal Reserve (Fed) increased rates in June, projected an additional increase later in 2017, and laid out a plan for tapering its asset purchases while Bank of England Governor Carney indicated rate increases would be looming in the U.K. However, the European Central Bank (ECB) lowered its inflation forecasts, triggering speculation that it might postpone the tapering of asset purchases that had been expected later this year.

At the end of the period, escalating geopolitical tensions between the U.S. and North Korea, and serial disappointments in inflation data helped to contain the increase in sovereign debt yields prompted by central bank policy normalization. Generally strong economic data, a rally in commodities prices, and continued demand for yield-producing assets supported credit markets. The Fed announced it would begin tapering its asset purchases starting in October and continued to project another rate increase later this year. Meanwhile, the Bank of England signaled it was close to hiking rates to contain surging inflation despite uncertainty about the post-Brexit growth outlook.

Over the period, most currencies strengthened over the U.S. dollar (USD). To start off the period, most currencies weakened versus the USD, particularly those of emerging markets, over concerns about the impact of protectionist policies on U.S. trade partners after the election of Donald Trump. However, these currencies and most developed market currencies strengthened against the USD during the remainder of the period as the market became skeptical about the Fed’s projected rate-hiking path and a number of developed central banks began to reduce monetary easing policies.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the twelve-month period, including high yield, emerging markets debt, and investment grade corporates, as credit spreads tightened over the period on the back of strong global economic data and demand for yield-producing assets.

Over the period, outperformance relative to the Credit Suisse Leveraged Loan Index was largely driven by security selection. Selection was strongest within the Financial Institutions, Energy, and Healthcare sectors, which was partially offset by weaker selection within the Consumer Products sector. In aggregate, sector allocation also had a positive impact on relative performance during the period. An underweight to the Retail Stores sector contributed positively to the Fund’s benchmark-relative performance, while underweight allocations to Media Entertainment and Automotive sectors detracted from performance. In aggregate, credit quality positioning had a positive impact on relative performance, as the Fund’s overweight to CCC and below-rated securities contributed positively during a time when lower quality outperformed.

The Fund used derivatives on a limited basis during the period for risk management purposes. Over the twelve month period ended October 31, 2017, the Fund employed currency forwards to minimize active currency risk from investments in non-dollar denominated securities. Although we typically view currency forwards in conjunction with the securities intended to be hedged, on a standalone basis the currency forwards detracted from performance relative to the Credit Suisse Leveraged Loan Index due to the decline of the U.S. dollar relative to the Euro and the British Pound over the period.

What is the outlook?

Our outlook for bank loans remains generally constructive. Overall, we are seeking to position the Fund to benefit from an improving economy, while also seeking to exploit issuer-specific opportunities. We believe the macro environment supports issuers with leveraged balance sheets, as indicators show increasing economic strength. That said, we continue to monitor global political risks. Tighter U.S. monetary policy may benefit bank loans more than fixed rate sectors as bank loan coupons reset higher given their floating-rate nature. Currently, we are finding what we believe to be the best opportunities in higher-quality, U.S.-focused issuers in less cyclical industries. Wireless issuers remained a key overweight; recent consolidation in the U.S. may improve industry structure and economics. Meanwhile, we maintained an underweight to the Media Entertainment sector. Many of its sub-sectors appear in secular (long-term) decline, including terrestrial radio, printing, and newspapers. With respect to quality, we continued to overweight single B-rated loans as we believe they currently offer the best risk/reward profile. Overall, we believe default rates will remain below historical averages, and are expected to remain benign. We believe the asset class has many long term potential benefits, including diversification and floating-rate coupons, that we believe should eventually reassert themselves to enhance the relative appeal of bank loans for investors.

We remain constructive on high yield given the backdrop of stable corporate fundamentals, a supportive macroeconomic landscape, and strong demand for yield-producing assets. While global political risks remain, we believe valuations appear reasonable relative to our outlook, in particular given our expectation for a benign default environment over the next year. We are particularly positive on conditions in the U.S., and favor issuers expected to benefit from a stable or growing U.S. domestic economy. While we continue to monitor the possible impact on global growth of increased political uncertainty and potentially more protectionist policies, we believe strong investor demand should continue to support the high yield market. We believe high yield maintains an attractive yield advantage and the ongoing “search for yield” given the low absolute levels of interest rates around much of the globe may continue to provide a tailwind for the asset class going forward.

At the end of the period, the Fund maintained out-of-benchmark allocations to high yield credit and investment grade credit. Within

13

The Hartford Floating Rate High Income Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

credit quality positioning, the Fund was overweight BB-rated securities and underweight B-rated and CCC and below-rated securities relative to the benchmark. In terms of sector positioning, the Fund was overweight Gaming, Energy, and Consumer Cyclical Services and underweight Technology, Retailers, and Media and Entertainment, relative to the Credit Suisse Leveraged Loan Index at the end of the period.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Loans can be difficult to value and highly illiquid; they are subject to credit risk and risks of bankruptcy and insolvency. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid.

The Fund should not be considered an alternative to CDs or money market funds. This Fund is for investors who are looking to complement their traditional fixed-income investments.

Composition by Security Type

as of October 31, 2017

Category	Percentage of Net Assets
Equity Securities
Common Stocks		0.7	%
Total		0.7	%
Fixed Income Securities
Corporate Bonds		9.7	%
Senior Floating Rate Interests		98.3
Total		108.0	%
Other Assets & Liabilities		(8.7	)
Total		100.0	%

14

The Hartford High Yield Fund (Unaudited) inception 09/30/1998

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide high current income, and long-term total return.

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
High Yield A1		8.16%		5.01%		6.11%
High Yield A2		3.29%		4.05%		5.62%
High Yield C1		7.52%		4.24%		5.33%
High Yield C2		6.52%		4.24%		5.33%
High Yield I1		8.70%		5.29%		6.43%
High Yield R31		7.99%		4.70%		5.80%
High Yield R41		8.45%		5.03%		6.13%
High Yield R51		8.63%		5.32%		6.40%
High Yield Y1		8.69%		5.35%		6.46%
High Yield F1		8.63%		5.27%		6.42%
Bloomberg Barclays U.S. Corporate High Yield Bond Index		8.92%		6.27%		7.82%

¹  Without sales charge

²  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays U.S. Corporate High Yield Bond Index (reflects no deduction for fees, expenses or taxes) is an unmanaged broad-based market-value-weighted index that tracks the total return performance of non-investment grade, fixed-rate, publicly placed, dollar denominated and nonconvertible debt registered with the Securities and Exchange Commission.

You cannot invest directly in an index.

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

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

15

The Hartford High Yield Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
High Yield Class A		1.06%		1.22%
High Yield Class C		1.81%		1.87%
High Yield Class I		0.81%		0.87%
High Yield Class R3		1.36%		1.49%
High Yield Class R4		1.06%		1.19%
High Yield Class R5		0.76%		0.89%
High Yield Class Y		0.71%		0.81%
High Yield Class F		0.71%		0.76%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Managers

Christopher A. Jones, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

David B. Marshak

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford High Yield Fund returned 8.16%, before sales charge, for the twelve-month period ended October 31, 2017, underperforming the Fund’s benchmark, the Bloomberg Barclays U.S. Corporate High Yield Bond Index, which returned 8.92% for the same period. The Fund outperformed the 8.07% average return of the Lipper High Yield Funds peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by a rebound in global growth, central bank monetary policy expectations, and geopolitical events. The period began with fixed income markets experiencing one of their largest ever losses. Global sovereign debt yields climbed, led by the United States (U.S.), as President-elect Trump’s proposed expansionary fiscal policy lifted inflation expectations at the beginning of the period. Optimism that the policy would emphasize tax reforms and deregulation boosted credit markets. Robust economic data in the first quarter of 2017 and demand for yield-producing assets continued to support credit markets. In the U.S., President Trump’s failure to secure a repeal of the Affordable Care Act in Congress cast doubt on prospects for his

other policy agendas, reversing some of the post-election selloff in U.S. Treasuries. The United Kingdom (U.K.) took the next step in the process of exiting the E.U. (Brexit) as Prime Minister May triggered Article 50 – setting the stage for the nation’s departure from the European Union (E.U.) – and gilt (i.e. U.K. government bond) yields declined.

Fixed income markets continued to post positive returns through the second quarter of 2017 as generally solid corporate earnings trumped concerns about prospects for retailers, particularly in the U.S. In the U.S., political controversies – in particular, the ongoing investigation into alleged involvement by Russia in the 2016 presidential election – led to a short-lived dip in risk assets. Elections in France and the U.K. presented potential sources of volatility, but proved benign in the aftermath. Monetary policy developments among developed markets started pointing to a less accommodative stance. The U.S. Federal Reserve (Fed) increased rates in June, projected an additional increase later in 2017, and laid out a plan for tapering its asset purchases while Bank of England Governor Carney indicated rate increases would be looming in the U.K. However, the European Central Bank (ECB) lowered its inflation forecasts, triggering speculation that it might postpone the tapering of asset purchases that had been expected later this year.

16

The Hartford High Yield Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

At the end of the period, escalating geopolitical tensions between the U.S. and North Korea, and serial disappointments in inflation data helped to contain the increase in sovereign debt yields prompted by central bank policy normalization. Generally strong economic data, a rally in commodities prices, and continued demand for yield-producing assets supported credit markets. The Fed announced it would begin tapering its asset purchases starting in October and continued to project another rate increase later this year. Meanwhile, the Bank of England signaled it was close to hiking rates to contain surging inflation despite uncertainty about the post-Brexit growth outlook.

Over the period, most currencies strengthened over the U.S. dollar (USD). To start off the period, most currencies weakened versus the USD, particularly those of emerging markets, over concerns about the impact of protectionist policies on U.S. trade partners after the election of Donald Trump. However, these currencies and most developed market currencies strengthened against the USD during the remainder of the period as the market became skeptical about the Fed’s projected rate-hiking path and a number of developed central banks began to reduce monetary easing policies.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the twelve-month period, including high yield, emerging markets debt, and investment grade corporates, as credit spreads tightened over the period on the back of strong global economic data and demand for yield-producing assets.

The Bloomberg Barclays U.S. Corporate High Yield Bond Index returned 8.92% for the twelve months ended October 31, 2017 and outperformed duration equivalent treasuries by 9.26%. The option-adjusted spread (OAS) of the Bloomberg Barclays U.S. Corporate High Yield Bond Index was 3.38% on October 31, 2017, narrower than twelve months ago (4.77% as of October 31, 2016). During the period, security selection was the primary contributor to returns relative to the Bloomberg Barclays U.S. Corporate High Yield Bond Index, driven primarily by the Financials, Technology, and Healthcare sectors. This was partially offset by weaker selection in the Energy sector.

Overall, sector allocation decisions slightly contributed positively to benchmark-relative returns, primarily driven by the Fund’s underweight allocations to the retailers and supermarkets sectors. This was partially offset by an overweight to Energy, which detracted from performance.

Credit quality positioning contributed positively to relative performance during the period, primarily due to an underweight to B-rated securities.

Over the period, the Fund had a small position in High Yield Credit Default Swap Index (CDX) which contributed positively to performance relative to the Bloomberg Barclays U.S. Corporate High Yield Bond Index. The Fund’s CDX position was used for liquidity purposes and for tactically adjusting the risk posture of the Fund.

What is the outlook?

We remain constructive on high yield given the backdrop of stable corporate fundamentals, a supportive macroeconomic landscape, and strong demand for yield-producing assets. While global political risks remain, we believe valuations appear reasonable relative to our outlook, in particular given our expectation for a benign default environment over the next year.

We are particularly positive on conditions in the U.S., and favor issuers expected to benefit from a stable or growing U.S. domestic economy. While we continue to monitor the possible impact on global growth of increased political uncertainty and potentially more protectionist policies, we believe strong investor demand should continue to support the high yield market. We believe high yield maintains an attractive yield advantage and the ongoing “search for yield” given the low absolute levels of interest rates around much of the globe may continue to provide a tailwind for the asset class going forward.

The Fund ended the period most overweight the gaming and packaging sectors, and was most underweight to the retailers and automotive sectors relative to the benchmark.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid.

17

The Hartford High Yield Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

Composition by Security Type

as of October 31, 2017

Category	Percentage of Net Assets
Equity Securities
Common Stocks		0.5	%
Preferred Stocks		0.2
Total		0.7	%
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		0.0	*%
Convertible Bonds		1.9
Corporate Bonds		90.3
Senior Floating Rate Interests		1.3
Total		93.5	%
Short-Term Investments		5.6
Other Assets & Liabilities		0.2
Total		100.0	%

* Percentage rounds to zero.

18

The Hartford Inflation Plus Fund (Unaudited) inception 10/31/2002

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks a total return that exceeds the rate of inflation over an economic cycle.

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
Inflation Plus A1		0.27%		-1.02%		3.27%
Inflation Plus A2		-4.24%		-1.93%		2.80%
Inflation Plus C1		-0.46%		-1.76%		2.51%
Inflation Plus C2		-1.46%		-1.76%		2.51%
Inflation Plus I1		0.53%		-0.78%		3.54%
Inflation Plus R31		-0.07%		-1.37%		2.90%
Inflation Plus R41		0.22%		-1.07%		3.21%
Inflation Plus R51		0.54%		-0.78%		3.50%
Inflation Plus Y1		0.59%		-0.71%		3.59%
Inflation Plus F1		0.62%		-0.76%		3.55%
Bloomberg Barclays U.S. TIPS 1-10 Year Index		0.15%		0.04%		3.17%
Bloomberg Barclays U.S. TIPS Index		-0.12%		-0.11%		3.81%

¹  Without sales charge

²  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have

been higher or lower.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays U.S. TIPS 1-10 Year Index (reflects no deduction for fees, expenses or taxes) represents securities that protect against adverse inflation and provide a minimum level of real return. To be included in this index, bonds must have cash flows linked to an inflation index, be sovereign issues denominated in U.S currency, and have maturities of 1 to 10 years.

Bloomberg Barclays U.S. TIPS Index (reflects no deduction for fees, expenses or taxes) represents securities that protect against adverse inflation and provide a minimum level of real return. To be included in this index, bonds must have cash flows linked to an inflation index, be sovereign issues denominated in U.S. currency, and have more than one year to maturity.

You cannot invest directly in an index.

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

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

19

The Hartford Inflation Plus Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Inflation Plus Class A		0.85%		0.96%
Inflation Plus Class C		1.60%		1.67%
Inflation Plus Class I		0.60%		0.74%
Inflation Plus Class R3		1.20%		1.26%
Inflation Plus Class R4		0.90%		0.96%
Inflation Plus Class R5		0.60%		0.68%
Inflation Plus Class Y		0.55%		0.61%
Inflation Plus Class F		0.55%		0.56%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Manager

Joseph F. Marvan, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Inflation Plus Fund returned 0.27%, before sales charge, for the twelve-month period ended October 31, 2017, outperforming the Fund’s benchmarks, the Bloomberg Barclays U.S. TIPS 1-10 Year Index and Bloomberg Barclays U.S. TIPS Index, which returned 0.15% and -0.12%, respectively, for the same period. The Fund underperformed the 0.47% average return of the Lipper Treasury Inflation Protection Funds peer group, a group of funds that invest primarily in inflation-indexed fixed income securities, during the period. Inflation-linked bonds are fixed income securities structured to provide protection against inflation.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by a rebound in global growth, central bank monetary policy expectations, and geopolitical events. The period began with fixed income markets experiencing one of their largest ever losses. Global sovereign debt yields climbed, led by the United States (U.S.), as President-elect Trump’s proposed expansionary fiscal policy lifted inflation expectations at the beginning of the period. Optimism that the policy would emphasize tax reforms and deregulation boosted credit markets. Robust economic data in the first quarter of 2017 and demand for yield-producing assets continued to support credit markets. In the U.S., President Trump’s failure to secure a repeal of the Affordable Care Act in Congress cast doubt on prospects for his other policy agendas, reversing some of the post-election selloff in U.S. Treasuries. The United Kingdom (U.K.) took the next step in the

process of exiting the E.U. (Brexit) as Prime Minister May triggered Article 50 – setting the stage for the nation’s departure from the European Union (E.U.) – and gilt (i.e. U.K. government bond) yields declined.

Fixed income markets continued to post positive returns through the second quarter of 2017 as generally solid corporate earnings trumped concerns about prospects for retailers, particularly in the U.S. In the U.S., political controversies – in particular, the ongoing investigation into alleged involvement by Russia in the 2016 presidential election – led to a short-lived dip in risk assets. Elections in France and the U.K. presented potential sources of volatility, but proved benign in the aftermath. Monetary policy developments among developed markets started pointing to a less accommodative stance. The U.S. Federal Reserve (Fed) increased rates in June, projected an additional increase later in 2017, and laid out a plan for tapering its asset purchases while Bank of England Governor Carney indicated rate increases would be looming in the U.K. However, the European Central Bank (ECB) lowered its inflation forecasts, triggering speculation that it might postpone the tapering of asset purchases that had been expected later this year.

At the end of the period, escalating geopolitical tensions between the U.S. and North Korea, and serial disappointments in inflation data helped to contain the increase in sovereign debt yields prompted by central bank policy normalization. Generally strong economic data, a rally in commodities prices, and continued demand for yield-producing assets supported credit markets. The Fed announced it

20

The Hartford Inflation Plus Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

would begin tapering its asset purchases starting in October and continued to project another rate increase later this year. Meanwhile, the Bank of England signaled it was close to hiking rates to contain surging inflation despite uncertainty about the post-Brexit growth outlook.

Over the period, most currencies strengthened over the U.S. dollar (USD). To start off the period, most currencies weakened versus the USD, particularly those of emerging markets, over concerns about the impact of protectionist policies on U.S. trade partners after the election of Donald Trump. However, these currencies and most developed market currencies strengthened against the USD during the remainder of the period as the market became skeptical about the Fed’s projected rate-hiking path and a number of developed central banks began to reduce monetary easing policies.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the twelve-month period, including high yield, emerging markets debt, and investment grade corporates, as credit spreads tightened over the period on the back of strong global economic data and demand for yield-producing assets.

Real and nominal U.S. Treasury yields were mixed over the past twelve months, reflecting changing levels of conviction in the global “reflation trade” as well as broader anxiety over domestic policy risk and global geopolitical risk. In late 2016, following the U.S. presidential election, markets priced in a very optimistic scenario of stimulatory fiscal policy, leading to sharply higher yields and to a significant widening in the “inflation breakeven” spread between TIPS and nominal U.S. Treasuries. As markets subsequently reacted to the continued gridlock in Washington D.C. and realized inflation underperformed expectations, these gains were largely reversed. More recently, however, renewed momentum around tax reform, expectation of Hurricane-related fiscal stimulus, and the likelihood of rates rising from tightening monetary policy have driven rates higher. Over the twelve months ending October 31, 2017, 5- and 10-year TIPS “real” yields rose 0.51% and 0.41%, respectively, and 5- and 10-year inflation breakevens rose by 0.20% and 0.14%, respectively.

The Fund’s allocation across various credit sectors, or “plus” sectors, such as bank loans, non-agency residential mortgage-backed securities (MBS), and commercial MBS were the primary contributors to outperformance relative to the Bloomberg Barclays U.S. TIPS 1-10 Year Index, as credit spreads traded tighter over the period. The Fund is invested in these “plus” sectors because of the investment team’s expectation that these particular sectors will be correlated to inflation over time, and the sectors are overlaid with consumer price index (CPI) swaps so that the overall Fund “beta” to inflation is not diminished. The Fund’s positioning within Emerging Market inflation-linked bonds was another area of performance strength, as were the Fund’s tactical duration positions.

Over the period, the Fund made use of derivatives in pursuit of both risk management and total returns. Derivatives usage included U.S. Treasury futures to manage duration, credit default swaps to manage sector exposure, currency forwards both to hedge emerging market currency risk and as part of the developed currency strategy, and CPI swaps and bond forwards to add inflation sensitivity. Over the period, the impact of derivatives on performance relative to the Bloomberg Barclays U.S. TIPS 1-10 Year Index was generally positive. The Fund’s exposures to interest rate swaps, CPI swaps, and credit derivatives (e.g. commercial mortgage-backed security index) were additive to performance relative to the Bloomberg Barclays U.S. TIPS 1-10 Year Index. The performance of currency forward positions also contributed positively relative to the Bloomberg Barclays U.S. TIPS 1-10 Year Index. The use of bond futures to manage duration slightly detracted from performance relative to the Bloomberg Barclays U.S. TIPS 1-10 Year Index.

What is the outlook?

We continue to expect that the Core Consumer Price Index will move towards 2% by the first half of 2018. Therefore, our view remains that 5- and 10-year inflation breakevens are trading cheap, though we are seeking to keep risk low in this position, as we do not have high conviction about a near-term catalyst that would send breakevens materially higher.

We continued to be underweight shorter-term TIPS, which are most sensitive to short-term changes in inflation, and are focused on security selection around the 10-year segment of the TIPS curve. The Fund maintained allocations to bank loans, non-USD inflation linked bonds, non-agency MBS and commercial MBS, at the end of the period.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. The value of inflation-protected securities generally fluctuates with changes in real interest rates, and the market for these securities may be less developed or liquid, and more volatile, than other securities markets. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Derivatives may be riskier or more volatile than other types of investments because they are

21

The Hartford Inflation Plus Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Security Type

as of October 31, 2017

Category	Percentage of Net Assets
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		2.4	%
Foreign Government Obligations		3.2
Senior Floating Rate Interests		4.9
U.S. Government Agencies		0.0	*
U.S. Government Securities		86.9
Total		97.4	%
Short-Term Investments		2.9
Other Assets & Liabilities		(0.3	)
Total		100.0	%

* Percentage rounds to zero.

22

Hartford Municipal Income Fund (Unaudited) inception 05/29/2015

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide a high level of current income that is generally exempt from federal income taxes, and long-term total return.

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		Since Inception1
Municipal Income A2		2.03%		3.43%
Municipal Income A3		-2.56%		1.49%
Municipal Income C2		1.87%		2.91%
Municipal Income C3		0.87%		2.91%
Municipal Income I2		2.29%		3.69%
Municipal Income F2		2.32%		3.70%
Bloomberg Barclays Municipal Bond Index		2.19%		3.39%

¹  Inception: 05/29/2015    

²  Without sales charge    

³  With sales charge    

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Bloomberg Barclays Municipal Bond Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that is considered representative of the broad market for investment grade, tax-exempt bonds with a maturity of at least one year.

You cannot invest directly in an index.

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

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

23

Hartford Municipal Income Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Municipal Income Class A		0.71%		1.71%
Municipal Income Class C		1.46%		2.41%
Municipal Income Class I		0.46%		1.41%
Municipal Income Class F		0.41%		1.41%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Managers

Brad W. Libby

Managing Director and Fixed Income Portfolio Manager/Credit Analyst

Wellington Management Company LLP

Timothy D. Haney, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of the Hartford Municipal Income Fund returned 2.03%, before sales charge, for the twelve-month period ended October 31, 2017, underperforming the Fund’s benchmark, the Bloomberg Barclays Municipal Bond Index, which returned 2.19% for the same period. The Fund outperformed the 1.77% average return of the Lipper General & Insured Municipal Debt Funds peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by a rebound in global growth, central bank monetary policy expectations, and geopolitical events. The period began with fixed income markets experiencing significant losses. Global sovereign debt yields climbed, led by the United States (U.S.), as President-elect Trump’s proposed expansionary fiscal policy lifted inflation expectations at the beginning of the period. Optimism that the policy would emphasize tax reforms and deregulation boosted credit markets. Robust economic data in the first quarter of 2017 and demand for yield-producing assets continued to support credit markets as well. In the U.S., President Trump’s failure to secure a repeal of the Affordable Care Act in Congress cast doubt on prospects for his other policy agendas, reversing some of the post-election selloff in U.S. Treasuries. The United Kingdom (U.K.) took the next step in the Brexit process as Prime Minister May triggered Article 50 – setting the stage for the

nation’s departure from the European Union (E.U.) – and gilt (i.e. U.K. government bond) yields declined.

Fixed income markets continued to post positive returns through the second quarter of 2017 as solid corporate earnings trumped concerns about prospects for retailers, particularly in the U.S. In the U.S., political controversies – in particular, the ongoing investigation into alleged involvement by Russia in the 2016 presidential election – led to a short-lived dip in risk assets. Elections in France and the U.K. presented potential sources of volatility, but proved benign. Monetary policy developments among developed markets started pointing to a less accommodative stance. The U.S. Federal Reserve (Fed) increased rates in June, projected an additional increase later in 2017, and laid out a plan for tapering its asset purchases while Bank of England Governor Carney indicated rate increases would be looming in the U.K. However, the European Central Bank (ECB) lowered its inflation forecasts, triggering speculation that it might postpone the tapering of asset purchases that had been expected later this year.

At the end of the period, escalating geopolitical tensions between the U.S. and North Korea, and serial disappointments in inflation data helped to contain the increase in sovereign debt yields prompted by central bank policy normalization. Generally strong economic data, a rally in commodities prices, and continued demand for yield-producing assets supported credit markets. The Fed announced it

24

Hartford Municipal Income Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

would begin tapering its asset purchases starting in October and continued to project another rate increase later this year. Meanwhile, the Bank of England signaled it was close to hiking rates to contain surging inflation despite uncertainty about the post-Brexit growth outlook.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the twelve-month period, including high yield, emerging markets debt, and investment grade corporates, as credit spreads tightened over the period on the back of strong global economic data and demand for yield-producing assets.

Tax-exempt municipal bonds, as represented by the Bank of America Merrill Lynch US Municipal Securities Index, posted a positive total return of 2.11% during the period. The yield on 10-year AAA rated general obligation municipal bonds (GOs) increased during the twelve-month period ended October 31, 2017 as did the yield on 10-year Treasuries. The ratio of yields on 10-year AAA rated GOs to yields on 10-year Treasuries decreased over the period, falling from 94.0% to 84.5%. Over the period, technical factors were generally positive as demand for municipal funds and individual bonds was relatively strong while supply was measured.

The primary driver of underperformance relative to the Bloomberg Barclays Municipal Bond Index during the period was an out-of-benchmark allocation to high yield revenue bonds and high yield general obligation bonds. Security selection within investment grade revenue bonds, especially within the transportation and special tax sectors, contributed positively to relative performance during the period. The Fund’s duration and yield curve positioning also contributed positively to relative results during the period.

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

What is the outlook?

We expect the U.S. economy to maintain a steady growth rate, driven by employment gains, elevated confidence, and investment spending. We ended the period with a moderately pro-cyclical risk posture and believe this positioning is appropriate going forward. We believe fundamentals remain strong across our favored revenue sectors relative to state and local issuers. Within transportation, we remain positive on airports and toll roads with a slight preference for toll roads as we believe fundamentals and spread levels are modestly more attractive for these bonds than they are for the airport sector. Overall enplanement (passenger) growth has slowed compared to recent quarters but is still positive. We believe that toll road revenues continue to grow as auto travel remains strong. Within GO credits, we are positive on select state and local issuers, supported by adequate reserve levels, steady revenue growth, and more stable fiscal

conditions. The Fund ended the period with a duration of 6.11 years.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

Composition of Municipal Bonds⁽¹⁾

as of October 31, 2017

Municipal Bonds	Percentage of Net Assets
Airport		10.1	%
Development		2.0
Education		4.7
Facilities		0.2
General Obligation		16.0
Higher Education		1.9
Medical		8.5
Mello-Roos District		1.4
Nursing Homes		6.5
Other(2)		13.8
Power		2.9
School District		6.1
Single Family Housing		1.9
Tobacco		3.6
Transportation		10.6
Utilities		2.9
Water		2.8
Short-Term Investments		4.0
Other Assets & Liabilities		0.1
Total		100.0	%

⁽¹⁾  For Fund compliance purposes, the Fund may not use the same classification system and these classifications are used for financial reporting purposes.

⁽²⁾  Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.

25

The Hartford Municipal Opportunities Fund (Unaudited) inception 05/31/2007

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide current income that is generally exempt from federal income taxes, and long-term total return.

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
Municipal Opportunities A1		1.50%		2.74%		3.19%
Municipal Opportunities A2		-3.07%		1.79%		2.71%
Municipal Opportunities C1		0.73%		1.94%		2.41%
Municipal Opportunities C2		-0.26%		1.94%		2.41%
Municipal Opportunities I1		1.63%		2.96%		3.43%
Municipal Opportunities F1		1.66%		2.97%		3.43%
Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index		1.94%		2.51%		4.12%

¹  Without sales charge

²  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index (reflects no deduction for fees, expenses or taxes) is a sub-index of the Bloomberg Barclays Municipal Bond Index. It is a rules-based market value-weighted index of bonds with maturities of one year to 17 years engineered for the tax-exempt bond market.

You cannot invest directly in an index.

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

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

26

The Hartford Municipal Opportunities Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Municipal Opportunities Class A		0.71%		0.71%
Municipal Opportunities Class C		1.46%		1.47%
Municipal Opportunities Class I		0.46%		0.47%
Municipal Opportunities Class F		0.41%		0.42%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Managers

Brad W. Libby

Managing Director and Fixed Income Portfolio Manager / Credit Analyst

Wellington Management Company LLP

Timothy D. Haney, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Municipal Opportunities Fund returned 1.50%, before sales charge, for the twelve-month period ended October 31, 2017, underperforming the Fund’s benchmark, the Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index, which returned 1.94% for the same period. The Fund outperformed the 1.49% average return of the Lipper Intermediate Municipal Debt Funds peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by a rebound in global growth, central bank monetary policy expectations, and geopolitical events. The period began with fixed income markets experiencing one of their largest ever losses. Global sovereign debt yields climbed, led by the United States (U.S.), as President-elect Trump’s proposed expansionary fiscal policy lifted inflation expectations at the beginning of the period. Optimism that the policy would emphasize tax reforms and deregulation boosted credit markets. Robust economic data in the first quarter of 2017 and demand for yield-producing assets continued to support credit markets. In the U.S., President Trump’s failure to secure a repeal of the Affordable Care Act in Congress cast doubt on prospects for his other policy agendas, reversing some of the post-election selloff in U.S. Treasuries. The United Kingdom (U.K.) took the next step in the Brexit process as Prime Minister May triggered Article 50 – setting

the stage for the nation’s departure from the European Union (E.U.) – and gilt (i.e. U.K. government bond) yields declined.

Fixed income markets continued to post positive returns through the second quarter as generally solid corporate earnings trumped concerns about prospects for retailers, particularly in the U.S. In the U.S., political controversies – in particular, the ongoing investigation into alleged involvement by Russia in the 2016 presidential election – led to a short-lived dip in risk assets. Elections in France and the U.K. presented potential sources of volatility, but proved benign in the aftermath. Monetary policy developments among developed markets started pointing to a less accommodative stance. The U.S. Federal Reserve (Fed) increased rates in June, projected an additional increase later in 2017, and laid out a plan for tapering its asset purchases while Bank of England Governor Carney indicated rate increases would be looming in the U.K. However, the European Central Bank (ECB) lowered its inflation forecasts, triggering speculation that it might postpone the tapering of asset purchases that had been expected later this year.

At the end of the period, escalating geopolitical tensions between the U.S. and North Korea, and serial disappointments in inflation data helped to contain the increase in sovereign debt yields prompted by central bank policy normalization. Generally strong economic data, a rally in commodities prices, and continued demand for yield-producing assets supported credit markets. The Fed announced it would begin tapering its asset purchases starting in October and

27

The Hartford Municipal Opportunities Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

continued to project another rate increase later this year. Meanwhile, the Bank of England signaled it was close to hiking rates to contain surging inflation despite uncertainty about the post-Brexit growth outlook.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the twelve-month period, including high yield, emerging markets debt, and investment grade corporates, as credit spreads tightened over the period on the back of strong global economic data and demand for yield-producing assets.

Tax-exempt municipal bonds, as represented by the Bank of America Merrill Lynch US Municipal Securities Index, posted a positive total return of 2.11% during the period. The yield on 10-year AAA rated general obligation municipal bonds (GOs) increased during the twelve-month period as did the yield on 10-year Treasuries. The ratio of yields on 10-year AAA rated GOs to yields on 10-year Treasuries decreased over the period, falling from 94.0% to 84.5%. Over the period, technical factors were generally positive as demand for municipal funds and individual bonds was relatively strong while supply was measured.

An out-of-benchmark allocation to high yield state general obligation bonds was the primary driver of benchmark-relative underperformance during the period. The Fund’s duration and yield curve positioning also detracted from performance, largely due to the Fund’s overweight to the 10-year and 20-year portions of the yield curve as rates rose. Security selection within investment grade revenue bonds, particularly within the transportation and special tax sectors, contributed positively to relative results over the period. Selection within investment grade general obligation bonds also contributed positively to relative returns during the period.

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

What is the outlook?

We expect the U.S. economy to maintain a steady growth rate, driven by employment gains, elevated confidence, and investment spending. We ended the period with a moderately pro-cyclical risk posture and believe this positioning is appropriate going forward. We believe fundamentals remain strong across our favored revenue sectors relative to state and local issuers. Within transportation, we remain positive on airports and toll roads with a slight preference for toll roads as we believe fundamentals and spread levels are modestly more attractive for toll road bonds than they are for the airport sector. Overall enplanement (passenger) growth has slowed compared to recent quarters but is still positive. We believe that toll road revenues continue to grow as auto travel remains strong. Within GO credits, we

are positive on select state and local issuers, supported by adequate reserve levels, steady revenue growth, and more stable fiscal conditions. The Fund ended the period with a duration of 5.26 years.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. High-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

Composition of Municipal Bonds⁽¹⁾

as of October 31, 2017

Municipal Bonds	Percentage of Net Assets
Airport		5.2	%
Bond Bank		0.2
Development		3.7
Education		1.8
Facilities		0.2
General Obligation		15.4
Higher Education		2.1
Housing		0.1
Medical		10.0
Mello-Roos District		1.4
Multifamily Housing		0.5
Nursing Homes		6.4
Other(2)		18.5
Pollution		0.1
Power		3.5
School District		7.4
Single Family Housing		3.2
Tobacco		3.6
Transportation		8.3
Utilities		0.9
Water		4.8
Short-Term Investments		3.3
Other Assets & Liabilities		(0.6	)
Total		100.0	%

⁽¹⁾  For Fund compliance purposes, the Fund may not use the same classification system and these classifications are used for financial reporting purposes.

⁽²⁾  Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.

28

The Hartford Municipal Real Return Fund (Unaudited) inception 06/02/1986

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide current income exempt from federal income tax, and after-tax inflation-adjusted total returns.

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
Municipal Real Return A1		2.00%		1.74%		1.95%
Municipal Real Return A2		-2.59%		0.81%		1.48%
Municipal Real Return C1		1.13%		0.96%		1.19%
Municipal Real Return C2		0.14%		0.96%		1.19%
Municipal Real Return I1		2.15%		1.99%		2.20%
Municipal Real Return Y1		2.15%		2.00%		2.21%
Municipal Real Return F1		2.07%		1.98%		2.19%
Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index		1.94%		2.51%		4.12%

¹  Without sales charge

²  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of 3/5/12, Hartford Investment Management Company no longer served as the

sub-adviser to the Fund.

Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index (reflects no deduction for fees, expenses or taxes) is a sub-index of the Bloomberg Barclays Municipal Bond Index. It is a rules-based market value-weighted index of bonds with maturities of one year to 17 years engineered for the tax-exempt bond market.

You cannot invest directly in an index.

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

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

29

The Hartford Municipal Real Return Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Municipal Real Return Class A		0.70%		0.77%
Municipal Real Return Class C		1.45%		1.51%
Municipal Real Return Class I		0.45%		0.53%
Municipal Real Return Class Y		0.45%		0.51%
Municipal Real Return Class F		0.40%		0.46%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Managers

Timothy D. Haney, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Brad W. Libby

Managing Director and Fixed Income Portfolio Manager / Credit Analyst

Wellington Management Company LLP

Joseph F. Marvan, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Municipal Real Return Fund returned 2.00%, before sales charge, for the twelve-month period ended October 31, 2017, outperforming the Fund’s benchmark, the Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index, which returned 1.94% for the same period. The Fund also outperformed the 1.49% average return of the Lipper Intermediate Municipal Debt Funds peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by a rebound in global growth, central bank monetary policy expectations, and geopolitical events. The period began with fixed income markets experiencing one of their largest ever losses. Global sovereign debt yields climbed, led by the United States (U.S.), as President-elect Trump’s proposed expansionary fiscal policy lifted inflation expectations at the beginning of the period. Optimism that the policy would emphasize tax reforms and deregulation boosted credit markets. Robust economic data in the first quarter of 2017 and demand for yield-producing assets continued to support credit

markets. In the U.S., President Trump’s failure to secure a repeal of the Affordable Care Act in Congress cast doubt on prospects for his other policy agendas, reversing some of the post-election selloff in U.S. Treasuries. The United Kingdom (U.K.) took the next step in the Brexit process as Prime Minister May triggered Article 50 – setting the stage for the nation’s departure from the European Union (E.U.) – and gilt (i.e. U.K. government bond) yields declined.

Fixed income markets continued to post positive returns through the second quarter as generally solid corporate earnings trumped concerns about prospects for retailers, particularly in the U.S. In the U.S., political controversies – in particular, the ongoing investigation into alleged involvement by Russia in the 2016 presidential election – led to a short-lived dip in risk assets. Elections in France and the U.K. presented potential sources of volatility, but proved benign in the aftermath. Monetary policy developments among developed markets started pointing to a less accommodative stance. The U.S. Federal Reserve (Fed) increased rates in June, projected an additional increase later in 2017, and laid out a plan for tapering its asset purchases while Bank of England Governor Carney indicated rate increases would be looming in the U.K. However, the European Central Bank (ECB) lowered its inflation forecasts, triggering

30

The Hartford Municipal Real Return Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

speculation that it might postpone the tapering of asset purchases that had been expected later this year.

At the end of the period, escalating geopolitical tensions between the U.S. and North Korea, and serial disappointments in inflation data helped to contain the increase in sovereign debt yields prompted by central bank policy normalization. Generally strong economic data, a rally in commodities prices, and continued demand for yield-producing assets supported credit markets. The Fed announced it would begin tapering its asset purchases starting in October and continued to project another rate increase later this year. Meanwhile, the Bank of England signaled it was close to hiking rates to contain surging inflation despite uncertainty about the post-Brexit growth outlook.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the twelve-month period, including high yield, emerging markets debt, and investment grade corporates, as credit spreads tightened over the period on the back of strong global economic data and demand for yield-producing assets.

Tax-exempt municipal bonds, as represented by the Bank of America Merrill Lynch U.S. Municipal Securities Index, posted a positive total return of 2.11% during the period. The yield on 10-year AAA rated general obligation municipal bonds (GOs) increased during the twelve-month period as did the yield on 10-year Treasuries. The ratio of yields on 10-year AAA rated GOs to yields on 10-year Treasuries decreased over the period, falling from 94.0% to 84.5%. Over the period, technical factors were generally positive as demand for municipal funds and individual bonds was relatively strong while supply was measured.

The Fund’s inflation overlay – which is implemented via Consumer Price Index (CPI) swap derivatives – was the main driver of outperformance during the period, as longer term inflation expectations increased during the period. Security selection within investment grade general obligation bonds also contributed positively to benchmark-relative returns over the period. An out-of-benchmark allocation to high yield revenue bonds detracted from relative performance over the period. The Fund’s duration and yield curve positioning also detracted slightly from relative performance.

Outside of the CPI swaps previously mentioned, derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

We expect the U.S. economy to maintain a steady growth rate, driven by employment gains, elevated confidence, and investment spending. We ended the period with a moderately pro-cyclical risk

posture. We believe fundamentals remain strong across our favored revenue sectors relative to state and local issuers. We expect revenue bond fundamentals to remain positive as hospitals remain fundamentally strong, but we believe that financial results have seen their peak. Furthermore, ongoing healthcare repeal risk remains. Within transportation, we remain positive on airports and toll roads with a slight preference for toll roads as we believe fundamentals and spread levels are modestly more attractive for toll road bonds than they are for the airport sector. We believe that toll road revenues continue to grow as auto travel remains strong.

Breakevens, the difference between the yield on a nominal fixed-rate bond and the real yield on an inflation-linked bond, recovered from weakness incurred in the second quarter of 2017, as CPI data improved and expectations of fiscal policy implementation improved. Though the 2017 inflation outlook has softened over the course of the year, we remain constructive on longer-term breakeven valuations. We believe that core inflation should continue to move towards two percent, supported by a strong housing market and wage growth. Proposed stimulative fiscal policies (tax and spending) represent potential inflationary pressures for the U.S. and contribute to inflation risks being skewed to the upside.

We maintained the Fund’s inflation sensitivity during the period via the inflation overlay, with the hedge ratio at approximately 73% on a contribution to duration basis at the end of the period. The Fund ended the period with a duration of 4.80 years.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. The value of inflation-protected securities generally fluctuates with changes in real interest rates and the market for these securities may be less developed or liquid, and more volatile, than other securities markets. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

31

The Hartford Municipal Real Return Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

Composition of Municipal Bonds⁽¹⁾

as of October 31, 2017

Municipal Bonds	Percentage of Net Assets
Airport		10.1	%
Bond Bank		0.2
Development		2.1
Education		2.9
Facilities		0.3
General Obligation		11.2
Higher Education		5.3
Medical		10.2
Mello-Roos District		0.8
Multifamily Housing		0.2
Nursing Homes		3.7
Other(2)		17.7
Pollution		0.2
Power		3.5
School District		10.3
Single Family Housing		0.2
Tobacco		1.0
Transportation		7.8
Utilities		1.5
Water		7.4
Short-Term Investments		2.4
Other Assets & Liabilities		1.0
Total		100.0	%

⁽¹⁾  For Fund compliance purposes, the Fund may not use the same classification system and these classifications are used for financial reporting purposes.

⁽²⁾  Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.

32

Hartford Municipal Short Duration Fund (Unaudited) inception 05/29/2015

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide current income that is generally exempt from federal income taxes, and long-term total return.

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		Since Inception1
Municipal Short Duration A2		0.81%		1.19%
Municipal Short Duration A3		-3.72%		-0.72%
Municipal Short Duration C2		0.54%		0.65%
Municipal Short Duration C3		-0.46%		0.65%
Municipal Short Duration I2		1.15%		1.47%
Municipal Short Duration F2		1.18%		1.48%
Bloomberg Barclays Municipal Bond Short 1-5 Year Index		1.26%		1.37%

¹  Inception: 5/29/2015

²  Without sales charge

³  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Bloomberg Barclays Municipal Bond Short 1-5 Year Index (reflects no deduction for fees, expenses or taxes) is a sub-index of the Bloomberg Barclays Municipal Bond Index. It is a rules-based market value-weighted index of bonds with maturities of one year to six years engineered for the tax-exempt bond market.

You cannot invest directly in an index.

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

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

33

Hartford Municipal Short Duration Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Municipal Short Duration Class A		0.70%		1.55%
Municipal Short Duration Class C		1.45%		2.29%
Municipal Short Duration Class I		0.45%		1.27%
Municipal Short Duration Class F		0.40%		1.27%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Managers

Brad W. Libby

Managing Director and Fixed Income Portfolio Manager / Credit Analyst

Wellington Management Company LLP

Timothy D. Haney, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of the Hartford Municipal Short Duration Fund returned 0.81%, before sales charge, for the twelve-month period ended October 31, 2017, underperforming the Fund’s benchmark, the Bloomberg Barclays Municipal Bond Short 1-5 Year Index, which returned 1.26% for the same period. The Fund also underperformed the 0.88% average return of the Lipper Short Municipal Debt Funds peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by a rebound in global growth, central bank monetary policy expectations, and geopolitical events. The period began with fixed income markets experiencing one of their largest ever losses. Global sovereign debt yields climbed, led by the United States (U.S.), as President-elect Trump’s proposed expansionary fiscal policy lifted inflation expectations at the beginning of the period. Optimism that the policy would emphasize tax reforms and deregulation boosted credit markets. Robust economic data in the first quarter of 2017 and demand for yield-producing assets continued to support credit markets. In the U.S., President Trump’s failure to secure a repeal of the Affordable Care Act in Congress cast doubt on prospects for his other policy agendas, reversing some of the post-election selloff in U.S. Treasuries. The United Kingdom (U.K.) took the next step in the Brexit process as Prime Minister May triggered Article 50 – setting

the stage for the nation’s departure from the European Union (E.U.) – and gilt (i.e. U.K. government bond) yields declined.

Fixed income markets continued to post positive returns through the second quarter as generally solid corporate earnings trumped concerns about prospects for retailers, particularly in the U.S. In the U.S., political controversies – in particular, the ongoing investigation into alleged involvement by Russia in the 2016 presidential election – led to a short-lived dip in risk assets. Elections in France and the U.K. presented potential sources of volatility, but proved benign in the aftermath. Monetary policy developments among developed markets started pointing to a less accommodative stance. The U.S. Federal Reserve (Fed) increased rates in June, projected an additional increase later in 2017, and laid out a plan for tapering its asset purchases while Bank of England Governor Carney indicated rate increases would be looming in the U.K. However, the European Central Bank (ECB) lowered its inflation forecasts, triggering speculation that it might postpone the tapering of asset purchases that had been expected later this year.

At the end of the period, escalating geopolitical tensions between the U.S. and North Korea, and serial disappointments in inflation data helped to contain the increase in sovereign debt yields prompted by central bank policy normalization. Generally strong economic data, a rally in commodities prices, and continued demand for yield-producing assets supported credit markets. The Fed announced it

34

Hartford Municipal Short Duration Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

would begin tapering its asset purchases starting in October and continued to project another rate increase later this year. Meanwhile, the Bank of England signaled it was close to hiking rates to contain surging inflation despite uncertainty about the post-Brexit growth outlook.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the twelve-month period, including high yield, emerging markets debt, and investment grade corporates, as credit spreads tightened over the period on the back of strong global economic data and demand for yield-producing assets.

Tax-exempt municipal bonds, as represented by the Bank of America Merrill Lynch U.S. Municipal Securities Index, posted a positive total return of 2.11% during the period. The yield on 10-year AAA rated general obligation municipal bonds (GOs) increased during the twelve-month period as did the yield on 10-year Treasuries. The ratio of yields on 10-year AAA rated GOs to yields on 10-year Treasuries decreased over the period, falling from 94.0% to 84.5%. Over the period, technical factors were generally positive as demand for municipal funds and individual bonds was relatively strong while supply was measured.

An out-of-benchmark allocation to high yield revenue bonds detracted from returns relative to the Bloomberg Barclays Municipal Bond Short 1-5 Year Index during the period. Duration and yield curve positioning also detracted from benchmark-relative results. The Fund’s allocation to and security selection within investment grade revenue bonds contributed positively to relative returns over the period, specifically within the transportation and special tax sectors. Security selection within investment grade general obligation bonds also contributed positively to benchmark-relative returns over the period.

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

What is the outlook?

We expect the U.S. economy to maintain a steady growth rate, driven by employment gains, elevated confidence, and investment spending. We ended the period with a moderately pro-cyclical risk posture and believe this positioning is appropriate going forward. We believe fundamentals remain strong across our favored revenue sectors relative to state and local issuers. Within transportation, we remain positive on airports and toll roads with a slight preference for toll roads as we believe fundamentals and spread levels are modestly more attractive for toll road bonds than they are for the airport sector. Overall enplanement (passenger) growth has slowed compared to recent quarters but is still positive. We believe that toll road revenues

continue to grow as auto travel remains strong. Within GO credits, we are positive on select state and local issuers, supported by adequate reserve levels, steady revenue growth, and more stable fiscal conditions. The Fund ended the period with a duration of 2.37 years.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

Composition of Municipal Bonds⁽¹⁾

as of October 31, 2017

Municipal Bonds	Percentage of Net Assets
Airport		10.5	%
Development		3.0
Education		2.1
General Obligation		12.5
Higher Education		2.6
Housing		0.8
Medical		11.0
Mello-Roos District		2.9
Nursing Homes		8.0
Other(2)		11.4
Pollution		0.1
Power		1.9
School District		6.9
Single Family Housing		6.4
Student Loan		0.6
Tobacco		4.3
Transportation		8.3
Utilities		1.5
Water		2.7
Short-Term Investments		4.6
Other Assets & Liabilities		(2.1	)
Total		100.0	%

⁽¹⁾  For Fund compliance purposes, the Fund may not use the same classification system and these classifications are used for financial reporting purposes.

⁽²⁾  Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.

35

The Hartford Quality Bond Fund (Unaudited) inception 11/30/2012

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to maximize total return while providing a high level of current income consistent with prudent investment risk.

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		Since Inception1
Quality Bond A2		-0.35%		1.68%
Quality Bond A3		-4.84%		0.73%
Quality Bond C2		-1.11%		0.91%
Quality Bond C3		-2.08%		0.91%
Quality Bond I2		-0.20%		1.92%
Quality Bond R32		-0.66%		1.43%
Quality Bond R42		-0.30%		1.77%
Quality Bond R52		-0.05%		2.06%
Quality Bond Y2		0.01%		2.00%
Quality Bond F2		0.00%		1.97%
Bloomberg Barclays U.S. Aggregate Bond Index		0.90%		2.04%

¹  Inception: 11/30/2012

²  Without sales charge

³  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities from the Bloomberg Barclays Government/Credit Bond Index, Mortgage-Backed Securities Index, Asset-Backed Securities Index, and Commercial Mortgage-Backed Securities Index.

You cannot invest directly in an index.

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

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

36

The Hartford Quality Bond Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Quality Bond Class A		1.00%		1.08%
Quality Bond Class C		1.75%		1.82%
Quality Bond Class I		0.75%		0.83%
Quality Bond Class R3		1.30%		1.42%
Quality Bond Class R4		1.00%		1.12%
Quality Bond Class R5		0.70%		0.82%
Quality Bond Class Y		0.65%		0.77%
Quality Bond Class F		0.60%		0.72%

* Expenses as shown in the Fund’s prospectus dated March 1, 2017. Net expenses reflect contractual expense reimbursements, if any. The Fund filed a supplement to its statutory prospectus, dated November 1, 2017, with the U.S. Securities and Exchange Commission that updated the Fund’s total annual fund operating expense table. However, the information in this annual report is as of October 31, 2017 and does not reflect any changes made to the total annual fund operating expense table in the prospectus, as supplemented. The net expense ratios shown in the supplement are as follows: 0.87% (Class A), 1.62% (Class C), 0.62% (Class I), 1.21% (Class R3), 0.96% (Class R4), 0.66% (Class R5), 0.56% (Class Y) and 0.46% (Class F). The gross expense ratios shown in the supplement are as follows: 0.93% (Class A), 1.68% (Class C), 0.70% (Class I), 1.28% (Class R3), 0.97% (Class R4), 0.67% (Class R5), 0.62% (Class Y) and 0.57% (Class F). As of November 1, 2017, the contractual reimbursements on operating expenses and transfer agency fees remain in effect through February 28, 2019 and automatically renew for one year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Managers

Michael F. Garrett

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Val Petrov, PhD, CFA

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Brian Conroy, CFA

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Quality Bond Fund returned -0.35%, before sales charge, for the twelve-month period ended October 31, 2017, underperforming the Fund’s benchmark, the Bloomberg Barclays U.S. Aggregate Bond Index, which returned 0.90% for the same period. The Fund also underperformed the 1.31% average return of the Lipper Core Bond Funds peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by a rebound in global growth, central bank monetary policy expectations, and geopolitical events. The period began with fixed income markets experiencing one of their largest ever losses. Global sovereign debt yields climbed, led by the United States (U.S.), as President-elect Trump’s proposed expansionary fiscal policy lifted inflation expectations at the beginning of the period. Optimism that the policy would emphasize tax reforms and deregulation boosted credit markets. Robust economic data in the first quarter of 2017 and demand for yield-producing assets continued to support credit

37

The Hartford Quality Bond Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

markets. In the U.S., President Trump’s failure to secure a repeal of the Affordable Care Act in Congress cast doubt on prospects for his other policy agendas, reversing some of the post-election selloff in U.S. Treasuries. The United Kingdom (U.K.) took the next step in the Brexit process as Prime Minister May triggered Article 50 – setting the stage for the nation’s departure from the European Union (E.U.) – and gilt (i.e., U.K. government bond) yields declined.

Fixed income markets continued to post positive returns through the second quarter as generally solid corporate earnings trumped concerns about prospects for retailers, particularly in the U.S. In the U.S., political controversies – in particular, the ongoing investigation into alleged involvement by Russia in the 2016 presidential election – led to a short-lived dip in risk assets. Elections in France and the U.K. presented potential sources of volatility, but proved benign in the aftermath. Monetary policy developments among developed markets started pointing to a less accommodative stance. The U.S. Federal Reserve (Fed) increased rates three times during the period, projected an additional increase later in 2017, and began tapering its asset purchases in October. The Bank of England also increased rates for the first time in more than ten years to contain surging inflation despite uncertainty about the post-Brexit growth outlook. The European Central Bank (ECB) also announced it would reduce its asset purchases beginning in January 2018, but extended the program until September 2018. At the end of the period, escalating geopolitical tensions between the U.S. and North Korea, and serial disappointments in inflation data helped to contain the increase in sovereign debt yields prompted by central bank policy normalization. Generally strong economic data, a rally in commodities prices, and continued demand for yield-producing assets supported credit markets.

Over the period, most currencies strengthened over the U.S. dollar (USD). To start off the period, most currencies weakened versus the USD, particularly those of emerging markets, over concerns about the impact of protectionist policies on U.S. trade partners after the election of Donald Trump. However, these currencies and most developed market currencies strengthened against the USD during the remainder of the period as the market became skeptical about the Fed’s projected rate-hiking path and a number of developed central banks began to reduce monetary easing policies.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the twelve-month period, including high yield, emerging markets debt, and investment grade corporates, as credit spreads tightened over the period on the back of strong global economic data and demand for yield-producing assets.

Mortgage backed securities (MBS), as measured by the Bloomberg Barclays U.S. MBS Fixed Rate Index, returned 0.53% for the period,

while they lagged duration-equivalent Treasuries. The sector underperformed following the U.S. elections in November 2016 amid a spike in realized volatility and a sharp sell-off in U.S. Treasury yields. The sector later recouped some of its poor performance as volatility subsided and interest rates stabilized and remained range-bound between 2.05% and 2.42%. Later in the period, the MBS market took the U.S. Federal Reserve’s balance sheet normalization (i.e., a process of shrinking the Fed’s balance sheet) announcement in stride thanks to the Federal Open Market Committee’s (FOMC) well-telegraphed and gradual plan for tapering its MBS reinvestments. Within the sector, middle coupons (3.5 and 4.0) performed the best, 30-year pass-throughs outperformed 15-years, and Ginnie Mae MBS significantly lagged conventional MBS (Freddie Mac, Fannie Mae) amid a lack of demand from banks and overseas investors.

Over the twelve-month period, the Fund’s structural avoidance of investment grade (IG) corporate credit detracted from performance relative to the Bloomberg Barclays U.S. Aggregate Bond Index as corporate spreads tightened and the sector outperformed government bonds. The Fund’s structural overweight to agency MBS also detracted from performance, in particular the Fund’s overweight to conventional Freddie Mac and Fannie Mae agency pass-throughs, as they underperformed Treasuries on a duration-adjusted basis. The Fund’s selection in conventional agency pass-throughs was also a detractor from relative performance, specifically in 30-year 4.0 coupons and 15-year 2.5 coupons. On the other hand, the Fund’s allocation to non-agency MBS was the largest contributor to relative performance during the period. Allocations to asset-backed securities (ABS) (particularly collateralized loan obligations (CLOs)), Fannie Mae delegated underwriting servicing (DUS) bonds, and commercial MBS were also additive to relative results. A lower structural duration posture verses the index contributed positively to performance relative to the Bloomberg Barclays U.S. Aggregate Bond Index as U.S. interest rates rose over the period. The Fund strategically maintains a shorter duration than the Bloomberg Barclays U.S. Aggregate Index, particularly on the long-end of the yield curve where the Fund was most underweight.

The Fund used U.S. Treasury futures to adjust the duration and risk posture of the Fund during the period. Over the period, the use of U.S. Treasury futures detracted from performance. Additionally the Fund used interest rate swaps and an interest rate swaption during the period which slightly detracted from performance of the Fund.

What is the outlook?

We continue to believe that agency MBS represent a better risk/reward trade-off than investment grade credit over a full cycle. Mortgage spreads are narrower than they were over the past few years, which is a reflection of the steady growth, benign inflation, and low volatility environment. At this time, we believe that most of the positive news appears to be priced into the market, making MBS spreads more vulnerable to an increase in volatility. The Fed has

38

The Hartford Quality Bond Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

orchestrated a smooth balance-sheet exit so far, judging by the muted agency MBS market response. We plan to be opportunistic in managing the Fund’s MBS exposure, watching spreads and developments on the economic and political fronts to tactically adjust positioning. Longer term, we still expect MBS spreads to remain toward the tight end of their range relative to history.

We have a constructive outlook on most non-agency residential MBS, given the strong performance of the U.S. housing market supporting credit and the positive technical tailwinds. Our longer term commercial MBS outlook is constructive due to favorable fundamentals, though pockets of structural weakness such as retail, U.S. regions affected by soft oil prices, and hurricane-stricken areas, require judicious credit analysis. We are constructive on ABS and CLOs driven by strong fundamentals, balanced somewhat by the later stage of the economic cycle.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Mortgage- and asset-backed securities risks include credit, interest-rate, prepayment, and extension risk. The Fund may use dollar rolls, repurchase agreements, or reverse repurchase agreements, which can increase risk and volatility. The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The main risk of real estate related securities is that the value of the underlying real estate may decrease in value. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Security Type

as of October 31, 2017

Category	Percentage of Net Assets
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		28.7	%
U.S. Government Agencies		98.2
U.S. Government Securities		5.3
Total		132.2	%
Short-Term Investments		1.5
Purchased Options		0.6
Other Assets & Liabilities		(34.3	)
Total		100.0	%

39

The Hartford Short Duration Fund (Unaudited) inception 10/31/2002

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide current income and long-term total return.

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
Short Duration A1		1.94%		1.54%		2.44%
Short Duration A2		-0.10%		1.13%		2.24%
Short Duration C1		1.20%		0.79%		1.69%
Short Duration C2		0.20%		0.79%		1.69%
Short Duration I1		2.21%		1.83%		2.69%
Short Duration R31		1.58%		1.23%		2.38%
Short Duration R41		1.83%		1.52%		2.57%
Short Duration R51		2.33%		1.87%		2.77%
Short Duration Y1		2.17%		1.87%		2.78%
Short Duration F1		2.27%		1.85%		2.69%
Bloomberg Barclays 1-3 Year U.S. Government/Credit Index		0.67%		0.90%		2.05%

¹  Without sales charge

²  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 2.00%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class I shares commenced operations on 2/26/10. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 2/26/10 through 2/27/17 and Class A shares (excluding sales charges) prior to 2/26/10.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays 1-3 Year U.S. Government/Credit Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index comprised of the U.S. Government/Credit component of the U.S. Aggregate Index. The 1-3 Year U.S. Government/Credit Index includes securities in the 1-3 year maturity range in the U.S. Government/Credit Index.

You cannot invest directly in an index.

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

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

40

The Hartford Short Duration Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Short Duration Class A		0.85%		0.89%
Short Duration Class C		1.60%		1.60%
Short Duration Class I		0.56%		0.56%
Short Duration Class R3		1.15%		1.23%
Short Duration Class R4		0.85%		0.93%
Short Duration Class R5		0.55%		0.62%
Short Duration Class Y		0.55%		0.55%
Short Duration Class F		0.50%		0.50%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Manager

Timothy E. Smith

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Short Duration Fund returned 1.94%, before sales charge, for the twelve-month period ended October 31, 2017, outperforming the Fund’s benchmark, the Bloomberg Barclays 1-3 Year U.S. Government/Credit Index, which returned 0.67% for the same period. The Fund also outperformed the 1.62% average return of the Lipper Short Investment Grade Debt Funds peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by a rebound in global growth, central bank monetary policy expectations, and geopolitical events. The period began with fixed income markets experiencing one of their largest ever losses. Global sovereign debt yields climbed, led by the United States (U.S.), as President-elect Trump’s proposed expansionary fiscal policy lifted growth and inflation expectations at the beginning of the period. Optimism that the policy would emphasize tax reforms and deregulation boosted credit markets. Robust economic data in the first quarter of 2017 and demand for yield-producing assets continued to support credit markets. U.S. President Trump’s failure to secure a repeal of the Affordable Care Act in Congress cast doubt on prospects for his other policy agendas, reversing some of the post-election selloff in U.S. Treasuries. The United Kingdom (U.K.) took the next step in the Brexit process as Prime Minister May triggered Article 50 – setting the stage for the nation’s departure from the European Union (E.U.) – and gilt (i.e. U.K. government bond) yields declined.

Fixed income markets continued to post positive returns through the second quarter as generally solid corporate earnings trumped concerns about prospects for retailers, particularly in the U.S. In the U.S., political controversies – in particular, the ongoing investigation into alleged involvement by Russia in the 2016 presidential election – led to a short-lived dip in risk assets. Elections in France and the U.K. presented potential sources of volatility, but proved benign in the aftermath. Monetary policy developments among developed markets started pointing to a less accommodative stance. The U.S. Federal Reserve (Fed) increased rates in June, projected an additional increase later in 2017, and laid out a plan for tapering its asset purchases while Bank of England Governor Carney indicated rate increases would be looming in the U.K. However, the European Central Bank (ECB) lowered its inflation forecasts, triggering speculation that it might postpone the tapering of asset purchases that had been expected later this year.

At the end of the period, escalating geopolitical tensions between the U.S. and North Korea, and serial disappointments in inflation data helped to contain the increase in sovereign debt yields prompted by central bank policy normalization. Generally strong economic data, a rally in commodities prices, and continued demand for yield-producing assets supported credit markets. The Fed announced it would begin tapering its asset purchases starting in October and continued to project another rate increase later this year. Meanwhile, the Bank of England signaled it was close to hiking rates to contain surging inflation despite uncertainty about the post-Brexit growth outlook.

41

The Hartford Short Duration Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

Over the period, most currencies strengthened over the U.S. dollar (USD). To start off the period, most currencies weakened versus the USD, particularly those of emerging markets, over concerns about the impact of protectionist policies on U.S. trade partners after the election of Donald Trump. However, these currencies and most developed market currencies strengthened against the USD during the remainder of the period as the market became skeptical about the Fed’s projected rate-hiking path and a number of developed central banks began to reduce monetary easing policies.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in most global government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the twelve-month period, including high yield, emerging markets debt, and investment grade corporates, as credit spreads tightened over the period on the back of strong global economic data and demand for yield-producing assets.

The Fund’s out-of-benchmark allocation to bank loans was the primary driver of outperformance relative to the Bloomberg Barclays 1-3 Year U.S. Government/Credit Index over the period. The Fund’s overweight to investment grade credit, in particular Financials issuers, also contributed positively to benchmark-relative outperformance over the period. In addition, the Fund’s allocation to asset-backed securities (ABS), specifically collateralized loan obligations (CLOs), contributed positively to relative returns, while an allocation to agency mortgage-backed securities (MBS) detracted from performance. Duration and yield curve positioning also contributed positively to benchmark relative returns for the period.

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

What is the outlook?

We believe the U.S. economy will continue its positive growth trajectory, driven by elevated confidence, employment gains, and investment spending. We continue to expect core inflation to rise toward 2%, underpinned by strong labor and housing markets and a weak USD.

The Fed’s tightening trajectory is well-understood. The Federal Open Market Committee (FOMC) has completed two out of three proposed interest rate increases for 2017. We expect they will increase once more before year-end. As a result, the Fund is positioned with a short duration bias.

We maintain a moderately pro-cyclical positioning in the corporate bond sector, continuing to favor U.S. Financials, based on what we consider to be a positive U.S. economic growth trajectory, strong corporate fundamentals, and a solid technical backdrop. However, our view is somewhat tempered by tight valuations. We are constructive on the ABS sector based on what we consider to be

steady U.S. economic growth, strengthening employment, and a strong U.S. consumer, although our positive view is somewhat tempered by the later stage of the current cycle. Within the sector, we favor auto, credit card, and equipment ABS deals. Our longer-term commercial mortgage backed securities (CMBS) outlook is constructive based on what we consider to be favorable commercial Real Estate fundamentals and attractive valuations. We are positive on bank loans due both to their diversification benefits, as well as their floating-rate nature which has benefited from increased U.S. Libor rates.

At the end of the period, the Fund was positioned with a moderately pro-cyclical risk posture, favoring the credit and securitized sectors. Specifically, the Fund maintained exposure to bank loans and remained overweight investment grade corporate credit, favoring Financials issuers. The Fund also maintained allocations to agency MBS, and non-agency on continued strength in the housing market. We also continued to favor consumer ABS, higher quality CLOs, as well as senior tranches of short-dated commercial MBS.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Bank loans can be difficult to value and highly illiquid; they are subject to credit risk and risks of bankruptcy and insolvency. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid.

42

The Hartford Short Duration Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

Composition by Security Type

as of October 31, 2017

Category	Percentage of Net Assets
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		15.1	%
Corporate Bonds		55.4
Foreign Government Obligations		0.3
Municipal Bonds		1.3
Senior Floating Rate Interests		22.0
U.S. Government Agencies		4.9
U.S. Government Securities		0.4
Total		99.4	%
Short-Term Investments		3.1
Other Assets & Liabilities		(2.5	)
Total		100.0	%

43

The Hartford Strategic Income Fund (Unaudited) inception 05/31/2007

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide current income and long-term total return.

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
Strategic Income A1		7.26%		3.61%		4.79%
Strategic Income A2		2.43%		2.66%		4.30%
Strategic Income C1		6.38%		2.84%		4.01%
Strategic Income C2		5.38%		2.84%		4.01%
Strategic Income I1		7.51%		3.89%		5.05%
Strategic Income R31		6.83%		3.26%		4.70%
Strategic Income R41		7.13%		3.61%		4.90%
Strategic Income R51		7.48%		3.93%		5.10%
Strategic Income R61		7.66%		3.99%		5.14%
Strategic Income Y1		7.67%		3.99%		5.13%
Strategic Income F1		7.46%		3.88%		5.05%
Bloomberg Barclays U.S. Aggregate Bond Index		0.90%		2.04%		4.19%

¹  Without sales charge

²  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of 4/2/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities from the Bloomberg Barclays Government/Credit Bond Index, Mortgage-Backed Securities Index, Asset-Backed Securities Index, and Commercial Mortgage-Backed Securities Index.

You cannot invest directly in an index.

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

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

44

The Hartford Strategic Income Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Strategic Income Class A		0.96%		1.05%
Strategic Income Class C		1.71%		1.75%
Strategic Income Class I		0.71%		0.75%
Strategic Income Class R3		1.26%		1.42%
Strategic Income Class R4		0.96%		1.08%
Strategic Income Class R5		0.66%		0.76%
Strategic Income Class R6		0.61%		0.65%
Strategic Income Class Y		0.61%		0.70%
Strategic Income Class F		0.61%		0.65%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Managers

Campe Goodman, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Joseph F. Marvan, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Robert D. Burn, CFA

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Strategic Income Fund returned 7.26%, before sales charge, for the twelve-month period ended October 31, 2017, outperforming the Fund’s benchmark, the Bloomberg Barclays U.S. Aggregate Bond Index, which returned 0.90% for the same period. During the period, the Fund also outperformed the 5.09% average return of the Lipper Multi-Sector Income Funds peer group, a group of funds that seeks current income by allocating assets among several different fixed income securities sectors (with no more than 65% in any one sector except for defensive purposes), including U.S. government and foreign governments, with a significant portion of assets in securities rated below investment-grade.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by a rebound in global growth, central bank monetary policy expectations, and geopolitical events. The period began with fixed income markets experiencing one of their largest ever losses. Global sovereign debt

yields climbed, led by the United States (U.S.), as President-elect Trump’s proposed expansionary fiscal policy lifted inflation expectations. Optimism that the policy would emphasize tax reforms and deregulation boosted credit markets. Robust economic data in the first quarter of 2017 and demand for yield-producing assets continued to support credit markets. In the U.S., President Trump’s failure to secure a repeal of the Affordable Care Act in Congress cast doubt on prospects for his other policy agendas, reversing some of the post-election selloff in U.S. Treasuries. The United Kingdom (U.K.) took the next step in the Brexit process as Prime Minister May triggered Article 50 – setting the stage for the nation’s departure from the European Union (E.U.) – and gilt (i.e. U.K. government bond) yields declined.

Fixed income markets continued to post positive returns through the second quarter of 2017 as generally solid corporate earnings trumped concerns about prospects for retailers, particularly in the U.S. Political controversies – in particular, the ongoing investigation into alleged involvement by Russia in the 2016 presidential election –

45

The Hartford Strategic Income Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

led to a short-lived dip in risk assets. Elections in France and the U.K. presented potential sources of volatility, but proved benign in the aftermath. Monetary policy developments among developed markets started pointing to a less accommodative stance. The Federal Reserve (Fed) increased rates three times during the period, projected an additional increase later in 2017, and began tapering its asset purchases. The Bank of England also increased rates for the first time in more than ten years to contain surging inflation despite uncertainty about the post-Brexit growth outlook. The European Central Bank (ECB) also announced it would reduce its asset purchases beginning in January 2018, but extended the program until September 2018.

At the end of the period, escalating geopolitical tensions between the U.S. and North Korea, and serial disappointments in inflation data helped to contain the increase in sovereign debt yields prompted by central bank policy normalization. Generally strong economic data, a rally in commodities prices, and continued demand for yield-producing assets supported credit markets.

Over the period, most currencies strengthened over the U.S. dollar (USD). To start off the period, most currencies weakened versus the USD, particularly those of emerging markets, over concerns about the impact of protectionist policies on U.S. trade partners after the election of Donald Trump. However, these currencies and most developed market currencies strengthened against the USD during the remainder of the period as the market became skeptical about the Fed’s projected rate-hiking path and a number of developed central banks began to reduce monetary easing policies.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the twelve-month period, including high yield, emerging markets debt, and investment grade corporates, as credit spreads tightened over the period on the back of strong global economic data and demand for yield-producing assets.

Consistent with the Fund’s objective to provide current income and long-term total return, we continued to position the Fund with an overweight to credit risk sectors, including high yield credit, emerging markets debt, and bank loans. The primary driver of the Fund’s outperformance relative to the Bloomberg Barclays U.S. Aggregate Bond Index over the period was out-of-benchmark allocations to non-agency mortgage backed securities (MBS) and bank loans. The Fund also benefited from an overweight to and security selection within emerging markets debt during the period, including U.S. dollar-denominated sovereigns and to a lesser extent, local currency debt. An out-of-benchmark allocation to high yield financial corporates was also additive during the period.

The Fund’s underweight to investment grade corporate bonds detracted from relative performance during the period. An overweight

allocation to commercial mortgage backed securities (CMBS) also negatively affected relative performance. We continue to be biased towards the intermediate portion of the yield curve. The Fund’s overweight to the 5-year and 10-year portion of the yield curve detracted from returns relative to the Bloomberg Barclays U.S. Aggregate Bond Index as interest rates rose during the period. Derivative exposure to high yield credit default swap indexes (CDX) contributed positively to relative performance.

Derivative exposure to currency forwards and investment grade corporate credit default swap indexes helped relative returns.

What is the outlook?

We believe the U.S. economy will maintain positive growth and we maintain a moderately pro-cyclical risk posture. We expect the core Consumer Price Index (CPI) to continue increasing towards two percent, year-over-year, and as of the end of the period the Fund was positioned for a moderate additional increase in inflation expectations. We maintained a modest underweight exposure in the Fund to investment grade corporates in favor of higher yielding sectors such as high yield and banks loans. We believe that Emerging Market (EM) real Gross Domestic Product (GDP) growth is picking up and we maintained the Fund’s exposure to EM debt. The Fund is also underweight agency MBS as of the end of the period, but owned structured finance tied to residential mortgages and high quality Collateralized Loan Obligations (CLOs). At the end of the period, we maintained a structural emphasis in the Fund on higher income-producing sectors such as bank loans, high yield, contingent convertible securities (CoCos), EM debt, and non-agency MBS.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Bank loans can be difficult to value and highly illiquid; they are subject to credit risk and risks of bankruptcy and insolvency. Mortgage- and asset-backed securities risks include credit, interest-rate, prepayment, and extension risk. The Fund may purchase securities in the To-Be-Announced (TBA) market, which can subject the Fund to additional price and counterparty risk. Derivatives may be riskier or

46

The Hartford Strategic Income Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Security Type

as of October 31, 2017

Category	Percentage of Net Assets
Equity Securities
Common Stocks		0.1	%
Total		0.1	%
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		14.3	%
Corporate Bonds		18.4
Foreign Government Obligations		24.8
Municipal Bonds		2.1
Senior Floating Rate Interests		23.9
U.S. Government Agencies		1.3
U.S. Government Securities		16.0
Total		100.8	%
Short-Term Investments		1.8
Other Assets & Liabilities		(2.7	)
Total		100.0	%

47

The Hartford Total Return Bond Fund (Unaudited) inception 07/22/1996

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks a competitive total return, with income as a secondary objective.

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
Total Return Bond Fund A1		2.19%		2.16%		3.74%
Total Return Bond Fund A2		-2.41%		1.23%		3.26%
Total Return Bond Fund C1		1.43%		1.41%		2.97%
Total Return Bond Fund C2		0.44%		1.41%		2.97%
Total Return Bond Fund I1		2.41%		2.45%		4.03%
Total Return Bond Fund R31		1.86%		1.85%		3.46%
Total Return Bond Fund R41		2.18%		2.17%		3.75%
Total Return Bond Fund R51		2.48%		2.48%		4.06%
Total Return Bond Fund R61		2.69%		2.56%		4.15%
Total Return Bond Fund Y1		2.57%		2.58%		4.16%
Total Return Bond Fund F1		2.62%		2.49%		4.05%
Bloomberg Barclays U.S. Aggregate Bond Index		0.90%		2.04%		4.19%

¹  Without sales charge

² With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities from the Bloomberg Barclays Government/Credit Bond Index, Mortgage-Backed Securities Index, Asset-Backed Securities Index, and Commercial Mortgage-Backed Securities Index.

You cannot invest directly in an index.

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

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

48

The Hartford Total Return Bond Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Total Return Bond Class A		0.87%		0.87%
Total Return Bond Class C		1.60%		1.60%
Total Return Bond Class I		0.61%		0.61%
Total Return Bond Class R3		1.18%		1.18%
Total Return Bond Class R4		0.86%		0.86%
Total Return Bond Class R5		0.56%		0.56%
Total Return Bond Class R6		0.45%		0.45%
Total Return Bond Class Y		0.50%		0.50%
Total Return Bond Class F		0.45%		0.45%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Managers

Joseph F. Marvan, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Campe Goodman, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Robert D. Burn, CFA

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Total Return Bond Fund returned 2.19%, before sales charge, for the twelve-month period ended October 31, 2017, outperforming the Fund’s benchmark, the Bloomberg Barclays U.S. Aggregate Bond Index, which returned 0.90% for the same period. The Fund also outperformed the 1.31% average return of the Lipper Core Bond Funds peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by a rebound in global growth, central bank monetary policy expectations, and geopolitical events. The period began with fixed income markets experiencing one of their largest ever quarterly losses. Global sovereign debt yields climbed, led by the United States (U.S.), as President-elect Trump’s proposed expansionary fiscal policy lifted inflation expectations at the beginning of the period. Optimism that

the policy would emphasize tax reforms and deregulation boosted credit markets. Robust economic data in the first quarter of 2017 and demand for yield-producing assets continued to support credit markets. In the U.S., President Trump’s failure to secure a repeal of the Affordable Care Act in Congress cast doubt on prospects for his other policy agendas, reversing some of the post-election selloff in U.S. Treasuries. The United Kingdom (U.K.) took the next step in the Brexit process as Prime Minister May triggered Article 50 – setting the stage for the nation’s departure from the European Union (E.U.) – and gilt (i.e. U.K. government bond) yields declined.

Fixed income markets continued to post positive returns through the second quarter as generally solid corporate earnings trumped concerns about prospects for retailers, particularly in the U.S. In the U.S., political controversies – in particular, the ongoing investigation into alleged involvement by Russia in the 2016 presidential election – led to a short-lived dip in risk assets. Elections in France and the U.K. presented potential sources of volatility, but proved benign in the

49

The Hartford Total Return Bond Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

aftermath. Monetary policy developments among developed markets started pointing to a less accommodative stance. The U.S. Federal Reserve (Fed) increased rates three times during the period, projected an additional increase later in 2017, and began tapering its asset purchases in October. The Bank of England also increased rates for the first time in more than ten years to contain surging inflation despite uncertainty about the post-Brexit growth outlook. The European Central Bank (ECB) also announced it would reduce its asset purchases beginning in January 2018, but extended the program until September 2018. At the end of the period, escalating geopolitical tensions between the U.S. and North Korea, and serial disappointments in inflation data helped to contain the increase in sovereign debt yields prompted by central bank policy normalization. Generally strong economic data, a rally in commodities prices, and continued demand for yield-producing assets supported credit markets.

Over the period, most currencies strengthened over the U.S. dollar (USD). To start off the period, most currencies weakened versus the USD, particularly those of emerging markets, over concerns about the impact of protectionist policies on U.S. trade partners after the election of Donald Trump. However, these currencies and most developed market currencies strengthened against the USD during the remainder of the period as the market became skeptical about the Fed’s projected rate-hiking path a number of developed central banks began to reduce monetary easing policies.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the twelve-month period, including high yield, emerging markets debt, and investment grade corporates, as credit spreads tightened over the period on the back of strong global economic data and demand for yield-producing assets.

The primary driver of the Fund’s outperformance versus the benchmark was the out-of-benchmark allocation to non-agency mortgage backed securities (MBS) and collateralized loan obligations (CLOs). Security selection in investment grade credit, particularly within the Financials and Industrials sectors, also contributed positively to relative performance. High yield positioning was also additive to results. Positive results from exposure to bank loans, BB-rated high yield bonds, and European financials, were only partially offset by the Fund’s derivative hedges, implemented through credit default swap indices (CDX). The Fund’s opportunistic interest rate positioning, which was implemented partially through interest rate swaps and bond futures, represented another positive contributor to relative performance as rates on the short-end of the yield curve, where the Fund was underweight duration, rose over this period. The Fund’s allocation to non-agency residential mortgage-backed securities (RMBS) was a detractor from relative performance during the period.

What is the outlook?

During the period, we continued to position the Fund with a moderately pro-cyclical risk posture in credit markets, based on what we considered to be positive U.S. economic growth momentum. The Fund is positioned for a moderate additional increase in inflation expectations as we expect core Consumer Price Index (CPI) to increase toward 2% year-over-year. The Fund ended the period with an underweight positioning in investment grade credit relative to the benchmark and continued to favor Financials issuers. Within securitized products, the Fund held an overweight to agency mortgage-backed securities and maintained an out-of-benchmark allocation to select non-agency RMBS. The Fund also held commercial mortgage-backed securities and CLOs. Within high yield, we continued to favor BB rated securities and bank loans, and the Fund held contingent convertibles (CoCos) of large European banks. The Fund also continued to hold select exposure to emerging markets debt in countries where we believe valuations are attractive.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Mortgage- and asset-backed securities risks include credit, interest-rate, prepayment, and extension risk. The Fund may purchase securities in the To-Be-Announced (TBA) market, which can subject the Fund to additional price and counterparty risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The Fund has the ability to invest in foreign and emerging-market bonds. Investments in these securities generally involve greater risk, volatility, and possibility of loss. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

50

The Hartford Total Return Bond Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

Composition by Security Type

as of October 31, 2017

Category	Percentage of Net Assets
Equity Securities
Common Stocks		0.0	*%
Preferred Stocks		0.0	*
Total		—	%
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		33.4	%
Corporate Bonds		24.4
Foreign Government Obligations		2.5
Municipal Bonds		1.4
Senior Floating Rate Interests		2.4
U.S. Government Agencies		46.6
U.S. Government Securities		15.1
Total		125.8	%
Short-Term Investments		2.3
Purchased Options		0.2
Other Assets & Liabilities		(28.3	)
Total		100.0	%

* Percentage rounds to zero.

51

The Hartford World Bond Fund (Unaudited) inception 05/31/2011

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks capital appreciation with income as a secondary goal.

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Year		Since Inception1
World Bond A2		0.87%		1.53%		2.82%
World Bond A3		-3.67%		0.60%		2.08%
World Bond C2		0.19%		0.79%		2.07%
World Bond C3		-0.81%		0.79%		2.07%
World Bond I2		1.16%		1.79%		3.09%
World Bond R32		0.58%		1.20%		2.49%
World Bond R42		0.87%		1.51%		2.80%
World Bond R52		1.25%		1.84%		3.11%
World Bond R62		1.25%		1.91%		3.20%
World Bond Y2		1.25%		1.92%		3.20%
World Bond F2		1.25%		1.81%		3.10%
Citigroup World Government Bond Index		0.23%		-0.41%		0.49%

¹  Inception: 05/31/2011

²  Without sales charge

³  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Citigroup World Government Bond Index (reflects no deduction for fees, expenses or taxes) is a market-capitalization weighted index consisting of government bond markets. Country eligibility is based on market capitalization and investability criteria. All issues have a remaining maturity of at least one year.

You cannot invest directly in an index.

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

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

52

The Hartford World Bond Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
World Bond Class A		1.05%		1.11%
World Bond Class C		1.77%		1.77%
World Bond Class I		0.79%		0.79%
World Bond Class R3		1.35%		1.40%
World Bond Class R4		1.05%		1.08%
World Bond Class R5		0.75%		0.81%
World Bond Class R6		0.67%		0.72%
World Bond Class Y		0.70%		0.72%
World Bond Class F		0.67%		0.72%

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

Portfolio Managers

Mark H. Sullivan, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Martin Harvey, CFA

Vice President and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford World Bond Fund returned 0.87%, before sales charge, for the twelve-month period ended October 31, 2017, outperforming the Fund’s benchmark, the Citigroup World Government Bond Index, which returned 0.23% for the same period. The Fund underperformed the 3.13% average return of the Lipper Global Income Funds peer group, a group of funds that invests primarily in U.S. dollar and non-U.S. dollar debt securities of issuers located in at least three countries, one of which may be the United States, during the period.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by a rebound in global growth, central bank monetary policy expectations, and geopolitical events. The period began with fixed income markets experiencing one of their largest ever losses. Global sovereign debt yields climbed, led by the United States (U.S.), as President-elect Trump’s proposed expansionary fiscal policy lifted inflation expectations. Optimism that policy would emphasize tax reforms and deregulation boosted credit markets. Robust economic data in the first quarter and demand for yield-producing assets continued to support credit markets. In the U.S., President Trump’s failure to secure a repeal of the Affordable Care Act in Congress cast doubt on

prospects for his other policy agendas, reversing some of the post-election selloff in U.S. Treasuries. The United Kingdom (U.K.) took the next step in the process of exiting the European Union (E.U.) (known as “Brexit”) as Prime Minister May triggered Article 50 – setting the stage for the nation’s departure from the E.U. – and gilt yields declined.

Fixed income markets continued to post positive returns through the second quarter as generally solid corporate earnings trumped concerns about prospects for retailers, particularly in the U.S. In the U.S., political controversies – in particular, the ongoing investigation into alleged involvement by Russia in the 2016 presidential election – led to a short-lived dip in risk assets. Elections in France and the U.K. presented potential sources of volatility, but proved benign in the aftermath. Monetary policy developments among developed markets started pointing to a less accommodative stance The Fed increased rates in June 2017, projected an additional increase later in 2017, and laid out a plan for tapering its asset purchases while Bank of England Governor Carney indicated rate increases would be looming in the U.K. However, the European Central Bank (ECB) lowered its inflation forecasts, triggering speculation that it might postpone the tapering of asset purchases that had been expected later this year.

53

The Hartford World Bond Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

At the end of the period, escalating geopolitical tensions between the U.S. and North Korea, and serial disappointments in inflation data helped to contain the increase in sovereign debt yields prompted by central bank policy normalization. Generally strong economic data, a rally in commodities prices, and continued demand for yield-producing assets supported credit markets. The Fed announced it would begin tapering its asset purchases starting in October 2017 and continued to project another rate increase later this year. Meanwhile, the Bank of England signaled it was close to hiking rates to contain surging inflation despite uncertainty about the post-Brexit growth outlook.

Over the period, most currencies strengthened over the U.S. dollar (USD). To start off the period, most currencies weakened versus the USD, particularly those of emerging markets, over concerns about the impact of protectionist policies on U.S. trade partners after the election of Donald Trump. However, these currencies and most developed market currencies strengthened against the USD during the remainder of the period as the market became skeptical about the Fed’s projected rate-hiking path and a number of developed market central banks turned more and a number of developed central banks began to reduce monetary easing policies.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors posted positive returns over the twelve-month period, including high yield, emerging markets debt, and investment grade corporates, as credit spreads tightened over the period on the back of strong global economic data and demand for yield-producing assets.

Note that the Fund is managed to seek capital appreciation and, secondly, income. For the twelve-month period, interest rate positioning and credit strategies contributed positively to total returns, while currency strategies detracted from total returns. Relative to the Citigroup World Government Bond Index, interest rate positioning contributed positively to performance, particularly late in 2016 as interest rates in the U.S. rose, while currency positioning detracted from performance, due to the Fund’s larger USD allocation.

Within country strategies, the Fund’s core allocation to developed sovereign governments was a positive contributor to total returns over the period as most sovereign debt yields, particularly those in the dollar bloc, declined. Within macro-based duration strategies, underweight positions in Eurozone countries, particularly Germany, detracted from absolute performance over the period. Additionally, the Fund’s overweight duration positions in the U.S. and U.K. detracted from absolute performance during the first couple of months of the year due to increasing doubts in the ability of the new U.S. administration to deliver on expansionary fiscal policies. The Fund’s long Canada 10-year versus short Germany and U.S. 10-year positions, held primarily during the third quarter of 2017, detracted from absolute performance as Canadian rates moved higher after the Bank of Canada (BoC) chose to raise rates twice during the quarter.

Against the Citigroup World Government Bond Index, not holding any duration exposure to Japanese Government Bonds (JGB) contributed positively, as JGB yields largely increased.

The Fund’s currency strategies provided negative total returns. The Fund’s high USD exposure helped preserve capital in the last two months of 2016, given the strong appreciation in the USD after the U.S. presidential elections. Early in 2017, the Fund’s allocation to the Canadian dollar detracted, as did an overweight USD position versus the Euro and Yen in our macro-driven strategies, as the USD depreciated. This was somewhat offset by positive results from an opportunistic overweight to the Mexican dollar versus Australian dollar, as emerging market currencies started to rebound after investors became less concerned about protectionist policies from the Trump administration. Over the last half of the period, the Fund’s allocation to Euro area currencies, such as the Swedish Krona and Norwegian Krone, contributed positively as the currencies appreciated. Relative to the Citigroup World Government Bond Index, the Fund’s higher exposure to the USD drove relative underperformance as most currencies appreciated versus the USD.

Within the Fund’s credit strategies, the Fund’s out-of-benchmark opportunistic allocations to high yield and securitized debt contributed positively to absolute returns and returns relative to the Citigroup World Government Bond Index. Optimism around global growth and a preference for yield by investors supported most credit performance. The Fund’s exposure to investment grade corporates also contributed positively to performance.

During the period, we used derivatives in the Fund, primarily currency forwards and exchange-traded government bond futures, but also in small part credit default swaps, index credit default swaps and, interest rate, bond, index and currency futures and/or options in pursuit of the investment objective as well as to hedge against risk.

The Fund’s macro-driven duration strategies, which are primarily implemented through the use of exchange-traded government bond futures and cash bonds contributed positively to total returns over the period; the Fund’s country rotation strategies, which are also implemented through exchange-traded government bond futures, detracted from performance. The Fund’s macro-driven and smart market currency strategies, which are implemented through currency forwards, detracted over the period, while the Fund’s credit positioning, which is implemented through the use of cash bonds, credit default swaps (index and single name), and interest rate swaps, contributed positively to returns over the period.

What is the outlook?

We believe there is a shift towards tighter monetary policy and looser fiscal policy in major developed markets. The past nine years have been characterized by expanding central bank balance sheets, stagnant productivity and a lack of inflation. These themes have dominated financial markets, squashed volatility and suppressed bond yields. Looking ahead, it feels like we are entering a new phase

54

The Hartford World Bond Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

where the above factors are beginning to shift. Global central bank balance sheets are slowly coming off the peak, the Fed and the BoC have started lifting policy rates, the Trump administration is pushing to reduce the regulatory burden, capital expenditures intentions are lifting, fiscal policy plans suggest a number of countries are looking to stimulate, and there are signs that companies may be looking to deepen their capital stock, which we believe may boost productivity over time.

We believe that the missing link that is helping to keep bond yields low in the face of these shifts remains wages and core inflation. However, with the U.S. set to deploy a large fiscal stimulus at a time when the unemployment rate is below long-run estimates, this could exacerbate labor shortages and eventually lead to higher wages and core inflation risks. Even in Europe, one feature of the recent cycle has been the sharp rise in reported capacity constraints and a general pick-up in price expectations. If that keeps developing, it could drive ECB to exit quantitative easing more quickly, leading to potentially higher European rates. Global inflation is stable, but still below its long run average, and it is not yet showing any signs of significant acceleration. We believe that determining whether 2018 sees another ‘sweet spot’ for risk assets relies on whether or not we see the lift in productivity that would help contain inflation and lead to a gradual monetary tightening cycle.

The broad U.S. dollar index has rebounded late in the period, driven by several factors, including prospects for U.S. tax reform, stronger-than-expected U.S. data in the face of hurricanes, the Fed’s hiking cycle, hopes of tighter monetary policy implemented by a Fed chair appointee, and renewed European political concerns. We think that two developments need to gather more momentum for this dollar rally to last – U.S. tax reform and wage/consumer price index (CPI) pressures. Otherwise, the U.S. dollar rally may soon begin to weaken. We think both tax reform prospects and U.S. wage pressures can lift a bit more from here, but our conviction is low. Our base case remains that Fed balance sheet normalization (i.e., a process of shrinking the Fed’s balance sheet) will not be a market-moving event in the coming weeks after October 31, 2017 given how gradual the reduction will be. However, the start of Fed normalization makes the U.S. Treasury market and, by association, any derivatives of this market much more vulnerable to exogenous shocks such as U.S. CPI pressures or an increase in fiscal spending. Among European currencies, we continue to favor currencies of small open economies around the euro area, including the Swedish krona and the Norwegian krone. Our bias is still for some GBP weakness through year-end as Brexit negotiations falter, economic data weakens further, and the Tory party fractures.

We maintain a positive outlook for the credit cycle and see room for further spread tightening. We continue to see the most compelling corporate credit investment opportunities in Europe and the U.S. The strength of the European economic cycle along with continuing monetary accommodation from the ECB create an environment

conducive to further European corporate bond spread tightening. U.S. economic activity remains solid and is expected to accelerate thanks to the corporate tax cuts and financial sector deregulation we anticipate.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Mortgage- and asset-backed securities risks include credit, interest-rate, prepayment, and extension risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability. The Fund is non-diversified, so it may be more exposed to the risks associated with individual issuers than a diversified fund. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

55

The Hartford World Bond Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

Composition by Security Type

as of October 31, 2017

Category	Percentage of Net Assets
Equity Securities
Common Stocks		0.1	%
Convertible Preferred Stocks		0.1
Preferred Stocks		0.0	*
Total		0.2	%
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		8.7	%
Convertible Bonds		0.5
Corporate Bonds		16.3
Foreign Government Obligations		54.5
Municipal Bonds		0.1
Senior Floating Rate Interests		2.2
U.S. Government Agencies		0.6
U.S. Government Securities		14.2
Total		97.1	%
Short-Term Investments		0.7
Purchased Options		0.0	*
Other Assets & Liabilities		2.0
Total		100.0	%

* Percentage rounds to zero.

56

Fixed Income Funds

Expense Examples (Unaudited)

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of May 1, 2017 through October 31, 2017. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratio below.

Actual Expenses

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

Hypothetical Example for Comparison Purposes

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

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) and CDSC. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses are equal to a Fund’s annualized expense ratios multiplied by average account value over the period, multiplied by 184/365 (to reflect the one-half year period).

The Hartford Emerging Markets Local Debt Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,033.20	$	6.41	$	1,000.00	$	1,018.90	$	6.36		1.25	%		184		365
Class C	$	1,000.00	$	1,029.10	$	10.23	$	1,000.00	$	1,015.12	$	10.16		2.00	%		184		365
Class I	$	1,000.00	$	1,034.70	$	5.13	$	1,000.00	$	1,020.16	$	5.09		1.00	%		184		365
Class R3	$	1,000.00	$	1,032.10	$	7.38	$	1,000.00	$	1,017.95	$	7.32		1.44	%		184		365
Class R4	$	1,000.00	$	1,033.20	$	6.41	$	1,000.00	$	1,018.90	$	6.36		1.25	%		184		365
Class R5	$	1,000.00	$	1,034.70	$	4.82	$	1,000.00	$	1,020.47	$	4.79		0.94	%		184		365
Class Y	$	1,000.00	$	1,035.40	$	4.62	$	1,000.00	$	1,020.67	$	4.58		0.90	%		184		365
Class F	$	1,000.00	$	1,035.20	$	4.62	$	1,000.00	$	1,020.67	$	4.58		0.90	%		184		365

57

Fixed Income Funds

Expense Examples (Unaudited) – (continued)

The Hartford Floating Rate Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,020.70	$	4.99	$	1,000.00	$	1,020.27	$	4.99		0.98	%		184		365
Class C	$	1,000.00	$	1,016.90	$	8.74	$	1,000.00	$	1,016.54	$	8.74		1.72	%		184		365
Class I	$	1,000.00	$	1,022.00	$	3.67	$	1,000.00	$	1,021.58	$	3.67		0.72	%		184		365
Class R3	$	1,000.00	$	1,019.30	$	6.36	$	1,000.00	$	1,018.90	$	6.36		1.25	%		184		365
Class R4	$	1,000.00	$	1,020.60	$	5.09	$	1,000.00	$	1,020.16	$	5.09		1.00	%		184		365
Class R5	$	1,000.00	$	1,022.10	$	3.57	$	1,000.00	$	1,021.68	$	3.57		0.70	%		184		365
Class Y	$	1,000.00	$	1,022.10	$	3.57	$	1,000.00	$	1,021.68	$	3.57		0.70	%		184		365
Class F	$	1,000.00	$	1,022.40	$	3.31	$	1,000.00	$	1,021.93	$	3.31		0.65	%		184		365

The Hartford Floating Rate High Income Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,023.60	$	5.36	$	1,000.00	$	1,019.91	$	5.35		1.05	%		184		365
Class C	$	1,000.00	$	1,019.70	$	9.16	$	1,000.00	$	1,016.13	$	9.15		1.80	%		184		365
Class I	$	1,000.00	$	1,024.90	$	4.08	$	1,000.00	$	1,021.17	$	4.08		0.80	%		184		365
Class R3	$	1,000.00	$	1,022.00	$	6.88	$	1,000.00	$	1,018.40	$	6.87		1.35	%		184		365
Class R4	$	1,000.00	$	1,023.60	$	5.36	$	1,000.00	$	1,019.91	$	5.35		1.05	%		184		365
Class R5	$	1,000.00	$	1,024.10	$	3.83	$	1,000.00	$	1,021.43	$	3.82		0.75	%		184		365
Class Y	$	1,000.00	$	1,025.20	$	3.83	$	1,000.00	$	1,021.43	$	3.82		0.75	%		184		365
Class F	$	1,000.00	$	1,024.10	$	3.83	$	1,000.00	$	1,021.43	$	3.82		0.75	%		184		365

The Hartford High Yield Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,032.20	$	5.38	$	1,000.00	$	1,019.91	$	5.35		1.05	%		184		365
Class C	$	1,000.00	$	1,029.80	$	9.21	$	1,000.00	$	1,016.13	$	9.15		1.80	%		184		365
Class I	$	1,000.00	$	1,034.90	$	4.10	$	1,000.00	$	1,021.17	$	4.08		0.80	%		184		365
Class R3	$	1,000.00	$	1,030.70	$	6.91	$	1,000.00	$	1,018.40	$	6.87		1.35	%		184		365
Class R4	$	1,000.00	$	1,033.60	$	5.38	$	1,000.00	$	1,019.91	$	5.35		1.05	%		184		365
Class R5	$	1,000.00	$	1,033.80	$	3.84	$	1,000.00	$	1,021.43	$	3.82		0.75	%		184		365
Class Y	$	1,000.00	$	1,035.40	$	3.59	$	1,000.00	$	1,021.68	$	3.57		0.70	%		184		365
Class F	$	1,000.00	$	1,035.40	$	3.59	$	1,000.00	$	1,021.68	$	3.57		0.70	%		184		365

58

Fixed Income Funds

Expense Examples (Unaudited) – (continued)

The Hartford Inflation Plus Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,000.00	$	4.28	$	1,000.00	$	1,020.92	$	4.33		0.85	%		184		365
Class C	$	1,000.00	$	996.20	$	8.05	$	1,000.00	$	1,017.14	$	8.13		1.60	%		184		365
Class I	$	1,000.00	$	1,001.80	$	3.03	$	1,000.00	$	1,022.18	$	3.06		0.60	%		184		365
Class R3	$	1,000.00	$	999.10	$	6.05	$	1,000.00	$	1,019.16	$	6.11		1.20	%		184		365
Class R4	$	1,000.00	$	1,000.00	$	4.54	$	1,000.00	$	1,020.67	$	4.58		0.90	%		184		365
Class R5	$	1,000.00	$	1,001.80	$	3.03	$	1,000.00	$	1,022.18	$	3.06		0.60	%		184		365
Class Y	$	1,000.00	$	1,001.80	$	2.78	$	1,000.00	$	1,022.43	$	2.80		0.55	%		184		365
Class F	$	1,000.00	$	1,002.70	$	2.78	$	1,000.00	$	1,022.43	$	2.80		0.55	%		184		365

Hartford Municipal Income Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,028.00	$	3.53	$	1,000.00	$	1,021.73	$	3.52		0.69	%		184		365
Class C	$	1,000.00	$	1,029.20	$	3.32	$	1,000.00	$	1,021.93	$	3.31		0.65	%		184		365
Class I	$	1,000.00	$	1,030.30	$	2.25	$	1,000.00	$	1,022.99	$	2.24		0.44	%		184		365
Class F	$	1,000.00	$	1,030.60	$	2.00	$	1,000.00	$	1,023.24	$	1.99		0.39	%		184		365

The Hartford Municipal Opportunities Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,023.30	$	3.47	$	1,000.00	$	1,021.78	$	3.47		0.68	%		184		365
Class C	$	1,000.00	$	1,019.40	$	7.33	$	1,000.00	$	1,017.95	$	7.32		1.44	%		184		365
Class I	$	1,000.00	$	1,023.40	$	2.24	$	1,000.00	$	1,022.99	$	2.24		0.44	%		184		365
Class F	$	1,000.00	$	1,024.80	$	1.99	$	1,000.00	$	1,023.24	$	1.99		0.39	%		184		365

59

Fixed Income Funds

Expense Examples (Unaudited) – (continued)

The Hartford Municipal Real Return Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,019.30	$	3.51	$	1,000.00	$	1,021.73	$	3.52		0.69	%		184		365
Class C	$	1,000.00	$	1,014.40	$	7.31	$	1,000.00	$	1,017.95	$	7.32		1.44	%		184		365
Class I	$	1,000.00	$	1,019.50	$	2.24	$	1,000.00	$	1,022.99	$	2.24		0.44	%		184		365
Class Y	$	1,000.00	$	1,019.50	$	2.24	$	1,000.00	$	1,022.99	$	2.24		0.44	%		184		365
Class F	$	1,000.00	$	1,018.60	$	1.98	$	1,000.00	$	1,023.24	$	1.99		0.39	%		184		365

Hartford Municipal Short Duration Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,010.20	$	3.29	$	1,000.00	$	1,021.93	$	3.31		0.65	%		184		365
Class C	$	1,000.00	$	1,009.70	$	3.90	$	1,000.00	$	1,021.32	$	3.92		0.77	%		184		365
Class I	$	1,000.00	$	1,012.30	$	2.23	$	1,000.00	$	1,022.99	$	2.24		0.44	%		184		365
Class F	$	1,000.00	$	1,012.60	$	1.98	$	1,000.00	$	1,023.24	$	1.99		0.39	%		184		365

The Hartford Quality Bond Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,009.90	$	4.81	$	1,000.00	$	1,020.42	$	4.84		0.95	%		184		365
Class C	$	1,000.00	$	1,005.00	$	8.59	$	1,000.00	$	1,016.64	$	8.64		1.70	%		184		365
Class I	$	1,000.00	$	1,009.10	$	3.54	$	1,000.00	$	1,021.68	$	3.57		0.70	%		184		365
Class R3	$	1,000.00	$	1,008.30	$	6.33	$	1,000.00	$	1,018.90	$	6.36		1.25	%		184		365
Class R4	$	1,000.00	$	1,009.10	$	4.61	$	1,000.00	$	1,020.62	$	4.63		0.91	%		184		365
Class R5	$	1,000.00	$	1,010.40	$	3.29	$	1,000.00	$	1,021.93	$	3.31		0.65	%		184		365
Class Y	$	1,000.00	$	1,010.90	$	3.04	$	1,000.00	$	1,022.18	$	3.06		0.60	%		184		365
Class F	$	1,000.00	$	1,010.90	$	2.79	$	1,000.00	$	1,022.43	$	2.80		0.55	%		184		365

60

Fixed Income Funds

Expense Examples (Unaudited) – (continued)

The Hartford Short Duration Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,011.60	$	4.21	$	1,000.00	$	1,021.02	$	4.23		0.83	%		184		365
Class C	$	1,000.00	$	1,007.80	$	7.95	$	1,000.00	$	1,017.29	$	7.98		1.57	%		184		365
Class I	$	1,000.00	$	1,012.80	$	2.99	$	1,000.00	$	1,022.23	$	3.01		0.59	%		184		365
Class R3	$	1,000.00	$	1,009.40	$	5.32	$	1,000.00	$	1,019.91	$	5.35		1.05	%		184		365
Class R4	$	1,000.00	$	1,010.50	$	4.31	$	1,000.00	$	1,020.92	$	4.33		0.85	%		184		365
Class R5	$	1,000.00	$	1,013.00	$	2.79	$	1,000.00	$	1,022.43	$	2.80		0.55	%		184		365
Class Y	$	1,000.00	$	1,012.10	$	2.69	$	1,000.00	$	1,022.53	$	2.70		0.53	%		184		365
Class F	$	1,000.00	$	1,013.30	$	2.49	$	1,000.00	$	1,022.74	$	2.50		0.49	%		184		365

The Hartford Strategic Income Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,032.50	$	4.87	$	1,000.00	$	1,020.42	$	4.84		0.95	%		184		365
Class C	$	1,000.00	$	1,028.20	$	8.64	$	1,000.00	$	1,016.69	$	8.59		1.69	%		184		365
Class I	$	1,000.00	$	1,033.80	$	3.59	$	1,000.00	$	1,021.68	$	3.57		0.70	%		184		365
Class R3	$	1,000.00	$	1,031.00	$	6.40	$	1,000.00	$	1,018.90	$	6.36		1.25	%		184		365
Class R4	$	1,000.00	$	1,031.60	$	4.86	$	1,000.00	$	1,020.42	$	4.84		0.95	%		184		365
Class R5	$	1,000.00	$	1,033.00	$	3.33	$	1,000.00	$	1,021.93	$	3.31		0.65	%		184		365
Class R6	$	1,000.00	$	1,034.40	$	2.92	$	1,000.00	$	1,022.33	$	2.91		0.57	%		184		365
Class Y	$	1,000.00	$	1,034.60	$	2.67	$	1,000.00	$	1,022.58	$	2.65		0.52	%		184		365
Class F	$	1,000.00	$	1,033.20	$	3.07	$	1,000.00	$	1,022.18	$	3.06		0.60	%		184		365

61

Fixed Income Funds

Expense Examples (Unaudited) – (continued)

The Hartford Total Return Bond Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,020.40	$	4.28	$	1,000.00	$	1,020.97	$	4.28		0.84	%		184		365
Class C(1)	$	1,000.00	$	1,016.60	$	8.03	$	1,000.00	$	1,017.24	$	8.03		1.58	%		184		365
Class I	$	1,000.00	$	1,021.50	$	3.16	$	1,000.00	$	1,022.08	$	3.16		0.62	%		184		365
Class R3	$	1,000.00	$	1,018.50	$	5.95	$	1,000.00	$	1,019.31	$	5.96		1.17	%		184		365
Class R4	$	1,000.00	$	1,020.20	$	4.33	$	1,000.00	$	1,020.92	$	4.33		0.85	%		184		365
Class R5	$	1,000.00	$	1,021.70	$	2.80	$	1,000.00	$	1,022.43	$	2.80		0.55	%		184		365
Class R6	$	1,000.00	$	1,022.30	$	2.24	$	1,000.00	$	1,022.99	$	2.24		0.44	%		184		365
Class Y	$	1,000.00	$	1,022.00	$	2.34	$	1,000.00	$	1,022.89	$	2.35		0.46	%		184		365
Class F	$	1,000.00	$	1,022.40	$	2.24	$	1,000.00	$	1,022.99	$	2.24		0.44	%		184		365

⁽¹⁾  Effective November 1, 2017, a new transfer agency fee arrangement was implemented. Had the new transfer agency fee arrangement been in effect during the period, the annualized expense ratio above would have been 1.61%, and the expenses paid in the actual and hypothetical examples above would have been $8.17 and $8.17, respectively.

The Hartford World Bond Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,013.60	$	5.33	$	1,000.00	$	1,019.91	$	5.35		1.05	%		184		365
Class C	$	1,000.00	$	1,010.80	$	9.02	$	1,000.00	$	1,016.23	$	9.05		1.78	%		184		365
Class I	$	1,000.00	$	1,014.50	$	4.06	$	1,000.00	$	1,021.17	$	4.08		0.80	%		184		365
Class R3	$	1,000.00	$	1,012.60	$	6.85	$	1,000.00	$	1,018.40	$	6.87		1.35	%		184		365
Class R4	$	1,000.00	$	1,013.60	$	5.33	$	1,000.00	$	1,019.91	$	5.35		1.05	%		184		365
Class R5	$	1,000.00	$	1,015.50	$	3.81	$	1,000.00	$	1,021.43	$	3.82		0.75	%		184		365
Class R6	$	1,000.00	$	1,016.40	$	3.46	$	1,000.00	$	1,021.78	$	3.47		0.68	%		184		365
Class Y	$	1,000.00	$	1,015.40	$	3.56	$	1,000.00	$	1,021.68	$	3.57		0.70	%		184		365
Class F	$	1,000.00	$	1,015.50	$	3.45	$	1,000.00	$	1,021.78	$	3.47		0.68	%		184		365

62

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 19.4%
			Argentina - 0.7%
	$	250,000	Cia Latinoamericana de Infraestructura & Servicios S.A. 9.50%, 07/20/2023(1)	$	270,575
		50,000	IRSA Propiedades Comerciales S.A. 8.75%, 03/23/2023(1)		56,465
		150,000	Pampa Energia S.A. 7.50%, 01/24/2027(1)		163,620
			YPF S.A.
		300,000	8.75%, 04/04/2024(1)		348,540
		210,000	8.88%, 12/19/2018(2)		222,707
					1,061,907
			Austria - 0.3%
		400,000	JBS Investments GmbH 7.75%, 10/28/2020(2)		408,200
			Azerbaijan - 0.5%
		400,000	Southern Gas Corridor CJSC 6.88%, 03/24/2026(1)		452,016
		260,000	State Oil Co. of the Azerbaijan Republic 6.95%, 03/18/2030(2)		285,777
					737,793
			Bermuda - 0.2%
		275,000	Digicel Group Ltd. 05/2015, 7.13%, 04/01/2022(2)		259,187
			Brazil - 0.5%
		270,000	Banco do Brasil S.A. 5.88%, 01/26/2022(2)		284,512
		150,000	Caixa Economica Federal 2.38%, 11/06/2017(2)		149,813
		200,000	Globo Comunicacao e Participacoes S.A. 5.13%, 03/31/2027(1)		203,750
		200,000	Samarco Mineracao S.A. 4.13%, 11/01/2022(2)(3)		117,500
					755,575
			British Virgin Islands - 1.9%
		245,000	CLP Power HK Finance Ltd. 6 mo. LIBOR + 2.297% 4.25%, 11/07/2019(2)(4)(5)		251,097
		200,000	Gerdau Trade, Inc. 4.88%, 10/24/2027(1)		200,650
		270,000	GTL Trade Finance, Inc. 5.89%, 04/29/2024(2)		291,438
		470,000	HLP Finance Ltd. 4.75%, 06/25/2022(2)		500,438
			Sinopec Group Overseas Development Ltd.
		325,000	2.50%, 09/13/2022(1)		320,515
		325,000	3.25%, 09/13/2027(1)		323,829
		615,000	SmarTone Finance Ltd. 3.88%, 04/08/2023(2)		626,441
			State Grid Overseas Investment Ltd.
		235,000	2.75%, 05/04/2022(1)		235,481
		240,000	3.50%, 05/04/2027(1)		244,957
					2,994,846
			British Virgin Islands - 0.3%
		120,000	Arcos Dorados Holdings, Inc. 5.88%, 04/04/2027(1)		127,228
		275,000	Huarong Finance 2017 Co. Ltd 4.75%, 04/27/2027(2)		286,924
					414,152

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 19.4% - (continued)
			Cayman Islands - 1.2%
	$	266,000	CK Hutchison International 17 Ltd. 3.50%, 04/05/2027(1)	$	268,624
		275,000	Emirates NBD Tier Ltd. 6 Year Swap + 4.513 5.75%, 05/30/2019(2)(4)(5)		279,213
		300,000	KWG Property Holding Ltd. 8.98%, 01/14/2019(2)		309,749
		200,000	Ooredoo Tamweel Ltd. 3.04%, 12/03/2018(2)		201,300
		200,000	Semiconductor Manufacturing International Corp. 4.13%, 10/07/2019(2)		203,492
		250,000	Vale Overseas Ltd. 8.25%, 01/17/2034		322,500
		200,000	Yuzhou Properties Co., Ltd. 6.00%, 10/25/2023(2)		206,220
					1,791,098
			Chile - 1.0%
		200,000	Cencosud S.A. 5.15%, 02/12/2025(1)		214,263
		625,000	Corp. Nacional del Cobre de Chile 5.63%, 09/21/2035(1)		737,507
		350,000	Empresa Electrica Angamos S.A. 4.88%, 05/25/2029(2)		354,530
		275,000	Inversiones CMPC S.A. 4.38%, 04/04/2027(1)		280,636
					1,586,936
			China - 0.3%
		225,000	Industrial & Commercial Bank of China Ltd. 4.88%, 09/21/2025(1)		242,275
		275,000	Proven Glory Capital, Ltd. 3.25%, 02/21/2022(2)		276,565
					518,840
			Colombia - 0.3%
		200,000	Banco de Bogota S.A. 6.25%, 05/12/2026(1)		217,000
		195,000	Ecopetrol S.A. 5.88%, 09/18/2023		219,862
	COP	280,000,000	Empresa de Telecomunicaciones de Bogota 7.00%, 01/17/2023(1)		74,480
					511,342
			Dominican Republic - 0.1%
	$	200,000	Aeropuertos Dominicanos Siglo XXI S.A. 6.75%, 03/30/2029(1)		217,000
			Hong Kong - 0.3%
		200,000	ICBIL Finance Co., Ltd. 3.00%, 04/05/2020(2)		200,950
		300,000	Nanyang Commercial Bank, Ltd 5 year CMT + 3.205% 5.00%, 06/02/2022(2)(4)(5)		302,392
					503,342
			India - 0.7%
		300,000	Axis Bank Ltd/Dubai 3.00%, 08/08/2022(1)		297,602
		230,000	Indian Oil Corp. Ltd. 5.75%, 08/01/2023(2)		259,109

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

63

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 19.4% - (continued)
			India - 0.7% - (continued)
	$	230,000	NTPC Ltd. 4.38%, 11/26/2024(2)	$	244,813
		275,000	Reliance Industries Ltd. 4.88%, 02/10/2045(1)		298,541
					1,100,065
			Indonesia - 0.2%
		250,000	Perusahaan Listrik Negara PT 4.13%, 05/15/2027(1)		250,452
			Ireland - 0.5%
		200,000	Eurotorg LLC Via Bonitron DAC 8.75%, 10/30/2022(1)		201,664
		240,000	Koks OAO Via Koks Finance DAC 7.50%, 05/04/2022(1)		258,684
		200,000	Novolipetsk Steel via Steel Funding DAC 4.50%, 06/15/2023(2)		206,931
		100,000	Transneft (Trans Cap Inv) 8.70%, 08/07/2018(2)		104,602
					771,881
			Jersey - 0.1%
		200,000	West China Cement Ltd. 05/2015, 6.50%, 09/11/2019(2)		206,544
			Luxembourg - 2.0%
		200,000	Aegea Finance S.a.r.l. 5.75%, 10/10/2024(1)		205,440
		300,000	Atento Luxco 1 S.A. 6.13%, 08/10/2022(1)		312,900
		200,000	Codere Finance 2 Luxembourg S.A. 7.63%, 11/01/2021(1)		202,000
	ZAR	475,000	European Investment Bank 7.86%, 12/31/2018(7)		30,723
	EUR	100,000	Gazprom Neft 2.93%, 04/26/2018(2)		117,650
		200,000	Gazprom OAO Via Gaz Capital S.A. 4.36%, 03/21/2025(2)		264,887
	$	325,000	Kernel Holding S.A. 8.75%, 01/31/2022(1)		358,313
		200,000	Millicom International Cellular S.A. 5.13%, 01/15/2028(1)		201,020
		250,000	Minerva Luxembourg S.A. 6.50%, 09/20/2026(1)		259,250
		270,000	OJSC Russ Agric Bank 5.10%, 07/25/2018(2)		274,021
		352,000	Rumo Luxembourg S.a.r.l. 7.38%, 02/09/2024(1)		383,504
		200,000	Severstal OAO Via Steel Capital S.A. 5.90%, 10/17/2022(2)		222,300
		200,000	VTB Bank OJSC Via VTB Capital S.A. 6.95%, 10/17/2022(2)		217,444
					3,049,452
			Mauritius - 0.3%
		200,000	Greenko Investment Co. 4.88%, 08/16/2023(2)		199,050
		200,000	MTN Mauritius Investment Ltd. 5.37%, 02/13/2022(1)		205,850
					404,900

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 19.4% - (continued)
			Mexico - 1.0%
	$	275,000	America Movil S.A.B. de C.V. 3.13%, 07/16/2022	$	280,975
		265,000	Banco Inbursa S.A. Institucion de Banca Multiple 4.38%, 04/11/2027(1)		263,012
		235,000	Mexico City Airport Trust 5.50%, 07/31/2047(1)		232,768
		375,000	Petroleos Mexicanos 6.75%, 09/21/2047		386,512
	EUR	125,000	Sigma Alimentos S.A. de C.V. 2.63%, 02/07/2024(1)		154,781
	$	200,000	Trust F 5.25%, 01/30/2026(1)		213,260
					1,531,308
			Netherlands - 1.4%
		200,000	Greenko Dutch B.V. 5.25%, 07/24/2024(1)		203,250
		240,000	ICTSI Treasury B.V. 5.88%, 09/17/2025(2)		264,130
		200,000	Ihs Netherlands Holdco B.V. 9.50%, 10/27/2021(1)		212,459
			Lukoil International Finance B.V.
		200,000	3.42%, 04/24/2018(2)		200,806
		325,000	4.56%, 04/24/2023(1)		337,252
		200,000	Marfrig Holdings Europe B.V. 6.88%, 06/24/2019(2)		206,750
		330,000	Myriad International Holdings B.V. 5.50%, 07/21/2025(2)		357,565
		235,000	Nostrum Oil & Gas Finance B.V. 8.00%, 07/25/2022(1)		244,518
		90,000	Petrobras Global Finance B.V. 7.38%, 01/17/2027		99,945
					2,126,675
			Nigeria - 0.3%
		300,000	Access Bank plc 10.50%, 10/19/2021(1)		339,066
		200,000	Zenith Bank plc 7.38%, 05/30/2022(1)		207,476
					546,542
			Peru - 0.6%
	PEN	1,300,000	Banco de Credito del Peru 4.85%, 10/30/2020(1)		399,662
	$	295,000	Cerro del Aguila S.A. 4.13%, 08/16/2027(1)		293,525
		270,000	SAN Miguel Industrias Pet S.A. 4.50%, 09/18/2022(1)		273,078
					966,265
			Philippines - 0.2%
		240,000	SM Investments Corp. 4.88%, 06/10/2024(2)		254,226
			Singapore - 0.9%
		200,000	BOC Aviation Ltd. 3.88%, 04/27/2026(1)		207,003
		265,000	Indika Energy Capital II Pte Ltd. 6.88%, 04/10/2022(1)		276,242
			STATS ChipPAC Pte Ltd.
		260,000	8.50%, 11/24/2020(1)		279,500
		200,000	8.50%, 11/24/2020(2)		215,000

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

64

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 19.4% - (continued)
			Singapore - 0.9% - (continued)
	$	390,000	United Overseas Bank Ltd. 5 year USD Swap + 1.995%, 3.75%, 09/19/2024(2)(4)	$	397,482
					1,375,227
			South Korea - 0.7%
		250,000	GS Caltex Corp. 3.00%, 06/12/2022(1)		248,191
		280,000	Industrial Bank of Korea 5 year CMT + 2.085%, 3.90%, 07/31/2022(1)(4)(5)		276,138
			Shinhan Bank Co., Ltd.
		200,000	2.25%, 04/15/2020(2)		197,769
		325,000	3.75%, 09/20/2027(1)		325,231
					1,047,329
			Thailand - 0.1%
		225,000	Krung Thai Bank PCL 5 year CMT + 3.535% 5.20%, 12/26/2024(2)(4)		233,489
			Turkey - 0.1%
		200,000	Coca-Cola Icecek AS 4.75%, 10/01/2018(2)		203,127
			United Arab Emirates - 1.5%
		485,000	Abu Dhabi Crude Oil Pipeline LLC 4.60%, 11/02/2047(1)		495,580
		200,000	Abu Dhabi National Energy Co. PJSC 6.50%, 10/27/2036(1)		252,274
		255,000	Acwa Power Management And Investments One Ltd. 5.95%, 12/15/2039(1)		263,945
		275,000	Emirates Telecommunications Group Co. PJSC 3.50%, 06/18/2024(2)		281,875
		1,025,000	NBK SPC Ltd. 2.75%, 05/30/2022(1)		1,011,132
					2,304,806
			United Kingdom - 0.5%
	ZAR	550,000	European Bank for Reconstruction & Development 0.00%, 12/31/2020(7)		30,413
	$	270,000	Liquid Telecommunications Financing plc 8.50%, 07/13/2022(1)		287,607
		200,000	MARB BondCo plc 7.00%, 03/15/2024(1)		201,500
		340,000	Tullow Oil PLC 6.25%, 04/15/2022(2)		339,150
					858,670
			United States - 0.7%
		200,000	Azul Investments LLP 5.88%, 10/26/2024(1)		199,300
		275,000	CNOOC Ltd. 3.50%, 05/05/2025		280,468
		505,000	Southern Copper Corp. 6.75%, 04/16/2040		632,202
					1,111,970
			Total Corporate Bonds (cost $29,329,660)	$	30,103,146

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 72.1%
			Argentina - 1.5%
	ARS	800,000	Argentina Politica Monet 7 day ARPP FLAT 27.15%, 06/21/2020(4)	$	48,459
	$	343,902	Argentina Treasury Bill 2.75%, 03/16/2018		339,829
			Argentine Bonos del Tesoro
	ARS	5,840,763	15.50%, 10/17/2026		344,319
		8,645,000	16.00%, 10/17/2023		495,610
		10,850,000	18.20%, 10/03/2021		630,347
		3,970,000	City of Buenos Aires Argentina BADLAR + 3.250% 25.25%, 03/29/2024(4)		220,402
	$	150,000	Provincia de Buenos Aires 9.13%, 03/16/2024(1)		174,750
					2,253,716
			Belarus - 0.1%
		100,000	Republic of Belarus International Bond 8.95%, 01/26/2018(2)		101,008
			Brazil - 4.3%
			Banco Nacional de Desenvolvimento Economico e Social
	EUR	100,000	3.63%, 01/21/2019(2)		120,504
	$	275,000	4.00%, 04/14/2019(2)		278,388
			Brazil Letras do Tesouro Nacional
	BRL	3,075,000	7.54%, 04/01/2019		849,233
		4,052,000	9.47%, 07/01/2020		990,709
		7,874,000	11.25%, 01/01/2020		2,024,164
			Brazil Notas do Tesouro Nacional
		4,741,000	10.00%, 01/01/2021		1,486,974
		2,245,000	10.00%, 01/01/2023		697,619
		498,000	10.00%, 01/01/2027		153,491
					6,601,082
			Chile - 1.8%
			Bonos de la Tesoreria de la Republica en pesos
	CLP	1,125,000,000	4.50%, 03/01/2026		1,773,384
		465,000,000	5.00%, 03/01/2035		740,506
		105,000,000	6.00%, 01/01/2043		185,394
		77,500,000	Chile Government International Bond 5.50%, 08/05/2020		128,514
					2,827,798
			Colombia - 3.8%
			Colombian TES
	COP	488,964,196	3.00%, 03/25/2033(8)		148,928
		2,439,780,112	3.30%, 03/17/2027(8)		812,196
		2,331,401,450	3.50%, 03/10/2021(8)		788,947
		636,409,585	4.75%, 04/04/2035(8)		238,160
		502,800,000	6.00%, 04/28/2028		156,384
		491,500,000	7.00%, 09/11/2019		166,734
		2,701,100,000	7.00%, 05/04/2022		923,347
		1,102,400,000	7.00%, 06/30/2032		362,550
		1,495,300,000	7.50%, 08/26/2026		519,479
		941,600,000	7.75%, 09/18/2030		335,726
		1,864,900,000	10.00%, 07/24/2024		733,597
		2,014,500,000	11.00%, 07/24/2020		750,937
					5,936,985
			Egypt - 0.1%
	$	205,000	Egypt Government International Bond 7.50%, 01/31/2027(1)		227,261

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

65

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 72.1% - (continued)
			Ghana - 1.1%
			Ghana Government Bond
	GHS	1,770,000	18.25%, 07/25/2022	$	409,722
		180,000	21.00%, 03/23/2020		43,083
		1,200,000	21.50%, 03/09/2020		290,740
		185,000	24.00%, 11/23/2020		47,764
		100,000	24.50%, 06/21/2021		26,559
		1,900,000	24.75%, 07/19/2021		510,983
		1,835,000	Ghana Treasury Note 21.00%, 01/07/2019		429,182
					1,758,033
			Hungary - 3.3%
			Hungary Government Bond
	HUF	42,450,000	1.75%, 10/26/2022		163,214
		62,610,000	2.50%, 10/27/2021		248,987
		109,180,000	3.00%, 06/26/2024		439,216
		85,850,000	3.50%, 06/24/2020		347,720
		105,110,000	5.50%, 06/24/2025		486,073
		233,170,000	6.00%, 11/24/2023		1,102,125
		235,880,000	7.00%, 06/24/2022		1,119,439
		255,590,000	7.50%, 11/12/2020		1,153,510
					5,060,284
			India - 1.0%
	INR	100,000,000	India Government Bond 7.59%, 01/11/2026		1,597,819
			Indonesia - 6.7%
			Indonesia Treasury Bond
	IDR	2,578,000,000	5.63%, 05/15/2023		180,747
		9,696,000,000	6.63%, 05/15/2033		672,176
		15,366,000,000	7.00%, 05/15/2022		1,157,336
		23,370,000,000	7.50%, 08/15/2032		1,755,012
		12,595,000,000	8.25%, 07/15/2021		982,990
		7,375,000,000	8.25%, 06/15/2032		590,174
		8,212,000,000	8.25%, 05/15/2036		653,932
		4,611,000,000	8.38%, 03/15/2024		368,247
		18,149,000,000	8.38%, 03/15/2034		1,449,913
		12,947,000,000	8.75%, 05/15/2031		1,071,558
		3,465,000,000	8.75%, 02/15/2044		294,871
		14,149,000,000	9.00%, 03/15/2029		1,186,690
					10,363,646
			Ivory Coast - 0.2%
	$	265,000	Ivory Coast Government International Bond 6.13%, 06/15/2033(1)		261,317
			Kazakhstan - 0.1%
	EUR	125,000	KazAgro National Management Holding JSC 3.26%, 05/22/2019(2)		148,365
			Kuwait - 0.2%
	$	260,000	Kuwait International Government Bond 3.50%, 03/20/2027(1)		265,200
			Malaysia - 3.3%
			Malaysia Government Bond
	MYR	2,135,000	3.42%, 08/15/2022		496,790
		2,145,000	3.49%, 03/31/2020		507,464
		3,400,000	3.58%, 09/28/2018		806,982
		2,675,000	3.65%, 10/31/2019		636,040
		375,000	3.66%, 10/15/2020		88,997
		1,470,000	3.80%, 09/30/2022		348,000

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 72.1% - (continued)
			Malaysia - 3.3% - (continued)
	MYR	2,250,000	3.80%, 08/17/2023	$	527,860
		1,000,000	3.96%, 09/15/2025		232,867
		2,445,000	4.05%, 09/30/2021		585,007
		10,000	4.16%, 07/15/2021		2,406
		1,980,000	4.23%, 06/30/2031		456,614
		1,850,000	Malaysia Government Investment Issue 4.39%, 07/07/2023		445,376
					5,134,403
			Mexico - 10.7%
			Mexican Bonos
	MXN	18,821,900	5.00%, 12/11/2019		943,208
		28,291,700	6.50%, 06/10/2021		1,449,548
		62,973,100	6.50%, 06/09/2022		3,213,010
		17,058,300	7.50%, 06/03/2027		902,521
		35,999,300	7.75%, 05/29/2031		1,937,795
		16,101,300	7.75%, 11/13/2042		857,398
		5,550,300	8.00%, 06/11/2020		296,186
		5,116,900	8.00%, 12/07/2023		278,676
		3,293,700	8.00%, 11/07/2047		180,359
		1,368,800	8.50%, 05/31/2029		77,894
		5,810,100	8.50%, 11/18/2038		334,488
		72,657,300	10.00%, 12/05/2024		4,395,308
		21,159,100	10.00%, 11/20/2036		1,382,743
			Mexican Udibonos
		4,935,961	2.00%, 06/09/2022(8)		243,815
		127,790	4.50%, 12/04/2025(8)		7,213
					16,500,162
			Peru - 0.9%
			Peru Government Bond
	PEN	1,100,000	5.70%, 08/12/2024		358,940
		378,000	6.85%, 02/12/2042		124,015
		2,010,000	6.90%, 08/12/2037		679,566
		575,000	6.95%, 08/12/2031		198,435
					1,360,956
			Poland - 5.6%
			Republic of Poland Government Bond
	PLN	3,925,000	1.75%, 07/25/2021		1,054,265
		1,300,000	2.00%, 04/25/2021		353,648
		3,820,000	2.25%, 04/25/2022		1,032,883
		3,850,000	2.50%, 07/25/2026		988,321
		5,745,000	2.50%, 07/25/2027		1,456,946
		2,575,000	3.25%, 07/25/2025		707,074
		1,985,000	4.00%, 10/25/2023		576,803
		3,105,000	5.75%, 10/25/2021		958,981
		4,825,000	5.75%, 09/23/2022		1,510,219
					8,639,140
			Qatar - 0.4%
	$	200,000	Qatar Government International Bond 2.38%, 06/02/2021(2)		195,600
		455,000	Qatari Diar Finance Co. 5.00%, 07/21/2020(2)		478,059
					673,659
			Romania - 1.3%
			Romania Government Bond
	RON	2,275,000	3.25%, 04/29/2024		556,382
		2,830,000	5.80%, 07/26/2027		797,176
		2,430,000	5.85%, 04/26/2023		682,583
					2,036,141

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

66

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 72.1% - (continued)
			Russia - 8.2%
			Russian Federal Bond - OFZ
	RUB	21,510,000	6.50%, 11/24/2021	$	357,887
		26,380,000	7.00%, 01/25/2023		445,221
		5,900,000	7.00%, 08/16/2023		99,426
		47,865,000	7.05%, 01/19/2028		794,020
		137,515,000	7.10%, 10/16/2024		2,310,454
		189,650,000	7.40%, 12/07/2022		3,247,043
		20,525,000	7.60%, 04/14/2021		354,379
		85,370,000	7.70%, 03/23/2033		1,463,465
		142,100,000	7.75%, 09/16/2026		2,471,952
		64,895,000	8.50%, 09/17/2031		1,201,246
					12,745,093
			Saudi Arabia - 0.3%
			Saudi Government International Bond
	$	200,000	2.88%, 03/04/2023(1)		199,200
		300,000	3.63%, 03/04/2028(1)		297,750
					496,950
			South Africa - 7.1%
			Republic of South Africa Government Bond
	ZAR	64,092,218	6.25%, 03/31/2036		3,127,918
		3,750,000	6.50%, 02/28/2041		180,526
		20,000,000	8.00%, 01/31/2030		1,251,402
		9,205,000	8.25%, 03/31/2032		571,973
		2,805,000	8.75%, 01/31/2044		172,376
		3,070,000	8.88%, 02/28/2035		197,484
		18,949,000	9.00%, 01/31/2040		1,205,528
		38,940,000	10.50%, 12/21/2026		2,983,594
		18,600,000	South Africa Government Bond 7.25%, 01/15/2020		1,300,681
					10,991,482
			Tajikistan - 0.2%
	$	375,000	Republic of Tajikistan International Bond 7.13%, 09/14/2027(1)		360,563
			Thailand - 2.1%
			Thailand Government Bond
	THB	29,320,455	1.25%, 03/12/2028(2)(8)		865,845
		39,815,000	1.88%, 06/17/2022		1,199,793
		5,775,000	3.40%, 06/17/2036		187,367
		20,920,000	3.85%, 12/12/2025		702,265
		10,060,000	4.88%, 06/22/2029		374,167
					3,329,437
			Turkey - 6.4%
	$	200,000	Export Credit Bank of Turkey 5.38%, 10/24/2023(1)		201,376
			Turkey Government Bond
	TRY	1,275,000	8.00%, 03/12/2025		278,288
		1,245,000	8.80%, 09/27/2023		288,150
		595,000	9.00%, 07/24/2024		138,651
		2,045,000	9.20%, 09/22/2021		493,252
		935,000	9.50%, 01/12/2022		227,000
		4,600,000	10.40%, 03/27/2019		1,180,936
		1,710,000	10.40%, 03/20/2024		426,649
		6,560,000	10.50%, 08/11/2027		1,627,225
		5,065,000	10.70%, 02/17/2021		1,282,435
		14,890,000	11.00%, 03/02/2022		3,799,481
					9,943,443

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 72.1% - (continued)
			Ukraine - 0.2%
	$	300,000	Ukraine Government International Bond 7.38%, 09/25/2032(1)	$	295,762
			United Arab Emirates - 0.5%
		725,000	Abu Dhabi Government International Bond 4.13%, 10/11/2047(1)		718,475
			Uruguay - 0.7%
			Uruguay Government International Bond
	UYU	530,051	4.00%, 07/10/2030(8)		20,708
		11,143,981	4.38%, 12/15/2028(8)		442,429
		8,880,000	8.50%, 03/15/2028(1)		308,122
		6,265,000	9.88%, 06/20/2022(1)		228,586
		4,100,000	9.88%, 06/20/2022(2)		149,593
					1,149,438
			Total Foreign Government Obligations (cost $114,615,355)	$	111,777,618
U.S. GOVERNMENT SECURITIES - 1.3%
			United States - 1.3%
			U.S. Treasury Notes - 1.3%
	$	2,000,000	U.S. Treasury Notes 0.88%, 11/15/2017(9)	$	1,999,863
			Total U.S. Government Securities (cost $1,999,920)	$	1,999,863
			Total Long-Term Investments (cost $145,944,935)	$	143,880,627
SHORT-TERM INVESTMENTS - 6.3%
			Other Investment Pools & Funds - 6.3%
		9,750,478	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 0.94%(10)	$	9,750,478
			Total Short-Term Investments (cost $9,750,478)	$	9,750,478

Total Investments Excluding Purchased Options and Swaptions (cost $155,695,413)	99.1	%	$	153,631,105
Total Purchased Options and Swaptions (cost $1,061,614)	0.6	%	$	802,807
Total Investments (cost $156,757,027)	99.7	%	$	154,433,912
Other Assets and Liabilities	0.3	%		515,547
Total Net Assets	100.0	%	$	154,949,459

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

67

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

⁽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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $19,870,743, which represented 12.8% 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 October 31, 2017, the aggregate value of these securities was $13,824,527, which represented 8.9% of total net assets.

⁽³⁾  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽⁴⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2017.

⁽⁵⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁶⁾  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

⁽⁷⁾  Security is a zero-coupon bond.

⁽⁸⁾  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

⁽⁹⁾  This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

⁽¹⁰⁾ Current yield as of period end.

OTC Option Contracts Outstanding at October 31, 2017
Description	Counter- party		Exercise Price/ FX Rate/ Rate		Expiration Date		Number of Contracts		Notional Amount			Market Value†		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased option contracts:
Calls
EUR Call/PLN Put		DEUT		4.43 PLN per EUR		01/23/18		1,460,000		EUR	1,460,000	$	3,573	$	13,749	$	(10,176	)
USD Call/BRL Put		DEUT		3.29 BRL per USD		01/24/18		2,333,000		USD	2,333,000		59,463		55,805		3,658
USD Call/HUF Put		BCLY		285.42 HUF per USD		12/12/17		1,053,000		USD	1,053,000		871		11,088		(10,217	)
USD Call/HUF Put		UBS		276.56 HUF per USD		01/18/18		1,868,000		USD	1,868,000		9,555		20,595		(11,040	)
USD Call/MXN Put		CBK		22.92 MXN per USD		02/23/18		981,000		USD	981,000		2,806		22,318		(19,512	)
USD Call/MXN Put		JPM		23.91 MXN per USD		02/19/18		1,440,000		USD	1,440,000		2,297		35,295		(32,998	)
USD Call/MXN Put		MSC		19.61 MXN per USD		12/27/17		1,585,000		USD	1,585,000		21,234		22,998		(1,764	)
USD Call/MXN Put		DEUT		20.37 MXN per USD		01/24/18		2,333,000		USD	2,333,000		22,110		22,397		(287	)
USD Call/MXN Put		BCLY		22.86 MXN per USD		08/15/18		3,606,000		USD	3,606,000		68,640		51,998		16,642
USD Call/TRY Put		MSC		4.25 TRY per USD		03/02/18		2,757,000		USD	2,757,000		29,687		20,815		8,872
USD Call/TRY Put		CBK		4.23 TRY per USD		03/02/18		3,732,000		USD	3,732,000		42,758		22,318		20,440
Total Calls												$	262,994	$	299,376	$	(36,382	)

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

68

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2017

OTC Option Contracts Outstanding at October 31, 2017 - (continued)
Description	Counter- party		Exercise Price/ FX Rate/ Rate		Expiration Date		Number of Contracts			Notional Amount				Market Value†			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Purchased option contracts: - (continued)
Puts
EUR Put/CZK Call		HSBC		26.00 CZK per EUR		03/21/19		940,000			EUR	940,000		$	25,266		$	22,916		$	2,350
USD Put/BRL Call		MSC		3.17 BRL per USD		12/13/17		1,309,000			USD	1,309,000			4,691			29,374			(24,683	)
USD Put/BRL Call		CBK		3.21 BRL per USD		01/18/18		2,315,000			USD	2,315,000			21,462			51,303			(29,841	)
USD Put/BRL Call		DEUT		3.29 BRL per USD		01/24/18		2,333,000			USD	2,333,000			48,356			55,805			(7,449	)
USD Put/BRL Call		MSC		3.21 BRL per USD		03/19/18		523,000			USD	523,000			7,351			17,226			(9,875	)
USD Put/BRL Call		DEUT		3.27 BRL per USD		03/27/18		521,000			USD	521,000			11,176			17,682			(6,506	)
USD Put/BRL Call		MSC		3.33 BRL per USD		04/26/18		621,000			USD	621,000			20,378			21,886			(1,508	)
USD Put/CAD Call		CBK		1.24 CAD per USD		01/24/18		2,618,000			USD	2,618,000			4,500			13,686			(9,186	)
USD Put/CLP Call		MSC		629.00 CLP per USD		03/19/18		523,000			USD	523,000			7,839			12,848			(5,009	)
USD Put/COP Call		MSC		3,061.00 COP per USD		04/26/18		621,000			USD	621,000			16,181			19,596			(3,415	)
USD Put/INR Call		DEUT		64.18 INR per USD		01/31/18		1,744,000			USD	1,744,000			6,310			13,255			(6,945	)
USD Put/INR Call		DEUT		66.96 INR per USD		03/26/18		521,000			USD	521,000			14,216			9,993			4,223
USD Put/INR Call		BNP		66.12 INR per USD		04/26/18		621,000			USD	621,000			11,351			10,874			477
USD Put/MXN Call		CBK		18.06 MXN per USD		12/13/17		2,618,000			USD	2,618,000			1,859			53,015			(51,156	)
USD Put/MXN Call		CBK		18.51 MXN per USD		01/18/18		2,315,000			USD	2,315,000			11,181			17,472			(6,291	)
USD Put/MXN Call		DEUT		18.70 MXN per USD		01/24/18		2,333,000			USD	2,333,000			17,549			21,604			(4,055	)
USD Put/MXN Call		DEUT		18.83 MXN per USD		07/31/18		1,745,000			USD	1,745,000			37,200			89,274			(52,074	)
USD Put/MXN Call		BCLY		17.42 MXN per USD		08/15/18		1,803,000			USD	1,803,000			8,873			31,084			(22,211	)
USD Put/PLN Call		CBK		4.32 PLN per EUR		03/19/18		440,000			EUR	440,000			11,145			9,352			1,793
USD Put/PLN Call		DEUT		4.37 PLN per EUR		03/27/18		445,000			EUR	445,000			50,212			9,011			41,201
USD Put/PLN Call		MSC		4.29 PLN per EUR		04/26/18		525,000			EUR	525,000			10,640			10,377			263
USD Put/RUB Call		MSC		59.75 RUB per USD		03/19/18		523,000			USD	523,000			15,334			18,467			(3,133	)
USD Put/RUB Call		MSC		59.83 RUB per USD		03/29/18		521,000			USD	521,000			15,852			18,806			(2,954	)
USD Put/RUB Call		MSC		59.28 RUB per USD		04/26/18		621,000			USD	621,000			16,298			20,064			(3,766	)
USD Put/TRY Call		DEUT		3.54 TRY per USD		01/17/18		1,122,000			USD	1,122,000			1,059			13,744			(12,685	)
USD Put/TRY Call		CBK		3.45 TRY per USD		03/02/18		1,866,000			USD	1,866,000			1,638			20,078			(18,440	)
Total Puts														$	397,917		$	628,792		$	(230,875	)
Total purchased option contracts														$	660,911		$	928,168		$	(267,257	)
Written option contracts:
Calls
USD Call/BRL Put		DEUT		3.43 BRL per USD		01/24/18		(2,333,000	)		USD	(2,333,000	)	$	(27,145	)	$	(21,674	)	$	(5,471	)
USD Call/MXN Put		MSC		19.74 MXN per USD		11/30/17		(1,546,000	)		USD	(1,546,000	)		(8,896	)		(6,926	)		(1,970	)
USD Call/MXN Put		DEUT		19.52 MXN per USD		01/24/18		(2,333,000	)		USD	(2,333,000	)		(49,607	)		(56,832	)		7,225
USD Call/MXN Put		BCLY		21.03 MXN per USD		08/15/18		(1,803,000	)		USD	(1,803,000	)		(64,648	)		(45,129	)		(19,519	)
USD Call/TRY Put		BOA		6.05 TRY per USD		02/19/18		(919,000	)		USD	(919,000	)		(262	)		(19,299	)		19,037
USD Call/TRY Put		CBK		3.88 TRY per USD		03/02/18		(1,866,000	)		USD	(1,866,000	)		(67,359	)		(28,139	)		(39,220	)
USD Call/ZAR Put		JPM		14.43 ZAR per USD		12/22/17		(1,309,000	)		USD	(1,309,000	)		(31,992	)		(17,050	)		(14,942	)
Total Calls														$	(249,909	)	$	(195,049	)	$	(54,860	)

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

69

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2017

OTC Option Contracts Outstanding at October 31, 2017 - (continued)
Description	Counter- party		Exercise Price/ FX Rate/ Rate		Expiration Date		Number of Contracts				Notional Amount			Market Value†			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Written option contracts: - (continued)
Puts
EUR Put/CZK Call		HSBC		24.00 CZK per EUR		03/21/19		EUR	(940,000	)		(940,000	)	$	(5,166	)	$	(7,114	)	$	1,948
EUR Put/PLN Call		DEUT		4.17 PLN per EUR		01/23/18		EUR	(1,460,000	)		(1,460,000	)		(4,733	)		(10,205	)		5,472
USD Put/BRL Call		MSC		3.07 BRL per USD		12/13/17		USD	(2,618,000	)		(2,618,000	)		(1,511	)		(19,936	)		18,425
USD Put/BRL Call		CBK		3.10 BRL per USD		01/18/18		USD	(2,315,000	)		(2,315,000	)		(6,014	)		(17,365	)		11,351
USD Put/BRL Call		DEUT		3.16 BRL per USD		01/24/18		USD	(2,333,000	)		(2,333,000	)		(13,641	)		(20,927	)		7,286
USD Put/BRL Call		MSC		3.05 BRL per USD		03/19/18		USD	(523,000	)		(523,000	)		(1,852	)		(5,725	)		3,873
USD Put/BRL Call		DEUT		3.10 BRL per USD		03/27/18		USD	(521,000	)		(521,000	)		(3,042	)		(5,856	)		2,814
USD Put/BRL Call		MSC		3.16 BRL per USD		04/26/18		USD	(621,000	)		(621,000	)		(6,935	)		(7,119	)		184
USD Put/CAD Call		CBK		1.27 CAD per USD		01/24/18		USD	(2,618,000	)		(2,618,000	)		(16,161	)		(37,660	)		21,499
USD Put/CLP Call		MSC		604.22 CLP per USD		03/19/18		USD	(523,000	)		(523,000	)		(2,292	)		(4,570	)		2,278
USD Put/COP Call		MSC		2,912.00 COP per USD		04/26/18		USD	(621,000	)		(621,000	)		(5,544	)		(6,656	)		1,112
USD Put/HUF Call		BCLY		262.14 HUF per USD		12/12/17		USD	(1,053,000	)		(1,053,000	)		(4,828	)		(8,993	)		4,165
USD Put/HUF Call		UBS		252.97 HUF per USD		01/18/18		USD	(1,868,000	)		(1,868,000	)		(4,461	)		(16,672	)		12,211
USD Put/INR Call		DEUT		63.00 INR per USD		01/31/18		USD	(1,744,000	)		(1,744,000	)		(1,447	)		(5,406	)		3,959
USD Put/INR Call		DEUT		65.03 INR per USD		03/26/18		USD	(521,000	)		(521,000	)		(4,938	)		(3,298	)		(1,640	)
USD Put/INR Call		BNP		64.35 INR per USD		04/26/18		USD	(621,000	)		(621,000	)		(3,932	)		(3,779	)		(153	)
USD Put/MXN Call		DEUT		17.08 MXN per USD		11/17/17		USD	(1,814,000	)		(1,814,000	)		(1	)		(3,428	)		3,427
USD Put/MXN Call		MSC		18.84 MXN per USD		11/30/17		USD	(1,546,000	)		(1,546,000	)		(7,213	)		(8,325	)		1,112
USD Put/MXN Call		CBK		17.48 MXN per USD		12/13/17		USD	(2,618,000	)		(2,618,000	)		(372	)		(18,261	)		17,889
USD Put/MXN Call		CBK		19.16 MXN per USD		01/18/18		USD	(2,315,000	)		(2,315,000	)		(36,125	)		(51,260	)		15,135
USD Put/MXN Call		DEUT		19.52 MXN per USD		01/24/18		USD	(2,333,000	)		(2,333,000	)		(60,464	)		(56,832	)		(3,632	)
USD Put/MXN Call		DEUT		17.44 MXN per USD		07/31/18		USD	(1,745,000	)		(1,745,000	)		(8,437	)		(28,374	)		19,937
USD Put/MXN Call		BCLY		16.82 MXN per USD		08/15/18		USD	(1,803,000	)		(1,803,000	)		(4,112	)		(15,127	)		11,015
USD Put/PLN Call		CBK		4.21 PLN per EUR		03/19/18		EUR	(440,000	)		(440,000	)		(3,781	)		(3,196	)		(585	)
USD Put/PLN Call		DEUT		4.25 PLN per EUR		03/28/18		EUR	(445,000	)		(445,000	)		(5,960	)		(2,993	)		(2,967	)
USD Put/PLN Call		MSC		4.17 PLN per EUR		04/26/18		EUR	(525,000	)		(525,000	)		(3,736	)		(3,629	)		(107	)
USD Put/RUB Call		MSC		56.64 RUB per USD		03/19/18		USD	(523,000	)		(523,000	)		(3,604	)		(6,030	)		2,426
USD Put/RUB Call		MSC		56.65 RUB per USD		03/29/18		USD	(521,000	)		(521,000	)		(3,878	)		(6,128	)		2,250
USD Put/RUB Call		MSC		56.43 RUB per USD		04/26/18		USD	(621,000	)		(621,000	)		(4,867	)		(6,562	)		1,695
USD Put/TRY Call		DEUT		3.38 TRY per USD		01/17/18		USD	(1,122,000	)		(1,122,000	)		(200	)		(3,961	)		3,761
USD Put/ZAR Call		JPM		12.82 ZAR per USD		12/22/17		USD	(1,309,000	)		(1,309,000	)		(2,100	)		(17,050	)		14,950
Total Puts														$	(231,347	)	$	(412,437	)	$	181,090
Total written option contracts														$	(481,256	)	$	(607,486	)	$	126,230

OTC Swaption Contracts Outstanding at October 31, 2017
Description	Counter- party		Exercise Price/ FX Rate/ Rate		Pay/ Receive Floating Rate		Expiration Date		Notional Amount			Number of Contracts		Market Value†		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased swaption contracts:
Calls
3 months KRW - CD-KSDA- Interest Rate Swap Expiring on 08/13/2029		CBK		2.12%		Receive		08/12/19		KRW	3,103,640,000		3,103,640,000	$	39,881	$	66,723	$	(26,842	)
Puts
3 months KRW - CD-KSDA- Interest Rate Swap Expiring on 08/13/2029		CBK		2.12%		Pay		08/12/19		KRW	3,103,640,000		3,103,640,000	$	102,015	$	66,723	$	35,292
Total purchased swaption contracts													6,207,280,000	$	141,896	$	133,446	$	8,450

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

70

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2017

Futures Contracts Outstanding at October 31, 2017
Description	Number of Contracts		Expiration Date		Current Notional Amount		Value and Unrealized Appreciation/ (Depreciation)
Long position contracts:
U.S. Treasury 5-Year Note Future		26		12/29/2017	$	3,046,875	$	(29,992	)
U.S. Treasury Long Bond Future		2		12/19/2017		304,938		(6,066	)
Total							$	(36,058	)
Short position contracts:
Euro-Bund Future		1		12/07/2017	$	189,579	$	(782	)
U.S. Treasury 10-Year Note Future		69		12/19/2017		8,620,688		43,611
Total							$	42,829
Total futures contracts							$	6,771

OTC Interest Rate Swap Contracts Outstanding at October 31, 2017
Counterparty	Payments made by Fund	Payments received by Fund	Notional Amount			Expiration Date		Periodic Payment Frequency		Upfront Premiums Paid		Upfront Premiums Received		Value†			Unrealized Appreciation/ (Depreciation)
BNP	3M KRW KSDA	1.80% Fixed		KRW	253,835,000		01/29/28		Quarterly	$	—	$	—	$	(10,148	)	$	(10,148	)
GSC	1.88% Fixed	3M KRW KSDA		KRW	1,283,575,000		09/28/22		Quarterly		—		—		21,857			21,857
GSC	BZDIOVRA	8.35% Fixed		BRL	4,688,300		01/02/20		Maturity		—		—		(1,087	)		(1,087	)
Total										$	—	$	—	$	10,622		$	10,622

Centrally Cleared Interest Rate Swap Contracts Outstanding at October 31, 2017
Payments made by Fund	Payments received by Fund	Notional Amount			Expiration Date		Periodic Payment Frequency		Upfront Premiums Paid		Upfront Premiums Received		Value†			Unrealized Appreciation/ (Depreciation)
1M MXN TIIE	7.63% Fixed		MXN	9,435,000		01/09/19		Lunar	$	—	$	—	$	679		$	679
1M MXN TIIE	7.27% Fixed		MXN	21,040,000		10/21/20		Lunar		—		—		(1,164	)		(1,164	)
1M MXN TIIE	7.82% Fixed		MXN	20,300,000		01/03/22		Lunar		—		—		(23,464	)		(23,464	)
1M MXN TIIE	7.94% Fixed		MXN	10,075,000		01/05/22		Lunar		—		—		(13,867	)		(13,867	)
1M MXN TIIE	7.84% Fixed		MXN	10,075,000		01/07/22		Lunar		—		—		(11,933	)		(11,933	)
1M MXN TIIE	7.29% Fixed		MXN	13,625,000		05/05/22		Lunar		—		—		(1,855	)		(1,855	)
1M MXN TIIE	6.84% Fixed		MXN	9,850,000		07/14/22		Lunar		—		—		8,048			8,048
6M CZK PRIBOR	1.34% Fixed		CZK	43,915,000		12/20/22		Annual		—		—		(19,498	)		(19,498	)
6M CZK PRIBOR	1.43% Fixed		CZK	21,915,000		12/20/27		Annual		—		—		32,044			32,044
6M EUR EURIBOR	0.30% Fixed		EUR	1,660,000		12/20/22		Annual		—		—		(7,836	)		(7,836	)
6M EUR EURIBOR	0.94% Fixed		EUR	855,000		12/20/27		Annual		—		—		7,873			7,873
6M PLN WIBOR	2.31% Fixed		PLN	6,275,000		12/20/22		Annual		—		—		(20,644	)		(20,644	)
Total									$	—	$	—	$	(51,617	)	$	(51,617	)

OTC Total Return Swap Contracts Outstanding at October 31, 2017

Reference Entity

Counter- party

Notional Amount

Payments received (paid) by the Fund

Expiration Date

Periodic Payment Frequency

Upfront Premiums Paid

Upfront Premiums Received

Market Value†

Unrealized Appreciation/ (Depreciation)

Letras del Banco Central de Argentina, Bond

JPM

USD

981,873

1.00%

06/21/18

Maturity

$

—

$

—

$

19,310

$

19,310

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

71

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty	Settlement Date	Appreciation		Depreciation
	12,800,000	BRL		3,570,432	USD	JPM	11/03/17	$	340,336	$	—
	25,605,000	BRL		7,813,787	USD	MSC	11/03/17		9,276		—
	12,805,000	BRL		3,940,000	USD	GSC	11/03/17		—		(27,704	)
	1,460,000	BRL		454,150	USD	MSC	11/17/17		—		(8,944	)
	4,148,000	BRL		1,262,832	USD	MSC	12/04/17		—		(578	)
	450,000	BRL		141,265	USD	BOA	12/04/17		—		(4,328	)
	440,000	BRL		140,899	USD	DEUT	12/04/17		—		(7,005	)
	3,910,000	BRL		1,206,114	USD	GSC	12/04/17		—		(16,285	)
	1,215,000	BRL		379,782	USD	HSBC	12/04/17		—		(10,053	)
	965,000	BRL		304,609	USD	MSC	12/04/17		—		(10,955	)
	1,315,000	BRL		415,023	USD	JPM	12/04/17		—		(14,863	)
	2,140,000	BRL		667,431	USD	HSBC	12/04/17		—		(16,220	)
	5,886,000	BRL		1,858,908	USD	MSC	12/04/17		—		(67,774	)
	3,125,000	BRL		1,001,603	USD	GSC	12/04/17		—		(50,652	)
	25,975,000	BRL		8,097,955	USD	DEUT	12/04/17		—		(193,656	)
	1,269,000	BRL		371,705	USD	DEUT	12/22/17		13,673		—
	895,000	CAD		733,865	USD	CBK	12/14/17		—		(39,815	)
	355,000	CAD		283,607	USD	GSC	12/20/17		—		(8,291	)
	1,035,000	CAD		818,236	USD	CBK	01/25/18		—		(15,236	)
	1,445,900,000	CLP		2,301,532	USD	HSBC	12/20/17		94		(31,243	)
	4,708,616,000	CLP		7,531,978	USD	GSC	12/20/17		—		(138,414	)
	2,751,000	CNH		415,214	USD	DEUT	12/07/17		—		(1,440	)
	1,544,000	CNH		231,191	USD	SSG	12/20/17		825		—
	848,000	CNH		128,649	USD	BCLY	12/20/17		—		(1,222	)
	4,080,000	CNH		620,033	USD	BNP	12/20/17		—		(6,934	)
	7,568,000	CNH		1,152,429	USD	JPM	12/20/17		—		(15,190	)
	2,900,300,000	COP		966,277	USD	HSBC	12/20/17		—		(17,444	)
	2,377,400,000	COP		789,047	USD	DEUT	12/20/17		—		(11,281	)
	2,513,200,000	COP		847,479	USD	HSBC	12/20/17		—		(25,286	)
	10,888,790,000	COP		3,682,066	USD	CBK	12/20/17		—		(119,796	)
	21,570,000	CZK		977,158	USD	CBK	12/20/17		5,296		—
	12,310,000	CZK		560,300	USD	HSBC	12/20/17		387		—
	13,770,000	CZK		627,514	USD	CBK	12/20/17		—		(328	)
	2,350,000	CZK		107,801	USD	JPM	12/20/17		—		(765	)
	3,410,000	CZK		156,504	USD	JPM	12/20/17		—		(1,187	)
	7,260,000	CZK		333,635	USD	BCLY	12/20/17		—		(2,962	)
	69,750,000	CZK		3,213,471	USD	DEUT	12/20/17		—		(36,550	)
	128,450,000	CZK		5,895,853	USD	JPM	12/20/17		—		(45,307	)
	5,424,000	CZK		228,413	USD	JPM	03/25/19		24,143		—
	64,230,000	CZK		3,029,717	USD	MSC	09/26/19		—		(13,537	)
	64,220,000	CZK		3,044,323	USD	GSC	09/26/19		—		(28,613	)
	4,910,000	EGP		272,113	USD	GSC	12/20/17		2,386		—
	8,930,000	EGP		470,000	USD	GSC	12/22/17		28,962		—
	5,030,000	EGP		279,833	USD	CBK	12/22/17		1,217		—
	2,176,000	EGP		113,039	USD	SCB	03/13/18		5,730		—
	2,178,000	EGP		113,674	USD	SCB	03/13/18		5,204		—
	2,178,000	EGP		113,853	USD	CBK	03/13/18		5,026		—
	2,178,000	EGP		114,031	USD	SCB	03/13/18		4,847		—
	2,160,000	EGP		109,700	USD	GSC	04/05/18		7,428		—
	1,943,000	EGP		97,736	USD	GSC	08/02/18		3,949		—
	4,730,000	EGP		243,877	USD	GSC	09/18/18		391		—
	6,050,000	EGP		313,553	USD	GSC	09/18/18		—		(1,116	)
	9,430,000	EGP		488,728	USD	GSC	09/18/18		—		(1,740	)
	428,000	EUR		498,791	USD	MSC	12/08/17		854		—
	686,000	EUR		816,443	USD	MSC	12/08/17		—		(15,610	)
	108,000	EUR		128,229	USD	MSC	12/20/17		—		(2,051	)
	840,000	EUR		985,243	USD	GSC	12/20/17		—		(3,855	)
	342,000	EUR		405,043	USD	CBK	12/20/17		—		(5,478	)
	665,000	EUR		787,696	USD	GSC	12/20/17		—		(10,765	)

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

72

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017 - (continued)
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty	Settlement Date	Appreciation		Depreciation
	519,000	EUR		622,346	USD	CBK	12/20/17	$	—	$	(15,989	)
	140,000	EUR		169,579	USD	CBK	03/21/18		—		(5,121	)
	132,000	EUR		157,091	USD	DEUT	04/03/18		—		(1,907	)
	180,000	EUR		213,012	USD	MSC	04/30/18		—		(1,037	)
	201,000	EUR		227,037	USD	HSBC	03/25/19		15,037		—
	123,505,000	HUF		453,033	USD	BCLY	12/14/17		9,941		—
	59,200,000	HUF		222,873	USD	RBC	12/20/17		—		(878	)
	67,200,000	HUF		253,878	USD	JPM	12/20/17		—		(1,884	)
	27,900,000	HUF		108,200	USD	JPM	12/20/17		—		(3,578	)
	67,302,000	HUF		261,232	USD	BCLY	12/20/17		—		(8,856	)
	90,500,000	HUF		348,330	USD	GSC	12/20/17		—		(8,963	)
	72,744,000	HUF		282,056	USD	BCLY	12/20/17		—		(9,272	)
	172,082,000	HUF		668,526	USD	CBK	12/20/17		—		(23,232	)
	1,252,800,000	HUF		4,889,357	USD	BOA	12/20/17		—		(191,460	)
	216,798,000	HUF		822,451	USD	UBS	01/22/18		—		(7,904	)
	8,229,000,000	IDR		601,596	USD	UBS	12/20/17		2,411		—
	3,350,000,000	IDR		245,745	USD	GSC	12/20/17		144		—
	2,401,000,000	IDR		176,196	USD	UBS	12/20/17		37		—
	2,058,000,000	IDR		151,502	USD	HSBC	12/20/17		—		(445	)
	4,706,000,000	IDR		346,029	USD	JPM	12/20/17		—		(610	)
	9,967,000,000	IDR		736,714	USD	BCLY	12/20/17		—		(5,137	)
	17,900,000,000	IDR		1,320,059	USD	BCLY	12/20/17		—		(6,201	)
	26,539,726,000	IDR		1,994,269	USD	BCLY	12/20/17		—		(46,256	)
	10,950,000	INR		166,515	USD	BCLY	12/20/17		1,457		—
	7,470,000	INR		114,658	USD	BCLY	12/20/17		—		(70	)
	30,548,000	INR		472,660	USD	JPM	12/20/17		—		(4,057	)
	103,349,000	INR		1,601,416	USD	BCLY	12/20/17		—		(16,056	)
	311,866,000	KZT		905,271	USD	CBK	12/20/17		15,094		—
	118,807,000	KZT		342,137	USD	CBK	12/20/17		8,481		—
	111,100,000	KZT		319,850	USD	CBK	12/20/17		8,023		—
	74,254,000	KZT		213,374	USD	CBK	12/20/17		5,762		—
	118,807,000	KZT		347,643	USD	CBK	12/20/17		2,975		—
	118,807,000	KZT		349,381	USD	CBK	12/20/17		1,237		—
	75,300,000	KZT		221,634	USD	DEUT	12/20/17		588		—
	49,300,000	KZT		145,966	USD	JPM	12/20/17		—		(474	)
	3,191,000	MXN		177,460	USD	DEUT	11/22/17		—		(11,684	)
	21,087,000	MXN		1,136,459	USD	DEUT	11/27/17		—		(41,975	)
	99,620,000	MXN		5,028,520	USD	RBC	12/04/17		135,765		—
	48,270,000	MXN		2,381,881	USD	GSC	12/04/17		120,428		—
	48,270,000	MXN		2,429,853	USD	DEUT	12/04/17		72,456		—
	2,150,000	MXN		111,714	USD	MSC	12/04/17		—		(259	)
	680,000	MXN		36,348	USD	MSC	12/08/17		—		(1,121	)
	11,320,000	MXN		586,632	USD	JPM	12/20/17		—		(1,375	)
	7,690,000	MXN		399,460	USD	GSC	12/20/17		—		(1,878	)
	5,470,000	MXN		285,542	USD	BNP	12/20/17		—		(2,736	)
	17,260,000	MXN		896,586	USD	CBK	12/20/17		—		(4,223	)
	5,380,000	MXN		287,394	USD	BNP	12/20/17		—		(9,242	)
	7,240,000	MXN		384,999	USD	MSC	12/20/17		—		(10,682	)
	3,022,000	MXN		167,277	USD	GSC	12/20/17		—		(11,036	)
	5,120,000	MXN		278,217	USD	BNP	12/20/17		—		(13,507	)
	13,820,000	MXN		728,713	USD	GSC	12/20/17		—		(14,203	)
	12,140,000	MXN		644,734	USD	CBK	12/20/17		—		(17,082	)
	7,350,000	MXN		403,736	USD	BNP	12/20/17		—		(23,732	)
	11,830,000	MXN		641,939	USD	BNP	12/20/17		—		(30,314	)
	161,465,000	MXN		8,943,447	USD	UBS	12/20/17		—		(595,516	)
	12,698,000	MXN		689,809	USD	MSC	12/29/17		—		(34,293	)
	72,970,000	MXN		3,781,574	USD	GSC	01/18/18		—		(28,079	)
	72,970,000	MXN		3,817,720	USD	GSC	01/18/18		—		(64,226	)
	13,565,000	MXN		707,985	USD	CBK	01/22/18		—		(10,746	)

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

73

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017 - (continued)
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty	Settlement Date		Appreciation		Depreciation
	2,810,000	MXN		130,482	USD	GSC		01/25/18	$	13,870	$	—
	2,774,000	MXN		129,222	USD	GSC		01/25/18		13,281		—
	138,000	MXN		6,418	USD	BCLY		01/25/18		671		—
	137,000	MXN		6,381	USD	BCLY		01/25/18		657		—
	4,656,000	MXN		238,586	USD	DEUT		01/26/18		551		—
	5,922,000	MXN		275,685	USD	JPM		02/21/18		27,244		—
	3,660,000	MXN		176,513	USD	CBK		02/27/18		10,532		—
	72,970,000	MXN		3,583,548	USD	BNP		10/18/18		10,672		—
	72,970,000	MXN		3,609,249	USD	GSC		10/18/18		—		(15,029	)
	2,670,000	MYR		634,129	USD	BCLY		11/17/17		—		(3,934	)
	20,621,000	MYR		4,886,146	USD	BCLY		11/17/17		—		(19,011	)
	435,000	NZD		305,192	USD	DEUT		12/20/17		—		(7,794	)
	1,560,000	PEN		475,610	USD	HSBC		12/20/17		3,180		—
	925,000	PEN		281,497	USD	DEUT		12/20/17		2,400		—
	891,000	PEN		271,771	USD	DEUT		12/20/17		1,692		—
	455,000	PEN		138,741	USD	BCLY		12/20/17		906		—
	540,000	PEN		165,848	USD	HSBC		12/20/17		—		(113	)
	710,000	PEN		218,529	USD	JPM		12/20/17		—		(618	)
	13,776,000	PEN		4,248,574	USD	CBK		12/20/17		—		(20,494	)
	36,940,000	PHP		719,097	USD	SCB		12/20/17		—		(5,816	)
	3,020,000	PLN		821,418	USD	DEUT		12/20/17		8,500		—
	995,000	PLN		273,062	USD	GSC		12/20/17		371		—
	1,140,000	PLN		315,818	USD	HSBC		12/20/17		—		(2,538	)
	1,545,000	PLN		428,679	USD	JPM		12/20/17		—		(4,101	)
	24,650,000	PLN		6,916,968	USD	SCB		12/20/17		—		(142,968	)
	2,695,000	PLN		739,395	USD	DEUT		01/25/18		1,420		—
	430,000	RON		110,916	USD	JPM		12/20/17		—		(2,100	)
	510,000	RON		131,991	USD	JPM		12/20/17		—		(2,930	)
	1,730,000	RON		442,014	USD	CBK		12/20/17		—		(4,220	)
	920,000	RON		237,215	USD	JPM		12/20/17		—		(4,400	)
	2,945,000	RON		753,891	USD	GSC		12/20/17		—		(8,628	)
	10,327,000	RON		2,685,896	USD	CBK		12/20/17		—		(72,541	)
	30,026,000	RUB		508,054	USD	MSC		12/20/17		639		—
	751,000	RUB		12,829	USD	DEUT		12/20/17		—		(106	)
	3,288,000	RUB		56,061	USD	DEUT		12/20/17		—		(357	)
	14,520,000	RUB		246,667	USD	JPM		12/20/17		—		(672	)
	32,860,000	RUB		558,274	USD	BCLY		12/20/17		—		(1,568	)
	13,490,000	RUB		230,342	USD	BCLY		12/20/17		—		(1,798	)
	9,320,000	RUB		159,781	USD	GSC		12/20/17		—		(1,883	)
	16,200,000	RUB		277,508	USD	JPM		12/20/17		—		(3,052	)
	11,823,000	RUB		204,409	USD	DEUT		12/20/17		—		(4,106	)
	31,360,000	RUB		535,794	USD	CBK		12/20/17		—		(4,500	)
	17,730,000	RUB		306,165	USD	GSC		12/20/17		—		(5,787	)
	8,776,000	RUB		149,557	USD	GSC		03/20/18		—		(2,735	)
	9,257,000	RUB		157,539	USD	GSC		03/29/18		—		(2,878	)
	352,000	SGD		260,172	USD	BNP		12/20/17		—		(1,821	)
	488,000	SGD		360,796	USD	BNP		12/20/17		—		(2,628	)
	617,000	SGD		456,019	USD	BNP		12/20/17		—		(3,172	)
	1,113,000	SGD		822,910	USD	BNP		12/20/17		—		(6,023	)
	42,970,000	THB		1,285,834	USD	BCLY		12/20/17		7,885		—
	27,750,000	THB		831,281	USD	JPM		12/20/17		4,201		—
	5,780,000	THB		174,841	USD	JPM		12/20/17		—		(820	)
	8,210,000	THB		248,487	USD	JPM		12/20/17		—		(1,304	)
	8,270,000	THB		250,686	USD	JPM		12/20/17		—		(1,697	)
	16,460,000	THB		498,662	USD	JPM		12/20/17		—		(3,093	)
	105,284,000	THB		3,188,637	USD	JPM		12/20/17		—		(18,800	)
	400,000	TRY		105,925	USD	MSC		12/20/17		—		(2,051	)
	2,125,000	TRY		554,671	USD	GSC		12/20/17		—		(2,839	)
	1,190,000	TRY		316,281	USD	MSC		12/20/17		—		(7,255	)

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

74

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017 - (continued)
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty	Settlement Date		Appreciation		Depreciation
	650,000	TRY		178,587	USD	GSC		12/20/17	$	—	$	(9,791	)
	1,190,000	TRY		328,879	USD	CBK		12/20/17		—		(19,853	)
	1,135,000	TRY		319,681	USD	JPM		12/20/17		—		(24,938	)
	2,730,000	TRY		744,998	USD	SSG		12/20/17		—		(36,057	)
	20,259,000	TRY		5,743,405	USD	BOA		12/20/17		—		(482,434	)
	33,000	TRY		9,172	USD	DEUT		02/20/18		—		(753	)
	123,000	TRY		34,208	USD	BOA		02/20/18		—		(2,831	)
	524,000	TRY		145,616	USD	HSBC		02/20/18		—		(11,944	)
	1,072,000	TRY		279,123	USD	MSC		03/05/18		—		(6,715	)
	314,294	USD		5,695,000	ARS	CBK		12/20/17		1,454		—
	548,626	USD		9,985,000	ARS	BNP		12/20/17		127		—
	597,599	USD		750,000	AUD	UBS		12/20/17		23,869		—
	404,844	USD		515,000	AUD	BNP		12/20/17		10,883		—
	109,434	USD		140,000	AUD	HSBC		12/20/17		2,338		—
	3,906,131	USD		12,800,000	BRL	JPM		11/03/17		—		(4,637	)
	3,907,657	USD		12,805,000	BRL	GSC		11/03/17		—		(4,639	)
	3,152,672	USD		12,803,000	BRL	MSC		11/03/17		—		(759,013	)
	3,152,037	USD		12,802,000	BRL	MSC		11/03/17		—		(759,342	)
	514,368	USD		1,790,000	BRL	DEUT		11/17/17		—		(31,466	)
	3,924,423	USD		12,805,000	BRL	GSC		12/04/17		27,809		—
	708,101	USD		2,249,000	BRL	MSC		12/04/17		23,721		—
	489,642	USD		1,560,000	BRL	DEUT		12/04/17		14,928		—
	27,725	USD		88,000	BRL	MSC		12/15/17		980		—
	878,149	USD		2,789,000	BRL	DEUT		12/22/17		31,169		—
	709,919	USD		2,276,000	BRL	CBK		01/22/18		21,483		—
	227,356	USD		748,000	BRL	DEUT		01/26/18		1,230		—
	166,044	USD		533,000	BRL	MSC		03/21/18		5,912		—
	170,239	USD		556,000	BRL	DEUT		03/29/18		3,350		—
	194,294	USD		647,000	BRL	MSC		04/30/18		825		—
	276,552	USD		350,000	CAD	CBK		12/14/17		5,135		—
	1,196,800	USD		1,460,000	CAD	DEUT		12/20/17		64,514		—
	857,603	USD		1,075,000	CAD	GSC		12/20/17		23,899		—
	324,130	USD		410,000	CAD	GSC		12/20/17		6,159		—
	8,072,623	USD		5,046,600,000	CLP	GSC		12/20/17		148,349		—
	347,640	USD		219,500,000	CLP	BOA		12/20/17		2,977		—
	83,587	USD		52,200,000	CLP	JPM		12/20/17		1,621		—
	1,195,008	USD		761,500,000	CLP	HSBC		12/20/17		—		(714	)
	164,618	USD		103,545,000	CLP	MSC		03/21/18		2,254		—
	362,103	USD		2,490,000	CNH	DEUT		12/07/17		—		(12,414	)
	234,420	USD		1,549,000	CNH	JPM		12/20/17		1,653		—
	730,988	USD		2,182,000,000	COP	DEUT		12/20/17		17,147		—
	432,871	USD		1,280,000,000	COP	DEUT		12/20/17		14,119		—
	310,696	USD		922,300,000	COP	CSFB		12/20/17		8,965		—
	285,213	USD		844,800,000	COP	JPM		12/20/17		8,836		—
	157,733	USD		465,942,000	COP	BNP		12/20/17		5,300		—
	124,890	USD		367,800,000	COP	UBS		12/20/17		4,564		—
	480,237	USD		1,458,000,000	COP	CSFB		12/20/17		3,252		—
	190,629	USD		583,516,000	COP	MSC		04/30/18		1,768		—
	2,940,476	USD		64,220,000	CZK	GSC		12/20/17		15,431		—
	726,616	USD		15,870,000	CZK	GSC		12/20/17		3,781		—
	231,975	USD		5,100,000	CZK	DEUT		12/20/17		—		(316	)
	2,920,873	USD		64,230,000	CZK	MSC		12/20/17		—		(4,628	)
	228,861	USD		5,424,000	CZK	HSBC		03/25/19		—		(23,695	)
	6,121,768	USD		128,450,000	CZK	JPM		09/26/19		89,878		—
	2,030,119	USD		1,693,000	EUR	CBK		12/20/17		52,155		—
	675,239	USD		570,000	EUR	CBK		12/20/17		9,298		—
	854,932	USD		725,000	EUR	CBK		12/20/17		7,901		—
	772,098	USD		655,000	EUR	BNP		12/20/17		6,849		—
	954,462	USD		820,000	EUR	GSC		12/20/17		—		(3,559	)

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

75

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017 - (continued)
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty	Settlement Date	Appreciation		Depreciation
	753,303	USD		641,000	EUR	DEUT	01/25/18	$	2,785	$	—
	226,406	USD		201,000	EUR	JPM	03/25/19		—		(15,667	)
	5,661,129	USD		1,450,551,000	HUF	BOA	12/20/17		221,682		—
	251,505	USD		66,000,000	HUF	CBK	12/20/17		4,010		—
	122,293	USD		32,100,000	HUF	MSC	12/20/17		1,921		—
	253,386	USD		67,205,000	HUF	CIBC	12/20/17		1,373		—
	762,038	USD		10,318,000,000	IDR	HSBC	12/20/17		4,698		—
	238,675	USD		3,198,000,000	IDR	GSC	12/20/17		3,942		—
	502,500	USD		6,834,000,000	IDR	BCLY	12/20/17		885		—
	678,200	USD		9,271,000,000	IDR	DEUT	12/20/17		—		(2,290	)
	203,338	USD		13,340,000	INR	UBS	12/20/17		—		(1,296	)
	1,356,590	USD		89,440,000	INR	DEUT	12/20/17		—		(15,408	)
	297,570	USD		19,470,000	INR	DEUT	02/02/18		421		—
	149,612	USD		10,018,000	INR	DEUT	03/28/18		—		(2,249	)
	189,050	USD		12,500,000	INR	BNP	05/02/18		412		—
	112,542	USD		126,760,000	KRW	BCLY	12/20/17		—		(634	)
	249,762	USD		283,030,000	KRW	JPM	12/20/17		—		(2,936	)
	155,034	USD		177,120,000	KRW	BCLY	12/20/17		—		(3,104	)
	1,197,950	USD		1,350,090,000	KRW	SCB	12/20/17		—		(7,451	)
	1,144,497	USD		21,932,000	MXN	MSC	11/22/17		5,105		—
	61,749	USD		1,121,000	MXN	MSC	11/22/17		3,512		—
	786,378	USD		15,021,000	MXN	DEUT	11/27/17		6,739		—
	1,977,218	USD		40,703,000	MXN	GSC	12/04/17		—		(132,819	)
	2,822,838	USD		57,377,000	MXN	GSC	12/04/17		—		(151,577	)
	4,720,377	USD		98,080,000	MXN	GSC	12/04/17		—		(364,074	)
	714,238	USD		12,782,000	MXN	MSC	12/08/17		52,065		—
	551,917	USD		10,046,000	MXN	MSC	12/08/17		31,483		—
	804,518	USD		14,530,000	MXN	CBK	12/15/17		52,671		—
	8,388,169	USD		151,440,000	MXN	UBS	12/20/17		558,541		—
	1,220,080	USD		21,948,000	MXN	BCLY	12/20/17		85,343		—
	921,112	USD		17,460,000	MXN	BNP	12/20/17		18,409		—
	508,976	USD		9,510,000	MXN	RBC	12/20/17		17,298		—
	193,796	USD		3,590,000	MXN	BNP	12/20/17		8,188		—
	403,597	USD		7,660,000	MXN	BNP	12/20/17		7,566		—
	194,890	USD		3,710,000	MXN	GSC	12/20/17		3,079		—
	271,030	USD		5,200,000	MXN	JPM	12/20/17		2,184		—
	27,175	USD		516,000	MXN	JPM	12/20/17		497		—
	6,959	USD		132,000	MXN	CSFB	12/20/17		135		—
	848,375	USD		16,408,000	MXN	GSC	12/27/17		1,054		—
	33,800	USD		615,000	MXN	GSC	12/28/17		2,047		—
	484,476	USD		8,832,000	MXN	DEUT	12/29/17		28,537		—
	3,766,680	USD		72,970,000	MXN	GSC	01/18/18		13,185		—
	3,740,133	USD		72,970,000	MXN	BNP	01/18/18		—		(13,361	)
	386,882	USD		8,764,000	MXN	GSC	01/25/18		—		(63,331	)
	458,572	USD		8,634,000	MXN	DEUT	08/02/18		28,143		—
	168,491	USD		3,175,000	MXN	BCLY	08/17/18		10,581		—
	3,662,601	USD		72,970,000	MXN	GSC	10/18/18		68,381		—
	3,630,041	USD		72,970,000	MXN	GSC	10/18/18		35,821		—
	425,683	USD		1,800,000	MYR	BCLY	11/17/17		832		—
	897,807	USD		1,255,000	NZD	CSFB	12/20/17		39,797		—
	149,647	USD		210,000	NZD	HSBC	12/20/17		6,075		—
	1,455,975	USD		4,721,000	PEN	CBK	12/20/17		7,023		—
	400,000	USD		1,300,000	PEN	DEUT	12/20/17		1,009		—
	208,602	USD		679,000	PEN	BNP	12/20/17		206		—
	473,837	USD		24,341,000	PHP	SCB	12/20/17		3,832		—
	190,375	USD		9,890,000	PHP	BCLY	12/20/17		—		(592	)
	1,516,707	USD		5,469,000	PLN	CSFB	12/20/17		13,786		—
	485,980	USD		1,787,000	PLN	BOA	12/20/17		—		(5,100	)
	1,754,459	USD		6,440,000	PLN	MSC	12/20/17		—		(15,300	)

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

76

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017 - (continued)
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty	Settlement Date	Appreciation		Depreciation
	167,872	USD		599,000	PLN	CBK	03/21/18	$	3,163	$	—
	155,218	USD		568,000	PLN	DEUT	04/03/18		—		(979	)
	211,125	USD		765,000	PLN	MSC	04/30/18		720		—
	597,547	USD		2,295,000	RON	CBK	12/20/17		16,774		—
	449,979	USD		1,729,000	RON	CBK	12/20/17		12,438		—
	288,776	USD		1,109,000	RON	DEUT	12/20/17		8,132		—
	548,540	USD		2,146,000	RON	DEUT	12/20/17		5,473		—
	2,663,672	USD		155,372,000	RUB	GSC	12/20/17		31,397		—
	736,578	USD		42,590,000	RUB	JPM	12/20/17		15,029		—
	363,847	USD		21,054,000	RUB	GSC	12/20/17		7,155		—
	408,912	USD		23,939,000	RUB	BNP	12/20/17		3,343		—
	588,933	USD		34,591,000	RUB	BCLY	12/20/17		2,901		—
	463,287	USD		27,232,000	RUB	BCLY	12/20/17		1,929		—
	165,377	USD		9,744,000	RUB	DEUT	12/20/17		296		—
	147,303	USD		8,685,000	RUB	DEUT	12/20/17		164		—
	146,879	USD		8,776,000	RUB	MSC	03/20/18		57		—
	154,735	USD		9,257,000	RUB	MSC	03/29/18		74		—
	177,073	USD		10,496,000	RUB	MSC	04/27/18		2,466		—
	1,651,687	USD		2,220,000	SGD	SSG	12/20/17		22,318		—
	256,709	USD		350,000	SGD	CSFB	12/20/17		—		(174	)
	584,894	USD		19,360,000	THB	HSBC	12/20/17		2,013		—
	646,953	USD		21,660,000	THB	BCLY	12/20/17		—		(5,175	)
	4,070,761	USD		14,359,000	TRY	BOA	12/20/17		341,935		—
	497,167	USD		1,840,000	TRY	GSC	12/20/17		19,346		—
	484,165	USD		1,792,000	TRY	GSC	12/20/17		18,808		—
	223,545	USD		835,000	TRY	DEUT	12/20/17		6,708		—
	233,787	USD		875,000	TRY	CSFB	12/20/17		6,562		—
	168,622	USD		625,000	TRY	JPM	12/20/17		6,319		—
	123,295	USD		451,000	TRY	BCLY	12/20/17		6,177		—
	352,897	USD		1,354,000	TRY	CSFB	12/20/17		1,282		—
	354,136	USD		1,359,000	TRY	CSFB	12/20/17		1,223		—
	204,658	USD		761,000	TRY	DEUT	01/18/18		8,675		—
	190,652	USD		680,000	TRY	DEUT	02/20/18		17,184		—
	215,647	USD		825,000	TRY	BOA	02/20/18		5,189		—
	612,717	USD		2,226,000	TRY	CBK	03/05/18		47,064		—
	946,366	USD		28,275,000	TWD	UBS	12/20/17		6,497		—
	93,685	USD		2,810,000	TWD	BCLY	12/20/17		280		—
	244,651	USD		7,375,000	TWD	UBS	12/20/17		—		(496	)
	151,435	USD		4,590,000	TWD	BCLY	12/20/17		—		(1,138	)
	5,457,570	USD		72,011,000	ZAR	BCLY	12/20/17		408,914		—
	700,542	USD		9,221,000	ZAR	CBK	12/20/17		54,062		—
	617,413	USD		8,454,000	ZAR	RBC	12/20/17		24,707		—
	515,896	USD		7,007,000	ZAR	HSBC	12/20/17		24,639		—
	882,896	USD		12,272,000	ZAR	GSC	12/20/17		22,512		—
	529,234	USD		7,229,000	ZAR	MSC	12/20/17		22,412		—
	496,877	USD		6,850,000	ZAR	BCLY	12/20/17		16,627		—
	280,826	USD		3,840,000	ZAR	MSC	12/20/17		11,605		—
	328,029	USD		4,559,000	ZAR	SCB	12/20/17		8,399		—
	116,750	USD		1,570,000	ZAR	GSC	12/20/17		6,678		—
	204,016	USD		2,830,000	ZAR	MSC	12/20/17		5,606		—
	194,124	USD		2,710,000	ZAR	MSC	12/20/17		4,128		—
	651,716	USD		9,250,000	ZAR	BOA	12/20/17		3,203		—
	79,857	USD		1,110,000	ZAR	DEUT	12/20/17		2,035		—
	726,858	USD		9,713,000	ZAR	DEUT	12/29/17		46,871		—
	11,067,000	UYU		372,250	USD	JPM	12/20/17		3,603		—
	11,068,000	UYU		372,409	USD	JPM	12/20/17		3,478		—
	9,630,000	UYU		329,603	USD	HSBC	12/20/17		—		(2,552	)
	993,000	ZAR		74,024	USD	MSC	11/22/17		—		(4,076	)
	1,794,000	ZAR		132,807	USD	MSC	11/22/17		—		(6,436	)

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

77

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017 - (continued)
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty	Settlement Date	Appreciation		Depreciation
	1,690,000	ZAR		126,773	USD	JPM	12/20/17	$	—	$	(8,288	)
	16,840,000	ZAR		1,189,046	USD	GSC	12/20/17		—		(8,402	)
	3,630,000	ZAR		265,323	USD	GSC	12/20/17		—		(10,825	)
	5,370,000	ZAR		387,721	USD	SSG	12/20/17		—		(11,233	)
	3,950,000	ZAR		290,135	USD	JPM	12/20/17		—		(13,203	)
	4,640,000	ZAR		343,587	USD	GSC	12/20/17		—		(18,279	)
	6,600,000	ZAR		491,534	USD	GSC	12/20/17		—		(28,811	)
	11,960,000	ZAR		872,095	USD	GSC	12/20/17		—		(33,585	)
	73,880,000	ZAR		5,599,218	USD	BCLY	12/20/17		—		(419,527	)
	1,381,000	ZAR		102,156	USD	JPM	12/28/17		—		(5,460	)
	8,880,000	ZAR		654,554	USD	DEUT	12/29/17		—		(32,883	)
	Total							$	4,298,238	$	(6,324,399	)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
BNP	BNP Paribas Securities Services
BOA	Banc of America Securities LLC
CBK	Citibank NA
CIBC	Canadian Imperial Bank of Commerce
CSFB	Credit Suisse First Boston Corp.
DEUT	Deutsche Bank Securities, Inc.
GSC	Goldman Sachs & Co.
HSBC	HSBC Bank USA
JPM	JP Morgan Chase & Co.
MSC	Morgan Stanley
RBC	RBC Dominion Securities, Inc.
SCB	Standard Chartered Bank
SSG	State Street Global Markets LLC
UBS	UBS AG
Currency Abbreviations:
ARS	Argentine Peso
AUD	Australian Dollar
BRL	Brazilian Real
CAD	Canadian Dollar
CLP	Chilean Peso
CNH	Chinese Renminbi
COP	Colombian Peso
CZK	Czech Koruna
EGP	Egyptian Pound
EUR	Euro
GHS	Ghana Cedi
HUF	Hungarian Forint
IDR	Indonesian Rupiah
INR	Indian Rupee
KRW	South Korean Won

Currency Abbreviations: - (continued)
KZT	Kazakhstani Tenge
MXN	Mexican Peso
MYR	Malaysian Ringgit
NZD	New Zealand Dollar
PEN	Peruvian Sol
PHP	Philippine Peso
PLN	Polish Zloty
RON	New Romanian Leu
RUB	Russian Ruble
SGD	Singapore Dollar
THB	Thai Baht
TRY	Turkish Lira
TWD	Taiwanese Dollar
USD	United States Dollar
UYU	Uruguayan Peso
ZAR	South African Rand
Other Abbreviations:
BZDIOVRA	Brazil Cetip Interbank Deposit Rate
CJSC	Closed Joint Stock Company
CMT	Constant Maturity Treasury
EURIBOR	Euro Interbank Offered Rate
KSDA	Korea Securities Dealers Association
OJSC	Open Joint Stock Company
OTC	Over-the-Counter
PJSC	Private Joint Stock Company
PRIBOR	Prague Interbank Offered Rate
TIIE	Interbank Equilibrium Interest Rate
WIBOR	Warsaw Interbank Offered Rate

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

78

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total			Level 1(1)			Level 2(1)			Level 3(1)
Assets
Corporate Bonds	$	30,103,146		$	—		$	30,103,146		$	—
Foreign Government Obligations		111,777,618			—			111,777,618			—
U.S. Government Securities		1,999,863			—			1,999,863			—
Short-Term Investments		9,750,478			9,750,478			—			—
Purchased Options		802,807			—			802,807			—
Foreign Currency Contracts(2)		4,298,238			—			4,298,238			—
Futures Contracts(2)		43,611			43,611			—			—
Swaps - Interest Rate(2)		70,501			—			70,501			—
Swaps - Total Return(2)		19,310			—			19,310			—
Total	$	158,865,572		$	9,794,089		$	149,071,483		$	—
Liabilities
Foreign Currency Contracts(2)	$	(6,324,399	)	$	—		$	(6,324,399	)	$	—
Futures Contracts(2)		(36,840	)		(36,840	)		—			—
Swaps - Interest Rate(2)		(111,496	)		—			(111,496	)		—
Written Options		(481,256	)		—			(481,256	)		—
Total	$	(6,953,991	)	$	(36,840	)	$	(6,917,151	)	$	—

⁽¹⁾  For the year ended October 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 accompanying notes are an integral part of these financial statements.

79

The Hartford Floating Rate Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 6.6%
			Advertising - 0.1%
	$	3,000,000	Acosta, Inc. 7.75%, 10/01/2022(1)	$	2,100,000
			Biotechnology - 0.2%
		6,250,000	Sterigenics-Nordion Topco LLC (cash) 8.13%, 11/01/2021(1)(2)		6,367,188
			Coal - 0.1%
		6,085,000	Foresight Energy LLC / Foresight Energy Finance Corp. 11.50%, 04/01/2023(1)		5,415,650
			Commercial Banks - 1.8%
	EUR	4,400,000	Banco Bilbao Vizcaya Argentaria S.A. 5 year EUR Swap + 6.155%, 7.00%, 02/19/2019(3)(4)(5)		5,413,638
		8,600,000	Banco de Sabadell S.A. 5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(3)(4)(5)		10,500,359
		4,000,000	Banco Santander S.A. 5 year EUR Swap + 5.410%, 6.25%, 03/12/2019(3)(4)(5)		4,880,719
	$	5,675,000	BNP Paribas S.A. 5 year USD Swap + 6.314%, 7.63%, 03/30/2021(1)(3)(4)		6,363,094
	EUR	4,000,000	Caixa Geral de Depositos S.A. 5 year EUR Swap + 10.925%, 10.75%, 03/30/2022(3)(4)(5)		5,358,308
			Credit Agricole S.A.
	$	7,600,000	5 year USD Swap + 4.697%, 6.63%, 09/23/2019(1)(3)(4)		7,989,500
		2,150,000	5 year USD Swap + 4.898%, 7.88%, 01/23/2024(1)(3)(4)		2,448,313
			Credit Suisse Group AG
		3,850,000	5 year USD Swap + 3.455%, 6.25%, 12/18/2024(1)(3)(4)		4,210,937
		5,000,000	5 year USD Swap + 4.598%, 7.50%, 12/11/2023(1)(3)(4)		5,812,500
		5,220,000	HSBC Holdings plc 5 year USD ICE Swap + 4.368%, 6.38%, 03/30/2025(3)(4)		5,709,375
		5,925,000	Intesa Sanpaolo S.p.A. 5 year USD Swap + 5.462%, 7.70%, 09/17/2025(1)(3)(4)		6,473,062
		5,000,000	Standard Chartered plc 5 year USD Swap + 5.723%, 7.75%, 04/02/2023(1)(3)(4)		5,544,500
		2,500,000	UBS Group AG 5 year USD Swap + 5.464%, 7.13%, 02/19/2020(3)(4)(5)		2,693,750
					73,398,055
			Commercial Services - 0.5%
		8,145,000	Brand Industrial Services, Inc. 8.50%, 07/15/2025(1)		8,613,337
		5,625,000	Herc Rentals, Inc. 7.75%, 06/01/2024(1)		6,173,438
		4,250,000	Hertz Corp. 6.25%, 10/15/2022		4,069,375
					18,856,150
			Diversified Financial Services - 0.2%
		9,950,000	Navient Corp. 5.88%, 10/25/2024		10,099,250

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 6.6% - (continued)
			Electric - 0.1%
	$	3,465,000	GenOn Energy, Inc. 7.88%, 06/15/2017(6)(7)	$	2,477,475
			Entertainment - 0.3%
		5,750,000	Codere Finance 2 Luxembourg S.A. 7.63%, 11/01/2021(1)		5,807,500
		7,415,000	CRC Escrow Issuer LLC / CRC Finco, Inc. 5.25%, 10/15/2025(1)		7,463,568
					13,271,068
			Food - 0.2%
	GBP	1,245,620	Iceland Bondco plc 3 mo. GBP LIBOR+ 4.25%, 4.63%, 07/15/2020(1)(3)		1,654,535
	$	7,835,000	MARB BondCo plc 7.00%, 03/15/2024(1)		7,893,763
					9,548,298
			Healthcare-Services - 0.1%
		5,000,000	Community Health Systems, Inc. 6.25%, 03/31/2023		4,812,500
			Household Products - 0.2%
		10,000,000	Revlon Consumer Products Corp. 5.75%, 02/15/2021		8,575,000
			Housewares - 0.0%
		1,600,000	American Greetings Corp. 7.88%, 02/15/2025(1)		1,738,560
			Lodging - 0.3%
		10,524,000	Chester Downs & Marina LLC / Chester Downs Finance Corp. 9.25%, 02/01/2020(1)		10,734,480
			Machinery - Construction & Mining - 0.1%
		4,870,000	BlueLine Rental Finance Corp. / BlueLine Rental LLC 9.25%, 03/15/2024(1)		5,283,950
			Mining - 0.3%
		6,075,000	Constellium N.V. 6.63%, 03/01/2025(1)		6,302,813
		6,100,000	First Quantum Minerals Ltd. 7.25%, 04/01/2023(1)		6,450,750
					12,753,563
			Oil & Gas - 0.8%
		7,500,000	Denbury Resources, Inc. 9.00%, 05/15/2021(1)		7,331,250
		2,065,000	KCA Deutag UK Finance plc 7.25%, 05/15/2021(1)		1,987,562
		7,230,000	MEG Energy Corp. 6.50%, 01/15/2025(1)		7,193,850
		5,130,000	Nostrum Oil & Gas Finance B.V. 8.00%, 07/25/2022(1)		5,337,765
		6,100,000	Sable Permian Resources LLC / AEPB Finance Corp. 3 mo. USD LIBOR + 6.500%, 7.88%, 08/01/2019(1)(3)		5,642,500
		3,870,000	Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp. 8.75%, 04/15/2023(1)		3,775,959
					31,268,886

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

80

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 6.6% - (continued)
			Oil & Gas Services - 0.1%
	$	3,460,000	SESI LLC 7.75%, 09/15/2024(1)	$	3,581,100
			Packaging & Containers - 0.0%
		1,165,000	Plastipak Holdings, Inc. 6.25%, 10/15/2025(1)		1,188,067
			Pharmaceuticals - 0.3%
		4,000,000	Endo Finance LLC / Endo Finco, Inc. 7.25%, 01/15/2022(1)		3,680,000
			Valeant Pharmaceuticals International, Inc.
		4,345,000	5.50%, 11/01/2025(1)		4,442,762
		7,000,000	5.88%, 05/15/2023(1)		5,915,000
					14,037,762
			Retail - 0.3%
		4,975,000	Eurotorg LLC Via Bonitron DAC 8.75%, 10/30/2022(1)		5,016,392
		10,000,000	Staples, Inc. 8.50%, 09/15/2025(1)		8,825,000
					13,841,392
			Telecommunications - 0.1%
		5,000,000	Liquid Telecommunications Financing plc 8.50%, 07/13/2022(1)		5,326,045
			Transportation - 0.4%
		7,320,000	Hertz Corp. 7.63%, 06/01/2022(1)		7,632,564
		6,580,000	Rumo Luxembourg S.a.r.l. 7.38%, 02/09/2024(1)		7,168,910
					14,801,474
			Water - 0.1%
		3,860,000	Aegea Finance S.a.r.l. 5.75%, 10/10/2024(1)		3,964,992
			Total Corporate Bonds (cost $269,550,587)	$	273,440,905
SENIOR FLOATING RATE INTERESTS - 97.9%(8)
			Advertising - 0.3%
		14,015,422	Acosta Holdco, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 09/26/2021	$	12,333,571
			Aerospace/Defense - 2.4%
		7,665,964	Fly Funding II S.a.r.l. 3 mo. USD LIBOR + 2.250%, 3.56%, 02/09/2023		7,688,348
		41,235,000	MacDonald, Dettwiler and Associates Ltd. 3 mo. USD LIBOR + 2.750%, 4.10%, 10/04/2024		41,467,153
			TransDigm, Inc.
		14,643,029	4.24%, 05/14/2022		14,702,187
		36,040,890	1 mo. USD LIBOR + 3.000%, 4.24%, 06/09/2023		36,180,728
					100,038,416
			Agriculture - 0.1%
		3,887,146	Pinnacle Operating Corp. 1 mo. USD LIBOR + 7.250%, 8.49%, 11/15/2021		3,605,328

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 97.9%(8) - (continued)
			Airlines - 0.7%
	$	29,700,000	American Airlines, Inc. 1 mo. USD LIBOR + 2.500%, 3.74%, 04/28/2023	$	29,740,986
			Auto Manufacturers - 0.4%
		15,592,420	Jaguar Holding Co. 3 mo. USD LIBOR + 2.750%, 3.99%, 08/18/2022		15,675,216
			Auto Parts & Equipment - 0.5%
		20,140,000	USI, Inc. 3 mo. USD LIBOR + 3.000%, 4.31%, 05/16/2024		20,181,891
			Beverages - 0.3%
		12,623,458	Jacobs Douwe Egberts International B.V. 3 mo. USD LIBOR + 2.250%, 3.56%, 07/02/2022		12,723,436
			Biotechnology - 0.7%
		28,594,370	Sterigenics-Nordion Holdings LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 05/15/2022		28,594,370
			Chemicals - 2.3%
		12,440,000	Avantor, Inc. 0.00%, 09/07/2024(9)		12,504,439
		9,800,438	Axalta Coating Systems U.S. Holdings, Inc. 3 mo. USD LIBOR + 2.000%, 3.33%, 06/01/2024		9,849,440
		13,708,089	Chemours Co. 1 mo. USD LIBOR + 2.500%, 3.75%, 05/12/2022		13,816,657
			Diamond (BC) B.V.
	EUR	3,075,000	EURIBOR + 3.250%, 3.25%, 09/06/2024		3,578,545
	$	12,905,000	3 mo. USD LIBOR + 3.000%, 4.32%, 09/06/2024		12,955,716
		25,000,000	H.B. Fuller Co. 1 mo. USD LIBOR + 2.250%, 3.49%, 10/12/2024		25,135,500
		4,830,768	Tronox Blocked Borrower LLC 3 mo. USD LIBOR + 3.000%, 4.32%, 09/22/2024		4,869,028
		11,147,927	Tronox Finance LLC 3 mo. USD LIBOR + 3.000%, 4.32%, 09/22/2024		11,236,219
					93,945,544
			Coal - 1.1%
		11,606,675	Arch Coal, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 03/07/2024		11,715,546
			Ascent Resources - Marcellus LLC
		1,835,000	0.00%, 08/04/2021(6)		113,550
		15,944,225	1 mo. USD LIBOR + 4.250%, 5.49%, 08/04/2020		11,726,977
		21,827,831	Foresight Energy LLC 3 mo. USD LIBOR + 5.750%, 7.08%, 03/28/2022		20,550,903
					44,106,976
			Commercial Services - 8.0%
		15,064,553	Allied Universal Holdco LLC 3 mo. USD LIBOR + 3.750%, 5.08%, 07/28/2022		15,002,638

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

81

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 97.9%(8) - (continued)
			Commercial Services - 8.0% - (continued)
	$	5,310,000	Ascend Learning LLC 1 mo. USD LIBOR + 3.250%, 4.49%, 07/12/2024	$	5,352,055
			Brickman Group Ltd. LLC
		32,586,663	3 mo. USD LIBOR + 3.000%, 4.24%, 12/18/2020		32,776,644
		5,576,011	1 mo. USD LIBOR + 6.500%, 7.74%, 12/17/2021		5,592,962
		1,822,842	Brock Holdings III, Inc. PRIME + 7.250%, 11.50%, 03/16/2018		1,754,485
		14,266,260	Camelot UK Holdco Ltd. 1 mo. USD LIBOR + 3.500%, 4.74%, 10/03/2023		14,361,416
			Capital Automotive L.P.
		3,529,586	1 mo. USD LIBOR + 3.000%, 4.25%, 03/24/2024		3,534,881
		6,514,267	1 mo. USD LIBOR + 6.000%, 7.24%, 03/24/2025		6,677,124
		7,521,150	Clean Harbors, Inc. 1 mo. USD LIBOR + 2.000%, 3.24%, 06/27/2024		7,563,494
		4,500,000	Constellis Holdings LLC 3 mo. USD LIBOR + 9.000%, 10.33%, 04/21/2025		4,469,085
		19,974,747	Hertz Corp. 1 mo. USD LIBOR + 2.750%, 4.00%, 06/30/2023		19,937,395
		3,532,096	KAR Auction Services, Inc. 3 mo. USD LIBOR + 2.500%, 3.88%, 03/09/2023		3,555,655
		5,415,000	Multi Color Corp. 0.00%, 09/20/2024(9)		5,448,844
		5,109,497	ON Assignment, Inc. 1 mo. USD LIBOR + 2.000%, 3.24%, 06/05/2022		5,138,876
		29,083,804	PSAV Holdings LLC 3 mo. USD LIBOR + 3.500%, 4.81%, 04/27/2024		29,265,578
		17,874,950	Quikrete Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 11/15/2023		17,954,314
		9,653,716	Russell Investment Group 3 mo. USD LIBOR + 4.250%, 5.49%, 06/01/2023		9,771,974
		32,797,448	ServiceMaster Co. 1 mo. USD LIBOR + 2.500%, 3.74%, 11/08/2023		32,936,837
		15,910,050	Team Health Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 02/06/2024		15,770,837
	EUR	12,000,000	Techem GmbH 0.00%, 07/31/2024(9)		14,063,880
	$	39,580,800	Tempo Acquisition LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 05/01/2024		39,696,376
		22,216,225	Trans Union LLC 1 mo. USD LIBOR + 2.000%, 3.24%, 04/10/2023		22,278,653

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 97.9%(8) - (continued)
			Commercial Services - 8.0% - (continued)
	$	15,071,113	Xerox Business Services LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 12/07/2023	$	15,193,641
					328,097,644
			Construction Materials - 0.2%
		8,575,830	Summit Materials Cos. I LLC 3.99%, 07/17/2022		8,622,311
			Distribution/Wholesale - 1.8%
		7,230,000	Beacon Roofing Supply, Inc. 0.00%, 08/23/2024(9)		7,275,188
		2,907,036	FPC Holdings, Inc. 5.33%, 11/19/2019		2,873,605
		14,007,996	Nexeo Solutions LLC 3 mo. USD LIBOR + 3.750%, 5.08%, 06/09/2023		14,130,566
			PowerTeam Services LLC
		16,081,095	3 mo. USD LIBOR + 3.250%, 4.58%, 05/06/2020		16,121,297
		2,665,000	3 mo. USD LIBOR + 7.250%, 8.58%, 11/06/2020		2,651,675
		31,380,946	Univar, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 07/01/2022		31,537,850
					74,590,181
			Diversified Financial Services - 4.6%
		16,934,900	AlixPartners LLP 3 mo. USD LIBOR + 2.750%, 4.08%, 04/04/2024		17,009,075
	EUR	6,930,175	Chemours Co. EURIBOR + 2.250%, 3.00%, 05/12/2022		8,118,060
	$	7,980,000	Constellis Holdings LLC 3 mo. USD LIBOR + 5.000%, 6.33%, 04/21/2024		7,989,975
		5,150,000	Duff & Phelps Corp. 3 mo. USD LIBOR + 3.250%, 4.61%, 10/06/2024		5,198,307
			EVO Payments International LLC
		15,089,175	1 mo. USD LIBOR + 5.000%, 6.25%, 12/22/2023		15,282,467
		2,150,000	1 mo. USD LIBOR + 9.000%, 10.25%, 11/15/2024		2,158,062
		11,480,000	FinCo I LLC 1 mo. USD LIBOR + 2.750%, 2.75%, 06/14/2022		11,643,590
		4,655,000	Focus Financial Partners LLC 3 mo. USD LIBOR + 3.250%, 4.57%, 07/03/2024		4,707,369
		15,000,000	GreenSky Holdings LLC 1 mo. USD LIBOR + 4.000%, 5.25%, 08/26/2024		15,000,000
		8,857,800	NAB Holdings LLC 3 mo. USD LIBOR + 3.500%, 4.83%, 07/01/2024		8,920,513
		5,281,821	NFP Corp. 1 mo. USD LIBOR + 3.500%, 4.74%, 01/08/2024		5,333,002
		4,596,200	NN, Inc. 1 mo. USD LIBOR + 3.750%, 4.99%, 03/22/2021		4,619,181

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

82

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 97.9%(8) - (continued)
			Diversified Financial Services - 4.6% - (continued)
	$	19,957,083	Numericable Group S.A. 0.00%, 01/31/2026(9)	$	19,961,673
		13,443,413	RP Crown Parent LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 10/12/2023		13,499,472
			SAM Finance Lux S.a.r.l.
	EUR	7,543,499	4.50%, 12/17/2020		8,824,385
	$	21,941,377	3 mo. USD LIBOR + 3.250%, 4.57%, 12/17/2020		22,034,628
		20,480,000	Telenet Financing USD LLC 1 mo. USD LIBOR + 2.750%, 3.99%, 06/30/2025		20,559,667
					190,859,426
			Electric - 4.3%
		20,902,481	AES Corp. 3 mo. USD LIBOR + 2.000%, 3.32%, 05/24/2022		20,937,388
			Calpine Construction Finance Co., L.P.
		11,319,453	3.50%, 05/03/2020		11,319,453
		32,329,159	1 mo. USD LIBOR + 2.500%, 3.75%, 01/31/2022		32,342,737
			Calpine Corp.
		1,687,500	3 mo. USD LIBOR + 1.750%, 3.00%, 11/30/2017		1,687,500
		27,492,000	3 mo. USD LIBOR + 2.750%, 4.09%, 05/31/2023		27,608,291
		11,650,000	Chief Exploration & Development LLC 3 mo. USD LIBOR + 6.500%, 7.96%, 05/16/2021		11,378,206
		16,626,718	Dynegy, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 02/07/2024		16,717,833
		10,659,306	ExGen Texas Power LLC 3 mo. USD LIBOR + 4.750%, 6.08%, 09/16/2021		6,688,715
		10,641,564	Helix Gen Funding LLC 3 mo. USD LIBOR + 3.750%, 5.08%, 06/02/2024		10,749,150
		20,243,750	NRG Energy, Inc. 3 mo. USD LIBOR + 2.250%, 3.58%, 06/30/2023		20,309,137
		4,279,275	Pike Corp. 3 mo. USD LIBOR + 3.500%, 4.76%, 09/20/2024		4,343,464
		9,523,201	Seadrill Partners Finco LLC 3 mo. USD LIBOR + 3.000%, 4.33%, 02/21/2021		7,224,015
		7,039,337	Vistra Operations Co. LLC 1 mo. USD LIBOR + 2.750%, 3.99%, 12/14/2023		7,088,190
					178,394,079
			Energy-Alternate Sources - 1.8%
		18,560,000	BCP Renaissance Parent LLC 0.00%, 09/19/2024(9)		18,763,046
		29,073,565	MEG Energy Corp. 3 mo. USD LIBOR + 3.500%, 4.83%, 12/31/2023		29,150,028
		25,792,154	TEX Operations Co. LLC 3 mo. USD LIBOR + 2.750%, 4.08%, 08/04/2023		25,863,133
					73,776,207

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 97.9%(8) - (continued)
			Engineering & Construction - 0.8%
	$	30,892,575	Brand Energy & Infrastructure Services, Inc. 3 mo. USD LIBOR + 4.250%, 5.63%, 06/21/2024	$	31,081,329
			Entertainment - 0.6%
		10,881,856	CityCenter Holdings LLC 1 mo. USD LIBOR + 2.500%, 3.74%, 04/18/2024		10,926,798
		12,055,000	Scientific Games International, Inc. 2 mo. USD LIBOR + 3.250%, 4.52%, 08/14/2024		12,188,931
					23,115,729
			Environmental Control - 0.3%
		11,432,147	Advanced Disposal Services, Inc. 1 Week USD LIBOR + 2.750%, 3.95%, 11/10/2023		11,529,320
			Food - 2.1%
		16,907,473	Hostess Brands LLC 1 mo. USD LIBOR + 2.500%, 3.74%, 08/03/2022		16,992,010
		34,120,757	JBS USA LLC 1 mo. USD LIBOR + 2.500%, 3.74%, 10/30/2022		33,374,536
		34,598,288	Post Holdings, Inc. 1 mo. USD LIBOR + 2.250%, 3.49%, 05/24/2024		34,765,051
					85,131,597
			Food Service - 0.2%
		8,711,513	Hearthside Group Holdings LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 06/02/2021		8,755,071
			Healthcare-Products - 2.3%
		5,589,982	American Renal Holdings, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 06/14/2024		5,539,337
		5,521,799	Immucor, Inc. 2 mo. USD LIBOR + 5.000%, 6.31%, 06/15/2021		5,623,621
		21,326,484	INC Research LLC 1 mo. USD LIBOR + 2.250%, 3.49%, 08/01/2024		21,436,529
		18,999,956	Kinetic Concepts, Inc. 3 mo. USD LIBOR + 3.250%, 4.58%, 02/02/2024		18,971,456
		10,330,000	Parexel International Corp. 0.00%, 09/27/2024(9)		10,422,247
		39,309,020	Revlon Consumer Products Corp. 1 mo. USD LIBOR + 3.500%, 4.74%, 09/07/2023		33,854,894
					95,848,084
			Healthcare-Services - 5.4%
			Air Medical Group Holdings, Inc.
		14,285,714	0.00%, 09/07/2024(9)		14,348,286
		13,572,460	1 mo. USD LIBOR + 3.250%, 4.49%, 04/28/2022		13,548,708
		7,514,301	CDRH Parent, Inc. 3 mo. USD LIBOR + 4.250%, 5.57%, 07/01/2021		6,274,442

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

83

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 97.9%(8) - (continued)
			Healthcare-Services - 5.4% - (continued)
	$	13,020,553	Community Health Systems, Inc. 3 mo. USD LIBOR + 3.000%, 4.32%, 01/27/2021	$	12,584,104
		13,609,382	DJO Finance LLC 3 mo. USD LIBOR + 3.250%, 4.49%, 06/08/2020		13,612,240
			DuPage Medical Group, Ltd.
		8,600,000	3 mo. USD LIBOR + 3.000%, 4.32%, 08/15/2024		8,643,000
		2,800,000	3 mo. USD LIBOR + 7.000%, 8.32%, 08/15/2025		2,810,500
		30,683,750	Envision Healthcare Corp. 1 mo. USD LIBOR + 3.000%, 4.25%, 12/01/2023		30,798,814
			Genoa, a QoL Healthcare Co. LLC
		9,647,733	1 mo. USD LIBOR + 3.250%, 4.49%, 10/28/2023		9,724,143
		1,750,000	1 mo. USD LIBOR + 8.000%, 9.24%, 10/25/2024		1,750,000
		29,164,126	MPH Acquisition Holdings LLC 3 mo. USD LIBOR + 3.000%, 4.33%, 06/07/2023		29,435,060
		30,845,804	Opal Acquisition, Inc. 3 mo. USD LIBOR + 4.000%, 5.33%, 11/27/2020		29,590,071
		13,822,865	Ortho-Clinical Diagnostics S.A. 3 mo. USD LIBOR + 3.750%, 5.08%, 06/30/2021		13,886,312
		8,480,000	Surgery Center Holdings, Inc. 1 mo. USD LIBOR + 3.250%, 4.50%, 09/02/2024		8,401,560
		6,070,000	Teladoc, Inc. 1 mo. USD LIBOR + 7.250%, 8.49%, 06/17/2022		6,130,700
			U.S. Renal Care, Inc.
		16,363,510	3 mo. USD LIBOR + 4.250%, 5.58%, 12/31/2022		15,793,732
		5,000,000	3 mo. USD LIBOR + 8.000%, 9.33%, 12/31/2023		4,850,000
					222,181,672
			Home Furnishings - 0.2%
		9,176,370	Hillman Group, Inc. 3 mo. USD LIBOR + 3.500%, 4.84%, 06/30/2021		9,233,722
			Household Products - 0.1%
		5,127,687	Prestige Brands, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 01/26/2024		5,155,736
			Household Products/Wares - 0.4%
		16,875,578	Galleria Co. 1 mo. USD LIBOR + 3.000%, 4.25%, 09/29/2023		16,833,389
			Housewares - 0.1%
		3,335,000	Hayward Industries, Inc. 1 mo. USD LIBOR + 3.500%, 4.74%, 08/05/2024		3,362,781
			Insurance - 2.8%
			Asurion LLC
		9,447,284	1 mo. USD LIBOR + 3.000%, 4.24%, 11/03/2023		9,524,090

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 97.9%(8) - (continued)
			Insurance - 2.8% - (continued)
	$	10,550,000	1 mo. USD LIBOR + 6.000%, 7.24%, 08/04/2025	$	10,886,334
		13,244,973	Evertec Group LLC 1 mo. USD LIBOR + 2.500%, 3.74%, 04/17/2020		12,748,286
		24,359,843	HUB International Ltd. 3 mo. USD LIBOR + 3.000%, 4.31%, 10/02/2020		24,540,592
			Sedgwick Claims Management Services, Inc.
		32,353,175	1 mo. USD LIBOR + 2.750%, 3.99%, 03/01/2021		32,494,882
		18,125,000	1 mo. USD LIBOR + 5.750%, 6.99%, 02/28/2022		18,283,594
		6,940,000	USI Holdings Corp. 0.00%, 07/26/2024(9)		6,931,325
					115,409,103
			Internet - 0.4%
		17,335,508	Lands’ End, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 04/04/2021		14,453,480
			IT Services - 0.1%
		6,079,450	Gartner, Inc. 1 mo. USD LIBOR + 2.000%, 3.24%, 04/05/2024		6,125,046
			Leisure Time - 3.3%
		22,845,572	Aristocrat Leisure Ltd. 3 mo. USD LIBOR + 2.000%, 3.36%, 10/20/2021		22,979,218
		62,693,548	Caesars Resort Collection LLC 0.00%, 09/27/2024(9)		63,074,098
		19,489,500	Delta 2 (LUX) S.a.r.l. 1 mo. USD LIBOR + 3.000%, 4.24%, 02/01/2024		19,631,578
		23,622,936	Eldorado Resorts LLC 3 mo. USD LIBOR + 2.250%, 3.50%, 04/17/2024		23,652,465
		6,842,500	Lindblad Expeditions, Inc. 6 mo. USD LIBOR + 4.500%, 5.95%, 05/08/2021		6,876,713
					136,214,072
			Lodging - 3.6%
		67,965,000	Caesars Entertainment Operating Co. 1 mo. USD LIBOR + 2.500%, 3.74%, 10/06/2024		68,007,818
		35,871,238	Caesars Entertainment Resort Properties LLC 1 mo. USD LIBOR + 3.500%, 4.74%, 10/11/2020		35,890,609
		19,245,476	Caesars Growth Properties Holdings LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 05/08/2021		19,249,518
		25,816,038	Station Casinos LLC 1 mo. USD LIBOR + 2.500%, 3.74%, 06/08/2023		25,895,551
					149,043,496

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

84

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 97.9%(8) - (continued)
			Machinery - Construction & Mining - 0.2%
	$	7,842,961	American Rock Salt Co. LLC 1 mo. USD LIBOR + 3.750%, 4.99%, 05/20/2021	$	7,826,648
			Machinery-Diversified - 1.1%
			Gardner Denver, Inc.
	EUR	15,942,847	EURIBOR + 3.000%, 3.00%, 07/30/2024		18,556,531
	$	13,192,575	3 mo. USD LIBOR + 2.750%, 4.08%, 07/30/2024		13,264,211
		13,959,264	Gates Global LLC 3 mo. USD LIBOR + 3.250%, 4.58%, 04/01/2024		14,048,324
					45,869,066
			Media - 8.2%
			Advantage Sales & Marketing, Inc.
		11,191,225	3 mo. USD LIBOR + 3.250%, 4.63%, 07/23/2021		10,579,177
		5,130,000	3 mo. USD LIBOR + 6.500%, 7.88%, 07/25/2022		4,274,367
		25,835,000	Altice Financing S.A. 0.00%, 01/05/2026(9)		25,835,000
	EUR	2,785,000	Altice Financing SA 0.00%, 01/05/2026(9)		3,249,037
	$	14,962,500	Altice U.S. Finance I Corp. 1 mo. USD LIBOR + 2.250%, 3.49%, 07/28/2025		14,937,513
			CBS Radio, Inc.
		3,600,000	0.00%, 10/17/2023(9)		3,609,000
		6,619,442	1 mo. USD LIBOR + 3.500%, 4.74%, 10/17/2023		6,659,159
			Charter Communications Operating LLC
		992,228	1 mo. USD LIBOR + 2.000%, 3.25%, 07/01/2020		996,633
		9,924,433	3.25%, 01/15/2022		9,965,421
		23,635,075	1 mo. USD LIBOR + 2.250%, 3.50%, 01/15/2024		23,803,829
		22,748,342	CSC Holdings LLC 1 mo. USD LIBOR + 2.250%, 3.49%, 07/17/2025		22,711,718
		1,069,414	Dex Media, Inc. 1 mo. USD LIBOR + 1.000% 11.24%, 07/29/2021		1,092,139
		20,917,432	Lumos Networks Operating Co. 0.00%, 10/16/2024(9)		20,963,718
		517,654	Mission Broadcasting, Inc. 1 mo. USD LIBOR + 2.500%, 3.74%, 01/17/2024		520,522
		4,122,949	Nexstar Broadcasting, Inc. 1 mo. USD LIBOR + 2.500%, 3.74%, 01/17/2024		4,145,790
			Numericable Group S.A.
	EUR	2,651,675	EURIBOR + 3.000%, 3.00%, 07/31/2025		3,095,320
	$	10,069,400	3 mo. USD LIBOR + 2.750%, 4.13%, 07/31/2025		10,047,851
		21,072,000	Quebecor Media, Inc. 3 Mo. ICE USD LIBOR + 2.25%, 3.57%, 08/17/2020		21,124,680
		8,335,000	Raycom TV Broadcasting LLC 1 mo. USD LIBOR + 2.750%, 3.99%, 08/23/2024		8,397,512

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 97.9%(8) - (continued)
			Media - 8.2% - (continued)
	$	24,008,253	Tribune Media Co. 1 mo. USD LIBOR + 3.000%, 4.24%, 01/27/2024	$	24,045,706
		9,820,000	Unitymedia Finance LLC 0.00%, 10/16/2024(9)		9,795,450
	EUR	3,295,000	Unitymedia Hessen GmbH & Co. KG 0.00%, 10/16/2024(9)		3,849,425
	$	16,975,000	UPC Financing Partnership 0.00%, 01/15/2026(9)		17,024,567
			Vantiv LLC
		3,430,000	0.00%, 09/18/2024(9)		3,440,736
		12,245,000	1 mo. USD LIBOR + 2.000%, 3.24%, 08/07/2024		12,319,327
		24,518,348	Virgin Media Bristol LLC 1 mo. USD LIBOR + 2.750%, 3.99%, 01/31/2025		24,610,292
	GBP	20,235,000	Virgin Media Investment Holdings Ltd. 1 mo. GBP LIBOR + 3.500%, 3.80%, 01/31/2026		26,956,816
	$	20,000,000	Ziggo Secured Finance Partnership 1 mo. USD LIBOR + 2.500%, 3.74%, 04/15/2025		20,043,800
					338,094,505
			Metal Fabricate/Hardware - 0.5%
		1,984,132	NN, Inc. 1 mo. USD LIBOR + 4.250%, 5.49%, 10/19/2022		1,989,093
		17,389,471	Rexnord LLC 3 mo. USD LIBOR + 2.750%, 4.12%, 08/21/2023		17,487,374
					19,476,467
			Miscellaneous Manufacturing - 0.4%
	EUR	12,736,000	Gates Global LLC EURIBOR + 3.500%, 3.50%, 04/01/2024		14,940,114
			Oil & Gas - 4.3%
	$	1,304,916	Ameriforge Group, Inc. 3 mo. USD LIBOR + 8.000% PIK + 5.000%, 9.33%, 06/08/2022		1,308,178
		12,458,775	BCP Raptor LLC 1 Week USD LIBOR + 4.250%, 5.52%, 06/24/2024		12,587,225
			California Resources Corp.
		33,875,532	1 mo. USD LIBOR + 3.000%, 4.24%, 10/01/2019		32,520,511
		5,265,000	1 mo. USD LIBOR + 10.375%, 11.61%, 12/31/2021		5,637,920
		6,600,000	Chesapeake Energy Corp. 3 mo. USD LIBOR + 7.500%, 8.81%, 08/23/2021		7,073,022
		35,931,174	Energy Transfer Equity, L.P. 1 mo. USD LIBOR + 2.000%, 3.24%, 02/02/2024		35,855,360
			Fieldwood Energy LLC
		10,464,446	3 mo. USD LIBOR + 2.875%, 4.21%, 09/28/2018		9,954,304
		8,500,000	3 mo. USD LIBOR + 7.000%, 8.33%, 08/31/2020		7,671,250
		12,532,432	KCA Deutag U.S. Finance LLC 3 mo. USD LIBOR + 5.750%, 7.07%, 05/15/2020		12,050,685

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

85

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 97.9%(8) - (continued)
			Oil & Gas - 4.3% - (continued)
	$	7,167,266	Peabody Energy Corp. 1 mo. USD LIBOR + 3.500%, 4.74%, 03/31/2022	$	7,214,283
		13,403,258	Pinnacle Holdco S.a.r.l. 3 mo. USD LIBOR + 5.500%, 6.84%, 07/30/2019		13,135,193
		6,295,000	Traverse Midstream Partners LLC 3 mo. USD LIBOR + 4.000%, 5.33%, 09/27/2024		6,375,261
		17,500,000	Ultra Resources, Inc. 2 mo. USD LIBOR + 3.000%, 4.31%, 04/12/2024		17,495,625
		7,567,035	Vine Oil & Gas LP 0.00%, 12/12/2021(9)		7,434,612
					176,313,429
			Oil & Gas Services - 0.8%
		20,969,929	Crosby U.S. Acquisition Corp. 3 mo. USD LIBOR + 3.000%, 4.32%, 11/23/2020		19,856,006
		4,154,530	Pacific Drilling S.A. 3 mo. USD LIBOR + 3.500%, 4.88%, 06/03/2018		1,354,668
		997,964	Paragon Offshore Finance Co. 3 mo. USD LIBOR + 1.000%, 2.35%, 07/18/2022		821,654
			Utex Industries, Inc.
		7,051,387	1 mo. USD LIBOR + 4.000%, 5.24%, 05/22/2021		6,669,413
		3,000,000	1 mo. USD LIBOR + 7.250%, 8.49%, 05/22/2022		2,703,750
					31,405,491
			Packaging & Containers - 2.9%
			Berlin Packaging LLC
		1,138,337	1 mo. USD LIBOR + 3.250%, 4.49%, 10/01/2021		1,146,169
		5,313,000	1 mo. USD LIBOR + 6.750%, 7.99%, 10/01/2022		5,361,720
			Berry Plastics Group, Inc.
		13,356,207	1 mo. USD LIBOR + 2.250%, 3.49%, 02/08/2020		13,419,649
		12,821,987	1 mo. USD LIBOR + 2.250%, 3.49%, 10/01/2022		12,877,250
		2,781,025	1 mo. USD LIBOR + 2.250%, 3.49%, 01/19/2024		2,789,285
		19,497,025	Flex Acquisition Co., Inc. 3 mo. USD LIBOR + 3.000%, 4.34%, 12/29/2023		19,628,045
		7,205,000	Plastipak Holdings, Inc. 3 mo. USD LIBOR + 2.750%, 3.99%, 10/04/2024		7,255,435
			Proampac PG Borrower LLC
		6,439,422	1 mo. USD LIBOR + 4.000%, 5.38%, 11/18/2023		6,487,718
		3,105,000	3 mo. USD LIBOR + 8.500%, 9.82%, 11/18/2024		3,143,812
		34,252,798	Reynolds Group Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 02/05/2023		34,445,299

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 97.9%(8) - (continued)
			Packaging & Containers - 2.9% - (continued)
	$	12,157,379	Signode Industrial Group U.S., Inc. 3 mo. USD LIBOR + 2.750%, 3.99%, 05/04/2021	$	12,278,952
					118,833,334
			Pharmaceuticals - 1.6%
		14,767,988	Endo Luxembourg Finance Co. I S.a r.l. 1 mo. USD LIBOR + 4.250%, 5.50%, 04/29/2024		14,959,971
			Quintiles IMS, Inc.
		3,335,000	3 mo. USD LIBOR + 2.000%, 3.32%, 01/31/2025		3,357,045
		8,634,706	3 mo. USD LIBOR + 2.000%, 3.33%, 03/07/2024		8,691,781
		36,175,467	Valeant Pharmaceuticals International, Inc. 1 mo. USD LIBOR + 4.750%, 5.99%, 04/01/2022		36,966,986
					63,975,783
			Pipelines - 0.3%
		14,134,992	Philadelphia Energy Solutions LLC 3 mo. USD LIBOR + 5.000%, 6.33%, 04/04/2018		10,554,174
			Real Estate - 1.3%
			DTZ U.S. Borrower LLC
		31,431,539	3 mo. USD LIBOR + 3.250%, 4.63%, 11/04/2021		31,603,470
		453,617	3 mo. USD LIBOR + 8.250%, 9.63%, 11/04/2022		460,421
		18,521,259	Realogy Corp. 1 mo. USD LIBOR + 2.250%, 3.49%, 07/20/2022		18,625,534
		2,847,809	VICI Properties 1 LLC 3 mo. USD LIBOR + 3.500%, 4.85%, 10/14/2022		2,849,831
					53,539,256
			Real Estate Investment Trusts - 1.2%
	EUR	15,760,800	Equinix, Inc. EURIBOR + 2.500%, 2.50%, 01/05/2024		18,438,087
	$	31,810,575	MGM Growth Properties Operating Partnership L.P. 1 mo. USD LIBOR + 2.250%, 3.49%, 04/25/2023		31,975,354
					50,413,441
			Retail - 5.7%
			Albertsons LLC
		31,182,284	1 mo. USD LIBOR + 2.750%, 3.99%, 08/25/2021		30,200,666
		5,603,612	3 mo. USD LIBOR + 3.000%, 4.33%, 12/21/2022		5,420,878
		19,974,874	Avis Budget Car Rental LLC 3.34%, 03/15/2022		19,956,098
		28,515,000	Bass Pro Group LLC 1 mo. USD LIBOR + 5.000%, 6.24%, 09/25/2024		27,665,538
		25,000,000	Beacon Roofing Supply, Inc. 0.00%, 08/24/2018(9)(10)(11)(12)		25,000,000

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

86

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 97.9%(8) - (continued)
			Retail - 5.7% - (continued)
			Belron S.A.
	EUR	2,130,000	0.00%, 10/26/2024(9)		2,498,696
	$	1,955,000	0.00%, 10/26/2024(9)		1,967,219
		13,383,078	Coty, Inc. 1 mo. USD LIBOR + 2.500%, 3.73%, 10/27/2022		13,341,322
		6,440,164	Harbor Freight Tools USA, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 08/18/2023		6,475,972
		8,810,116	HD Supply, Inc. 3 mo. USD LIBOR + 2.250%, 3.58%, 08/13/2021		8,887,204
		11,093,518	Michaels Stores, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 01/30/2023		11,096,292
		5,815,974	Neiman Marcus Group Ltd. LLC 1 mo. USD LIBOR + 3.250%, 4.49%, 10/25/2020		4,559,723
		7,226,322	Petco Animal Supplies, Inc. 3 mo. USD LIBOR + 3.000%, 4.38%, 01/26/2023		5,898,486
		8,846,414	PetSmart, Inc. 1 mo. USD LIBOR + 3.000%, 4.24%, 03/11/2022		7,544,575
			Rite Aid Corp.
		19,330,000	5.13%, 06/21/2021		19,362,281
		7,755,000	1 mo. USD LIBOR + 4.750%, 6.00%, 08/21/2020		7,793,775
		5,000,000	Smart & Final Stores LLC 3 mo. USD LIBOR + 3.500%, 4.83%, 11/15/2022		4,821,900
		15,195,234	Sports Authority, Inc. 3 mo. USD LIBOR + 6.000%, 7.50%, 11/16/2017		151,952
		14,535,000	Staples, Inc. 3 mo. USD LIBOR + 4.000%, 5.31%, 09/12/2024		13,659,266
		16,369,726	U.S. Foods, Inc. 1 mo. USD LIBOR + 2.750%, 4.00%, 06/27/2023		16,495,937
					232,797,780
			Semiconductors - 0.3%
		4,840,675	Integrated Device Technology, Inc. 1 mo. USD LIBOR + 3.000%, 4.24%, 04/04/2024		4,883,031
		7,314,766	ON Semiconductor Corp. 1 mo. USD LIBOR + 2.250%, 3.49%, 03/31/2023		7,346,000
					12,229,031
			Software - 9.1%
			Almonde, Inc.
		23,710,000	3 mo. USD LIBOR + 3.500%, 4.82%, 06/13/2024		23,614,212
		3,345,000	3 mo. USD LIBOR + 7.250%, 8.57%, 06/13/2025		3,312,487
		37,855,409	CDW LLC 3 mo. USD LIBOR + 2.000%, 3.34%, 08/17/2023		38,103,740
		26,516,250	Change Healthcare Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 03/01/2024		26,656,256

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 97.9%(8) - (continued)
			Software - 9.1% - (continued)
	$	12,568,500	Cypress Intermediate Holdings III, Inc. 1 mo. USD LIBOR + 3.000%, 4.25%, 04/27/2024	$	12,615,632
		19,261,538	Dell, Inc. 1 mo. USD LIBOR + 2.000%, 3.25%, 09/07/2023		19,304,683
		15,199,162	Epicor Software Corp. 1 mo. USD LIBOR + 3.750%, 5.00%, 06/01/2022		15,278,350
			First Data Corp.
		26,832,549	1 mo. USD LIBOR + 2.250%, 3.49%, 07/08/2022		26,896,411
		50,439,548	1 mo. USD LIBOR + 2.500%, 3.74%, 04/26/2024		50,637,776
		18,641,032	Global Payments, Inc. 1 mo. USD LIBOR + 2.000%, 3.24%, 04/21/2023		18,714,850
		21,093,359	Go Daddy Operating Co. LLC 1 mo. USD LIBOR + 2.500%, 3.74%, 02/15/2024		21,198,826
			Hyland Software, Inc.
		9,488,707	1 mo. USD LIBOR + 3.250%, 4.49%, 07/01/2022		9,575,718
		870,000	1 mo. USD LIBOR + 7.000%, 8.24%, 07/07/2025		887,400
			Infor U.S., Inc.
	EUR	3,705,438	3.75%, 02/01/2022		4,338,938
	$	11,394,171	3 mo. USD LIBOR + 2.750%, 4.08%, 02/01/2022		11,406,021
		1,760,588	iPayment, Inc. 3 mo. USD LIBOR + 6.000%, 7.35%, 04/11/2023		1,778,193
		1,946,281	MA FinanceCo LLC 1 mo. USD LIBOR + 2.750%, 3.99%, 06/21/2024		1,952,373
		12,879,654	Quest Software U.S. Holdings, Inc. 3 mo. USD LIBOR + 6.000%, 7.38%, 10/31/2022		13,002,011
		13,143,719	Seattle Spinco, Inc. 3 mo. USD LIBOR + 2.750%, 3.99%, 06/21/2024		13,184,858
			SkillSoft Corp.
		10,000,000	1 mo. USD LIBOR + 4.750%, 5.99%, 04/28/2021		9,604,200
		3,000,000	1 mo. USD LIBOR + 8.250%, 9.49%, 04/28/2022		2,533,740
		15,154,752	SS&C Technologies, Inc. 1 mo. USD LIBOR + 2.250%, 3.49%, 07/08/2022		15,235,224
		34,937,750	WEX, Inc. 3 mo. USD LIBOR + 2.750%, 3.99%, 06/30/2023		35,305,994
					375,137,893
			Telecommunications - 6.7%
		9,950,000	Altice Financing S.A. 3 mo. USD LIBOR + 2.750%, 4.11%, 07/15/2025		9,945,821
		7,855,411	CommScope, Inc. 3 mo. USD LIBOR + 2.000%, 3.38%, 12/29/2022		7,884,869

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

87

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 97.9%(8) - (continued)
			Telecommunications - 6.7% - (continued)
	$	9,013,788	Entravision Communications Corp. 3 mo. ICE USD LIBOR + 2.500% 3.83%, 05/31/2020	$	9,013,788
		72,352,500	Level 3 Financing, Inc. 1 mo. USD LIBOR + 2.250%, 3.49%, 02/22/2024		72,597,775
		27,485,260	LTS Buyer LLC PRIME + 2.250%, 6.50%, 04/13/2020		27,536,933
		76,724,450	Sprint Communications, Inc. 1 mo. USD LIBOR + 2.500%, 3.75%, 02/02/2024		76,979,942
		14,405,000	Unitymedia Finance LLC 1 mo. USD LIBOR + 2.250%, 3.49%, 09/30/2025		14,392,756
		46,324,389	Univision Communications, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 03/15/2024		46,150,673
		12,661,986	Zayo Group LLC 1 mo. USD LIBOR + 2.250%, 3.49%, 01/19/2024		12,710,228
					277,212,785
			Transportation - 0.3%
		14,169,270	Kenan Advantage Group, Inc. 1 mo. USD LIBOR + 3.000%, 4.24%, 07/31/2022		14,228,356
			Trucking & Leasing - 0.8%
			Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
		7,980,000	1 mo. USD LIBOR + 2.250%, 3.49%, 09/20/2020		8,031,312
		26,551,500	1 mo. USD LIBOR + 2.250%, 3.49%, 04/03/2022		26,749,043
					34,780,355
			Total Senior Floating Rate Interests (cost $4,053,951,174)	$	4,026,387,117
COMMON STOCKS - 0.7%
			Consumer Services - 0.0%
		57,891	Caesars Entertainment Corp.*	$	749,688
			Energy - 0.2%
		36,308	Arch Coal, Inc. Class A		2,774,657
		418,220,006	KCA Deutag*(1)(10)(11)(12)		2,170,144
		78,669	Ocean Rig UDW, Inc.*		2,106,756
		28,887	Paragon Offshore Ltd.		462,192
		160,856	Paragon Offshore Ltd., Escrow(11)(12)		—
		43,330	Paragon Offshore Ltd., Litigation		306,915
		389,285	Templar Energy LLC Class A*		1,012,141
				8,832,805
			Insurance - 0.2%
		175,508	AFG Holdings, Inc.		7,020,320
			Materials - 0.1%
		138,305	MPM Holdings, Inc.*		2,337,355
			Media - 0.0%
		15,581	F & W Publications, Inc.(10)(11)(12)		—

Shares or Principal Amount			Market Value†
COMMON STOCKS - 0.7% - (continued)
		Utilities - 0.2%
	70,000,000	TCEH Corp.*(10)(11)(12)	$	70
	515,203	Vistra Energy Corp.		10,015,546
				10,015,616
		Total Common Stocks (cost $34,624,914)	$	28,955,784
		Total Long-Term Investments (cost $4,358,126,675)	$	4,328,783,806
SHORT-TERM INVESTMENTS - 0.4%
		Other Investment Pools & Funds - 0.4%
	15,704,375	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 0.94%(13)	$	15,704,375
		Total Short-Term Investments (cost $15,704,375)	$	15,704,375

Total Investments (cost $4,373,831,050)	105.6	%	$	4,344,488,181
Other Assets and Liabilities	(5.6	)%		(231,973,953	)
Total Net Assets	100.0	%	$	4,112,514,228

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

88

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

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

* 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $211,021,300, which represented 5.1% of total net assets.

⁽²⁾  Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

⁽³⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2017.

⁽⁴⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁵⁾  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $28,846,774, which represented 0.7% of total net assets.

⁽⁶⁾  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽⁷⁾  The issuer is in bankruptcy. However, the investment held by the Fund is current with respect to interest payments.

⁽⁸⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of October 31, 2017.

⁽⁹⁾  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽¹⁰⁾  Investment valued using significant unobservable inputs.

⁽¹¹⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2017, the aggregate fair value of these securities was $27,170,214, which represented 0.7% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽¹²⁾  This security has been identified as 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. The identification of illiquid securities is unaudited. At October 31, 2017, the aggregate value of these securities was $27,170,214, which represents 0.7% of total net assets.

⁽¹³⁾ Current yield as of period end.

Foreign Currency Contracts Outstanding at October 31, 2017
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty		Settlement Date		Appreciation		Depreciation
	133,518,076	USD		112,880,000	EUR		DEUT		11/30/17	$	1,812,006	$	—
	2,478,904	USD		2,127,000	EUR		SSG		11/30/17		—		(2,836	)
	36,809,240	USD		28,086,071	GBP		SSG		11/30/17		—		(525,856	)
	Total									$	1,812,006	$	(528,692	)

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

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

89

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

October 31, 2017

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
DEUT	Deutsche Bank Securities, Inc.
SSG	State Street Global Markets LLC
Currency Abbreviations:
EUR	Euro
GBP	British Pound
Other Abbreviations:
ICE LIBOR	Intercontinental Exchange London Interbank Offered Rate
PIK	Payment-in-kind
EURIBOR	Euro Interbank Offered Rate

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

90

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total			Level 1(1)		Level 2(1)			Level 3(1)
Assets
Corporate Bonds	$	273,440,905		$	—	$	273,440,905		$	—
Senior Floating Rate Interests		4,026,387,117			—		4,001,387,117			25,000,000
Common Stocks
Consumer Services		749,688			749,688		—			—
Energy		8,832,805			4,881,413		1,781,248			2,170,144
Insurance		7,020,320			—		7,020,320			—
Materials		2,337,355			2,337,355		—			—
Media		—			—		—			—
Utilities		10,015,616			10,015,546		—			70
Short-Term Investments		15,704,375			15,704,375		—			—
Foreign Currency Contracts(2)		1,812,006			—		1,812,006			—
Total	$	4,346,300,187		$	33,688,377	$	4,285,441,596		$	27,170,214
Liabilities
Foreign Currency Contracts(2)	$	(528,692	)	$	—	$	(528,692	)	$	—
Total	$	(528,692	)	$	—	$	(528,692	)	$	—

⁽¹⁾  For the year ended October 31, 2017, investments valued at $1,428,691 were transferred from Level 3 to Level 1 due to the initiation of a vendor providing pricing; investments valued at $3,892,849 were transferred from Level 3 to Level 2 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable inputs; investments valued at $1,168,538 were transferred from Level 2 to Level 3 due to the unavailability of active market pricing.

⁽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 year ended October 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.

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

91

The Hartford Floating Rate High Income Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 9.7%
			Advertising - 0.1%
	$	600,000	Acosta, Inc. 7.75%, 10/01/2022(1)	$	420,000
			Biotechnology - 0.2%
		1,250,000	Sterigenics-Nordion Topco LLC (cash) 8.13%, 11/01/2021(1)(2)		1,273,438
			Coal - 0.2%
		915,000	Foresight Energy LLC / Foresight Energy Finance Corp. 11.50%, 04/01/2023(1)		814,350
			Commercial Banks - 2.4%
	EUR	1,400,000	Banco de Sabadell S.A. 5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(3)(4)(5)		1,709,361
		400,000	Banco Santander S.A. 5 year EUR Swap + 5.410%, 6.25%, 03/12/2019(3)(4)(5)		488,072
	$	1,175,000	BNP Paribas S.A. 5 year USD Swap + 6.314%, 7.63%, 03/30/2021(1)(3)(4)		1,317,469
	EUR	1,000,000	Caixa Geral de Depositos S.A. 5 year EUR Swap + 10.925%, 10.75%, 03/30/2022(3)(4)(5)		1,339,577
	$	2,085,000	Credit Agricole S.A. 5 year USD Swap + 4.898%, 7.88%, 01/23/2024(1)(3)(4)		2,374,294
		1,650,000	Credit Suisse Group AG 5 year USD Swap + 3.455%, 6.25%, 12/18/2024(1)(3)(4)		1,804,687
		725,000	HSBC Holdings plc 5 year USD ICE Swap + 4.368%, 6.38%, 03/30/2025(3)(4)		792,969
		1,225,000	Intesa Sanpaolo S.p.A. 5 year USD Swap + 5.462%, 7.70%, 09/17/2025(1)(3)(4)		1,338,312
		1,000,000	Standard Chartered plc 5 year USD Swap + 5.723%, 7.75%, 04/02/2023(1)(3)(4)		1,108,900
					12,273,641
			Commercial Services - 0.8%
		1,415,000	Brand Industrial Services, Inc. 8.50%, 07/15/2025(1)		1,496,362
		1,112,000	Herc Rentals, Inc. 7.75%, 06/01/2024(1)		1,220,420
		1,325,000	Hertz Corp. 6.25%, 10/15/2022		1,268,688
					3,985,470
			Diversified Financial Services - 0.3%
		1,725,000	Navient Corp. 5.88%, 10/25/2024		1,750,875
			Electric - 0.1%
		865,000	GenOn Energy, Inc. 7.88%, 06/15/2017(6)		618,475
			Entertainment - 0.5%
		1,250,000	Codere Finance 2 Luxembourg S.A. 7.63%, 11/01/2021(1)		1,262,500
		1,485,000	CRC Escrow Issuer LLC / CRC Finco, Inc. 5.25%, 10/15/2025(1)		1,494,727
					2,757,227

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 9.7% - (continued)
			Food - 0.3%
	GBP	189,255	Iceland Bondco plc 3 mo. GBP LIBOR+ 4.25%, 4.63%, 07/15/2020(1)(3)	$	251,384
	$	1,115,000	MARB BondCo plc 7.00%, 03/15/2024(1)		1,123,363
					1,374,747
			Healthcare-Services - 0.2%
		1,000,000	Community Health Systems, Inc. 6.25%, 03/31/2023		962,500
			Household Products - 0.3%
		2,000,000	Revlon Consumer Products Corp. 5.75%, 02/15/2021		1,715,000
			Housewares - 0.1%
		400,000	American Greetings Corp. 7.88%, 02/15/2025(1)		434,640
			Lodging - 0.4%
		2,005,000	Chester Downs & Marina LLC / Chester Downs Finance Corp. 9.25%, 02/01/2020(1)		2,045,100
			Machinery - Construction & Mining - 0.2%
		720,000	BlueLine Rental Finance Corp. / BlueLine Rental LLC 9.25%, 03/15/2024(1)		781,200
			Mining - 0.5%
		1,250,000	Constellium N.V. 6.63%, 03/01/2025(1)		1,296,875
		1,250,000	First Quantum Minerals Ltd. 7.25%, 04/01/2023(1)		1,321,875
					2,618,750
			Oil & Gas - 0.9%
		1,000,000	Denbury Resources, Inc. 9.00%, 05/15/2021(1)		977,500
		235,000	KCA Deutag UK Finance plc 7.25%, 05/15/2021(1)		226,188
		946,000	MEG Energy Corp. 6.50%, 01/15/2025(1)		941,270
		855,000	Nostrum Oil & Gas Finance B.V. 8.00%, 07/25/2022(1)		889,627
		600,000	Sable Permian Resources LLC / AEPB Finance Corp. 3 mo. USD LIBOR + 6.500%, 7.88%, 08/01/2019(1)(3)		555,000
		785,000	Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp. 8.75%, 04/15/2023(1)		765,924
					4,355,509
			Oil & Gas Services - 0.4%
		1,730,000	SESI LLC 7.75%, 09/15/2024(1)		1,790,550
			Packaging & Containers - 0.0%
		235,000	Plastipak Holdings, Inc. 6.25%, 10/15/2025(1)		239,653
			Pharmaceuticals - 0.6%
		1,000,000	Endo Finance LLC / Endo Finco, Inc. 7.25%, 01/15/2022(1)		920,000

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

92

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 9.7% - (continued)
			Pharmaceuticals - 0.6% - (continued)
			Valeant Pharmaceuticals International, Inc.
	$	1,085,000	5.50%, 11/01/2025(1)	$	1,109,412
		1,500,000	5.88%, 05/15/2023(1)		1,267,500
					3,296,912
			Retail - 0.5%
		830,000	Eurotorg LLC Via Bonitron DAC 8.75%, 10/30/2022(1)		836,906
		2,000,000	Staples, Inc. 8.50%, 09/15/2025(1)		1,765,000
					2,601,906
			Telecommunications - 0.2%
		1,000,000	Liquid Telecommunications Financing plc 8.50%, 07/13/2022(1)		1,065,209
			Transportation - 0.3%
		1,465,000	Hertz Corp. 7.63%, 06/01/2022(1)		1,527,555
			Water - 0.2%
		965,000	Aegea Finance S.a.r.l. 5.75%, 10/10/2024(1)		991,248
			Total Corporate Bonds (cost $49,295,909)	$	49,693,955
SENIOR FLOATING RATE INTERESTS - 98.3%(7)
			Advertising - 0.3%
	$	1,741,049	Acosta Holdco, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 09/26/2021	$	1,532,123
			Aerospace/Defense - 2.0%
		4,975,000	MacDonald, Dettwiler and Associates Ltd. 3 mo. USD LIBOR + 2.750%, 4.10%, 10/04/2024		5,003,009
		5,087,358	TransDigm, Inc. 1 mo. USD LIBOR + 3.000%, 4.27%, 06/09/2023		5,107,097
					10,110,106
			Agriculture - 0.1%
		310,615	Pinnacle Operating Corp. 1 mo. USD LIBOR + 7.250%, 8.49%, 11/15/2021		288,095
			Auto Manufacturers - 0.3%
		1,753,911	Jaguar Holding Co. 3 mo. USD LIBOR + 2.750%, 4.04%, 08/18/2022		1,763,224
			Auto Parts & Equipment - 0.4%
		2,285,000	USI, Inc. 3 mo. USD LIBOR + 3.000%, 4.31%, 05/16/2024		2,289,753
			Beverages - 0.3%
		1,517,418	Jacobs Douwe Egberts International B.V. 3 mo. USD LIBOR + 2.250%, 3.56%, 07/02/2022		1,529,436
			Biotechnology - 1.0%
		5,188,700	Sterigenics-Nordion Holdings LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 05/15/2022		5,188,700
			Chemicals - 3.8%
		2,310,000	Avantor, Inc. 0.00%, 09/07/2024(8)		2,321,966

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 98.3%(7) - (continued)
			Chemicals - 3.8% - (continued)
	$	1,825,425	Axalta Coating Systems U.S. Holdings, Inc. 3 mo. USD LIBOR + 2.000%, 3.33%, 06/01/2024	$	1,834,552
			Chemours Co.
	EUR	2,522,325	EURIBOR + 2.250%, 3.00%, 05/12/2022		2,954,671
	$	1,344,207	1 mo. USD LIBOR + 2.500%, 3.75%, 05/12/2022		1,354,853
			Diamond (BC) B.V.
	EUR	745,000	EURIBOR + 3.250%, 3.25%, 09/06/2024		866,997
	$	1,560,000	3 mo. USD LIBOR + 3.000%, 4.32%, 09/06/2024		1,566,131
		6,250,000	H.B. Fuller Co. 1 mo. USD LIBOR + 2.250%, 3.49%, 10/12/2024		6,283,875
		663,828	Tronox Blocked Borrower LLC 3 mo. USD LIBOR + 3.000%, 4.32%, 09/22/2024		669,085
		1,531,911	Tronox Finance LLC 3 mo. USD LIBOR + 3.000%, 4.32%, 09/22/2024		1,544,044
					19,396,174
			Coal - 1.2%
		1,656,675	Arch Coal, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 03/07/2024		1,672,215
			Ascent Resources - Marcellus LLC
		430,000	0.00%, 08/04/2021(6)		26,608
		1,473,518	1 mo. USD LIBOR + 4.250%, 5.49%, 08/04/2020		1,083,773
		3,586,975	Foresight Energy LLC 3 mo. USD LIBOR + 5.750%, 7.08%, 03/28/2022		3,377,137
					6,159,733
			Commercial Services - 6.9%
		1,859,380	Allied Universal Holdco LLC 3 mo. USD LIBOR + 3.750%, 5.08%, 07/28/2022		1,851,738
		645,000	Ascend Learning LLC 1 mo. USD LIBOR + 3.250%, 4.49%, 07/12/2024		650,108
			Brickman Group Ltd. LLC
		3,325,082	3 mo. USD LIBOR + 3.000%, 4.32%, 12/18/2020		3,344,467
		1,679,213	1 mo. USD LIBOR + 6.500%, 7.74%, 12/17/2021		1,684,318
		252,858	Brock Holdings III, Inc. PRIME + 7.250%, 11.50%, 03/16/2018		243,376
		1,648,392	Camelot UK Holdco Ltd. 1 mo. USD LIBOR + 3.500%, 4.74%, 10/03/2023		1,659,386
			Capital Automotive L.P.
		392,176	1 mo. USD LIBOR + 3.000%, 4.25%, 03/24/2024		392,765
		723,808	1 mo. USD LIBOR + 6.000%, 7.25%, 03/24/2025		741,903
			Constellis Holdings LLC
		1,995,000	3 mo. USD LIBOR + 5.000%, 6.33%, 04/21/2024		1,997,494
		1,000,000	3 mo. USD LIBOR + 9.000%, 10.33%, 04/21/2025		993,130

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

93

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 98.3%(7) - (continued)
			Commercial Services - 6.9% - (continued)
	$	391,593	KAR Auction Services, Inc. 3 mo. USD LIBOR + 2.500%, 3.88%, 03/09/2023	$	394,206
		2,686,040	PSAV Holdings LLC 3 mo. USD LIBOR + 3.500%, 4.83%, 04/27/2024		2,702,828
		2,295,162	Quikrete Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 11/15/2023		2,305,353
		868,691	Russell Investment Group 3 mo. USD LIBOR + 4.250%, 5.49%, 06/01/2023		879,332
		1,884,314	ServiceMaster Co. 1 mo. USD LIBOR + 2.500%, 3.74%, 11/08/2023		1,892,322
		1,383,050	Team Health Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 02/06/2024		1,370,948
	EUR	2,000,000	Techem GmbH 0.00%, 07/31/2024(8)		2,343,980
	$	4,448,850	Tempo Acquisition LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 05/01/2024		4,461,841
		1,447,533	Trans Union LLC 1 mo. USD LIBOR + 2.000%, 3.24%, 04/10/2023		1,451,600
		3,771,500	Xerox Business Services LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 12/07/2023		3,802,162
					35,163,257
			Distribution/Wholesale - 1.1%
		720,000	Beacon Roofing Supply, Inc. 0.00%, 08/23/2024(8)		724,500
		849,282	Nexeo Solutions LLC 3 mo. USD LIBOR + 3.750%, 5.09%, 06/09/2023		856,713
			PowerTeam Services LLC
		430,864	3 mo. USD LIBOR + 3.250%, 4.58%, 05/06/2020		431,941
		665,000	3 mo. USD LIBOR + 7.250%, 8.58%, 11/06/2020		661,675
		3,152,331	Univar, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 07/01/2022		3,168,093
					5,842,922
			Diversified Financial Services - 3.5%
		1,895,475	AlixPartners LLP 3 mo. USD LIBOR + 2.750%, 4.08%, 04/04/2024		1,903,777
		740,000	Duff & Phelps Corp. 3 mo. USD LIBOR + 3.250%, 4.61%, 10/06/2024		746,941
			EVO Payments International LLC
		1,208,925	1 mo. USD LIBOR + 5.000%, 6.25%, 12/22/2023		1,224,411
		205,000	1 mo. USD LIBOR + 9.000%, 10.25%, 11/15/2024		205,769
		1,915,000	FinCo I LLC 1 mo. USD LIBOR + 2.750%, 2.75%, 06/14/2022		1,942,289

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 98.3%(7) - (continued)
			Diversified Financial Services - 3.5% - (continued)
	$	775,000	Focus Financial Partners LLC 3 mo. USD LIBOR + 3.250%, 4.57%, 07/03/2024	$	783,719
		5,000,000	GreenSky Holdings LLC 1 mo. USD LIBOR + 4.000%, 5.25%, 08/26/2024		5,000,000
		1,062,338	NAB Holdings LLC 3 mo. USD LIBOR + 3.500%, 4.83%, 07/01/2024		1,069,859
		531,736	NFP Corp. 1 mo. USD LIBOR + 3.500%, 4.74%, 01/08/2024		536,888
		656,600	NN, Inc. 1 mo. USD LIBOR + 3.750%, 4.99%, 03/22/2021		659,883
		1,161,225	RP Crown Parent LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 10/12/2023		1,166,067
		2,545,000	Telenet Financing USD LLC 1 mo. USD LIBOR + 2.750%, 3.99%, 06/30/2025		2,554,900
					17,794,503
			Electric - 3.0%
		1,990,000	AES Corp. 3 mo. USD LIBOR + 2.000%, 3.32%, 05/24/2022		1,993,323
		357,955	Calpine Corp. 3 mo. USD LIBOR + 1.750%, 3.00%, 11/30/2017		357,955
		915,000	Chief Exploration & Development LLC 3 mo. USD LIBOR + 6.500%, 7.96%, 05/16/2021		893,653
		1,815,144	Dynegy, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 02/07/2024		1,825,091
		1,449,244	ExGen Texas Power LLC 3 mo. USD LIBOR + 4.750%, 6.08%, 09/16/2021		909,401
		3,133,377	Helix Gen Funding LLC 3 mo. USD LIBOR + 3.750%, 5.08%, 06/02/2024		3,165,055
		3,961,193	NRG Energy, Inc. 3 mo. USD LIBOR + 2.250%, 3.58%, 06/30/2023		3,973,988
		538,650	Pike Corp. 3 mo. USD LIBOR + 3.500%, 4.76%, 09/20/2024		546,730
		506,816	Seadrill Partners Finco LLC 3 mo. USD LIBOR + 3.000%, 4.33%, 02/21/2021		384,455
		1,203,412	Vistra Operations Co. LLC 1 mo. USD LIBOR + 2.750%, 4.01%, 12/14/2023		1,211,764
					15,261,415
			Energy-Alternate Sources - 2.7%
		3,095,000	BCP Renaissance Parent LLC 0.00%, 09/19/2024(8)		3,128,859
		3,528,944	MEG Energy Corp. 3 mo. USD LIBOR + 3.500%, 4.83%, 12/31/2023		3,538,225

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

94

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 98.3%(7) - (continued)
			Energy-Alternate Sources - 2.7% - (continued)
			TEX Operations Co. LLC
	$	5,680,799	1 mo. USD LIBOR + 2.750%, 4.01%, 08/04/2023	$	5,696,592
		1,301,841	3 mo. USD LIBOR + 2.750%, 4.08%, 08/04/2023		1,305,265
					13,668,941
			Engineering & Construction - 0.9%
		4,837,875	Brand Energy & Infrastructure Services, Inc. 3 mo. USD LIBOR + 4.250%, 5.62%, 06/21/2024		4,867,434
			Entertainment - 0.4%
		1,351,613	CityCenter Holdings LLC 1 mo. USD LIBOR + 2.500%, 3.74%, 04/18/2024		1,357,195
		930,000	Scientific Games International, Inc. 2 mo. USD LIBOR + 3.250%, 4.52%, 08/14/2024		940,332
					2,297,527
			Food - 1.9%
		2,023,056	Hostess Brands LLC 1 mo. USD LIBOR + 2.500%, 3.74%, 08/03/2022		2,033,171
		3,637,511	JBS USA LLC 1 mo. USD LIBOR + 2.500%, 3.74%, 10/30/2022		3,557,958
		3,925,163	Post Holdings, Inc. 1 mo. USD LIBOR + 2.250%, 3.49%, 05/24/2024		3,944,082
					9,535,211
			Food Service - 0.2%
		952,367	Hearthside Group Holdings LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 06/02/2021		957,129
			Healthcare-Products - 2.5%
		547,412	American Renal Holdings, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 06/14/2024		542,453
		775,125	Immucor, Inc. 2 mo. USD LIBOR + 5.000%, 6.31%, 06/15/2021		789,418
		2,574,141	INC Research LLC 1 mo. USD LIBOR + 2.250%, 3.49%, 08/01/2024		2,587,423
		1,917,688	Kinetic Concepts, Inc. 3 mo. USD LIBOR + 3.250%, 4.58%, 02/02/2024		1,914,811
		1,880,000	Parexel International Corp. 0.00%, 09/27/2024(8)		1,896,788
		5,692,695	Revlon Consumer Products Corp. 1 mo. USD LIBOR + 3.500%, 4.74%, 09/07/2023		4,902,833
					12,633,726
			Healthcare-Services - 5.6%
			Air Medical Group Holdings, Inc.
		2,376,191	0.00%, 09/07/2024(8)		2,386,598
		924,421	1 mo. USD LIBOR + 3.250%, 4.49%, 04/28/2022		922,803

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 98.3%(7) - (continued)
			Healthcare-Services - 5.6% - (continued)
	$	1,092,891	CDRH Parent, Inc. 3 mo. USD LIBOR + 4.250%, 5.57%, 07/01/2021	$	912,564
		2,286,334	Community Health Systems, Inc. 3 mo. USD LIBOR + 3.000%, 4.32%, 01/27/2021		2,209,696
		1,272,374	DJO Finance LLC 3 mo. USD LIBOR + 3.250%, 4.54%, 06/08/2020		1,272,641
			DuPage Medical Group, Ltd.
		1,720,000	3 mo. USD LIBOR + 3.000%, 4.32%, 08/15/2024		1,728,600
		1,400,000	3 mo. USD LIBOR + 7.000%, 8.32%, 08/15/2025		1,405,250
		1,497,456	Envision Healthcare Corp. 1 mo. USD LIBOR + 3.000%, 4.25%, 12/01/2023		1,503,072
			Genoa, a QoL Healthcare Co. LLC
		1,420,677	1 mo. USD LIBOR + 3.250%, 4.49%, 10/28/2023		1,431,929
		750,000	1 mo. USD LIBOR + 8.000%, 9.24%, 10/25/2024		750,000
		2,200,317	MPH Acquisition Holdings LLC 3 mo. USD LIBOR + 3.000%, 4.33%, 06/07/2023		2,220,758
		4,086,167	Opal Acquisition, Inc. 3 mo. USD LIBOR + 4.000%, 5.33%, 11/27/2020		3,919,819
		1,775,471	Ortho-Clinical Diagnostics S.A. 3 mo. USD LIBOR + 3.750%, 5.08%, 06/30/2021		1,783,620
		1,015,000	Surgery Center Holdings, Inc. 1 mo. USD LIBOR + 3.250%, 4.50%, 09/02/2024		1,005,611
		1,070,000	Teladoc, Inc. 1 mo. USD LIBOR + 7.250%, 8.49%, 06/17/2022		1,080,700
			U.S. Renal Care, Inc.
		1,711,077	3 mo. USD LIBOR + 4.250%, 5.58%, 12/31/2022		1,651,498
		2,500,000	3 mo. USD LIBOR + 8.000%, 9.33%, 12/31/2023		2,425,000
					28,610,159
			Home Furnishings - 0.2%
		964,775	Hillman Group, Inc. 3 mo. USD LIBOR + 3.500%, 4.84%, 06/30/2021		970,804
			Household Products - 0.2%
		787,498	Prestige Brands, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 01/26/2024		791,806
			Household Products/Wares - 0.4%
		2,000,000	Galleria Co. 1 mo. USD LIBOR + 3.000%, 4.25%, 09/29/2023		1,995,000
			Housewares - 0.1%
		555,000	Hayward Industries, Inc. 1 mo. USD LIBOR + 3.500%, 4.74%, 08/05/2024		559,623

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

95

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 98.3%(7) - (continued)
			Insurance - 2.7%
			Asurion LLC
	$	294,261	1 mo. USD LIBOR + 3.000%, 4.24%, 11/03/2023	$	296,653
		1,270,000	1 mo. USD LIBOR + 6.000%, 7.24%, 08/04/2025		1,310,488
		1,562,475	Evertec Group LLC 1 mo. USD LIBOR + 2.500%, 3.74%, 04/17/2020		1,503,882
		2,583,450	HUB International Ltd. 3 mo. USD LIBOR + 3.000%, 4.31%, 10/02/2020		2,602,619
			Sedgwick Claims Management Services, Inc.
		1,979,487	1 mo. USD LIBOR + 2.750%, 3.99%, 03/01/2021		1,988,157
		1,979,950	3 mo. USD LIBOR + 3.250%, 4.58%, 03/01/2021		1,993,315
		2,500,000	1 mo. USD LIBOR + 5.750%, 6.99%, 02/28/2022		2,521,875
		1,735,000	USI Holdings Corp. 0.00%, 07/26/2024(8)		1,732,831
					13,949,820
			Internet - 0.2%
		1,273,638	Lands’ End, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 04/04/2021		1,061,896
			IT Services - 0.2%
		1,213,900	Gartner, Inc. 1 mo. USD LIBOR + 2.000%, 3.24%, 04/05/2024		1,223,004
			Leisure Time - 4.8%
		2,017,527	Aristocrat Leisure Ltd. 3 mo. USD LIBOR + 2.000%, 3.36%, 10/20/2021		2,029,330
		15,209,677	Caesars Resort Collection LLC 0.00%, 09/27/2024(8)		15,302,000
		1,562,063	Delta 2 (LUX) S.a.r.l. 1 mo. USD LIBOR + 3.000%, 4.24%, 02/01/2024		1,573,450
		4,448,343	Eldorado Resorts LLC 3 mo. USD LIBOR + 2.250%, 3.50%, 04/17/2024		4,453,904
		977,500	Lindblad Expeditions, Inc. 6 mo. USD LIBOR + 4.500%, 5.95%, 05/08/2021		982,387
					24,341,071
			Lodging - 6.2%
		19,040,000	Caesars Entertainment Operating Co. 1 mo. USD LIBOR + 2.500%, 3.74%, 10/06/2024		19,051,995
		4,999,339	Caesars Entertainment Resort Properties LLC 1 mo. USD LIBOR + 3.500%, 4.74%, 10/11/2020		5,002,038
		2,922,422	Caesars Growth Properties Holdings LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 05/08/2021		2,923,036
		4,607,744	Station Casinos LLC 1 mo. USD LIBOR + 2.500%, 3.74%, 06/08/2023		4,621,936
					31,599,005

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 98.3%(7) - (continued)
			Machinery - Construction & Mining - 0.1%
	$	309,512	American Rock Salt Co. LLC 1 mo. USD LIBOR + 3.750%, 4.99%, 05/20/2021	$	308,868
			Machinery-Diversified - 1.9%
			Gardner Denver, Inc.
	EUR	4,570,000	EURIBOR + 3.000%, 3.00%, 07/30/2024		5,319,210
	$	1,808,286	3 mo. USD LIBOR + 2.750%, 4.08%, 07/30/2024		1,818,105
		2,520,746	Gates Global LLC 3 mo. USD LIBOR + 3.250%, 4.58%, 04/01/2024		2,536,828
					9,674,143
			Media - 10.4%
			Advantage Sales & Marketing, Inc.
		1,094,751	3 mo. USD LIBOR + 3.250%, 4.63%, 07/23/2021		1,034,879
		570,000	3 mo. USD LIBOR + 6.500%, 7.88%, 07/25/2022		474,930
		4,385,000	Altice Financing S.A. 0.00%, 01/05/2026(8)		4,385,000
	EUR	1,805,000	Altice Financing SA 0.00%, 01/05/2026(8)		2,105,749
	$	3,491,250	Altice U.S. Finance I Corp. 1 mo. USD LIBOR + 2.250%, 3.49%, 07/28/2025		3,485,420
			CBS Radio, Inc.
		900,000	0.00%, 10/17/2023(8)		902,250
		740,982	1 mo. USD LIBOR + 3.500%, 4.74%, 10/17/2023		745,428
			Charter Communications Operating LLC
		496,114	1 mo. USD LIBOR + 2.000%, 3.25%, 07/01/2020		498,317
		2,955,000	1 mo. USD LIBOR + 2.250%, 3.50%, 01/15/2024		2,976,099
		2,052,032	CSC Holdings LLC 1 mo. USD LIBOR + 2.250%, 3.49%, 07/17/2025		2,048,728
		3,486,239	Lumos Networks Operating Co. 0.00%, 10/16/2024(8)		3,493,953
		41,037	Mission Broadcasting, Inc. 1 mo. USD LIBOR + 2.500%, 3.74%, 01/17/2024		41,264
		326,844	Nexstar Broadcasting, Inc. 1 mo. USD LIBOR + 2.500%, 3.74%, 01/17/2024		328,655
			Numericable Group S.A.
		3,299,468	0.00%, 01/31/2026(8)		3,300,227
	EUR	1,328,325	EURIBOR + 3.000%, 3.00%, 07/31/2025		1,550,564
	$	1,830,800	3 mo. USD LIBOR + 2.750%, 4.13%, 07/31/2025		1,826,882
		1,000,000	Raycom TV Broadcasting LLC 1 mo. USD LIBOR + 2.750%, 3.99%, 08/23/2024		1,007,500
		3,056,815	Tribune Media Co. 1 mo. USD LIBOR + 3.000%, 4.24%, 01/27/2024		3,061,584
		1,635,000	Unitymedia Finance LLC 0.00%, 10/16/2024(8)		1,630,912

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

96

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 98.3%(7) - (continued)
			Media - 10.4% - (continued)
	EUR	1,645,000	Unitymedia Hessen GmbH & Co. KG 0.00%, 10/16/2024(8)	$	1,921,792
	$	1,895,000	UPC Financing Partnership 0.00%, 01/15/2026(8)		1,900,533
		7,855,000	Virgin Media Bristol LLC 1 mo. USD LIBOR + 2.750%, 3.99%, 01/31/2025		7,884,456
	GBP	2,765,000	Virgin Media Investment Holdings Ltd. 1 mo. GBP LIBOR + 3.500%, 3.80%, 01/31/2026		3,683,499
	$	3,000,000	Ziggo Secured Finance Partnership 1 mo. USD LIBOR + 2.500%, 3.74%, 04/15/2025		3,006,570
					53,295,191
			Metal Fabricate/Hardware - 0.1%
		496,033	NN, Inc. 1 mo. USD LIBOR + 4.250%, 5.49%, 10/19/2022		497,273
			Miscellaneous Manufacturing - 0.7%
	EUR	3,184,000	Gates Global LLC EURIBOR + 3.500%, 3.50%, 04/01/2024		3,735,028
			Oil & Gas - 4.5%
	$	258,844	Ameriforge Group, Inc. PIK + 5.000%, 9.33%, 06/08/2022		259,491
		1,346,625	BCP Raptor LLC 1 Week USD LIBOR + 4.250%, 5.52%, 06/24/2024		1,360,509
			California Resources Corp.
		3,698,849	1 mo. USD LIBOR + 3.000%, 4.24%, 10/01/2019		3,550,895
		365,000	1 mo. USD LIBOR + 10.375%, 11.61%, 12/31/2021		390,853
		625,000	Chesapeake Energy Corp. 3 mo. USD LIBOR + 7.500%, 8.81%, 08/23/2021		669,794
		5,224,045	Energy Transfer Equity, L.P. 1 mo. USD LIBOR + 2.000%, 3.24%, 02/02/2024		5,213,022
			Fieldwood Energy LLC
		2,500,000	3 mo. USD LIBOR + 2.875%, 0.00%, 09/28/2018(8)		2,378,125
		2,250,000	3 mo. USD LIBOR + 7.000%, 8.33%, 08/31/2020		2,030,625
		790,209	KCA Deutag U.S. Finance LLC 3 mo. USD LIBOR + 5.750%, 7.07%, 05/15/2020		759,834
		795,607	Peabody Energy Corp. 1 mo. USD LIBOR + 3.500%, 4.74%, 03/31/2022		800,826
		957,376	Pinnacle Holdco S.a.r.l. 3 mo. USD LIBOR + 5.500%, 6.84%, 07/30/2019		938,228
		700,000	Traverse Midstream Partners LLC 3 mo. USD LIBOR + 4.000%, 5.33%, 09/27/2024		708,925
		2,500,000	Ultra Resources, Inc. 2 mo. USD LIBOR + 3.000%, 4.31%, 04/12/2024		2,499,375

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 98.3%(7) - (continued)
			Oil & Gas - 4.5% - (continued)
	$	1,513,407	Vine Oil & Gas LP 0.00%, 12/12/2021(8)	$	1,486,922
					23,047,424
			Oil & Gas Services - 0.8%
		2,740,179	Crosby U.S. Acquisition Corp. 3 mo. USD LIBOR + 3.000%, 4.32%, 11/23/2020		2,594,620
		166,897	Paragon Offshore Finance Co. 3 mo. USD LIBOR + 1.000%, 2.35%, 07/18/2022		137,411
			Utex Industries, Inc.
		469,702	1 mo. USD LIBOR + 4.000%, 5.24%, 05/22/2021		444,259
		750,000	1 mo. USD LIBOR + 7.250%, 8.49%, 05/22/2022		675,938
					3,852,228
			Packaging & Containers - 2.4%
			Berlin Packaging LLC
		282,110	1 mo. USD LIBOR + 3.250%, 4.53%, 10/01/2021		284,051
		1,976,143	1 mo. USD LIBOR + 6.750%, 7.99%, 10/01/2022		1,994,264
			Berry Plastics Group, Inc.
		696,500	1 mo. USD LIBOR + 2.250%, 3.49%, 01/19/2024		698,569
		1,424,665	1 mo. USD LIBOR + 2.250%, 3.49%, 10/01/2022		1,430,805
		1,950,200	Flex Acquisition Co., Inc. 3 mo. USD LIBOR + 3.000%, 4.34%, 12/29/2023		1,963,305
		1,030,000	Plastipak Holdings, Inc. 3 mo. USD LIBOR + 2.750%, 3.99%, 10/04/2024		1,037,210
			Proampac PG Borrower LLC
		794,771	1 mo. USD LIBOR + 4.000%, 5.30%, 11/18/2023		800,732
		970,000	3 mo. USD LIBOR + 8.500%, 9.82%, 11/18/2024		982,125
		2,395,845	Reynolds Group Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 02/05/2023		2,409,310
		931,917	Signode Industrial Group U.S., Inc. 3 mo. USD LIBOR + 2.750%, 4.04%, 05/04/2021		941,236
					12,541,607
			Pharmaceuticals - 1.6%
		1,770,563	Endo Luxembourg Finance Co. I S.a r.l. 1 mo. USD LIBOR + 4.250%, 5.50%, 04/29/2024		1,793,580
		370,000	Quintiles IMS, Inc. 3 mo. USD LIBOR + 2.000%, 3.32%, 01/31/2025		372,446
		5,870,319	Valeant Pharmaceuticals International, Inc. 1 mo. USD LIBOR + 4.750%, 5.99%, 04/01/2022		5,998,761
					8,164,787

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

97

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 98.3%(7) - (continued)
			Real Estate - 0.9%
			DTZ U.S. Borrower LLC
	$	4,623,928	3 mo. USD LIBOR + 3.250%, 4.59%, 11/04/2021	$	4,649,220
		95,745	3 mo. USD LIBOR + 8.250%, 9.63%, 11/04/2022		97,181
					4,746,401
			Real Estate Investment Trusts - 1.0%
	EUR	1,552,200	Equinix, Inc. EURIBOR + 2.500%, 2.50%, 01/05/2024		1,815,872
	$	3,280,050	MGM Growth Properties Operating Partnership L.P. 1 mo. USD LIBOR + 2.250%, 3.49%, 04/25/2023		3,297,041
					5,112,913
			Retail - 3.7%
			Albertsons LLC
		2,510,811	1 mo. USD LIBOR + 2.750%, 3.99%, 08/25/2021		2,431,771
		1,737,516	3 mo. USD LIBOR + 3.000%, 4.33%, 12/21/2022		1,680,855
		2,375,000	Bass Pro Group LLC 1 mo. USD LIBOR + 5.000%, 6.24%, 09/25/2024		2,304,249
		5,000,000	Beacon Roofing Supply, Inc. 0.00%, 08/24/2024(8)(9)(10)(11)		5,000,000
			Belron S.A.
	EUR	530,000	0.00%, 10/26/2024(8)		621,741
	$	125,000	0.00%, 10/26/2024(8)		125,781
		2,000,000	Coty, Inc. 1 mo. USD LIBOR + 2.500%, 0.00%, 10/27/2022(8)		1,993,760
		563,456	Harbor Freight Tools USA, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 08/18/2023		566,589
		706,123	Neiman Marcus Group Ltd. LLC 1 mo. USD LIBOR + 3.250%, 4.49%, 10/25/2020		553,601
		1,166,859	Petco Animal Supplies, Inc. 3 mo. USD LIBOR + 3.000%, 4.38%, 01/26/2023		952,449
		798,390	PetSmart, Inc. 1 mo. USD LIBOR + 3.000%, 4.24%, 03/11/2022		680,899
		400,000	Smart & Final Stores LLC 3 mo. USD LIBOR + 3.500%, 4.83%, 11/15/2022		385,752
		2,345,090	Sports Authority, Inc. 3 mo. USD LIBOR + 6.000%, 7.50%, 11/16/2017		23,451
		1,790,000	Staples, Inc. 3 mo. USD LIBOR + 4.000%, 5.31%, 09/12/2024		1,682,152
					19,003,050
			Semiconductors - 0.2%
		537,300	Integrated Device Technology, Inc. 1 mo. USD LIBOR + 3.000%, 4.24%, 04/04/2024		542,002

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 98.3%(7) - (continued)
			Semiconductors - 0.2% - (continued)
	$	437,204	ON Semiconductor Corp. 1 mo. USD LIBOR + 2.250%, 3.49%, 03/31/2023	$	439,071
					981,073
			Software - 8.6%
			Almonde, Inc.
		2,670,000	3 mo. USD LIBOR + 3.500%, 4.82%, 06/13/2024		2,659,213
		345,000	3 mo. USD LIBOR + 7.250%, 8.57%, 06/13/2025		341,647
		1,959,813	CDW LLC 3 mo. USD LIBOR + 2.000%, 3.34%, 08/17/2023		1,972,669
		2,528,750	Change Healthcare Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 03/01/2024		2,542,102
		1,201,988	Cypress Intermediate Holdings III, Inc. 1 mo. USD LIBOR + 3.000%, 4.25%, 04/27/2024		1,206,495
		1,790,501	Dell, Inc. 1 mo. USD LIBOR + 2.000%, 3.25%, 09/07/2023		1,794,512
			First Data Corp.
		2,110,000	1 mo. USD LIBOR + 2.250%, 3.49%, 07/08/2022		2,115,022
		10,943,182	1 mo. USD LIBOR + 2.500%, 3.74%, 04/26/2024		10,986,188
		2,750,727	Global Payments, Inc. 1 mo. USD LIBOR + 2.000%, 3.24%, 04/21/2023		2,761,620
		2,725,226	Go Daddy Operating Co. LLC 1 mo. USD LIBOR + 2.500%, 3.74%, 02/15/2024		2,738,852
			Hyland Software, Inc.
		1,260,458	1 mo. USD LIBOR + 3.250%, 4.49%, 07/01/2022		1,272,016
		215,000	1 mo. USD LIBOR + 7.000%, 8.24%, 07/07/2025		219,300
		438,900	iPayment, Inc. 3 mo. USD LIBOR + 6.000%, 7.35%, 04/11/2023		443,289
		73,518	MA FinanceCo LLC 1 mo. USD LIBOR + 2.750%, 3.99%, 06/21/2024		73,748
	EUR	2,000,000	Misys Europe S.A. EURIBOR + 3.250%, 4.25%, 06/13/2024		2,332,611
	$	1,715,995	Quest Software U.S. Holdings, Inc. 3 mo. USD LIBOR + 6.000%, 7.38%, 10/31/2022		1,732,297
		496,482	Seattle Spinco, Inc. 3 mo. USD LIBOR + 2.750%, 3.99%, 06/21/2024		498,036
			SkillSoft Corp.
		2,000,000	1 mo. USD LIBOR + 4.750%, 5.99%, 04/28/2021		1,920,840
		750,000	1 mo. USD LIBOR + 8.250%, 9.49%, 04/28/2022		633,435
		1,365,758	SS&C Technologies, Inc. 1 mo. USD LIBOR + 2.250%, 3.49%, 07/08/2022		1,373,011

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

98

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 98.3%(7) - (continued)
			Software - 8.6% - (continued)
	EUR	1,200,000	Telenet Financing USD LLC EURIBOR + 3.000%, 3.00%, 03/31/2026	$	1,407,297
	$	2,868,688	WEX, Inc. 3 mo. USD LIBOR + 2.750%, 3.99%, 06/30/2023		2,898,923
					43,923,123
			Telecommunications - 7.0%
		2,487,500	Altice Financing S.A. 3 mo. USD LIBOR + 2.750%, 4.11%, 07/15/2025		2,486,455
		788,635	CommScope, Inc. 3 mo. USD LIBOR + 2.000%, 3.37%, 12/29/2022		791,593
		2,038,000	Level 3 Financing, Inc. 1 mo. USD LIBOR + 2.250%, 3.49%, 02/22/2024		2,044,909
		2,147,957	LTS Buyer LLC PRIME + 2.250%, 6.50%, 04/13/2020		2,151,995
		18,029,400	Sprint Communications, Inc. 1 mo. USD LIBOR + 2.500%, 3.75%, 02/02/2024		18,089,438
		3,600,000	Unitymedia Finance LLC 1 mo. USD LIBOR + 2.250%, 3.49%, 09/30/2025		3,596,940
		3,962,441	Univision Communications, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 03/15/2024		3,947,581
		2,495,219	Zayo Group LLC 1 mo. USD LIBOR + 2.250%, 3.49%, 01/19/2024		2,504,726
					35,613,637
			Transportation - 0.3%
		1,726,911	Kenan Advantage Group, Inc. 1 mo. USD LIBOR + 3.000%, 4.24%, 07/31/2022		1,734,113
			Trucking & Leasing - 1.0%
			Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
		1,995,000	1 mo. USD LIBOR + 2.250%, 3.49%, 09/20/2020		2,007,828
		3,310,288	1 mo. USD LIBOR + 2.250%, 3.49%, 04/03/2022		3,334,916
					5,342,744
			Total Senior Floating Rate Interests (cost $505,308,004)	$	502,955,200
COMMON STOCKS - 0.7%
			Energy - 0.1%
		1,984	Arch Coal, Inc. Class A	$	151,617
		3,997	Ocean Rig UDW, Inc.*		107,040
		4,831	Paragon Offshore Ltd.		77,296
		26,901	Paragon Offshore Ltd., Escrow*(11)(12)		—
		7,247	Paragon Offshore Ltd., Litigation		51,339
		78,609	Templar Energy LLC Class A*		204,383
					591,675

Shares or Principal Amount			Market Value†
COMMON STOCKS - 0.7% - (continued)
		Insurance - 0.3%
	34,814	AFG Holdings, Inc.	$	1,392,560
		Materials - 0.2%
	69,152	MPM Holdings, Inc.*		1,168,669
		Utilities - 0.1%
	4,500,000	TCEH Corp.*(9)(10)(11)		5
	33,730	Vistra Energy Corp.		655,711
				655,716
		Total Common Stocks (cost $5,294,771)	$	3,808,620
		Total Long-Term Investments (cost $559,898,684)	$	556,457,775

Total Investments (cost $559,898,684)	108.7	%	$	556,457,775
Other Assets and Liabilities	(8.7	)%		(44,730,910	)
Total Net Assets	100.0	%	$	511,726,865

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

99

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

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

* 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $39,048,438, which represented 7.6% of total net assets.

⁽²⁾  Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

⁽³⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2017.

⁽⁴⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁵⁾  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $3,537,010, which represented 0.7% of total net assets.

⁽⁶⁾  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽⁷⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of October 31, 2017.

⁽⁸⁾  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽⁹⁾  Investment valued using significant unobservable inputs.

⁽¹⁰⁾  This security has been identified as 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. The identification of illiquid securities is unaudited. At October 31, 2017, the aggregate value of these securities was $5,000,005, which represents 1.0% of total net assets.

⁽¹¹⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2017, the aggregate fair value of these securities was $5,000,005, which represented 1.0% 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.

Foreign Currency Contracts Outstanding at October 31, 2017
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty		Settlement Date		Appreciation		Depreciation
	30,589,218	USD		25,861,000	EUR		DEUT		11/30/17	$	415,134	$	—
	616,521	USD		529,000	EUR		SSG		11/30/17		—		(706	)
	4,446,822	USD		3,393,000	GBP		SSG		11/30/17		—		(63,527	)
	Total									$	415,134	$	(64,233	)

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

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

100

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

October 31, 2017

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
DEUT	Deutsche Bank Securities, Inc.
SSG	State Street Global Markets LLC
Currency Abbreviations:
EUR	Euro
GBP	British Pound
Other Abbreviations:
EURIBOR	Euro Interbank Offered Rate
PIK	Payment-in-kind

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

101

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total			Level 1(1)		Level 2(1)			Level 3(1)
Assets
Corporate Bonds	$	49,693,955		$	—	$	49,693,955		$	—
Senior Floating Rate Interests		502,955,200			—		497,955,200			5,000,000
Common Stocks
Energy		591,675			258,657		333,018			—
Insurance		1,392,560			—		1,392,560			—
Materials		1,168,669			1,168,669		—			—
Utilities		655,716			655,711		—			5
Foreign Currency Contracts(2)		415,134			—		415,134			—
Total	$	556,872,909		$	2,083,037	$	549,789,867		$	5,000,005
Liabilities
Foreign Currency Contracts(2)	$	(64,233	)	$	—	$	(64,233	)	$	—
Total	$	(64,233	)	$	—	$	(64,233	)	$	—

⁽¹⁾  For the year ended October 31, 2017, investments valued at $714,340 were transferred from Level 3 to Level 1 due to the initiation of a vendor providing pricing; investments valued at $786,091 were transferred from Level 3 to Level 2 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable inputs.

⁽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 year ended October 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.

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

102

The Hartford High Yield Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 0.0%
			Asset-Backed - Finance & Insurance - 0.0%
	$	920,000	Soundview NIM Trust 8.25%, 12/25/2036(1)(2)(3)(4)(5)	$	—
			Total Asset & Commercial Mortgage Backed Securities (cost $915,920)	$	—
CORPORATE BONDS - 90.3%
			Aerospace/Defense - 0.4%
			DAE Funding LLC
		430,000	4.50%, 08/01/2022(2)	$	435,913
		865,000	5.00%, 08/01/2024(2)		883,381
					1,319,294
			Biotechnology - 0.1%
		430,000	Sterigenics-Nordion Topco LLC (cash) 8.13%, 11/01/2021(2)(6)		438,063
			Chemicals - 1.4%
			Chemours Co.
		2,160,000	6.63%, 05/15/2023		2,289,600
		290,000	7.00%, 05/15/2025		323,350
		2,300,000	Platform Specialty Products Corp. 6.50%, 02/01/2022(2)		2,383,375
					4,996,325
			Coal - 1.5%
		885,000	Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp. 12.00%, 11/01/2021		954,119
		2,830,000	Foresight Energy LLC / Foresight Energy Finance Corp. 11.50%, 04/01/2023(2)		2,518,700
		1,830,000	Warrior Met Coal, Inc. 8.00%, 11/01/2024(2)		1,874,926
					5,347,745
			Commercial Banks - 3.9%
			Banco Bilbao Vizcaya Argentaria S.A.
	EUR	800,000	5 year EUR Swap + 6.155%, 7.00%, 02/19/2019(7)(8)(9)		984,298
		800,000	5 year EUR Swap + 9.177%, 8.88%, 04/14/2021(7)(8)(9)		1,118,256
		1,600,000	Banco de Sabadell S.A. 5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(7)(8)(9)		1,953,555
			Barclays plc
	$	850,000	5 year USD Swap + 6.772%, 7.88%, 03/15/2022(7)(8)(9)		947,855
		1,060,000	5 year USD Swap + 6.705%, 8.25%, 12/15/2018(7)(9)		1,126,695
		1,050,000	BNP Paribas S.A. 5 year USD Swap + 6.314%, 7.63%, 03/30/2021(2)(7)(9)		1,177,313
			Credit Agricole S.A.
		395,000	5 year USD Swap + 4.898%, 7.88%, 01/23/2024(2)(7)(9)		449,806
		505,000	5 year USD Swap + 6.185%, 8.13%, 12/23/2025(2)(7)(9)		607,855
		1,905,000	Credit Suisse Group AG 5 year USD Swap + 3.455%, 6.25%, 12/18/2024(7)(8)(9)		2,083,594

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 90.3% - (continued)
			Commercial Banks - 3.9% - (continued)
	$	725,000	Intesa Sanpaolo S.p.A. 5 year USD Swap + 5.462%, 7.70%, 09/17/2025(2)(7)(9)	$	792,063
		1,600,000	Royal Bank of Scotland Group plc 3 mo. USD LIBOR + 2.320%, 3.66%, 09/30/2027(7)(9)		1,552,160
		1,130,000	Societe Generale S.A. 5 year USD Swap + 6.394%, 8.25%, 11/29/2018(7)(8)(9)		1,196,387
		415,000	UniCredit S.p.A. 5 year USD Swap + 5.180%, 8.00%, 06/03/2024(7)(8)(9)		459,395
					14,449,232
			Commercial Services - 5.6%
			APX Group, Inc.
		1,360,000	7.63%, 09/01/2023		1,431,400
		2,395,000	7.88%, 12/01/2022		2,583,606
			Avis Budget Car Rental LLC / Avis Budget Finance, Inc.
		2,160,000	5.25%, 03/15/2025(2)		2,111,400
		1,020,000	5.50%, 04/01/2023		1,032,750
		2,900,000	Brand Industrial Services, Inc. 8.50%, 07/15/2025(2)		3,066,750
		2,890,000	GW Honos Security Corp. 8.75%, 05/15/2025(2)		3,077,850
			Herc Rentals, Inc.
		884,000	7.50%, 06/01/2022(2)		956,753
		1,559,000	7.75%, 06/01/2024(2)		1,711,003
		2,435,000	Hertz Corp. 5.50%, 10/15/2024(2)		2,191,500
			United Rentals North America, Inc.
		560,000	4.63%, 10/15/2025		572,964
		795,000	4.88%, 01/15/2028		798,975
		1,025,000	5.88%, 09/15/2026		1,117,250
					20,652,201
			Construction Materials - 1.7%
		1,650,000	CEMEX Finance LLC 6.00%, 04/01/2024(2)		1,744,875
		940,000	Cemex S.A.B. de C.V. 6.13%, 05/05/2025(2)		1,002,510
		1,705,000	Ply Gem Industries, Inc. 6.50%, 02/01/2022		1,766,806
		1,760,000	Standard Industries, Inc. 5.38%, 11/15/2024(2)		1,856,624
					6,370,815
			Distribution/Wholesale - 0.1%
		420,000	American Builders & Contractors Supply Co., Inc. 5.75%, 12/15/2023(2)		446,250
			Diversified Financial Services - 4.7%
		710,000	FBM Finance, Inc. 8.25%, 08/15/2021(2)		755,262
		735,000	Fly Leasing Ltd. 5.25%, 10/15/2024		738,219
		1,305,000	goeasy Ltd. 7.88%, 11/01/2022(2)		1,342,519
		95,000	Hexion, Inc. 13.75%, 02/01/2022(2)		76,238

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

103

The Hartford High Yield Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 90.3% - (continued)
			Diversified Financial Services - 4.7% - (continued)
			Nationstar Mortgage LLC / Nationstar Capital Corp.
	$	1,905,000	6.50%, 08/01/2018	$	1,909,762
		1,590,000	6.50%, 07/01/2021		1,613,850
		171,000	7.88%, 10/01/2020		174,848
			Navient Corp.
		560,000	5.50%, 01/25/2023		567,000
		340,000	5.63%, 08/01/2033		293,250
		1,764,000	5.88%, 10/25/2024		1,790,460
		2,535,000	6.13%, 03/25/2024		2,601,544
		955,000	6.50%, 06/15/2022		1,013,494
		856,000	7.25%, 09/25/2023		927,155
			Springleaf Finance Corp.
		525,000	5.25%, 12/15/2019		542,062
		130,000	6.13%, 05/15/2022		137,150
		705,000	7.75%, 10/01/2021		792,244
		1,935,000	8.25%, 12/15/2020		2,181,712
					17,456,769
			Electric - 0.7%
		2,570,000	AES Corp. 5.13%, 09/01/2027		2,638,105
		1,460,000	Texas Competitive Electric Holdings Co. LLC 11.50%, 10/01/2020*(1)(3)(4)(5)		—
					2,638,105
			Electrical Components & Equipment - 0.3%
		1,045,000	General Cable Corp. 5.75%, 10/01/2022		1,071,125
			Entertainment - 3.3%
		1,370,000	CRC Escrow Issuer LLC / CRC Finco, Inc. 5.25%, 10/15/2025(2)		1,378,974
		1,605,000	Eldorado Resorts, Inc. 6.00%, 04/01/2025		1,693,275
		1,920,000	Jacobs Entertainment, Inc. 7.88%, 02/01/2024(2)		2,073,600
		2,170,000	Penn National Gaming, Inc. 5.63%, 01/15/2027(2)		2,245,950
		1,410,000	Pinnacle Entertainment, Inc. 5.63%, 05/01/2024		1,455,825
		705,000	Rivers Pittsburgh Borrower L.P. / Rivers Pittsburgh Finance Corp. 6.13%, 08/15/2021(2)		709,406
			Scientific Games International, Inc.
		230,000	5.00%, 10/15/2025(2)		233,450
		1,345,000	6.63%, 05/15/2021		1,390,394
		830,000	10.00%, 12/01/2022		918,129
					12,099,003
			Environmental Control - 0.3%
		810,000	Clean Harbors, Inc. 5.13%, 06/01/2021		821,137
		441,000	Tervita Escrow Corp. 7.63%, 12/01/2021(2)		446,513
					1,267,650
			Food - 1.5%
			Post Holdings, Inc.
		2,660,000	5.00%, 08/15/2026(2)		2,673,300
		990,000	5.75%, 03/01/2027(2)		1,028,363

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 90.3% - (continued)
			Food - 1.5% - (continued)
	$	1,870,000	TreeHouse Foods, Inc. 4.88%, 03/15/2022	$	1,928,437
					5,630,100
			Gas - 0.2%
		640,000	AmeriGas Partners L.P. / AmeriGas Finance Corp. 5.50%, 05/20/2025		654,400
			Healthcare-Products - 1.3%
		2,140,000	Alere, Inc. 6.50%, 06/15/2020		2,174,775
		2,595,000	Sterigenics-Nordion Holdings LLC 6.50%, 05/15/2023(2)		2,705,287
					4,880,062
			Healthcare-Services - 3.5%
		435,000	Community Health Systems, Inc. 6.25%, 03/31/2023		418,688
			Envision Healthcare Corp.
		970,000	5.13%, 07/01/2022(2)		984,550
		705,000	5.63%, 07/15/2022		717,337
		2,645,000	HCA Healthcare, Inc. 6.25%, 02/15/2021		2,846,681
			HCA, Inc.
		2,215,000	5.38%, 02/01/2025		2,284,219
		1,135,000	5.88%, 05/01/2023		1,215,869
		1,776,000	7.50%, 11/15/2095		1,818,091
		350,000	MPH Acquisition Holdings LLC 7.13%, 06/01/2024(2)		376,688
		30,000	Tenet Healthcare Corp. 8.13%, 04/01/2022		30,150
		2,010,000	West Street Merger Sub, Inc. 6.38%, 09/01/2025(2)		2,037,637
					12,729,910
			Home Builders - 2.5%
		1,915,000	AV Homes, Inc. 6.63%, 05/15/2022		1,988,632
			Beazer Homes USA, Inc.
		460,000	5.88%, 10/15/2027(2)		459,425
		705,000	6.75%, 03/15/2025		745,749
		1,210,000	8.75%, 03/15/2022		1,344,552
			KB Home
		1,030,000	7.00%, 12/15/2021		1,161,325
		1,090,000	8.00%, 03/15/2020		1,212,625
			M/I Homes, Inc.
		780,000	5.63%, 08/01/2025		792,675
		1,595,000	6.75%, 01/15/2021		1,658,800
					9,363,783
			Household Products - 0.5%
		2,715,000	Revlon Consumer Products Corp. 6.25%, 08/01/2024		2,002,313
			Household Products/Wares - 0.8%
		920,000	ACCO Brands Corp. 5.25%, 12/15/2024(2)		953,350
	EUR	1,505,000	Diamond (BC) B.V. 5.63%, 08/15/2025(2)		1,811,245
					2,764,595

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

104

The Hartford High Yield Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 90.3% - (continued)
			Housewares - 0.8%
	$	2,570,000	American Greetings Corp. 7.88%, 02/15/2025(2)	$	2,792,562
			Insurance - 1.5%
			Genworth Holdings, Inc.
		135,000	4.80%, 02/15/2024		114,845
		890,000	4.90%, 08/15/2023		754,008
		505,000	7.20%, 02/15/2021		482,724
		280,000	7.63%, 09/24/2021		270,200
		180,000	7.70%, 06/15/2020		177,287
		445,000	MGIC Investment Corp. 5.75%, 08/15/2023		489,500
		845,000	Radian Group, Inc. 4.50%, 10/01/2024		866,125
		2,205,000	USIS Merger Sub, Inc. 6.88%, 05/01/2025(2)		2,287,688
					5,442,377
			Internet - 1.6%
		2,685,000	Netflix, Inc. 5.88%, 02/15/2025		2,898,726
			Zayo Group LLC / Zayo Capital, Inc.
		2,175,000	6.00%, 04/01/2023		2,286,469
		835,000	6.38%, 05/15/2025		898,760
					6,083,955
			Iron/Steel - 1.1%
		910,000	AK Steel Corp. 7.63%, 10/01/2021		944,125
		630,000	Signode Industrial Group U.S., Inc. 6.38%, 05/01/2022(2)		654,413
		475,000	Steel Dynamics, Inc. 4.13%, 09/15/2025(2)		476,188
		1,650,000	United States Steel Corp. 8.38%, 07/01/2021(2)		1,800,562
					3,875,288
			IT Services - 0.5%
		1,575,000	Conduent Finance, Inc. / Conduent Business Services LLC 10.50%, 12/15/2024(2)		1,854,563
			Lodging - 2.5%
		1,285,000	Boyd Gaming Corp. 6.38%, 04/01/2026		1,410,287
		2,590,000	FelCor Lodging L.P. 6.00%, 06/01/2025		2,790,725
		1,810,000	Jack Ohio Finance LLC / Jack Ohio Finance Corp. 6.75%, 11/15/2021(2)		1,932,175
		1,390,000	Station Casinos LLC 5.00%, 10/01/2025(2)		1,391,738
		1,650,000	Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp. 5.88%, 05/15/2025(2)		1,608,750
					9,133,675
			Machinery - Construction & Mining - 0.6%
		1,900,000	BlueLine Rental Finance Corp. / BlueLine Rental LLC 9.25%, 03/15/2024(2)		2,061,500

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 90.3% - (continued)
			Machinery-Diversified - 0.7%
	$	2,220,000	Cloud Crane LLC 10.13%, 08/01/2024(2)	$	2,508,600
			Media - 8.8%
			CCO Holdings LLC / CCO Holdings Capital Corp.
		105,000	5.13%, 02/15/2023		108,413
		1,685,000	5.13%, 05/01/2023(2)		1,756,612
		495,000	5.75%, 09/01/2023		512,944
		190,000	5.75%, 01/15/2024		197,363
		1,610,000	5.75%, 02/15/2026(2)		1,683,255
		2,760,000	Cequel Communications Holdings I LLC / Cequel Capital Corp. 5.13%, 12/15/2021(2)		2,808,300
			CSC Holdings LLC
		1,800,000	5.25%, 06/01/2024		1,792,125
		600,000	10.13%, 01/15/2023(2)		687,000
		592,000	10.88%, 10/15/2025(2)		725,200
			DISH DBS Corp.
		1,050,000	5.00%, 03/15/2023		1,015,875
		3,290,000	6.75%, 06/01/2021		3,454,500
		1,512,000	7.88%, 09/01/2019		1,633,716
			Gray Television, Inc.
		1,520,000	5.13%, 10/15/2024(2)		1,515,744
		400,000	5.88%, 07/15/2026(2)		410,000
		2,170,000	Liberty Interactive LLC 8.25%, 02/01/2030		2,387,000
		925,000	Quebecor Media, Inc. 5.75%, 01/15/2023		1,003,625
		2,330,000	SFR Group S.A. 7.38%, 05/01/2026(2)		2,504,750
			Sinclair Television Group, Inc.
		590,000	5.13%, 02/15/2027(2)		561,238
		1,005,000	5.88%, 03/15/2026(2)		1,015,050
			TEGNA, Inc.
		1,760,000	4.88%, 09/15/2021(2)		1,799,600
		667,000	5.13%, 10/15/2019		677,005
		810,000	6.38%, 10/15/2023		859,612
		1,845,000	Tribune Media Co. 5.88%, 07/15/2022		1,914,187
			Viacom, Inc.
		405,000	3 mo. USD LIBOR + 3.895%, 5.88%, 02/28/2057(9)		401,051
		150,000	3 mo. USD LIBOR + 3.899%, 6.25%, 02/28/2057(9)		148,200
		990,000	Videotron Ltd. 5.00%, 07/15/2022		1,069,200
					32,641,565
			Metal Fabricate/Hardware - 0.6%
			Novelis Corp.
		650,000	5.88%, 09/30/2026(2)		669,903
		1,200,000	6.25%, 08/15/2024(2)		1,266,000
		400,000	TriMas Corp. 4.88%, 10/15/2025(2)		404,500
					2,340,403
			Mining - 3.1%
			Anglo American Capital plc
		250,000	4.13%, 04/15/2021(2)		261,180
		200,000	4.13%, 09/27/2022(2)		209,304
		1,120,000	4.88%, 05/14/2025(2)		1,196,255

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

105

The Hartford High Yield Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 90.3% - (continued)
			Mining - 3.1% - (continued)
	$	376,000	9.38%, 04/08/2019(2)	$	413,709
			Constellium N.V.
		1,975,000	7.88%, 04/01/2021(2)		2,099,030
		1,100,000	8.00%, 01/15/2023(2)		1,178,375
			First Quantum Minerals Ltd.
		885,000	7.00%, 02/15/2021(2)		918,187
		200,000	7.25%, 04/01/2023(2)		211,500
		650,000	7.50%, 04/01/2025(2)		688,188
		1,290,000	Kaiser Aluminum Corp. 5.88%, 05/15/2024		1,388,362
			New Gold, Inc.
		95,000	6.25%, 11/15/2022(2)		98,088
		990,000	6.38%, 05/15/2025(2)		1,051,875
		750,000	Northwest Acquisitions ULC / Dominion Finco, Inc. 7.13%, 11/01/2022(2)		774,375
		975,000	Teck Resources Ltd. 8.50%, 06/01/2024(2)		1,116,375
					11,604,803
			Miscellaneous Manufacturing - 0.6%
		2,155,000	Bombardier, Inc. 6.13%, 01/15/2023(2)		2,152,306
			Office/Business Equipment - 0.1%
		405,000	CDW LLC / CDW Finance Corp. 5.00%, 09/01/2023		422,719
			Oil & Gas - 9.3%
		2,610,000	Blue Racer Midstream LLC / Blue Racer Finance Corp. 6.13%, 11/15/2022(2)		2,720,925
		2,785,000	California Resources Corp. 8.00%, 12/15/2022(2)		1,838,100
			Continental Resources, Inc.
		500,000	3.80%, 06/01/2024		485,625
		250,000	4.50%, 04/15/2023		253,125
		1,935,000	4.90%, 06/01/2044		1,801,969
		1,065,000	5.00%, 09/15/2022		1,076,981
		2,665,000	Denbury Resources, Inc. 9.00%, 05/15/2021(2)		2,605,037
		1,385,000	Energen Corp. 4.63%, 09/01/2021		1,402,312
		1,640,000	Ensco plc 5.75%, 10/01/2044		1,119,300
			Laredo Petroleum, Inc.
		1,380,000	5.63%, 01/15/2022		1,405,875
		750,000	7.38%, 05/01/2022		780,938
			MEG Energy Corp.
		390,000	6.38%, 01/30/2023(2)		356,850
		1,210,000	6.50%, 01/15/2025(2)		1,203,950
		1,065,000	7.00%, 03/31/2024(2)		966,488
			Noble Holding International Ltd.
		1,100,000	6.20%, 08/01/2040		742,500
		1,395,000	7.75%, 01/15/2024		1,248,525
		425,000	PDC Energy, Inc. 6.13%, 09/15/2024		443,594
			QEP Resources, Inc.
		2,135,000	5.25%, 05/01/2023		2,108,312
		200,000	5.38%, 10/01/2022		198,500
		235,000	6.80%, 03/01/2020		244,988

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 90.3% - (continued)
			Oil & Gas - 9.3% - (continued)
	$	930,000	Rowan Cos., Inc. 5.85%, 01/15/2044	$	748,650
			SM Energy Co.
		1,695,000	5.00%, 01/15/2024		1,618,725
		240,000	6.13%, 11/15/2022		241,200
		115,000	6.50%, 11/15/2021		116,150
			Transocean, Inc.
		385,000	6.80%, 03/15/2038		312,813
		115,000	7.50%, 04/15/2031		102,638
		470,000	9.35%, 12/15/2041		453,550
			Tullow Oil plc
		1,650,000	6.00%, 11/01/2020(2)		1,656,187
		580,000	6.25%, 04/15/2022(2)		578,550
		2,230,000	Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp. 8.75%, 04/15/2023(2)		2,175,811
			WPX Energy, Inc.
		595,000	5.25%, 09/15/2024		597,231
		1,410,000	6.00%, 01/15/2022		1,468,162
		1,250,000	8.25%, 08/01/2023		1,407,812
					34,481,373
			Oil & Gas Services - 0.4%
			Weatherford International Ltd.
		335,000	5.95%, 04/15/2042		264,650
		880,000	6.50%, 08/01/2036		732,600
		335,000	7.00%, 03/15/2038		291,450
					1,288,700
			Packaging & Containers - 4.9%
		1,840,000	ARD Finance S.A. (cash) 7.13%, 09/15/2023(6)		1,959,600
			Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
		1,395,000	6.00%, 06/30/2021(2)		1,435,106
		370,000	6.00%, 02/15/2025(2)		392,663
		1,581,000	7.25%, 05/15/2024(2)		1,737,124
		1,865,000	Berry Global, Inc. 6.00%, 10/15/2022		1,974,569
		2,170,000	Flex Acquisition Co., Inc. 6.88%, 01/15/2025(2)		2,243,237
		1,680,000	Multi-Color Corp. 4.88%, 11/01/2025(2)		1,696,800
		2,985,000	Owens-Brockway Glass Container, Inc. 5.88%, 08/15/2023(2)		3,276,037
		430,000	Plastipak Holdings, Inc. 6.25%, 10/15/2025(2)		438,514
			Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
		2,050,000	5.13%, 07/15/2023(2)		2,134,255
		815,000	7.00%, 07/15/2024(2)		870,013
					18,157,918
			Pharmaceuticals - 4.0%
		335,000	Catalent Pharma Solutions, Inc. 4.88%, 01/15/2026(2)		340,025
			Endo Finance LLC
		2,095,000	6.00%, 07/15/2023(2)		1,696,950
		2,985,000	6.00%, 02/01/2025(2)		2,373,075
		1,692,000	PRA Holdings, Inc. 9.50%, 10/01/2023(2)		1,823,130

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

106

The Hartford High Yield Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 90.3% - (continued)
			Pharmaceuticals - 4.0% - (continued)
			Valeant Pharmaceuticals International, Inc.
	$	1,155,000	5.50%, 03/01/2023(2)	$	970,200
		7,395,000	5.88%, 05/15/2023(2)		6,248,775
		1,000,000	6.13%, 04/15/2025(2)		840,000
		355,000	7.00%, 03/15/2024(2)		384,287
					14,676,442
			Pipelines - 1.1%
			Energy Transfer Equity L.P.
		670,000	5.50%, 06/01/2027		710,200
		1,907,000	7.50%, 10/15/2020		2,145,375
		1,070,000	Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. 6.75%, 03/15/2024		1,152,925
					4,008,500
			REITS - 0.3%
		1,095,000	Equinix, Inc. 5.88%, 01/15/2026		1,186,706
			Retail - 3.3%
			1011778 BC ULC / New Red Finance, Inc.
		805,000	4.25%, 05/15/2024(2)		810,796
		3,570,000	5.00%, 10/15/2025(2)		3,636,937
		1,055,000	Beacon Escrow Corp. 4.88%, 11/01/2025(2)		1,067,871
		1,905,000	CEC Entertainment, Inc. 8.00%, 02/15/2022		1,969,294
		1,305,000	Party City Holdings, Inc. 6.13%, 08/15/2023(2)		1,353,938
		890,000	Staples, Inc. 8.50%, 09/15/2025(2)		785,425
		2,605,000	United Rentals North America, Inc. 4.88%, 01/15/2028		2,618,025
					12,242,286
			Semiconductors - 1.6%
		1,650,000	Entegris, Inc. 6.00%, 04/01/2022(2)		1,724,250
		2,005,000	Micron Technology, Inc. 5.50%, 02/01/2025		2,130,312
			Sensata Technologies B.V.
		1,005,000	5.00%, 10/01/2025(2)		1,065,300
		770,000	5.63%, 11/01/2024(2)		854,700
					5,774,562
			Software - 3.3%
		1,135,000	Camelot Finance S.A. 7.88%, 10/15/2024(2)		1,220,125
		1,150,000	Change Healthcare Holdings LLC / Change Healthcare Finance, Inc. 5.75%, 03/01/2025(2)		1,175,875
			First Data Corp.
		610,000	5.38%, 08/15/2023(2)		635,163
		2,110,000	5.75%, 01/15/2024(2)		2,207,588
		2,305,000	7.00%, 12/01/2023(2)		2,466,396
		544,000	Infor Software Parent LLC (cash) 7.13%, 05/01/2021(2)(6)		558,960
		2,925,000	Infor U.S., Inc. 6.50%, 05/15/2022		3,049,312
		930,000	Workday, Inc. 0.25%, 10/01/2022(2)		939,881
					12,253,300

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 90.3% - (continued)
			Telecommunications - 4.9%
			Altice Financing S.A.
	$	235,000	6.50%, 01/15/2022(2)	$	243,225
		1,570,000	6.63%, 02/15/2023(2)		1,654,937
		1,870,000	7.50%, 05/15/2026(2)		2,049,987
			Level 3 Financing, Inc.
		1,880,000	5.38%, 08/15/2022		1,936,926
		690,000	5.63%, 02/01/2023		712,425
			Nokia Oyj
		200,000	3.38%, 06/12/2022		199,250
		205,000	4.38%, 06/12/2027		205,000
		1,435,000	Sprint Capital Corp. 6.88%, 11/15/2028		1,530,966
			Sprint Corp.
		1,084,000	7.13%, 06/15/2024		1,171,739
		2,660,000	7.25%, 09/15/2021		2,899,400
		110,000	7.63%, 02/15/2025		120,588
		4,766,000	7.88%, 09/15/2023		5,326,005
					18,050,448
			Transportation - 0.4%
		1,430,000	Hertz Corp. 7.63%, 06/01/2022(2)		1,491,061
			Total Corporate Bonds (cost $321,923,087)	$	333,103,352
SENIOR FLOATING RATE INTERESTS - 1.3%(10)
			Chemicals - 0.1%
		550,000	Diamond (BC) B.V. 3 mo. USD LIBOR + 3.000%, 4.32%, 09/06/2024	$	552,162
			Healthcare-Products - 0.4%
		1,338,750	INC Research LLC 1 mo. USD LIBOR + 2.250%, 3.49%, 08/01/2024		1,345,658
			Leisure Time - 0.6%
		2,275,000	Golden Entertainment, Inc. 0.00%, 08/15/2024(11)		2,275,955
			Machinery-Diversified - 0.2%
		707,290	Gardner Denver, Inc. 3 mo. USD LIBOR + 2.750%, 4.08%, 07/30/2024		711,130
			Total Senior Floating Rate Interests (cost $4,854,848)	$	4,884,905
CONVERTIBLE BONDS - 1.9%
			Commercial Services - 0.2%
		800,000	Cardtronics, Inc. 1.00%, 12/01/2020	$	738,000
			Diversified Financial Services - 0.1%
		440,000	Blackhawk Network Holdings, Inc. 1.50%, 01/15/2022		440,275
			Home Builders - 0.2%
		873,000	M/I Homes, Inc. 3.00%, 03/01/2018		933,019
			Media - 0.5%
		1,310,000	DISH Network Corp. 3.38%, 08/15/2026		1,409,069

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

107

The Hartford High Yield Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CONVERTIBLE BONDS - 1.9%
			Media - 0.5% - (continued)
	$	470,000	Liberty Media Corp-Liberty Formula One 1.00%, 01/30/2023(2)	$	560,475
					1,969,544
			Oil & Gas - 0.1%
		1,645,000	Cobalt International Energy, Inc. 2.63%, 12/01/2019		259,087
		130,000	PDC Energy, Inc. 1.13%, 09/15/2021		126,913
					386,000
			Semiconductors - 0.5%
			Microchip Technology, Inc.
		656,000	1.63%, 02/15/2027(2)		826,150
		684,000	2.25%, 02/15/2037(2)		866,970
					1,693,120
			Software - 0.3%
		862,000	ServiceNow, Inc. 0.00%, 06/01/2022(2)(12)		966,517
			Total Convertible Bonds (cost $8,311,277)	$	7,126,475
COMMON STOCKS - 0.5%
			Banks - 0.3%
		91,168	MGIC Investment Corp. *	$	1,303,703
			Energy - 0.2%
		104,555,002	KCA Deutag *(1)(2)(4)(5)		542,536
		78,358	Vistra Energy Corp.		78,358
					620,894
			Utilities - 0.0%
		3,200,000	TCEH Corp.*(1)(4)(5)		3
			Total Common Stocks (cost $2,157,989)	$	1,924,600
PREFERRED STOCKS - 0.2%
			Diversified Financials - 0.2%
		19,075	GMAC Capital Trust Series 2 3 mo. USD LIBOR + 5.785%, 7.10%(9)	$	500,909
			Total Preferred Stocks (cost $499,841)	$	500,909
			Total Long-Term Investments (cost $338,662,962)	$	347,540,241

Shares or Principal Amount				Market Value†
SHORT-TERM INVESTMENTS - 5.6%
			Other Investment Pools & Funds - 5.6%
	$	20,777,187	Fidelity Institutional Government Fund, Institutional Class, 0.92%(13)	$	20,777,187
			Total Short-Term Investments (cost $20,777,187)	$	20,777,187

Total Investments (cost $359,440,149)	99.8	%	$	368,317,428
Other Assets and Liabilities	0.2	%		606,606
Total Net Assets	100.0	%	$	368,924,034

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

108

The Hartford High Yield Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

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

* Non-income producing.

⁽¹⁾  Investment valued using significant unobservable inputs.

⁽²⁾  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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $174,270,457, which represented 47.2% of total net assets.

⁽³⁾  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽⁴⁾  This security has been identified as 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. The identification of illiquid securities is unaudited. At October 31, 2017, the aggregate value of these securities was $542,539, which represents 0.1% of total net assets.

⁽⁵⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2017, the aggregate fair value of these securities was $542,539, which represented 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽⁶⁾  Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

⁽⁷⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁸⁾  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 October 31, 2017, the aggregate value of these securities was $8,743,340, which represented 2.4% of total net assets.

⁽⁹⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2017.

⁽¹⁰⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of October 31, 2017.

⁽¹¹⁾  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽¹²⁾  Security is a zero-coupon bond.

⁽¹³⁾  Current yield as of period end.

Centrally Cleared Credit Default Swap Contracts Outstanding at October 31, 2017
Reference Entity	Notional Amount (a)			(Pay)/Receive Fixed Rate		Expiration Date		Periodic Payment Frequency		Cost Basis		Value†		Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
CDX.NA.HY.29		USD	2,655,000		(5.00%)		12/20/22		Quarterly	$	191,992	$	231,856	$	39,864
Total										$	191,992	$	231,856	$	39,864

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

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

109

The Hartford High Yield Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017
Amount and Description of Currency to be Purchased		Amount and Description of Currency to be Sold			Counterparty	Settlement Date		Appreciation		Depreciation
5,927,171	USD		5,011,000	EUR	DEUT		11/30/17	$	80,439	$	—

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
DEUT	Deutsche Bank Securities, Inc.
Currency Abbreviations:
EUR	Euro
USD	United States Dollar
Index Abbreviations:
CDX.NA.HY	Credit Derivatives North American High Yield
Other Abbreviations:
PIK	Payment-in-kind

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

110

The Hartford High Yield Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total		Level 1(1)		Level 2(1)		Level 3(1)
Assets
Asset & Commercial Mortgage Backed Securities	$	—	$	—	$	—	$	—
Corporate Bonds		333,103,352		—		333,103,352		—
Senior Floating Rate Interests		4,884,905		—		4,884,905		—
Convertible Bonds		7,126,475		—		7,126,475		—
Common Stocks
Banks		1,303,703		1,303,703		—		—
Energy		620,894		—		78,358		542,536
Utilities		3		—		—		3
Preferred Stocks		500,909		500,909		—		—
Short-Term Investments		20,777,187		20,777,187		—		—
Foreign Currency Contracts(2)		80,439		—		80,439		—
Swaps-Credit Default(2)		39,864		—		39,864		—
Total	$	368,437,731	$	22,581,799	$	345,313,393	$	542,539

⁽¹⁾ For the year ended October 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 year ended October 31, 2017 is not presented.

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

111

The Hartford Inflation Plus Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 2.4%
			Asset-Backed - Finance & Insurance - 0.2%
	$	1,360,000	HSI Asset Securitization Corp. Trust 1 mo. USD LIBOR + 0.270%, 1.51%, 02/25/2036(1)	$	1,321,581
			Asset-Backed - Home Equity - 0.2%
		766,079	GSAA Home Equity Trust 5.99%, 06/25/2036(1)(2)		402,220
		737,565	Renaissance Home Equity Loan Trust 6.12%, 11/25/2036(3)		448,013
					850,233
			Whole Loan Collateral CMO - 2.0%
		797,664	Adjustable Rate Mortgage Trust 1 mo. USD LIBOR + 0.540%, 1.78%, 11/25/2035(1)		791,911
		1,158,076	Banc of America Funding Trust 6.05%, 10/25/2036(3)		1,053,404
		396,388	Bear Stearns Adjustable Rate Mortgage Trust 1 year CMT + 2.300%, 3.52%, 10/25/2035(1)		399,382
		686,684	Chase Mortgage Finance Trust 3.29%, 12/25/2035(1)(2)		668,665
		521,901	Deutsche Alt-A Securities Mortgage Loan Trust 1 mo. USD LIBOR + 0.150%, 1.39%, 12/25/2036(1)		477,395
		352,614	Fannie Mae Connecticut Avenue Securities 1 mo. USD LIBOR + 4.900%, 6.14%, 11/25/2024(1)		400,458
		242,197	GreenPoint Mortgage Funding Trust 12 mo. MTA + 1.400%, 2.34%, 10/25/2045(1)		206,264
		665,897	GSR Mortgage Loan Trust 3.59%, 10/25/2035(1)(2)		584,704
		624,707	HarborView Mortgage Loan Trust 1 mo. USD LIBOR + 0.190%, 1.43%, 01/19/2038(1)		587,089
		2,735,139	IndyMac Index Mortgage Loan Trust 1 mo. USD LIBOR + 0.290%, 1.53%, 01/25/2036(1)		2,276,611
		1,056,266	JP Morgan Mortgage Trust 3.54%, 01/25/2037(1)(2)		1,060,633
			MASTR Adjustable Rate Mortgages Trust 1 mo. USD LIBOR + 0.240%,
		1,225,702	1.48%, 05/25/2037(1)		800,484
		14,679	3.47%, 11/21/2034(1)(2)		15,029
			Residential Funding Mortgage Securities, Inc.
		243,861	3.98%, 02/25/2036(1)(2)		222,743
		461,117	6.00%, 07/25/2037		435,763
		653,133	Structured Adjustable Rate Mortgage Loan Trust 3.56%, 06/25/2035(1)(2)		575,210
		711,388	WaMu Mortgage Pass-Through Certificates Trust 1 mo. USD LIBOR + 0.420%, 1.66%, 06/25/2044(1)		688,102

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 2.4% - (continued)
			Whole Loan Collateral CMO - 2.0% - (continued)
	$	861,191	Washington Mutual Mortgage Pass-Through Certificates WMALT Trust 12 mo. MTA + 0.830%, 1.77%, 11/25/2046(1)	$	736,982
					11,980,829
			Total Asset & Commercial Mortgage Backed Securities (cost $13,295,559)	$	14,152,643
FOREIGN GOVERNMENT OBLIGATIONS - 3.2 %
			Argentina - 0.2%
	ARS	18,856,000	Argentina Politica Monet 27.15%, 06/21/2020(1)(2)	$	1,142,172
			Brazil - 1.3%
			Brazil Notas do Tesouro Nacional
	BRL	11,450,561	6.00%, 05/15/2019(4)		3,662,515
		11,918,362	6.00%, 08/15/2022(4)		3,858,370
					7,520,885
			Colombia - 0.3%
	COP	4,967,775,414	Colombian TES 4.75%, 02/23/2023(4)		1,788,794
			Russia - 0.6%
	RUB	223,440,933	Russian Federal Inflation Linked Bond 2.50%, 08/16/2023(4)		3,684,063
			South Africa - 0.2%
	ZAR	20,244,877	South Africa Government Bond - CPI Linked 1.88%, 02/28/2033(4)		1,285,248
			Thailand - 0.6%
	THB	113,000,000	Bank of Thailand 1.48%, 02/17/2018(1)(2)		3,402,737
			Total Foreign Government Obligations (cost $18,230,796)	$	18,823,899
SENIOR FLOATING RATE INTERESTS - 4.9%(5)
			Aerospace/Defense - 0.2%
	$	240,000	MacDonald, Dettwiler and Associates Ltd. 3 mo. USD LIBOR + 2.750%, 4.10%, 10/04/2024	$	241,351
		598,328	TransDigm, Inc. 1 mo. USD LIBOR + 3.000%, 4.27%, 06/09/2023		600,650
					842,001
			Airlines - 0.1%
		326,700	American Airlines, Inc. 1 mo. USD LIBOR + 2.500%, 3.74%, 04/28/2023		327,151
		480,000	Delta Air Lines, Inc. 1 mo. USD LIBOR + 2.500%, 3.74%, 08/24/2022		484,080
					811,231
			Auto Parts & Equipment - 0.0%
		140,000	USI, Inc. 3 mo. USD LIBOR + 3.000%, 4.31%, 05/16/2024		140,291

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

112

The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 4.9%(5) - (continued)
			Biotechnology - 0.0%
	$	100,000	Sterigenics-Nordion Holdings LLC 1 mo. USD LIBOR + 3.000%, 0.00%, 05/15/2022(6)	$	100,000
			Chemicals - 0.1%
		180,000	H.B. Fuller Co. 1 mo. USD LIBOR + 2.250%, 3.49%, 10/12/2024		180,976
		111,233	Huntsman International LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 04/01/2023		111,720
		324,500	Minerals Technologies, Inc. 1 mo. USD LIBOR + 2.250%, 3.52%, 02/14/2024		326,798
		28,985	Tronox Blocked Borrower LLC 3 mo. USD LIBOR + 3.000%, 4.32%, 09/22/2024		29,214
		66,888	Tronox Finance LLC 3 mo. USD LIBOR + 3.000%, 4.32%, 09/22/2024		67,417
					716,125
			Commercial Services - 0.3%
		113,853	Camelot UK Holdco Ltd. 1 mo. USD LIBOR + 3.500%, 4.74%, 10/03/2023		114,612
		149,625	Clean Harbors, Inc. 1 mo. USD LIBOR + 2.000%, 3.24%, 06/27/2024		150,467
		197,500	Hertz Corp. 1 mo. USD LIBOR + 2.750%, 4.00%, 06/30/2023		197,131
		116,315	KAR Auction Services, Inc. 3 mo. USD LIBOR + 2.500%, 3.88%, 03/09/2023		117,091
		209,475	PSAV Holdings LLC 3 mo. USD LIBOR + 3.500%, 4.83%, 04/27/2024		210,784
		143,913	Quikrete Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 11/15/2023		144,552
		222,187	Russell Investment Group 3 mo. USD LIBOR + 4.250%, 5.49%, 06/01/2023		224,909
		189,050	Team Health Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 02/06/2024		187,396
		289,275	Tempo Acquisition LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 05/01/2024		290,120
		172,771	Trans Union LLC 1 mo. USD LIBOR + 2.000%, 3.24%, 04/10/2023		173,257
		148,875	Xerox Business Services LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 12/07/2023		150,085
					1,960,404
			Distribution/Wholesale - 0.1%
		497,500	American Builders & Contractors Supply Co., Inc. 1 mo. USD LIBOR + 2.500%, 3.74%, 10/31/2023		500,351

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 4.9%(5) - (continued)
			Distribution/Wholesale - 0.1% - (continued)
	$	182,694	Nexeo Solutions LLC 3 mo. USD LIBOR + 3.750%, 5.09%, 06/09/2023	$	184,293
		119,100	Univar, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 07/01/2022		119,695
					804,339
			Diversified Financial Services - 0.2%
		199,000	AlixPartners LLP 3 mo. USD LIBOR + 2.750%, 4.08%, 04/04/2024		199,872
		500,000	Delos Finance Sarl 3 mo. USD LIBOR + 2.000%, 3.33%, 10/06/2023		503,515
		155,000	FinCo I LLC 1 mo. USD LIBOR + 2.750%, 2.75%, 06/14/2022		157,209
		305,685	RPI Finance Trust 3 mo. USD LIBOR + 2.000%, 3.33%, 03/27/2023		306,795
		225,000	Telenet Financing USD LLC 1 mo. USD LIBOR + 2.750%, 3.99%, 06/30/2025		225,875
					1,393,266
			Electric - 0.1%
		119,400	AES Corp. 3 mo. USD LIBOR + 2.000%, 3.32%, 05/24/2022		119,600
		150,898	Calpine Corp. 3 mo. USD LIBOR + 2.750%, 4.09%, 05/31/2023		151,537
		124,143	Helix Gen Funding LLC 3 mo. USD LIBOR + 3.750%, 5.08%, 06/02/2024		125,398
					396,535
			Energy-Alternate Sources - 0.2%
		185,000	BCP Renaissance Parent LLC 0.00%, 09/19/2024(6)		187,024
		748,683	MEG Energy Corp. 3 mo. USD LIBOR + 3.500%, 4.83%, 12/31/2023		750,652
			TEX Operations Co. LLC
		143,913	1 mo. USD LIBOR + 2.750%, 4.01%, 08/04/2023		144,313
		35,000	3 mo. USD LIBOR + 2.750%, 4.08%, 08/04/2023		35,092
					1,117,081
			Engineering & Construction - 0.0%
		224,438	Brand Energy & Infrastructure Services, Inc. 3 mo. USD LIBOR + 4.250%, 5.62%, 06/21/2024		225,809
			Environmental Control - 0.0%
		131,738	Advanced Disposal Services, Inc. 1 Week USD LIBOR + 2.750%, 3.95%, 11/10/2023		132,857

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

113

The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 4.9%(5) - (continued)
			Food - 0.1%
	$	318,400	JBS USA LLC 1 mo. USD LIBOR + 2.500%, 3.74%, 10/30/2022	$	311,437
		299,250	Post Holdings, Inc. 1 mo. USD LIBOR + 2.250%, 3.49%, 05/24/2024		300,692
					612,129
			Healthcare-Products - 0.1%
		147,656	INC Research LLC 1 mo. USD LIBOR + 2.250%, 3.49%, 08/01/2024		148,418
		99,750	Kinetic Concepts, Inc. 3 mo. USD LIBOR + 3.250%, 4.58%, 02/02/2024		99,600
		103,950	Revlon Consumer Products Corp. 1 mo. USD LIBOR + 3.500%, 4.74%, 09/07/2023		89,527
					337,545
			Healthcare-Services - 0.1%
			Community Health Systems, Inc.
		71,916	3 mo. USD LIBOR + 2.750%, 4.07%, 12/31/2019		70,188
		125,274	3 mo. USD LIBOR + 3.000%, 4.32%, 01/27/2021		121,075
		243,163	Envision Healthcare Corp. 1 mo. USD LIBOR + 3.000%, 4.25%, 12/01/2023		244,075
		322,774	MPH Acquisition Holdings LLC 3 mo. USD LIBOR + 3.000%, 4.33%, 06/07/2023		325,772
					761,110
			Household Products/Wares - 0.1%
		290,000	Galleria Co. 1 mo. USD LIBOR + 3.000%, 4.25%, 09/29/2023		289,275
			Insurance - 0.2%
		705,953	Asurion LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 11/03/2023		711,693
		99,229	HUB International Ltd. 3 mo. USD LIBOR + 3.000%, 4.31%, 10/02/2020		99,965
		110,000	USI Holdings Corp. 0.00%, 07/26/2024(6)		109,862
					921,520
			Leisure Time - 0.2%
			Aristocrat Leisure Ltd.
		150,000	0.00%, 09/19/2024(6)		150,675
		200,000	3 mo. USD LIBOR + 2.000%, 3.36%, 10/20/2021		201,170
		445,161	Caesars Resort Collection LLC 0.00%, 09/27/2024(6)		447,864
		148,955	Eldorado Resorts LLC 3 mo. USD LIBOR + 2.250%, 3.50%, 04/17/2024		149,141
		255,000	Golden Entertainment, Inc. 0.00%, 08/15/2024(6)		255,107

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 4.9%(5) - (continued)
			Leisure Time - 0.2% - (continued)
	$	115,000	NCL Corp. Ltd. 1 mo. USD LIBOR + 1.750%, 2.99%, 10/02/2022	$	115,360
					1,319,317
			Lodging - 0.1%
		184,819	Boyd Gaming Corp. 1 Week USD LIBOR + 2.500%, 3.70%, 09/15/2023		185,859
		275,000	Caesars Entertainment Operating Co. 1 mo. USD LIBOR + 2.500%, 3.74%, 10/06/2024		275,173
		168,725	Station Casinos LLC 1 mo. USD LIBOR + 2.500%, 3.74%, 06/08/2023		169,245
					630,277
			Media - 0.4%
		120,000	Altice Financing S.A. 0.00%, 01/05/2026(6)		120,000
		295,500	Charter Communications Operating LLC 1 mo. USD LIBOR + 2.250%, 3.50%, 01/15/2024		297,610
		300,366	CSC Holdings LLC 1 mo. USD LIBOR + 2.250%, 3.49%, 07/17/2025		299,882
		327,525	Numericable Group S.A. 0.00%, 01/31/2026(6)		327,600
		145,000	Unitymedia Finance LLC 0.00%, 10/16/2024(6)		144,638
		260,000	UPC Financing Partnership 0.00%, 01/15/2026(6)		260,759
			Vantiv LLC
		60,000	0.00%, 09/18/2024(6)		60,188
		210,000	1 mo. USD LIBOR + 2.000%, 3.24%, 08/07/2024		211,275
		673,321	Virgin Media Bristol LLC 1 mo. USD LIBOR + 2.750%, 3.99%, 01/31/2025		675,846
					2,397,798
			Oil & Gas - 0.2%
		110,000	Chesapeake Energy Corp. 3 mo. USD LIBOR + 7.500%, 8.81%, 08/23/2021		117,884
		775,260	Energy Transfer Equity, L.P. 1 mo. USD LIBOR + 2.000%, 3.24%, 02/02/2024		773,624
		78,201	Peabody Energy Corp. 1 mo. USD LIBOR + 3.500%, 4.74%, 03/31/2022		78,714
					970,222
			Packaging & Containers - 0.3%
		330,940	Berry Plastics Group, Inc. 1 mo. USD LIBOR + 2.250%, 3.49%, 02/08/2020		332,512
		164,175	Flex Acquisition Co., Inc. 3 mo. USD LIBOR + 3.000%, 4.34%, 12/29/2023		165,278
		100,000	Plastipak Holdings, Inc. 3 mo. USD LIBOR + 2.750%, 3.99%, 10/04/2024		100,700

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

114

The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 4.9%(5) - (continued)
			Packaging & Containers - 0.3% - (continued)
	$	961,359	Reynolds Group Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 02/05/2023	$	966,762
					1,565,252
			Pharmaceuticals - 0.2%
		369,075	Endo Luxembourg Finance Co. I S.a r.l. 1 mo. USD LIBOR + 4.250%, 5.50%, 04/29/2024		373,873
		593,672	Quintiles IMS, Inc. 3 mo. USD LIBOR + 2.000%, 3.33%, 03/07/2024		597,597
					971,470
			Real Estate - 0.1%
		455,342	DTZ U.S. Borrower LLC 3 mo. USD LIBOR + 3.250%, 4.59%, 11/04/2021		457,832
			Real Estate Investment Trusts - 0.1%
	EUR	208,950	Equinix, Inc. EURIBOR + 2.500%, 2.50%, 01/05/2024		244,444
	$	261,025	MGM Growth Properties Operating Partnership L.P. 1 mo. USD LIBOR + 2.250%, 3.49%, 04/25/2023		262,377
					506,821
			Retail - 0.3%
		262,360	Albertsons LLC 3 mo. USD LIBOR + 3.000%, 4.33%, 12/21/2022		253,804
		110,952	B&G Foods, Inc. 1 mo. USD LIBOR + 2.250%, 3.49%, 11/02/2022		111,542
		124,115	B.C. Unlimited Liability Co. 1 mo. USD LIBOR + 2.250%, 3.53%, 02/16/2024		124,239
		300,000	Bass Pro Group LLC 1 mo. USD LIBOR + 5.000%, 6.24%, 09/25/2024		291,063
		241,832	Coty, Inc. 1 mo. USD LIBOR + 2.500%, 3.73%, 10/27/2022		241,078
		127,725	Harbor Freight Tools USA, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 08/18/2023		128,435
		317,004	Michaels Stores, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 01/30/2023		317,083
		183,155	Pizza Hut Holdings LLC 1 mo. USD LIBOR + 2.000%, 3.24%, 06/16/2023		184,254
		130,000	Staples, Inc. 3 mo. USD LIBOR + 4.000%, 5.31%, 09/12/2024		122,167
					1,773,665
			Semiconductors - 0.0%
		144,614	ON Semiconductor Corp. 1 mo. USD LIBOR + 2.250%, 3.49%, 03/31/2023		145,231

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 4.9%(5) - (continued)
			Software - 0.7%
	$	165,000	Almonde, Inc. 3 mo. USD LIBOR + 3.500%, 4.82%, 06/13/2024	$	164,333
		248,750	Change Healthcare Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 03/01/2024		250,063
		254,487	Dell, Inc. 1 mo. USD LIBOR + 2.000%, 3.25%, 09/07/2023		255,058
			First Data Corp.
		893,287	1 mo. USD LIBOR + 2.250%, 3.49%, 07/08/2022		895,413
		412,475	1 mo. USD LIBOR + 2.500%, 3.74%, 04/26/2024		414,096
		260,662	Global Payments, Inc. 1 mo. USD LIBOR + 2.000%, 3.24%, 04/21/2023		261,695
		229,178	Go Daddy Operating Co. LLC 1 mo. USD LIBOR + 2.500%, 3.74%, 02/15/2024		230,324
		563,980	Infor U.S., Inc. 3 mo. USD LIBOR + 2.750%, 4.08%, 02/01/2022		564,567
		18,702	MA FinanceCo LLC 1 mo. USD LIBOR + 2.750%, 3.99%, 06/21/2024		18,760
		126,298	Seattle Spinco, Inc. 3 mo. USD LIBOR + 2.750%, 3.99%, 06/21/2024		126,693
		214,193	SS&C Technologies, Inc. 1 mo. USD LIBOR + 2.250%, 3.49%, 07/08/2022		215,331
		209,475	Verint Systems, Inc. 3 mo. USD LIBOR + 2.250%, 3.56%, 06/29/2024		209,911
		488,813	WEX, Inc. 3 mo. USD LIBOR + 2.750%, 3.99%, 06/30/2023		493,965
					4,100,209
			Telecommunications - 0.3%
		500,000	Level 3 Financing, Inc. 1 mo. USD LIBOR + 2.250%, 3.49%, 02/22/2024		501,695
		167,647	MaxLinear, Inc. 1 mo. USD LIBOR + 2.500%, 3.74%, 05/12/2024		168,276
		437,800	Sprint Communications, Inc. 1 mo. USD LIBOR + 2.500%, 3.75%, 02/02/2024		439,258
		225,000	Unitymedia Finance LLC 1 mo. USD LIBOR + 2.250%, 3.49%, 09/30/2025		224,809
		378,004	Univision Communications, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 03/15/2024		376,586
		100,095	Zayo Group LLC 1 mo. USD LIBOR + 2.250%, 3.49%, 01/19/2024		100,476
					1,811,100

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

115

The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 4.9%(5) - (continued)
			Trucking & Leasing - 0.1%
	$	299,250	Avolon TLB Borrower 1 (Luxembourg) S.a.r.l. 1 mo. USD LIBOR + 2.250%, 3.49%, 04/03/2022	$	301,476
			Total Senior Floating Rate Interests (cost $28,401,366)	$	28,512,188
U.S. GOVERNMENT AGENCIES - 0.0%
			FNMA - 0.0%
	$	577	FNMA 10.50%, 12/01/2018	$	579
			Total U.S. Government Agencies (cost $584)	$	579
U.S. GOVERNMENT SECURITIES - 86.9%
			U.S. Treasury Securities - 86.9%
			U.S. Treasury Bonds - 7.4%
	$	35,820,545	U.S. Treasury Bonds 2.50%, 01/15/2029(4)	$	43,147,907
					43,147,907
			U.S. Treasury Notes - 79.5%
		3,183,906	0.13%, 04/15/2018(4)(7)		3,183,533
		20,770,454	0.13%, 04/15/2019(4)		20,823,951
		4,272,952	0.13%, 04/15/2020(4)		4,287,950
		206,125,154	0.13%, 04/15/2021(4)		206,483,457
		39,575,440	0.13%, 01/15/2023(4)		39,407,476
		65,215,310	0.13%, 07/15/2024(4)		64,447,195
		9,514,886	0.25%, 01/15/2025(4)		9,408,990
		42,764,938	0.38%, 07/15/2025(4)		42,717,810
		73,900,209	0.63%, 01/15/2024(4)		75,292,101
					466,052,463
					509,200,370
			Total U.S. Government Securities (cost $509,336,380)	$	509,200,370
			Total Long-Term Investments (cost $569,264,685)	$	570,689,679

SHORT-TERM INVESTMENTS - 2.9%
		Other Investment Pools & Funds - 2.7%
	15,952,371	Fidelity Institutional Government Fund, Institutional Class On behalf			$	15,952,371
		U.S. Treasury Bills - 0.2%
		FHLB - 0.2%
	1,000,000	U.S. Treasury Bills 1.02%, 12/28/2017(8)(9)				998,385
		Total Short-Term Investments (cost $16,950,756)			$	16,950,756
		Total Investments (cost $586,215,441)	100.3	%	$	587,640,435
		Other Assets and Liabilities	(0.3	)%		(1,639,609	)
		Total Net Assets	100.0	%	$	586,000,826

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

116

The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

⁽¹⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2017.

⁽²⁾  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

⁽³⁾  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽⁴⁾  The principal amount for these securities is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

⁽⁵⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of October 31, 2017.

⁽⁶⁾  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽⁷⁾  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

⁽⁸⁾  This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

⁽⁹⁾  The rate shown represents current yield to maturity.

Futures Contracts Outstanding at October 31, 2017
Description	Number of Contracts		Expiration Date		Current Notional Amount		Value and Unrealized Appreciation/ (Depreciation)
Long position contracts:
Australian 10-Year Bond Future		57		12/15/2017	$	5,621,206	$	39,002
U.S. 10-Year Ultra Future		100		12/19/2017		13,392,188		(278,417	)
U.S. Treasury 10-Year Note Future		212		12/19/2017		26,486,750		(323,301	)
U.S. Treasury 2-Year Note Future		68		12/29/2017		14,644,438		(59,702	)
Total							$	(622,418	)
Short position contracts:
Euro-Bund Future		34		12/07/2017	$	6,445,695	$	(33,280	)
Long Gilt Future		80		12/27/2017		13,210,311		274,603
U.S. Treasury 5-Year Note Future		154		12/29/2017		18,046,875		104,392
Total							$	345,715
Total futures contracts							$	(276,703	)

OTC Credit Default Swap Contracts Outstanding at October 31, 2017
Reference Entity	Counterparty		Notional Amount (a)			(Pay)/Receive Fixed Rate		Expiration Date		Periodic Payment Frequency		Upfront Premiums Paid		Upfront Premiums Received			Market Value†		Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Sell protection:
CMBX.NA.AAA.6		GSC		USD	19,438,522		0.50%		05/11/63		Monthly	$	—	$	(15,520	)	$	111,425	$	126,945
Total traded indices												$	—	$	(15,520	)	$	111,425	$	126,945
Total OTC contracts												$	—	$	(15,520	)	$	111,425	$	126,945

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

117

The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

October 31, 2017

(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 October 31, 2017
Counterparty	Payments made by Fund	Payments received by Fund	Notional Amount			Expiration Date		Periodic Payment Frequency		Upfront Premiums Paid		Upfront Premiums Received		Value †			Unrealized Appreciation/ (Depreciation)
BCLY	2.29% Fixed	CPURNSA		USD	29,572,000		01/15/22		At maturity	$	—	$	—	$	(378,188	)	$	(378,188	)
BOA	2.10% Fixed	CPURNSA		USD	21,160,000		07/15/27		At maturity		—		—		(83,662	)		(83,662	)
BOA	2.12% Fixed	CPURNSA		USD	9,480,000		01/15/24		At maturity		—		—		(78,784	)		(78,784	)
Total										$	—	$	—	$	(540,634	)	$	(540,634	)

Centrally Cleared Interest Rate Swap Contracts Outstanding at October 31, 2017
Payments made by Fund	Payments received by Fund	Notional Amount			Expiration Date		Periodic Payment Frequency		Upfront Premiums Paid		Upfront Premiums Received		Value †		Unrealized Appreciation/ (Depreciation)
12M Federal Funds Rate	0.93% Fixed		USD	13,439,000		08/22/24		Annual	$	—	$	—	$	860,897	$	860,897
12M Federal Funds Rate	1.03% Fixed		USD	9,012,000		09/06/26		Annual		—		—		723,669		723,669
12M Federal Funds Rate	1.00% Fixed		USD	3,322,000		09/29/26		Annual		89,737		—		278,008		188,271
Total									$	89,737	$	—	$	1,862,574	$	1,772,837

Bond Forward Contracts Outstanding at October 31, 2017
Counterparty	Reference Obligation	Notional Amount				Expiration Date	Unrealized Appreciation/ (Depreciation)
BOA	U.S. Treasury Bonds, 0.13%, 04/15/2020, 0.13%, 04/15/2020		USD	$	7,060,326	06/22/2017	$	9,049
BOA	U.S. Treasury Bonds, 0.13%, 07/15/2024, 0.13%, 07/15/2024		USD		12,051,607	06/22/2017		53,267
BOA	U.S. Treasury Bonds, 0.63%, 01/15/2024, 0.63%, 01/15/2024		USD		2,783,656	06/22/2017		11,433
BOA	U.S. Treasury Bonds, 0.63%, 01/15/2026, 0.63%, 01/15/2026		USD		17,613,109	07/01/2017		82,665
BOA	U.S. Treasury Bonds, 2.38%, 01/15/2025, 2.38%, 01/15/2025		USD		25,188,623	06/22/2017		38,381
Total							$	194,795

Foreign Currency Contracts Outstanding at October 31, 2017
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty		Settlement Date		Appreciation		Depreciation
	11,735,000	AUD		8,962,724	USD		BCLY		11/30/17	$	15,723	$	—
	10,184,000	CAD		7,890,965	USD		DEUT		11/30/17		4,956		—
	7,524,125	USD		23,859,000	BRL		MSC		12/20/17		276,848		—
	5,791,840	USD		5,727,000	CHF		DEUT		11/30/17		39,703		—
	1,534,108	USD		4,536,740,000	COP		CBK		12/20/17		49,912		—
	10,080,094	USD		8,522,000	EUR		DEUT		11/30/17		136,799		—
	9,664,268	USD		7,374,000	GBP		SSG		11/30/17		—		(138,063	)
	8,507,048	USD		967,527,000	JPY		BCLY		11/30/17		—		(13,193	)
	3,630,430	USD		211,763,000	RUB		GSC		12/20/17		42,793		—
	3,426,322	USD		113,132,000	THB		JPM		12/20/17		20,202		—
	1,440,882	USD		19,012,000	ZAR		BCLY		12/20/17		107,960		—
	Total									$	694,896	$	(151,256	)

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

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

118

The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

October 31, 2017

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
BOA	Banc of America Securities LLC
CBK	Citibank NA
DEUT	Deutsche Bank Securities, Inc.
GSC	Goldman Sachs & Co.
JPM	JP Morgan Chase & Co.
MSC	Morgan Stanley
SSG	State Street Global Markets LLC
Currency Abbreviations:
ARS	Argentine Peso
AUD	Australian Dollar
BRL	Brazilian Real
CAD	Canadian Dollar
CHF	Swiss Franc
COP	Colombian Peso
EUR	Euro
GBP	British Pound
JPY	Japanese Yen
RUB	Russian Ruble
THB	Thai Baht
USD	United States Dollar
ZAR	South African Rand

Index Abbreviations:
CMBX.NA	Markit Commercial Mortgage Backed North American
CPURNSA	Consumer Price All Urban Non-Seasonally Adjusted
CMT	Constant Maturity Treasury
Other Abbreviations:
CMO	Collateralized Mortgage Obligation
FNMA	Federal National Mortgage Association
OTC	Over-the-Counter

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

119

The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total			Level 1(1)			Level 2(1)			Level 3(1)
Assets
Asset & Commercial Mortgage Backed Securities	$	14,152,643		$	—		$	14,152,643		$	—
Foreign Government Obligations		18,823,899			—			18,823,899			—
Senior Floating Rate Interests		28,512,188			—			28,512,188			—
U.S. Government Agencies		579			—			579			—
U.S. Government Securities		509,200,370			—			509,200,370			—
Short-Term Investments		16,950,756			15,952,371			998,385			—
Bond Forward Contracts(2)		194,795			—			194,795			—
Foreign Currency Contracts(2)		694,896			—			694,896			—
Futures Contracts(2)		417,997			417,997			—			—
Swaps-Credit Default(2)		126,945			—			126,945			—
Swaps-Interest Rate(2)		1,772,837			—			1,772,837			—
Total	$	590,847,905		$	16,370,368		$	574,477,537		$	—
Liabilities
Foreign Currency Contracts(2)	$	(151,256	)	$	—		$	(151,256	)	$	—
Futures Contracts(2)		(694,700	)		(694,700	)		—			—
Swaps-Interest Rate(2)		(540,634	)		—			(540,634	)		—
Total	$	(1,386,590	)	$	(694,700	)	$	(691,890	)	$	—

⁽¹⁾ For the year ended October 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 accompanying notes are an integral part of these financial statements.

120

Hartford Municipal Income Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 95.9%
			Alabama - 1.7%
	$	145,000	Alabama 21st Century Auth Rev 5.00%, 06/01/2021	$	160,380
		200,000	Birmingham, AL, Water Works Board Water Rev 5.00%, 01/01/2029		240,172
					400,552
			Alaska - 0.5%
		100,000	CIVICVentures, AK, Rev 5.00%, 09/01/2023		115,477
			Arizona - 1.0%
		200,000	Salt Verde Financial Corp., AZ, Rev 5.00%, 12/01/2037		243,656
			California - 7.8%
		250,000	Abag Finance Auth for Nonprofit Corps., CA, Rev 6.00%, 08/01/2030		289,405
		170,000	Alameda Corridor, CA, Transportation Auth Rev 0.00%, 10/01/2018(1)		166,605
		160,000	California County Tobacco Securitization Agency 5.00%, 06/01/2020		173,739
		250,000	California Health Facs Finance Auth Rev 5.88%, 07/01/2025		269,755
		45,000	Elk Grove, CA, Finance Auth Special Tax 5.00%, 09/01/2032		51,780
		150,000	Inglewood, CA, Redevelopment Agency 5.00%, 05/01/2027		184,663
		90,000	Los Angeles County, CA, Metropolitan Transportation Auth 4.00%, 06/01/2034		97,542
			Orange County, CA, Community Facs Dist
		100,000	5.00%, 08/15/2023		115,425
		150,000	5.00%, 08/15/2033		169,916
		10,000	Palomar Health, CA, Rev 3.00%, 11/01/2017		10,000
		100,000	San Bernardino City, CA, Unified School Dist. 0.00%, 08/01/2027(1)		76,186
		255,000	San Joaquin Hills, CA, Transportation Corridor Agency 0.00%, 01/15/2025(1)		206,800
					1,811,816
			Colorado - 1.5%
		150,000	Denver Convention Center Hotel, CO, Auth Rev 5.00%, 12/01/2040		167,988
			E-470 Public Highway, CO, Auth Rev
		45,000	1 mo. USD LIBOR + 1.05%, 1.88%, 09/01/2039(2)		45,666
		25,000	5.00%, 09/01/2019		26,682
		100,000	Park Creek, CO, Metropolitan Dist Rev 5.00%, 12/01/2023		114,810
					355,146
			Connecticut - 2.0%
		50,000	City of Hartford, CT, GO 5.00%, 07/01/2027		55,498
		100,000	Connecticut State Health & Educational Facs Auth 3.25%, 09/01/2021(3)		100,179
		250,000	Town of Hamden, CT, GO 5.00%, 08/15/2025		299,830
					455,507

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 95.9% - (continued)
			District of Columbia - 3.0%
			Dist of Columbia, GO
	$	300,000	5.00%, 06/01/2025	$	365,838
		150,000	5.00%, 06/01/2032		174,500
		150,000	5.00%, 07/01/2042		157,617
					697,955
			Florida - 4.2%
		200,000	City of Jacksonville, FL 5.00%, 10/01/2030		225,150
		200,000	City of Port State Lucie, FL 4.00%, 07/01/2027		216,422
			Lee County, FL, Airport Rev
		125,000	5.00%, 10/01/2032		146,039
		100,000	5.00%, 10/01/2033		116,443
			Miami-Dade County, FL, Aviation Rev
		15,000	5.00%, 10/01/2029		17,455
		15,000	5.00%, 10/01/2031		17,316
		20,000	5.00%, 10/01/2032		22,981
		20,000	5.00%, 10/01/2033		22,874
		65,000	Miami-Dade County, FL, Seaport Department Rev 5.00%, 10/01/2023		74,845
		100,000	Orange County, FL, Health Facs Auth 5.00%, 08/01/2031		112,045
					971,570
			Georgia - 1.5%
		70,000	Burke County, GA, DA Rev 2.35%, 10/01/2032(2)(4)		70,629
		40,000	Georgia Housing & Finance Auth Rev 3.50%, 06/01/2039		42,093
		100,000	Monroe County, GA, DA Rev 2.40%, 01/01/2039(2)(4)		99,696
		125,000	Municipal Electric Auth, GA 5.00%, 11/01/2022		143,970
					356,388
			Illinois - 18.8%
		100,000	Chicago, IL, Board of Education 5.75%, 04/01/2035		115,565
		150,000	Chicago, IL, Metropolitan Water Reclamation Dist GO 5.25%, 12/01/2032		184,929
			Chicago, IL, Midway International Airport Rev
		100,000	5.00%, 01/01/2023		114,435
		250,000	5.00%, 01/01/2041		276,602
		100,000	Chicago, IL, O’Hare International Airport Rev 5.00%, 01/01/2029		116,873
		250,000	Chicago, IL, Park Dist, GO 5.00%, 01/01/2020		259,432
			Chicago, IL, Transit Auth Rev
		75,000	5.00%, 06/01/2020		81,500
		160,000	5.25%, 12/01/2024		178,877
		250,000	City of Chicago, IL, GO 5.00%, 01/01/2026		273,900
		105,000	City of Chicago, IL, Waterworks Rev 5.00%, 11/01/2018		108,869
			Cook County, IL, Community High School Dist No. 212 Leyden
		105,000	5.00%, 12/01/2027		120,905
		170,000	5.00%, 12/01/2030		192,698

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

121

Hartford Municipal Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 95.9% - (continued)
			Illinois - 18.8% - (continued)
	$	105,000	Cook County, IL, GO 5.00%, 11/15/2028	$	112,755
			Illinois State Finance Auth Rev
		90,000	4.50%, 05/15/2020		91,661
		15,000	5.00%, 07/01/2018		15,395
		150,000	5.00%, 11/15/2030		170,633
		150,000	5.00%, 02/15/2033		168,459
		245,000	5.00%, 08/15/2035		266,535
		150,000	5.00%, 10/01/2041		170,169
			Illinois State, GO
		50,000	5.00%, 02/01/2027		54,639
		250,000	5.00%, 05/01/2029		267,425
		105,000	5.00%, 11/01/2029(5)		114,382
		150,000	Kane Cook & DuPage Counties, IL, GO 5.00%, 01/01/2035		171,201
		100,000	Kane McHenry Cook & DeKalb Counties, IL, USD GO 5.00%, 01/01/2023		115,230
		150,000	Kendall Kane & Will County, IL, USD GO 5.00%, 02/01/2024		175,340
		125,000	Metropolitan Pier & Exposition Auth, IL 0.00%, 06/15/2020(1)		117,306
			Regional Transportation, IL, Auth Rev
		80,000	5.00%, 06/01/2026		93,438
		125,000	6.25%, 07/01/2022		149,588
		90,000	University of Illinois, IL, Auxiliary Facs Rev 5.00%, 04/01/2024		102,105
					4,380,846
			Indiana - 1.0%
		115,000	Indiana Municipal Power Agency 5.00%, 01/01/2033(5)		136,504
		85,000	Indianapolis, IN, Airport Auth Rev 4.75%, 01/01/2030		88,563
					225,067
			Louisiana - 3.1%
			Louisiana State Local Gov’t Environmental Facs & Community DA Rev
		100,000	5.75%, 11/15/2030		110,478
		100,000	6.00%, 11/15/2030		112,531
			Louisiana State Public Facs Auth Rev
		100,000	5.00%, 05/15/2035		113,276
		100,000	5.00%, 05/15/2047		110,132
		40,000	6.38%, 05/15/2031		46,978
		200,000	New Orleans, LA, Aviation Board 5.00%, 01/01/2038		228,730
					722,125
			Massachusetts - 1.8%
		100,000	Commonwealth of Massachusetts, GO 4.00%, 09/01/2034		107,946
		100,000	Massachusetts Health & Educational Facs Auth 5.00%, 07/01/2039		105,178
		200,000	Massachusetts State PA 4.00%, 07/01/2046		206,202
					419,326
			Michigan - 2.8%
		150,000	Great Lakes, MI, Water Auth Water Supply System Rev 5.00%, 07/01/2046		168,952

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 95.9% - (continued)
			Michigan - 2.8% - (continued)
			Michigan Finance Auth
	$	150,000	5.00%, 04/01/2019	$	156,669
		100,000	5.00%, 07/01/2035		111,138
		100,000	5.00%, 05/15/2038		111,489
		50,000	State of Michigan 5.00%, 03/15/2027		61,131
		35,000	Wayne County, MI, Airport Auth Rev 5.00%, 12/01/2030		41,281
					650,660
			Minnesota - 1.3%
		20,000	Duluth, MN, ISD, No. 709 4.00%, 02/01/2027		22,238
		100,000	Minneapolis-St Paul, MN, Metropolitan Airports Commission 5.00%, 01/01/2031		116,965
		100,000	Rochester, MN, Healthcare & Housing Rev Facs 4.00%, 12/01/2019		102,775
		50,000	Saint Paul, MN, Housing & Redevelopment Auth 5.25%, 11/15/2028		54,077
					296,055
			Missouri - 1.2%
		100,000	Kirkwood, MO, IDA 5.25%, 05/15/2032		106,962
		150,000	Saint Louis, MO, Airport Rev. 5.00%, 07/01/2042		172,959
					279,921
			Montana - 0.7%
		150,000	Montana Facs Finance Auth 5.00%, 02/15/2033		172,347
			Nebraska - 0.5%
		100,000	Central Plains, NE, Energy Proj Gas Rev 5.25%, 12/01/2021		114,745
			Nevada - 0.4%
		90,000	Clark County, NV 2.25%, 12/01/2019		90,036
			New Jersey - 2.8%
		50,000	City of Atlantic, NJ, GO 5.00%, 03/01/2020		53,587
		205,000	City of Bayonne, NJ, GO 5.00%, 07/01/2034		232,886
		285,000	New Jersey Educational Facs Auth Rev 5.00%, 09/01/2019		300,074
		50,000	New Jersey Health Care Facs Financing Auth Rev 5.25%, 07/01/2026		56,985
					643,532
			New York - 6.4%
		250,000	City of New York, NY, GO 5.00%, 12/01/2035		294,922
		100,000	Liberty Corp., NY, Development Goldman Sachs Headquarters 5.25%, 10/01/2035		127,784
		40,000	Long Island, NY, Power Auth 1 mo. USD LIBOR + 0.88%, 1.75%, 05/01/2033(2)		40,102
			Metropolitan Transportation Auth, NY, Rev
		100,000	5.25%, 11/15/2036		120,859
		70,000	5.25%, 11/15/2040		77,476

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

122

Hartford Municipal Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 95.9% - (continued)
			New York - 6.4% - (continued)
	$	100,000	New York City Water & Sewer System 5.00%, 06/15/2043	$	111,237
		130,000	New York City, NY, Transitional Finance Auth 5.00%, 11/01/2038		150,189
		150,000	New York State Dormitory Auth Rev 5.00%, 03/15/2031		180,313
			New York Transportation Development Corp. Rev
		75,000	5.00%, 08/01/2018		76,630
		100,000	5.00%, 07/01/2046		109,340
		80,000	Town of Oyster Bay, NY, GO 3.00%, 08/15/2020		79,049
		100,000	TSASC, Inc., NY 5.00%, 06/01/2023		114,684
					1,482,585
			North Carolina - 0.1%
		25,000	North Carolina Medical Care Commission Rev 5.00%, 10/01/2027		30,942
			Ohio - 3.4%
		200,000	American Municipal Power, Inc., OH 4.00%, 02/15/2036		209,036
			Buckeye, OH, Tobacco Settlement Finance Auth
		250,000	6.00%, 06/01/2042		237,503
		150,000	6.50%, 06/01/2047		149,403
			City of Cleveland, OH, Airport System Rev
		60,000	5.00%, 01/01/2022		68,107
		55,000	5.00%, 01/01/2023		63,699
		70,000	County of Montgomery, OH 5.00%, 05/01/2039		72,574
					800,322
			Oregon - 0.5%
		95,000	Washington County, OR, School Dist No. 48, GO 0.00%, 06/15/2035(1)		107,880
			Pennsylvania - 6.3%
		100,000	Delaware River, PA, JT Toll Bridge Commission 5.00%, 07/01/2047		115,036
		90,000	Harrisburg, PA, School Dist GO 5.00%, 11/15/2026		108,825
		100,000	Lancaster County, PA, Hospital Auth 5.13%, 07/01/2037		109,442
		100,000	Montgomery County, PA, IDA Rev 5.00%, 12/01/2025		114,641
		150,000	Pennsylvania Higher Educational Facs Auth Rev 5.00%, 05/01/2025		178,883
			Pennsylvania Turnpike Commission Rev MUNIPSA + 0.98%,
		250,000	1.90%, 12/01/2021(2)		253,757
		150,000	5.00%, 12/01/2025		180,688
		90,000	5.00%, 12/01/2031		105,082
		115,000	Philadelphia, PA, School Dist GO 5.00%, 09/01/2019		121,659
		150,000	Reading, PA, School Dist GO 5.00%, 03/01/2025		177,617
					1,465,630
			Puerto Rico - 0.7%
			Commonwealth of Puerto Rico, GO
		40,000	5.50%, 07/01/2019		41,117
		200,000	6.00%, 07/01/2039 *		58,500
		100,000	8.00%, 07/01/2035 *		29,750

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 95.9% - (continued)
			Puerto Rico - 0.7% - (continued)
			Puerto Rico Electric Power Auth
	$	25,000	5.00%, 07/01/2019	$	25,498
		5,000	5.25%, 07/01/2019		5,120
					159,985
			Rhode Island - 1.0%
		80,000	Rhode Island Health & Educational Bldg Corp. 5.00%, 05/15/2028		94,346
		140,000	Rhode Island Housing & Mortgage Finance Corp. 4.00%, 10/01/2032		143,509
					237,855
			South Carolina - 0.5%
			South Carolina State Public Service Auth
		50,000	5.00%, 12/01/2031		56,676
		50,000	5.00%, 12/01/2034		56,132
					112,808
			Tennessee - 1.8%
		150,000	Shelby County, TN, Health Educational & Housing Facs Board Rev 5.00%, 09/01/2025		166,481
		240,000	Tennessee Housing Development Agency Rev 3.50%, 01/01/2047		253,608
					420,089
			Texas - 12.8%
			Arlington, TX, Higher Education Finance Corp. Rev
		150,000	4.00%, 08/15/2030		163,563
		250,000	5.00%, 02/15/2027		305,675
		250,000	Central Texas Turnpike System Rev 5.00%, 08/15/2042		277,403
		200,000	City of Austin, TX, Airport System Rev 5.00%, 11/15/2031		227,784
		250,000	City of San Antonio, TX, Electric & Gas Systems Rev 5.00%, 02/01/2032		298,822
		250,000	Dallas/Fort Worth, TX, International Airport Rev 5.00%, 11/01/2043		270,045
		150,000	El Paso, TX, ISD GO 5.00%, 08/15/2027		183,383
		100,000	Harris County-Houston, TX, Sports Auth 5.00%, 11/15/2020		110,130
		75,000	Kerrville, TX, Health Facs Development Corp. 5.00%, 08/15/2023		85,691
		150,000	Lower Colorado River, TX, Auth Rev 5.00%, 05/15/2040		170,967
		100,000	New Hope, TX, Cultural Education Facs Finance Corp. 5.00%, 11/01/2031		107,104
		185,000	North Texas Tollway Auth Rev 6.25%, 01/01/2039		195,688
		180,000	Northside, TX, ISD GO 1.65%, 08/01/2045(2)(4)		180,734
		100,000	Tarrant County, TX, Cultural Education Facs Finance Corp. 4.50%, 11/15/2021		99,597
		250,000	Texas Municipal Gas Acquisition & Supply Corp. Rev 5.25%, 12/15/2025		294,995
					2,971,581

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

123

Hartford Municipal Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 95.9% - (continued)
			Virginia - 1.1%
	$	150,000	Chesapeake Bay, VA, Bridge & Tunnel Dist 5.00%, 07/01/2046	$	168,113
		90,000	Wise County, VA, IDA Rev 1.88%, 11/01/2040(2)(4)		90,942
					259,055
			Washington - 3.3%
		250,000	King County, WA, GO 4.00%, 07/01/2030		280,185
		300,000	State of Washington, GO 5.00%, 08/01/2032		358,068
		115,000	Washington State Health Care Facs Auth Rev 5.00%, 01/01/2026		136,822
					775,075
			Wisconsin - 0.4%
		100,000	Public Finance Auth, WI 5.00%, 05/15/2019(3)		104,252
			Total Municipal Bonds (cost $21,909,699)	$	22,330,786
			Total Long-Term Investments (cost $21,909,699)	$	22,330,786
SHORT-TERM INVESTMENTS - 4.0%
			Other Investment Pools & Funds - 4.0%
		919,658	Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.92%(6)	$	919,658
			Total Short-Term Investments (cost $919,658)	$	919,658

Total Investments (cost $22,829,357)	99.9	%	$	23,250,444
Other Assets and Liabilities	0.1	%		22,711
Total Net Assets	100.0	%	$	23,273,155

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

124

Hartford Municipal Income Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

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

⁽¹⁾  Security is a zero-coupon bond.

⁽²⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2017.

⁽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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $204,431, which represented 0.9% of total net assets.

⁽⁴⁾  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

⁽⁵⁾  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $252,180 at October 31, 2017.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Municipal Abbreviations:
DA	Development Authority
GO	General Obligation
ISD	Independent School District
IDA	Industrial Development Authority
PA	Port Authority
Rev	Revenue
USD	United School District
VA	Veterans Administration

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

125

Hartford Municipal Income Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total		Level 1(1)		Level 2(1)		Level 3(1)
Assets
Municipal Bonds	$	22,330,786	$	—	$	22,330,786	$	—
Short-Term Investments		919,658		919,658		—		—
Total	$	23,250,444	$	919,658	$	22,330,786	$	—

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

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

126

The Hartford Municipal Opportunities Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.3%
			Alabama - 0.7%
			Alabama Federal Aid Highway Finance Auth
	$	1,615,000	5.00%, 09/01/2026	$	1,879,052
		980,000	5.00%, 09/01/2034		1,175,314
		1,415,000	Birmingham, AL, Water Works Board Water Rev 5.00%, 01/01/2029		1,699,217
				4,753,583
			Alaska - 0.3%
		2,000,000	CIVICVentures, AK, Rev 5.00%, 09/01/2025		2,351,960
			Arizona - 0.9%
		1,380,000	Pima County, AZ, IDA Education Rev, Legacy Traditional Charter School 8.50%, 07/01/2039		1,531,041
		3,000,000	Salt River, AZ, Agricultural Improvement 5.00%, 12/01/2027		3,420,450
		855,000	Salt Verde Financial Corp., AZ 5.25%, 12/01/2020		944,621
				5,896,112
			California - 9.5%
			Alameda Corridor, CA, Transportation Auth
		600,000	5.00%, 10/01/2024		710,574
		500,000	5.00%, 10/01/2025		596,760
		800,000	California County Tobacco Securitization Agency 4.00%, 06/01/2018		812,256
		1,050,000	California County, CA, Tobacco Securitization 5.00%, 06/01/2022		1,191,634
		1,000,000	California State Communities DA Rev 5.63%, 10/01/2032		1,084,800
			California State Health Facs
		750,000	5.00%, 02/01/2029		900,292
		1,500,000	6.00%, 07/01/2029		1,621,605
		1,000,000	California State Public Works Board, Correctional Facs Improvement 6.00%, 03/01/2035		1,112,180
		2,000,000	California State Public Works Board, Lease Rev 5.25%, 10/01/2023		2,303,800
		2,000,000	California State Public Works Board, State University Trustees 6.25%, 04/01/2034		2,147,020
		2,000,000	California State, GO 5.00%, 08/01/2029		2,425,600
		910,000	Elk Grove, CA, Finance Auth Special Tax 5.00%, 09/01/2032		1,047,101
		4,705,000	Golden State, CA, Tobacco Securitization Corp. 5.75%, 06/01/2047		4,704,859
			Hemet, CA, USD Finance Auth Special Tax
		1,440,000	5.00%, 09/01/2030		1,623,154
		535,000	5.00%, 09/01/2031		600,431
			Inglewood, CA, Redevelopment Agency
		800,000	5.00%, 05/01/2028		972,680
		800,000	5.00%, 05/01/2029		965,144
		5,225,000	Long Beach, CA, Finance Auth Natural Gas 1 mo. USD LIBOR + 1.45%, 2.33%, 11/15/2027(1)		4,993,794
		3,600,000	Los Angeles County, CA, Metropolitan Transportation Auth 4.00%, 06/01/2034		3,901,680

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.3% - (continued)
			California - 9.5% - (continued)
	$	1,000,000	Oakland, CA, Airport Rev 5.00%, 05/01/2026	$	1,096,940
			Orange County, CA, Community Facs Dist, Special Tax
		1,000,000	5.00%, 08/15/2034		1,115,840
		1,000,000	5.00%, 08/15/2036		1,112,560
		2,500,000	5.00%, 08/15/2041		2,789,425
		480,000	Palomar Health, CA, Rev 3.00%, 11/01/2017		480,000
		500,000	Port of Oakland, CA 5.00%, 05/01/2023		571,845
		1,000,000	Rancho Cucamonga, CA, Redevelopment Agency Tax Allocation 5.00%, 09/01/2029		1,167,670
		1,150,000	San Bernardino, CA, USD GO 5.00%, 08/01/2021		1,304,652
		1,000,000	San Buenaventura, CA, Community Memorial Health System 7.50%, 12/01/2041		1,162,400
		3,000,000	San Diego, CA, Redevelopment Agency Tax Allocation 7.00%, 11/01/2039		3,349,350
			San Diego, CA, USD GO
		805,000	4.00%, 07/01/2034		871,767
		865,000	4.00%, 07/01/2035		931,787
		875,000	San Joaquin Hills, CA, Transportation Auth 5.00%, 01/15/2029		1,004,666
			San Jose, CA, Redevelopment Agency
		2,575,000	5.00%, 08/01/2022		2,583,523
		500,000	6.50%, 08/01/2023		520,105
			San Mateo, CA, Joint Powers Finance Auth
		1,250,000	5.00%, 06/15/2029		1,477,987
		1,250,000	5.00%, 06/15/2030		1,471,212
		1,335,000	Santa Cruz County, CA, Redevelopment Agency 6.63%, 09/01/2029		1,467,512
			Santa Margarita, CA, Water Dist Special Tax
		500,000	4.25%, 09/01/2021		532,700
		500,000	5.00%, 09/01/2022		549,120
		500,000	5.00%, 09/01/2023		554,800
		1,095,000	5.00%, 09/01/2028		1,243,055
		1,500,000	Stockton, CA, Redevelopment Agency 5.00%, 09/01/2029		1,774,575
			Tustin, CA, Community Facs Dist, Special Tax
		775,000	5.00%, 09/01/2020		849,431
		600,000	5.00%, 09/01/2021		675,012
					64,373,298
			Colorado - 1.4%
		1,330,000	Colorado Health Facs Auth Rev 1 mo. USD LIBOR + 1.25%, 2.09%, 10/01/2039(1)		1,336,810
		3,610,000	Denver, CO, Convention Center Hotel Auth 5.00%, 12/01/2027		4,258,681
		1,510,000	E-470 Public Highway, CO, Auth Rev 1 mo. USD LIBOR + 1.05%, 1.88%, 09/01/2039(1)		1,532,363
		2,000,000	Park Creek, CO, Metropolitan Dist 5.00%, 12/01/2029		2,234,880
					9,362,734

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

127

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.3% - (continued)
			Connecticut - 3.0%
	$	5,000,000	City of Bridgeport, CT, GO 5.00%, 08/15/2025	$	5,918,050
		1,500,000	City of New Britain, CT, GO 5.00%, 03/01/2031		1,755,840
		2,600,000	City of New Haven, CT, GO 5.00%, 08/01/2024		3,004,664
			Connecticut Housing Finance Auth
		660,000	4.00%, 11/15/2044		694,366
		1,790,000	4.00%, 11/15/2045		1,932,842
		700,000	Connecticut State Health & Educational Facs Auth 2.88%, 09/01/2020(2)		700,203
		2,500,000	Connecticut State, GO 5.00%, 04/15/2029		2,926,800
			Town of Hamden, CT, GO
		1,000,000	4.00%, 08/15/2018		1,019,760
		2,065,000	5.00%, 08/15/2025		2,471,702
					20,424,227
			District of Columbia - 0.2%
			Dist of Columbia Rev
		735,000	5.00%, 07/01/2032		791,558
		270,000	5.00%, 07/01/2037		286,338
					1,077,896
			Florida - 4.3%
			City of Port State Lucie, FL
		2,410,000	4.00%, 07/01/2028		2,588,774
		2,415,000	4.00%, 07/01/2029		2,573,279
			Collier County, FL, IDA
		200,000	6.25%, 05/15/2035(2)		200,708
		500,000	7.00%, 05/15/2024(2)		550,190
		1,885,000	Florida Village Community Development Dist No. 8 6.38%, 05/01/2038		1,919,835
		1,040,000	Greater Orlando, FL, Aviation Auth 5.00%, 10/01/2024		1,174,888
		1,750,000	Lakeland, FL, Retirement Community Rev 6.38%, 01/01/2043		1,800,522
		500,000	Magnolia Creek, FL, Community Development Dist Capital Improvement 5.90%, 05/01/2039 *		105,000
		1,000,000	Miami Beach, FL, Redevelopment Agency 5.00%, 02/01/2026		1,174,690
			Miami-Dade County, FL, Aviation Rev
		1,000,000	5.00%, 10/01/2024		1,142,240
		2,500,000	5.00%, 10/01/2026		2,835,525
		200,000	5.00%, 10/01/2035		218,742
		3,000,000	Miami-Dade County, FL, GO 5.00%, 07/01/2032		3,495,000
		2,000,000	Miami-Dade County, FL, School Board 5.00%, 08/01/2027		2,399,280
			Orange County, FL, Health Facs Auth
		1,190,000	5.00%, 08/01/2024		1,382,435
		1,280,000	5.00%, 08/01/2025		1,483,558
		1,350,000	5.00%, 08/01/2026		1,555,996
		1,000,000	Palm Beach County, FL, Health Facs Auth 6.75%, 06/01/2024		1,198,750
		245,000	Village, FL, Community Development Dist No. 11 3.25%, 05/01/2019		249,236

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.3% - (continued)
			Florida - 4.3% - (continued)
	$	775,000	Volusia County, FL, School Board 5.00%, 08/01/2025	$	924,281
					28,972,929
			Georgia - 1.9%
		2,860,000	Burke County, GA, DA Rev 2.35%, 10/01/2032(1)(3)		2,885,683
		1,500,000	Dekalb Newton and Gwinnett Counties, GA, Joint DA 6.00%, 07/01/2034		1,619,535
		1,500,000	Marietta, GA, DA Life University, Inc. Proj 7.00%, 06/15/2030		1,554,465
		2,650,000	Monroe County, GA, DA Rev 2.40%, 01/01/2039(1)(3)		2,641,944
			Municipal Electric Auth, GA
		1,000,000	5.00%, 11/01/2022		1,151,760
		1,075,000	5.00%, 01/01/2024		1,232,444
		1,825,000	5.00%, 01/01/2028		2,162,753
					13,248,584
			Hawaii - 0.2%
		1,000,000	Hawaii State Dept of Transportation 5.00%, 08/01/2022		1,146,910
			Illinois - 16.3%
		745,000	Aurora, IL, Tax Increment Rev 6.75%, 12/30/2027		766,255
		2,000,000	Chicago O'Hare International Airport 5.00%, 01/01/2034		2,332,280
		1,255,000	Chicago, IL, Board of Education 6.00%, 01/01/2020		1,298,235
		1,510,000	Chicago, IL, Board of Education, GO 5.00%, 12/01/2042		1,490,808
		565,000	Chicago, IL, Board of Education, Special Tax 6.00%, 04/01/2046		662,095
			Chicago, IL, Metropolitan Water Reclamation Dist GO
		3,500,000	5.00%, 12/01/2027		4,209,975
		2,530,000	5.00%, 12/01/2031		2,814,397
		1,700,000	5.25%, 12/01/2032		2,095,862
			Chicago, IL, Midway International Airport
		500,000	5.00%, 01/01/2021		550,930
		1,420,000	5.00%, 01/01/2031		1,631,992
			Chicago, IL, O'Hare International Airport
		650,000	5.00%, 01/01/2029		767,202
		2,545,000	5.00%, 01/01/2030		2,958,053
			Chicago, IL, Park Dist, GO
		65,000	5.00%, 01/01/2019		67,384
		275,000	5.00%, 01/01/2020		285,376
			Chicago, IL, Transit Auth
		3,000,000	5.00%, 06/01/2020		3,250,470
		800,000	5.25%, 12/01/2027		880,904
		5,000,000	5.25%, 12/01/2028		5,483,300
			City of Chicago, IL, GO
		1,700,000	4.00%, 01/01/2018		1,704,233
		980,000	5.00%, 01/01/2021		1,052,197
		700,000	5.00%, 12/01/2023		738,563
		2,000,000	5.00%, 01/01/2024		2,199,860
			City of Chicago, IL, Wastewater Transmission Rev
		715,000	5.00%, 01/01/2028		805,555
		1,785,000	5.00%, 01/01/2029		2,000,092

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

128

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.3% - (continued)
			Illinois - 16.3% - (continued)
			City of Chicago, IL, Waterworks Rev
	$	135,000	5.00%, 11/01/2023	$	152,659
		1,000,000	5.00%, 11/01/2027		1,168,710
		1,020,000	5.00%, 11/01/2028		1,151,325
		3,465,000	Cook County, IL, Community Consolidated School Dist No. 15, GO 5.00%, 12/01/2024		4,107,827
			Cook County, IL, Community High School Dist No. 212 Leyden
		1,775,000	5.00%, 12/01/2026		2,058,787
		1,000,000	5.00%, 12/01/2034		1,117,910
			Cook County, IL, GO
		1,000,000	5.00%, 11/15/2026		1,157,260
		3,415,000	5.00%, 11/15/2027		3,987,354
		1,400,000	Illinois Finance Auth Rev, Art Institute of Chicago 6.00%, 03/01/2038		1,489,950
		3,000,000	Illinois Finance Auth Rev, Silver Cross Hospital and Medicine 5.50%, 08/15/2030		3,066,420
		4,000,000	Illinois Metropolitan Pier & Exposition Auth 0.00%, 12/15/2024(4)		3,202,000
			Illinois State Finance Auth Rev
		1,000,000	5.00%, 11/15/2023		1,165,970
		4,000,000	5.00%, 02/15/2027		4,658,120
		700,000	5.00%, 10/01/2028		834,113
		665,000	5.00%, 11/15/2028		768,673
		1,650,000	5.00%, 11/15/2031		1,865,473
		1,500,000	5.00%, 11/15/2033		1,680,855
		1,510,000	5.00%, 11/15/2034		1,686,730
		1,240,000	7.75%, 08/15/2034		1,383,059
			Illinois State, GO
		1,500,000	5.00%, 01/01/2022		1,564,905
		1,500,000	5.00%, 08/01/2025		1,600,935
		3,500,000	5.00%, 11/01/2025(5)		3,811,920
		985,000	5.00%, 02/01/2026		1,062,628
		1,200,000	5.00%, 02/01/2027		1,311,324
		3,120,000	5.00%, 11/01/2029(5)		3,398,772
		950,000	5.00%, 05/01/2033		1,005,556
		1,500,000	5.25%, 01/01/2021		1,604,370
		1,250,000	6.50%, 06/15/2022		1,398,375
			Kane Cook & DuPage Counties, IL, GO
		2,800,000	5.00%, 01/01/2031		3,190,628
		1,700,000	5.00%, 01/01/2034		1,929,891
		1,700,000	5.00%, 01/01/2035		1,940,278
			Kane McHenry Cook & DeKalb Counties, IL, USD GO
		1,250,000	5.00%, 01/01/2027		1,472,600
		2,000,000	5.00%, 01/01/2029		2,392,660
		1,665,000	Kendall Kane & Will County, IL, USD GO 5.00%, 02/01/2034		1,894,887
			Metropolitan Pier & Exposition Auth, IL
		1,120,000	0.00%, 06/15/2020(4)		1,051,064
		2,000,000	0.00%, 06/15/2027(4)		1,439,220
		1,650,000	5.00%, 12/15/2020		1,773,007
					110,592,233
			Indiana - 2.0%
		2,000,000	City of Whiting, IN 5.00%, 03/01/2046(1)(3)		2,300,800
		2,000,000	Indiana Municipal Power Agency 5.00%, 01/01/2031(5)		2,399,160

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.3% - (continued)
			Indiana - 2.0% - (continued)
	$	1,050,000	5.00%, 01/01/2032(5)	$	1,252,419
		180,000	5.00%, 01/01/2034(5)		212,449
		1,000,000	Indiana State Finance Auth Hospital Rev 5.00%, 12/01/2029		1,162,680
		1,625,000	Indiana State Finance Auth Rev 5.00%, 03/01/2023		1,811,907
		1,000,000	Indianapolis, IN, Airport Auth Rev 5.00%, 01/01/2029		1,133,400
		1,000,000	Indianapolis, IN, Local Public Improvement Bond Bank 5.00%, 01/01/2031		1,159,830
		775,000	Richmond, IN, Hospital Auth Rev 5.00%, 01/01/2035		863,792
		1,000,000	Whiting, IN, Environmental Facs Rev 1.85%, 06/01/2044(1)(3)		1,005,820
					13,302,257
			Kansas - 0.4%
			Wyandotte County-Kansas City, KS
		1,000,000	5.00%, 09/01/2025		1,182,210
		1,390,000	5.00%, 09/01/2028		1,650,917
					2,833,127
			Kentucky - 0.2%
		1,515,000	Louisville & Jefferson County, KY, Metropolitan Gov't Rev Catholic Health Initiatives 5.00%, 12/01/2023		1,682,786
			Louisiana - 2.5%
			City of Shreveport, LA, Water & Sewer Rev
		2,000,000	5.00%, 12/01/2027		2,394,460
		1,000,000	5.00%, 12/01/2035		1,170,950
		800,000	5.00%, 12/01/2036		933,728
			Louisiana State Local Gov't Environmental Facs & Community DA Rev
		975,000	5.75%, 11/15/2030		1,077,161
		1,750,000	6.00%, 11/15/2035		1,936,532
		4,000,000	Louisiana State, GO 5.00%, 12/01/2031		4,642,360
		155,000	Louisiana State, Tobacco Settlement Financing Corp. 5.00%, 05/15/2026		156,207
			New Orleans, LA, Aviation Board
		560,000	5.00%, 01/01/2026		669,178
		375,000	5.00%, 01/01/2027		453,394
		750,000	5.00%, 01/01/2034		848,085
		2,500,000	6.00%, 01/01/2023		2,640,925
					16,922,980
			Maryland - 0.4%
		395,000	Howard, MD, Special Obligation 4.00%, 02/15/2028(2)		407,360
		480,000	Maryland Econ Development Corp. 4.00%, 06/01/2020		512,150
		1,570,000	Rockville, MD, Mayor 3.00%, 11/01/2025(5)		1,572,245
					2,491,755
			Massachusetts - 1.9%
		6,915,000	Commonwealth of Massachusetts, GO 1 mo. USD LIBOR + 0.46%, 1.34%, 11/01/2020(1)		6,950,267

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

129

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.3% - (continued)
			Massachusetts - 1.9% - (continued)
			Massachusetts State Development Finance Agency
	$	165,000	4.00%, 07/15/2036	$	180,193
		1,200,000	5.00%, 01/01/2019		1,250,138
		1,000,000	5.00%, 07/01/2029		1,154,030
		2,000,000	5.00%, 07/01/2030		2,294,880
		1,200,000	8.00%, 04/15/2031		1,354,272
					13,183,780
			Michigan - 3.4%
		4,000,000	Great Lakes, MI, Water Auth Water Supply System Rev 5.00%, 07/01/2029		4,713,120
			Michigan Finance Auth
		1,000,000	5.00%, 07/01/2018		1,022,810
		2,165,000	5.00%, 04/01/2020		2,322,590
		665,000	5.00%, 07/01/2027		759,836
		665,000	5.00%, 07/01/2028		754,941
		650,000	5.00%, 07/01/2029		738,010
		2,700,000	5.00%, 10/01/2030		3,063,690
		2,555,000	5.00%, 06/01/2033		2,906,083
		1,000,000	5.00%, 06/01/2034		1,133,540
		735,000	Michigan State Building Auth 5.00%, 04/15/2027		892,746
		2,000,000	Royal Oak, MI, Hospital Finance Auth 8.25%, 09/01/2039		2,118,200
		2,190,000	Wayne County, MI, Airport Auth Rev 5.00%, 12/01/2030		2,557,884
					22,983,450
			Minnesota - 0.2%
		940,000	Duluth, MN, ISD, No. 709 4.00%, 02/01/2027		1,045,205
			Rochester, MN, Healthcare & Housing Rev Facs
		250,000	2.00%, 12/01/2018		248,648
		250,000	4.00%, 12/01/2019		256,937
					1,550,790
			Mississippi - 0.3%
		1,850,000	State of Mississippi 5.00%, 10/15/2029		2,191,917
			Missouri - 1.2%
		1,000,000	City of State Louis MO Airport Rev 5.00%, 07/01/2047		1,147,670
			Kirkwood, MO, IDA Retirement Community
		1,500,000	5.25%, 05/15/2042		1,575,735
		1,500,000	5.25%, 05/15/2050		1,566,315
		3,500,000	8.25%, 05/15/2045		4,103,925
					8,393,645
			Montana - 0.4%
		2,500,000	Montana Facs Finance Auth 5.00%, 02/15/2028		2,969,400
			Nevada - 0.7%
			Clark County, NV
		1,000,000	2.25%, 12/01/2019		1,000,400
		955,000	2.50%, 12/01/2018		959,355
		720,000	3.00%, 12/01/2017		720,655
			Las Vegas, NV, Spl Impt Dist
		350,000	5.00%, 06/01/2027		369,236
		665,000	5.00%, 06/01/2029		693,735

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.3% - (continued)
			Nevada - 0.7% - (continued)
	$	1,110,000	Nevada State Natural Resources GO 5.00%, 03/01/2026	$	1,294,049
					5,037,430
			New Jersey - 3.6%
		250,000	City of Atlantic, NJ 5.00%, 03/01/2021		274,635
		225,000	City of Atlantic, NJ, GO 5.00%, 03/01/2022		252,266
		550,000	New Jersey Building Auth 4.00%, 06/15/2018		558,373
			New Jersey Economic Development Auth Rev, School Facilities Construction Bond
		500,000	5.00%, 06/15/2019		523,610
		500,000	5.00%, 06/15/2020		536,490
		2,855,000	New Jersey Health Care Facs Finance Auth 5.75%, 10/01/2031		3,046,656
			New Jersey State Econ DA
		250,000	4.00%, 07/15/2018		253,800
		660,000	4.88%, 09/15/2019		685,337
		2,000,000	New Jersey State Educational Finance Auth Rev, University of Medicine & Dentistry 7.50%, 12/01/2032		2,197,000
		5,000,000	New Jersey State Transportation Trust Fund Auth 0.00%, 12/15/2032(4)		2,800,800
			New Jersey Transportation Trust Fund Auth
		3,000,000	5.00%, 06/15/2018		3,058,800
		4,940,000	5.00%, 06/15/2021		5,058,264
		4,905,000	New Jersey, Tobacco Settlement Financing Corp. 4.50%, 06/01/2023		4,990,739
					24,236,770
			New Mexico - 0.5%
		3,000,000	Los Alamos County, NM, Tax Improvement Rev 5.88%, 06/01/2027		3,083,520
			New York - 8.5%
		4,000,000	City of New York, NY, GO 6.25%, 10/15/2028		4,196,792
		1,460,000	Long Island, NY, Power Auth 1 mo. USD LIBOR + 0.88%, 1.75%, 05/01/2033(1)		1,463,708
		1,540,000	New York City, Municipal Water Finance Auth Rev, Water And Sewer System 5.00%, 06/15/2032		1,861,475
		940,000	New York City, NY, Housing Development Corp. 4.50%, 02/15/2048		975,814
		1,000,000	New York City, NY, Transitional Finance Auth 5.00%, 07/15/2026		1,225,040
		2,100,000	New York Metropolitan Transportation Auth Rev 5.00%, 11/15/2020		2,329,236
		860,000	New York Mortgage Agency Rev 3.50%, 10/01/2034		890,960
			New York State Dormitory Auth Rev
		1,670,000	5.00%, 03/15/2022		1,874,208
		2,000,000	5.00%, 12/15/2027		2,325,440
		1,000,000	5.00%, 03/15/2030		1,184,460
		6,305,000	5.00%, 03/15/2031		7,558,076
		1,300,000	5.00%, 12/01/2036(2)		1,413,360

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

130

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.3% - (continued)
			New York - 8.5% - (continued)
	$	860,000	New York State Energy Research & DA 2.38%, 07/01/2026(1)(3)	$	879,445
		1,535,000	New York State Liberty Development Corp. Rev 5.15%, 11/15/2034(2)		1,696,774
			New York State Thruway Auth
		1,000,000	4.00%, 01/01/2037		1,040,970
		1,000,000	5.00%, 01/01/2019		1,044,490
		1,000,000	New York State Urban Development Corp. Rev 5.00%, 03/15/2026		1,165,850
			New York Transportation Development Corp. Rev
		1,825,000	5.00%, 08/01/2018		1,864,657
		3,150,000	5.00%, 07/01/2046		3,444,210
		1,145,000	Newburth, NY, GO 5.00%, 06/15/2019		1,210,379
		2,750,000	PA of New York and New Jersey 5.00%, 10/15/2025		3,247,777
		2,500,000	Sales Tax Asset Receivable Corp., NY 5.00%, 10/15/2029		3,004,325
		245,000	Syracuse, NY, IDA 5.00%, 01/01/2029		284,085
			Town of Oyster Bay, NY, GO
		285,000	2.50%, 03/01/2018		283,860
		125,000	2.50%, 03/01/2019		123,706
		615,000	2.63%, 03/01/2020		603,715
		500,000	3.00%, 03/01/2018		502,585
		100,000	3.00%, 08/15/2018		99,982
		205,000	3.00%, 08/15/2019		203,936
		175,000	3.00%, 08/15/2020		172,919
		50,000	3.75%, 12/01/2018		50,384
		275,000	5.00%, 02/15/2018		276,210
		95,000	5.00%, 03/15/2019		97,141
		2,340,000	5.00%, 08/15/2024		2,728,393
		1,555,000	TSASC, Inc., NY 5.00%, 06/01/2026		1,823,362
		940,000	Ulster County, NY, Capital Resource Corp. Rev 0.00%, 09/15/2044(2)(6)		858,897
		1,585,000	Ulster County, NY, IDA Kingston Regional Senior Living 6.00%, 09/15/2042		1,574,745
			Yonkers, NY, GO
		885,000	3.00%, 08/15/2019		912,895
		1,000,000	5.00%, 03/15/2021		1,118,060
					57,612,321
			North Carolina - 1.3%
		1,325,000	North Carolina Eastern Municipal Power 4.00%, 01/01/2020		1,404,871
		3,000,000	North Carolina Housing Finance Agency 4.00%, 07/01/2047		3,231,300
		1,555,000	North Carolina Medical Care Commission Retirement Finance Auth Rev, First Mortgage Galloway Ridge 5.88%, 01/01/2031		1,624,291
		1,175,000	North Carolina Medical Care Commission Rev 5.00%, 10/01/2027		1,454,262
		1,000,000	North Carolina State Medical Care Commission, Galloway Ridge, Inc. 6.00%, 01/01/2039		1,045,440
					8,760,164

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.3% - (continued)
			Ohio - 3.2%
	$	2,000,000	Allen County, OH, Hospital Facs Rev 5.00%, 05/01/2023	$	2,278,640
			Buckeye, OH, Tobacco Settlement Finance Auth
		4,000,000	5.88%, 06/01/2047		3,744,840
		6,680,000	6.00%, 06/01/2042		6,346,067
			City of Cleveland, OH, Airport System Rev
		1,165,000	5.00%, 01/01/2022		1,322,403
		1,060,000	5.00%, 01/01/2023		1,227,660
		345,000	County of Hamilton, OH, Sales Tax Rev 5.00%, 12/01/2027		428,728
		1,750,000	County of Montgomery, OH 5.00%, 05/01/2039		1,813,907
		2,000,000	Dayton, OH, City School Dist GO 5.00%, 11/01/2027		2,443,840
		2,275,000	Lancaster, OH, Gas Rev 1 mo. USD LIBOR + 0.60%, 1.43%, 02/01/2019(1)		2,278,253
					21,884,338
			Oregon - 1.6%
		8,200,000	Clackamas County, OR, School Dist No. 12, GO 0.01%, 06/15/2040(4)		3,206,036
		2,500,000	Oregon Health & Science University 4.00%, 07/01/2046		2,603,725
			Port of Portland, OR, Airport Rev
		1,000,000	5.00%, 07/01/2031		1,142,650
		750,000	5.00%, 07/01/2032		854,040
		2,885,000	Washington County, OR, School Dist No. 48, GO 0.00%, 06/15/2035(6)		3,276,148
					11,082,599
			Other U.S. Territories - 0.1%
		705,000	Puerto Rico Highway & Transportation Auth 4.95%, 07/01/2026		731,663
			Pennsylvania - 6.0%
		945,000	Allegheny County, PA 5.00%, 03/01/2019		992,628
		500,000	Allegheny County, PA, Hospital DA 5.38%, 08/15/2029		532,945
		925,000	Allegheny County, PA, IDA Charter School 6.75%, 08/15/2035		990,101
			Beaver County, PA, GO
		1,220,000	5.00%, 11/15/2020		1,338,633
		1,285,000	5.00%, 11/15/2021		1,442,785
		1,345,000	5.00%, 11/15/2022		1,537,389
		930,000	City of Philadelphia,PA,Water & Wastewater Rev 5.00%, 11/01/2029		1,122,659
		2,000,000	Commonwealth Finance Auth, PA 5.00%, 06/01/2026		2,390,540
		750,000	Delaware River, PA, Joint Toll Bridge Commission 5.00%, 07/01/2031		895,140
		1,805,000	Harrisburg, PA, School Dist GO 5.00%, 11/15/2026		2,182,552
			Lancaster County, PA, Hospital Auth
		495,000	5.00%, 07/01/2024		554,375
		400,000	5.00%, 07/01/2025		448,288

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

131

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.3% - (continued)
			Pennsylvania - 6.0% - (continued)
	$	2,410,000	Montgomery County, PA, IDA Rev 5.00%, 12/01/2046	$	2,574,482
		2,250,000	Pennsylvania State IDA 5.00%, 07/01/2021		2,525,400
			Pennsylvania State Turnpike Commission Rev
		575,000	MUNIPSA + 0.88%, 1.80%, 12/01/2020(1)		580,572
		2,000,000	MUNIPSA + 0.90%, 1.82%, 12/01/2021(1)		2,024,520
		300,000	5.00%, 12/01/2027		358,104
		1,335,000	6.00%, 06/01/2028		1,373,128
			Pennsylvania Turnpike Commission
		1,000,000	5.00%, 12/01/2029		1,170,930
		1,590,000	5.00%, 12/01/2030		1,852,096
		2,000,000	5.00%, 12/01/2033		2,298,700
			Pennsylvania Turnpike Commission Rev
		925,000	MUNIPSA + 0.98%, 1.90%, 12/01/2021(1)		938,903
		755,000	5.00%, 12/01/2042		864,981
			Philadelphia, PA, Municipal Auth
		750,000	6.38%, 04/01/2029		805,012
		800,000	6.50%, 04/01/2034		860,080
			Philadelphia, PA, School Dist GO
		150,000	3.00%, 09/01/2019		153,306
		1,560,000	5.00%, 09/01/2022		1,753,003
		1,635,000	5.00%, 09/01/2023		1,863,050
			Pittsburgh, PA, School Dist GO
		1,575,000	5.00%, 09/01/2021		1,778,175
		750,000	5.00%, 09/01/2023		845,557
		350,000	Reading, PA, School Dist GO 5.00%, 03/01/2038		398,339
		1,000,000	Susquehanna, PA, Regional Airport Auth System Rev 5.00%, 01/01/2019		1,036,670
					40,483,043
			Puerto Rico - 0.9%
		1,355,000	Commonwealth of Puerto Rico, GO 5.50%, 07/01/2019		1,392,832
		3,685,000	5.75%, 07/01/2038 *		1,077,863
		5,545,000	6.00%, 07/01/2039 *		1,621,912
		3,075,000	8.00%, 07/01/2035 *		914,813
		765,000	Puerto Rico Electric Power Auth 5.00%, 07/01/2019		780,246
		225,000	5.25%, 07/01/2019		230,382
					6,018,048
			Rhode Island - 1.2%
		1,415,000	Cranston, RI, GO 5.00%, 07/01/2019		1,501,117
		1,000,000	Rhode Island Commerce Corp. 5.00%, 06/15/2019		1,060,250
			Rhode Island Health & Educational Bldg Corp.
		1,900,000	5.00%, 05/15/2027		2,224,406
		1,490,000	5.00%, 05/15/2028		1,757,202
		1,500,000	Rhode Island State & Providence Plantations 4.00%, 10/01/2018		1,539,990
					8,082,965
			South Carolina - 0.6%
		1,987,000	Lancaster County, SC, Sun City Assessment 7.70%, 11/01/2017 *		417,270

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.3% - (continued)
			South Carolina - 0.6% - (continued)
	$	1,350,000	South Carolina State Public Service Auth 5.00%, 12/01/2031	$	1,530,252
		1,625,000	5.00%, 12/01/2034		1,824,290
					3,771,812
			South Dakota - 0.8%
		2,815,000	South Dakota Housing DA 3.50%, 11/01/2046		2,994,991
		1,000,000	South Dakota State Education Enhancement 5.00%, 06/01/2026		1,103,120
		1,000,000	South Dakota State Health & Educational Facs Auth 5.00%, 11/01/2029		1,140,630
					5,238,741
			Tennessee - 1.4%
		1,000,000	Shelby County, TN, Health Educational & Housing Facs Board 5.00%, 09/01/2037		1,030,890
		1,320,000	Tennessee Housing Development Agency 3.50%, 01/01/2047		1,391,148
		2,305,000	Tennessee Housing Development Agency Rev 3.50%, 07/01/2045		2,417,161
		4,740,000	3.50%, 01/01/2047		5,008,758
					9,847,957
			Texas - 9.8%
		1,000,000	Arlington, TX, Higher Education Finance Corp. Rev 5.00%, 08/15/2027		1,181,110
			Austin, TX, Airport System Rev
		1,125,000	5.00%, 11/15/2028		1,327,275
		560,000	5.00%, 11/15/2030		653,856
		1,500,000	Brazos Harbor, TX, Industrial Development Corp. 5.90%, 05/01/2038(1)(3)		1,535,535
		790,000	City of Arlington, TX 5.00%, 02/15/2034		909,985
		500,000	Clifton, TX, Higher Education Finance Corp. 4.00%, 08/15/2031		543,990
		5,000,000	Dallas County, TX, Utility & Reclamation Dist, GO 5.00%, 02/15/2027		6,034,600
		1,500,000	Dallas, TX, Area Rapid Transit Sales Tax Rev 5.00%, 12/01/2028		1,800,750
		1,250,000	Dallas, TX, ISD GO 1.50%, 02/15/2034(1)(3)		1,253,900
		1,000,000	Denton, TX, ISD GO 0.00%, 08/15/2020(4)		969,360
			Harris County - Houston, TX
		2,500,000	5.00%, 11/15/2030		2,871,375
		250,000	5.00%, 11/15/2032		282,855
		350,000	5.00%, 11/15/2034		393,393
		2,165,000	Irving, TX, ISD GO 5.00%, 02/15/2027		2,636,472
		1,500,000	Kerrville, TX, Health Facs Development Corp. 5.00%, 08/15/2035		1,639,275
			New Hope, TX, Cultural Education Facs Finance Corp.
		700,000	1.85%, 11/01/2020		688,730
		1,000,000	3.25%, 11/15/2022		984,000
		2,375,000	5.00%, 11/01/2031		2,543,720
		1,000,000	5.00%, 11/01/2046		1,044,180

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

132

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.3% - (continued)
			Texas - 9.8% - (continued)
			North East Texas Regional Mobility Auth
	$	1,200,000	5.00%, 01/01/2025	$	1,409,376
		1,870,000	5.00%, 01/01/2026		2,216,268
			North Texas Tollway Auth Rev
		5,000,000	0.00%, 01/01/2032(4)		3,132,000
		1,200,000	5.00%, 01/01/2035		1,387,644
		1,250,000	6.10%, 01/01/2028		1,321,384
		1,985,000	San Antonio, TX, Airport System Rev 5.00%, 07/01/2023		2,249,819
			San Antonio, TX, Water Rev
		2,200,000	5.00%, 05/15/2026		2,600,950
		1,115,000	5.00%, 05/15/2031		1,329,013
		1,000,000	Spring Branch, TX, ISD GO 5.00%, 02/01/2026		1,206,670
			Tarrant County, TX, Cultural Education Facs
		1,010,000	3.88%, 11/15/2020		1,010,111
		2,000,000	5.00%, 10/01/2034		2,173,800
		1,250,000	Tarrant County, TX, Cultural Education Facs Finance Corp. 4.50%, 11/15/2021		1,244,963
		2,030,000	Texas Municipal Gas Acquisition & Supply Corp. 6.25%, 12/15/2026		2,483,867
		1,250,000	Texas State Transportation Commission Turnpike System 5.00%, 08/15/2032		1,417,187
		2,500,000	Texas State Transportation Commission, GO MUNIPSA + 0.38%, 1.30%, 10/01/2041(1)		2,501,850
		2,000,000	Travis County, TX, Health Facs Development 7.13%, 11/01/2040		2,334,940
			University of Texas
		1,000,000	5.00%, 08/15/2026		1,237,870
		2,000,000	5.00%, 07/01/2027		2,424,320
		3,500,000	Wylie, TX, ISD GO 0.00%, 08/15/2018(4)		3,473,750
					66,450,143
			Utah - 0.4%
		2,650,000	Utah Housing Corp. 4.00%, 01/01/2045		2,852,168
			Vermont - 0.5%
		2,530,000	Vermont Housing Finance Agency 4.00%, 11/01/2046		2,723,444
		900,000	Vermont State Econ DA Waste 4.75%, 04/01/2036(1)(2)(3)		903,411
					3,626,855
			Virginia - 0.5%
		1,500,000	Chesapeake Bay, VA, Bridge & Tunnel Dist 5.00%, 07/01/2051		1,670,400
		1,750,000	Washington County, VA, IDA 7.75%, 07/01/2038		1,854,440
					3,524,840
			Washington - 2.0%
		2,060,000	Chelan County, WA, Public Utility Dist No. 1 0.00%, 06/01/2028(4)		1,522,196
		1,905,000	Grant County, WA, Utility Dist No. 2 5.00%, 01/01/2023		2,182,006
		4,900,000	King County, WA, GO 4.00%, 07/01/2030		5,491,626

Shares or Principal Amount					Market Value†
MUNICIPAL BONDS - 97.3% - (continued)
				Washington - 2.0% - (continued)
				Washington State Health Care Facs Auth Rev
	$		1,295,000	5.00%, 01/01/2026	$	1,540,739
			780,000	5.00%, 07/01/2028		892,960
			2,000,000	5.00%, 03/01/2029		2,324,560
						13,954,087
				West Virginia - 0.5%
				West Virginia State Econ DA
			2,000,000	1.70%, 01/01/2041(1)(3)		1,988,460
			1,740,000	1.90%, 03/01/2040(1)(3)		1,748,474
						3,736,934
				Wisconsin - 1.6%
			1,790,000	Milwaukee County, WI, Airport Rev 5.00%, 12/01/2025		2,062,760
			750,000	Public Finance Auth Rev, WI, Marys Woods at Marylhurst Project 3.00%, 11/15/2022(2)		758,138
				Public Finance Auth, WI
			830,000	3.50%, 11/15/2023(2)		844,185
			1,500,000	5.00%, 09/01/2025(2)		1,639,980
			1,295,000	Wisconsin State 6.00%, 05/01/2036		1,388,369
				Wisconsin State Health & Educational Facs Auth Rev
			2,000,000	5.00%, 11/15/2027		2,338,420
			1,700,000	5.00%, 12/01/2028		1,973,632
						11,005,484
				Total Municipal Bonds (cost $647,001,144)	$	661,728,235
				Total Long-Term Investments (cost $647,001,144)	$	661,728,235
		SHORT-TERM INVESTMENTS - 3.3%
				Other Investment Pools & Funds - 3.3%
			22,170,910	Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.92%(7)	$	22,170,910
				Total Short-Term Investments (cost $22,170,910)	$	22,170,910

Total Investments (cost $669,172,054)	100.6	%	$	683,899,145
Other Assets and Liabilities	(0.6	)%		(4,113,828	)
Total Net Assets	100.0	%	$	679,785,317

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

133

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

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

⁽¹⁾ Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2017.

⁽²⁾ 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $9,973,206, which represented 1.5% of total net assets.

⁽³⁾ Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

⁽⁴⁾ Security is a zero-coupon bond.

⁽⁵⁾ 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 $12,703,294 at October 31, 2017.

⁽⁶⁾ Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽⁷⁾  Current yield as of period end.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Municipal Abbreviations:
DA	Development Authority
GO	General Obligation
ISD	Independent School District
IDA	Industrial Development Authority
PA	Port Authority
Rev	Revenue
USD	United School District
VA	Veterans Administration

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

134

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total		Level 1(1)		Level 2(1)		Level 3(1)
Assets
Municipal Bonds	$	661,728,235	$	—	$	661,728,235	$	—
Short-Term Investments		22,170,910		22,170,910		—		—
Total	$	683,899,145	$	22,170,910	$	661,728,235	$	—

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

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

135

The Hartford Municipal Real Return Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 96.6%
			Alabama - 1.7%
	$	270,000	Alabama Federal Aid Highway Finance Auth 5.00%, 09/01/2034	$	323,811
		1,000,000	Alabama State Port Auth Rev, Docks Facilities 5.00%, 10/01/2032		1,158,300
		1,500,000	Jefferson County, AL, Sewer Rev 5.00%, 10/01/2018		1,541,775
					3,023,886
			Alaska - 0.9%
		375,000	Alaska Municipal Bond Bank Auth Rev 5.75%, 09/01/2033		389,268
		1,000,000	CIVICVentures, AK 5.00%, 09/01/2026		1,167,470
					1,556,738
			Arizona - 0.7%
		1,000,000	Arizona State Health Facs Auth Hospital System Rev 5.00%, 02/01/2020		1,070,960
		166,000	Sundance, AZ, Community Facs Dist 7.13%, 07/01/2027(1)		166,050
					1,237,010
			California - 11.8%
		855,000	California State Communities DA Rev 5.00%, 10/01/2022		931,343
		500,000	California State Dept Water Resources Supply Rev 5.00%, 05/01/2022		510,120
			California State Health Facs
		250,000	5.00%, 02/01/2029		300,097
		1,000,000	6.00%, 07/01/2029		1,081,070
		170,000	California State Public Works Board, State University Trustees 6.13%, 04/01/2029		182,199
		1,000,000	California State, GO 5.00%, 08/01/2029		1,212,800
		1,530,000	Corona-Norco California University 4.00%, 09/01/2019		1,605,322
		300,000	El Dorado, CA, Irrigation Dist 5.38%, 08/01/2024		322,290
		315,000	Elk Grove, CA, Finance Auth 5.00%, 09/01/2031		364,134
		1,000,000	Hemet, CA, USD Finance Auth Special Tax 5.00%, 09/01/2031		1,122,300
		400,000	Huntington Park, CA, Public Finance Auth Rev 5.25%, 09/01/2019		401,268
			Inglewood, CA, Redevelopment Agency
		200,000	5.00%, 05/01/2028		243,170
		200,000	5.00%, 05/01/2029		241,286
		810,000	Los Angeles County, CA, Metropolitan Transportation Auth 4.00%, 06/01/2034		877,878
		1,000,000	Oakland, CA, Airport Rev 5.00%, 05/01/2026		1,096,940
		500,000	San Bernardino, CA, Community College Dist GO 6.38%, 08/01/2026		519,985
		500,000	San Buenaventura, CA, Rev 5.25%, 12/01/2017		501,370
		60,000	San Diego, CA, Redev Agency, Centre City Sub Pkg 5.25%, 09/01/2026		60,203

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 96.6% - (continued)
			California - 11.8% - (continued)
	$	1,120,000	San Francisco City & County, CA, Redevelopment Agency 6.50%, 08/01/2032	$	1,221,898
		290,000	San Joaquin Hills, CA, Transportation Auth 5.00%, 01/15/2029		332,975
		1,000,000	San Jose, CA, Redevelopment Agency 6.50%, 08/01/2019		1,038,520
		665,000	Santa Cruz County, CA, Redevelopment Agency 6.63%, 09/01/2029		731,008
			Santa Margarita, CA, Water Dist Special Tax
		500,000	5.00%, 09/01/2024		554,235
		500,000	5.00%, 09/01/2025		552,825
		970,000	5.00%, 09/01/2028		1,101,154
		500,000	Southern California Public Power Auth 5.00%, 07/01/2023		523,099
		215,000	Temecula, CA, Redevelopment Agency Tax Allocation 5.63%, 12/15/2038		215,383
		1,000,000	Tuolumne, CA, Wind Proj Auth Rev 5.88%, 01/01/2029		1,055,890
		1,250,000	Ventura County, CA, Certificates of Participation 5.63%, 08/15/2027		1,350,437
		1,000,000	Washington Township, CA, Health Care Dist Rev 6.00%, 07/01/2029		1,056,150
					21,307,349
			Colorado - 1.1%
		750,000	Denver, CO, Convention Center Hotel Auth 5.00%, 12/01/2027		884,768
		420,000	E-470 Public Highway, CO, Auth Rev 1 mo. USD LIBOR + 1.05%, 1.88%, 09/01/2039(2)		426,220
		600,000	University of Colorado Enterprise Rev 5.75%, 06/01/2028		643,200
					1,954,188
			Connecticut - 2.6%
		1,500,000	City of Bridgeport, CT, GO 5.00%, 08/15/2025		1,775,415
		950,000	City of Hartford, CT, GO 5.00%, 07/01/2027		1,054,462
		1,000,000	City of New Haven, CT, GO 5.00%, 11/01/2017		1,000,000
		750,000	Connecticut State, GO 5.00%, 05/15/2025		880,305
					4,710,182
			District of Columbia - 2.4%
		3,000,000	District of Columbia University Rev 5.25%, 04/01/2034(2)(3)		3,113,430
		1,035,000	Metropolitan Washington, DC, Airport Auth System Rev 5.00%, 10/01/2022		1,195,880
					4,309,310
			Florida - 5.0%
			Broward County, FL, Airport System Rev
		145,000	5.00%, 10/01/2019		154,935
		265,000	5.00%, 10/01/2020		291,423

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

136

The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 96.6% - (continued)
			Florida - 5.0% - (continued)
	$	285,000	5.00%, 10/01/2021	$	320,463
			City of Port State Lucie, FL
		590,000	4.00%, 07/01/2028		633,766
		585,000	4.00%, 07/01/2029		623,341
		500,000	Collier County, FL, IDA 7.00%, 05/15/2024(1)		550,190
		1,000,000	Greater Orlando, FL, Aviation Auth 5.00%, 10/01/2024		1,129,700
		1,000,000	Manatee County, FL, School Dist 5.00%, 10/01/2030		1,191,880
		190,000	Miami Beach, FL, Health Facs Auth 5.00%, 11/15/2020		207,531
		530,000	Miami-Dade County, FL, Aviation Rev 5.00%, 10/01/2027		619,135
		625,000	Miami-Dade County, FL, Expressway Auth 5.00%, 07/01/2024		745,719
		1,000,000	Miami-Dade County, FL, School Board 5.00%, 08/01/2027		1,199,640
		1,000,000	Palm Beach County, FL, Health Facs Auth 6.80%, 06/01/2025		1,198,010
			Village, FL, Community Development Dist No. 11
		130,000	3.25%, 05/01/2019		132,248
					8,997,981
			Georgia - 2.6%
			Atlanta, GA, Airport Passenger Facs Charge Rev
		2,000,000	5.00%, 01/01/2023		2,156,020
		520,000	Burke County, GA, DA Rev 1.85%, 12/01/2049(2)(3)		518,716
		725,000	Monroe County, GA, DA Rev 2.40%, 01/01/2039(2)(3)		722,796
		1,170,000	Municipal Electric Auth Georgia, GA 5.00%, 01/01/2022		1,324,545
					4,722,077
			Hawaii - 0.6%
		1,000,000	Hawaii State Dept of Transportation 5.00%, 08/01/2022		1,146,910
			Illinois - 16.1%
		635,000	Chicago, IL, Board of Education 6.00%, 01/01/2020		656,876
		150,000	Chicago, IL, Board of Education, Special Tax 6.00%, 04/01/2046		175,778
		1,000,000	Chicago, IL, Midway International Airport 5.00%, 01/01/2036		1,142,270
			Chicago, IL, O'Hare International Airport Rev
		825,000	5.00%, 01/01/2023		925,848
		1,500,000	5.00%, 01/01/2026		1,706,265
			Chicago, IL, Transit Auth
		415,000	5.00%, 06/01/2025		484,674
		100,000	5.25%, 06/01/2022		102,453
			City of Chicago, IL, GO
		785,000	4.00%, 01/01/2018		786,955
		1,000,000	5.00%, 01/01/2020		1,053,390
		300,000	5.00%, 12/01/2023		316,527
			City of Chicago, IL, Wastewater Transmission Rev
		285,000	5.00%, 01/01/2028		321,095
		715,000	5.00%, 01/01/2029		801,157
		1,205,000	City of Chicago, IL, Waterworks Rev 5.00%, 11/01/2029		1,313,727

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 96.6% - (continued)
			Illinois - 16.1% - (continued)
	$	310,000	Cook County, IL, Community High School Dist No. 212 Leyden 5.00%, 12/01/2027	$	356,959
		885,000	Cook County, IL, GO 5.00%, 11/15/2027		1,033,326
		600,000	Cook, IL, Regional Transportation Auth 5.00%, 06/01/2035		683,844
			Illinois State Finance Auth Rev
		1,000,000	5.00%, 10/01/2023		1,167,740
		1,000,000	5.00%, 02/15/2027		1,164,530
		335,000	5.00%, 11/15/2028		387,226
		1,000,000	5.00%, 11/15/2031		1,130,590
		1,000,000	5.00%, 11/15/2033		1,120,570
		625,000	5.00%, 11/15/2034		698,150
			Illinois State Toll Highway Auth, Taxable Rev
		1,000,000	5.00%, 01/01/2027		1,146,460
		1,000,000	5.00%, 01/01/2031		1,174,900
			Illinois State, GO
		1,000,000	5.00%, 01/01/2022		1,043,270
		1,000,000	5.00%, 02/01/2026		1,078,810
		2,000,000	5.25%, 01/01/2021		2,139,160
		1,400,000	Kane Cook & DuPage Counties, IL, GO 5.00%, 01/01/2031		1,595,314
		625,000	Kane McHenry Cook & DeKalb Counties, IL, USD GO 5.00%, 01/01/2027		736,300
		1,000,000	Met Pier & Exposition Auth, IL, Rev 5.00%, 12/15/2035		1,053,810
		1,000,000	Railsplitter, IL, Tobacco Settlement Auth 5.50%, 06/01/2023		1,131,070
		500,000	Springfield, IL, Water Rev 5.25%, 03/01/2026		506,785
					29,135,829
			Indiana - 1.2%
		870,000	Indiana Municipal Power Agency 5.00%, 01/01/2033(4)		1,032,681
		820,000	University of Southern Indiana 5.00%, 10/01/2022		879,425
		250,000	5.00%, 10/01/2023		268,118
					2,180,224
			Kentucky - 0.7%
		1,085,000	Louisville & Jefferson County, KY, Metropolitan Gov't Rev Catholic Health Initiatives 5.00%, 12/01/2023		1,205,164
			Louisiana - 1.7%
		600,000	City of Shreveport, LA, Water & Sewer Rev 5.00%, 12/01/2036		700,296
		1,155,000	Louisiana State Local Gov't Environmental Facs & Community DA Rev 6.00%, 11/15/2030		1,299,733
		95,000	Louisiana State, Tobacco Settlement Financing Corp. 5.00%, 05/15/2026		95,740
		190,000	New Orleans, LA, Aviation Board 5.00%, 01/01/2026		227,043
		125,000	5.00%, 01/01/2027		151,131
		500,000	5.00%, 01/01/2034		565,390
					3,039,333

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

137

The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 96.6% - (continued)
			Maryland - 0.3%
	$	105,000	Howard, MD, Special Obligation 4.00%, 02/15/2028(1)	$	108,285
		430,000	Rockville, MD, Mayor 3.00%, 11/01/2025(4)		430,615
					538,900
			Massachusetts - 0.1%
		200,000	Massachusetts School Building Auth 5.00%, 11/15/2030		241,474
			Michigan - 2.2%
		1,000,000	Great Lakes, MI, Water Auth Water Supply System Rev 5.00%, 07/01/2029		1,178,280
		600,000	Michigan Finance Auth 5.00%, 07/01/2018		613,686
		335,000	5.00%, 07/01/2027		382,774
		335,000	5.00%, 07/01/2028		380,309
		350,000	5.00%, 07/01/2029		397,390
		265,000	Michigan State Building Auth 5.00%, 04/15/2027		321,874
		370,000	State of Michigan 5.00%, 03/15/2027		452,366
		275,000	Wayne County, MI, Airport Auth Rev 5.00%, 12/01/2030		324,354
					4,051,033
			Minnesota - 0.1%
		240,000	Duluth, MN, ISD, No. 709 4.00%, 02/01/2027		266,861
			Missouri - 1.4%
		1,000,000	City of State Louis, MO, Airport Rev 5.00%, 07/01/2032		1,186,040
		500,000	Kirkwood, MO, IDA Retirement Community 5.25%, 05/15/2042		525,245
		500,000	5.25%, 05/15/2050		522,105
		1,000,000	Stone Canyon, MO, Community Improvement Dist Rev 5.75%, 04/01/2027*		250,000
					2,483,390
			Nevada - 0.2%
		385,000	Las Vegas, NV, Special Improvement Dist 5.00%, 06/01/2028		403,888
			New Jersey - 1.5%
		175,000	City of Atlantic, NJ, GO 5.00%, 03/01/2022		196,207
		330,000	New Jersey State Econ DA 4.88%, 09/15/2019		342,669
		1,000,000	5.00%, 09/01/2021		1,084,720
		1,060,000	New Jersey Transportation Trust Fund Auth 5.00%, 06/15/2021		1,085,376
					2,708,972
			New York - 8.8%
		1,000,000	City of New York, NY, GO 6.25%, 10/15/2028		1,049,200
		1,000,000	Metropolitan Transportation Auth, NY, Rev 5.25%, 11/15/2023		1,119,750
		395,000	New York City, NY, Housing Development Corp. 4.50%, 02/15/2048		410,049

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 96.6% - (continued)
			New York - 8.8% - (continued)
	$	385,000	New York Mortgage Agency Rev 3.50%, 10/01/2034	$	398,860
		1,500,000	New York State Dormitory Auth Rev 5.00%, 03/15/2030		1,794,750
		4,500,000	5.00%, 03/15/2031		5,427,280
		2,000,000	5.38%, 03/01/2029		2,112,860
		765,000	New York State Liberty Development Corp. Rev 5.15%, 11/15/2034(1)		845,623
		520,000	New York Transportation Development Corp. Rev 5.00%, 08/01/2018		531,300
		645,000	Newburgh, NY, GO 5.00%, 06/15/2018		659,990
		75,000	Syracuse, NY, IDA 5.00%, 01/01/2029		86,965
		50,000	Town of Oyster Bay, NY, GO 2.50%, 03/15/2018		49,913
		265,000	3.00%, 03/01/2021		274,272
		155,000	4.00%, 11/01/2022		165,797
		445,000	TSASC, Inc., NY 5.00%, 06/01/2026		521,798
		575,000	Ulster County, NY, Capital Resource Corp. Rev 0.00%, 09/15/2044(1)(5)		525,389
					15,973,796
			North Carolina - 0.2%
		275,000	North Carolina Medical Care Commission Rev 5.00%, 10/01/2027		340,359
			Ohio - 2.6%
		355,000	City of Cleveland, OH, Airport System Rev 5.00%, 01/01/2022		402,964
		325,000	5.00%, 01/01/2023		376,405
		85,000	County of Hamilton, OH, Sales Tax Rev 5.00%, 12/01/2027		105,629
		1,200,000	Cuyahoga, OH, Community College Dist 5.00%, 08/01/2027		1,301,340
		2,000,000	Dayton, OH, City School Dist GO 5.00%, 11/01/2027		2,443,840
					4,630,178
			Oregon - 1.0%
		2,300,000	Clackamas County, OR, School Dist No. 12, GO 0.00%, 06/15/2040(5)		899,254
		800,000	Washington County, OR, School Dist No. 48, GO 0.00%, 06/15/2035(5)		908,464
					1,807,718
			Other U.S. Territories - 0.2%
		380,000	Puerto Rico Highway & Transportation Auth 4.95%, 07/01/2026		394,372
			Pennsylvania - 6.1%
		1,000,000	Commonwealth Finance Auth, PA 5.00%, 06/01/2026		1,195,270
		250,000	Delaware River, PA, Joint Toll Bridge Commission 5.00%, 07/01/2031		298,380
		605,000	Harrisburg, PA, School Dist GO 5.00%, 11/15/2026		731,548
			Lancaster County, PA, Hospital Auth

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

138

The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 96.6% - (continued)
			Pennsylvania - 6.1% - (continued)
	$	140,000	5.00%, 07/01/2024	$	156,793
		115,000	5.00%, 07/01/2025		128,883
			Pennsylvania State Turnpike Commission Rev
		200,000	5.00%, 12/01/2027		238,736
		665,000	6.00%, 06/01/2028		683,992
		750,000	Pennsylvania State, GO 5.00%, 08/15/2023		872,340
		1,000,000	Pennsylvania Turnpike Commission 5.00%, 12/01/2031		1,188,170
		1,000,000	Philadelphia, PA, GO 5.25%, 08/01/2019		1,067,460
			Philadelphia, PA, School Dist GO
		365,000	5.00%, 09/01/2023		415,910
		200,000	5.25%, 09/01/2023		216,472
			Pittsburgh, PA, School Dist GO
		1,570,000	5.00%, 09/01/2021		1,772,530
		750,000	5.00%, 09/01/2023		845,557
		150,000	Reading, PA, School Dist GO 5.00%, 03/01/2038		170,717
		1,000,000	Susquehanna Area, PA, Regional Airport Auth 5.00%, 01/01/2018		1,005,810
					10,988,568
			Puerto Rico - 0.3%
		360,000	Commonwealth of Puerto Rico, GO 5.50%, 07/01/2019		370,051
			Puerto Rico Electric Power Auth
		200,000	5.00%, 07/01/2019		203,986
		60,000	5.25%, 07/01/2019		61,435
					635,472
			Rhode Island - 2.3%
		1,410,000	Cranston, RI, GO 5.00%, 07/01/2018		1,445,208
			Rhode Island Health & Educational Bldg Corp.
		1,215,000	5.00%, 05/15/2018		1,236,432
		800,000	5.00%, 05/15/2027		936,592
		530,000	5.00%, 05/15/2028		625,045
					4,243,277
			South Carolina - 1.1%
		1,000,000	South Carolina St Jobs-Econ DA Rev 5.25%, 08/01/2024		1,126,920
			South Carolina State Public Service Auth
		315,000	5.00%, 12/01/2031		357,059
		500,000	5.00%, 12/01/2034		561,320
					2,045,299
			South Dakota - 0.3%
		415,000	South Dakota State Health & Educational Facs Auth 5.00%, 11/01/2029		473,361
			Texas - 12.8%
		210,000	City of Arlington, TX 5.00%, 02/15/2034		241,895
		595,000	City of Austin, TX, Airport System Rev 5.00%, 11/15/2026		713,042
		2,250,000	City of San Antonio, TX, Electric & Gas Systems Rev 5.00%, 02/01/2032		2,689,402

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 96.6% - (continued)
			Texas - 12.8% - (continued)
			Clifton, TX, Higher Education Finance Corp.
	$	1,000,000	4.00%, 08/15/2029	$	1,112,020
		1,050,000	4.00%, 08/15/2030		1,149,214
		1,000,000	Dallas, TX, Area Rapid Transit Sales Tax Rev 5.00%, 12/01/2030		1,191,550
		750,000	Dallas-Fort Worth, TX, International Airport Rev 5.00%, 11/01/2023		827,580
		1,500,000	Grapevine-Colleyville, TX, ISD GO 5.00%, 08/15/2027		1,815,705
		250,000	Harris County - Houston, TX 5.00%, 11/15/2032		282,855
		2,000,000	Houston, TX, Utility System Rev 6.00%, 11/15/2036		2,146,685
		1,580,000	La Joya, TX, ISD GO 5.00%, 02/15/2025		1,864,779
		1,000,000	New Hope, TX, Cultural Education Facs Finance Corp. 5.00%, 11/01/2031		1,071,040
			North Texas Tollway Auth Rev
		1,000,000	5.00%, 01/01/2030		1,153,070
		370,000	6.00%, 01/01/2025		373,016
		325,000	San Antonio, TX, Water Rev 5.00%, 05/15/2031		387,381
		2,000,000	Socorro, TX, Independent School Dist 5.00%, 08/15/2030		2,443,260
			Tarrant County, TX, Cultural Education Facs
		405,000	3.88%, 11/15/2020		405,045
		575,000	5.00%, 10/01/2034		624,967
		1,000,000	6.25%, 11/15/2029		1,052,741
		1,000,000	Texas State Municipal Gas Acquisition & Supply Corp. 5.25%, 12/15/2017		1,005,030
		550,000	Texas State Transportation Commission Turnpike System 5.00%, 08/15/2032		623,563
					23,173,840
			Vermont - 0.3%
		600,000	Vermont State Econ DA Waste 4.75%, 04/01/2036(1)(2)(3)		602,274
			Virginia - 0.3%
		500,000	Virginia State Resources Auth Infrastructure 5.00%, 11/01/2024		519,153
			Washington - 2.9%
		2,285,000	FYI Properties, WA, Lease Rev 5.50%, 06/01/2034		2,426,099
			Washington State Health Care Facs Auth Rev
		590,000	5.00%, 01/01/2026		701,958
		1,820,000	5.00%, 03/01/2029		2,115,350
					5,243,407
			Wisconsin - 2.5%
		1,705,000	Milwaukee County, WI, Airport Rev 5.00%, 12/01/2024		1,967,945
		235,000	Public Finance Auth, WI 3.50%, 11/15/2023(1)		239,016
			Wisconsin State
		125,000	5.75%, 05/01/2033		133,550
		865,000	6.00%, 05/01/2036		927,367

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

139

The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 96.6% - (continued)
			Wisconsin - 2.5% - (continued)
	$	1,000,000	Wisconsin State Health & Educational Facs Auth Rev 5.00%, 11/15/2027	$	1,169,210
					4,437,088
			Total Municipal Bonds (cost $169,149,324)	$	174,728,861
			Total Long-Term Investments (cost $169,149,324)	$	174,728,861
SHORT-TERM INVESTMENTS - 2.4%
			Other Investment Pools & Funds - 2.2%
		3,972,020	Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class On behalf of	$	3,972,020
			U.S. Treasury Bills - 0.2%
		285,000	U.S. Treasury Bills 0.96%, 12/14/2017(6)(7)		284,672
			Total Short-Term Investments (cost $4,256,692)	$	4,256,692

Total Investments (cost $173,406,016)	99.0	%	$	178,985,553
Other Assets and Liabilities	1.0	%		1,896,383
Total Net Assets	100.0	%	$	180,881,936

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

140

The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

* 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $3,036,827, which represented 1.7% of total net assets.

⁽²⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2017.

⁽³⁾  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

⁽⁴⁾  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 $1,463,508 at October 31, 2017.

⁽⁵⁾  Security is a zero-coupon bond.

⁽⁶⁾  The rate shown represents current yield to maturity.

⁽⁷⁾  This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

OTC Interest Rate Swap Contracts Outstanding at October 31, 2017
Counterparty	Payments made by Fund	Payments received by Fund	Notional Amount			Expiration Date		Periodic Payment Frequency		Upfront Premiums Paid		Upfront Premiums Received		Value†			Unrealized Appreciation/ (Depreciation)
BCLY	1.15% Fixed	CPURNSA		USD	3,600,000		01/15/20		At Maturity	$	—	$	—	$	55,452		$	55,452
BCLY	1.18% Fixed	CPURNSA		USD	7,550,000		01/15/19		At Maturity		—		—		81,129			81,129
BCLY	1.28% Fixed	CPURNSA		USD	3,700,000		01/15/20		At Maturity		—		—		57,706			57,706
BCLY	1.54% Fixed	CPURNSA		USD	7,000,000		03/03/21		At Maturity		—		—		170,302			170,302
BCLY	1.67% Fixed	CPURNSA		USD	5,750,000		03/08/26		At Maturity		—		—		202,428			202,428
BCLY	2.29% Fixed	CPURNSA		USD	6,592,000		01/15/22		At Maturity		—		—		(84,303	)		(84,303	)
BNP	1.53% Fixed	CPURNSA		USD	5,425,000		01/15/18		At Maturity		—		—		(96,549	)		(96,549	)
BNP	1.59% Fixed	CPURNSA		USD	22,263,000		07/15/21		At Maturity		—		—		488,520			488,520
BNP	1.70% Fixed	CPURNSA		USD	4,850,000		01/16/23		At Maturity		—		—		125,290			125,290
BOA	1.63% Fixed	CPURNSA		USD	8,639,000		07/15/21		At Maturity		—		—		179,226			179,226
BOA	2.12% Fixed	CPURNSA		USD	7,429,000		01/15/24		At Maturity		—		—		(61,739	)		(61,739	)
CBK	2.03% Fixed	CPURNSA		USD	1,185,000		06/01/25		At Maturity		—		—		(7,392	)		(7,392	)
CBK	2.26% Fixed	CPURNSA		USD	2,098,000		02/15/42		At Maturity		—		—		(51,987	)		(51,987	)
CBK	2.34% Fixed	CPURNSA		USD	525,000		04/15/18		At Maturity		—		—		(29,992	)		(29,992	)
CBK	2.45% Fixed	CPURNSA		USD	950,000		11/07/34		At Maturity		—		—		(79,844	)		(79,844	)
DEUT	1.23% Fixed	CPURNSA		USD	7,450,000		11/12/19		At Maturity		—		—		97,027			97,027
DEUT	1.48% Fixed	CPURNSA		USD	2,300,000		07/15/23		At Maturity		—		—		58,907			58,907
DEUT	1.54% Fixed	CPURNSA		USD	1,850,000		12/11/24		At Maturity		—		—		48,213			48,213
DEUT	1.56% Fixed	CPURNSA		USD	5,020,000		09/02/20		At Maturity		—		—		54,595			54,595
DEUT	1.69% Fixed	CPURNSA		USD	1,985,000		08/04/25		At Maturity		—		—		53,970			53,970
DEUT	1.70% Fixed	CPURNSA		USD	1,475,000		12/02/24		At Maturity		—		—		38,642			38,642
JPM	1.76% Fixed	CPURNSA		USD	12,288,000		07/15/23		At Maturity		—		—		338,786			338,786
JPM	1.81% Fixed	CPURNSA		USD	5,080,000		11/03/25		At Maturity		—		—		92,064			92,064
JPM	2.33% Fixed	CPURNSA		USD	7,000,000		09/30/21		At Maturity		—		—		(519,735	)		(519,735	)
JPM	2.75% Fixed	CPURNSA		USD	1,075,000		03/03/21		At Maturity		—		—		(122,452	)		(122,452	)
MSC	1.44% Fixed	CPURNSA		USD	1,525,000		08/09/23		At Maturity		—		—		45,631			45,631
Total										$	—	$	—	$	1,133,895		$	1,133,895

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

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

141

The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

October 31, 2017

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
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
GO	General Obligation
ISD	Independent School District
IDA	Industrial Development Authority
Rev	Revenue
USD	United School District

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

142

The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total			Level 1(1)		Level 2(1)			Level 3(1)
Assets
Municipal Bonds	$	174,728,861		$	—	$	174,728,861		$	—
Short-Term Investments		4,256,692			3,972,020		284,672			—
Swaps - Interest Rate(2)		2,187,888			—		2,187,888			—
Total	$	181,173,441		$	3,972,020	$	177,201,421		$	—
Liabilities
Swaps - Interest Rate(2)	$	(1,053,993	)	$	—	$	(1,053,993	)	$	—
Total	$	(1,053,993	)	$	—	$	(1,053,993	)	$	—

⁽¹⁾ For the year ended October 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 accompanying notes are an integral part of these financial statements.

143

Hartford Municipal Short Duration Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.5%
			Arizona - 1.4%
	$	250,000	Arizona State Health Facs Auth Hospital System Rev 5.00%, 02/01/2020	$	267,740
			California - 9.5%
		170,000	Alameda Corridor, CA, Transportation Auth Rev 0.00%, 10/01/2018(1)		166,605
		250,000	Bay Area Toll Auth Bridge Rev, CA 1.88%, 04/01/2047(2)(3)		251,392
			California County Tobacco Securitization Agency
		200,000	4.00%, 06/01/2018		203,064
		195,000	5.00%, 06/01/2020		211,745
		250,000	California Health Facs Finance Auth Rev 5.88%, 07/01/2025		269,755
		200,000	Jurupa, CA, Public Financing Auth 4.00%, 09/01/2018		204,410
		80,000	Long Beach Bond Finance Auth, CA 5.25%, 11/15/2018		83,233
		250,000	Orange County, CA, Community Facs Dist 4.00%, 08/15/2021		269,047
		10,000	Palomar Health, CA, Rev 3.00%, 11/01/2017		10,000
		75,000	Roseville, CA, Natural Gas Financing Auth 5.00%, 02/15/2023		84,863
		20,000	San Jose, CA, Redevelopment Agency 6.50%, 08/01/2018		20,807
		100,000	Tustin, CA, Community Facs Dist 3.00%, 09/01/2019		102,478
					1,877,399
			Colorado - 3.9%
		200,000	Colorado Health Facs Auth Rev 5.00%, 06/01/2018		203,982
		130,000	Colorado Housing & Finance Auth Rev 4.00%, 05/01/2048		141,181
		150,000	Denver, CO, Convention Center Hotel Auth 5.00%, 12/01/2022		172,025
			E-470 Public Highway, CO, Auth Rev
		50,000	0.00%, 09/01/2019(1)		48,810
		40,000	1 mo. USD LIBOR + 1.05%, 1.88%, 09/01/2039(2)		40,592
		150,000	Park Creek, CO, Metropolitan Dist 5.00%, 12/01/2021		167,111
					773,701
			Connecticut - 4.3%
		150,000	City of Bridgeport, CT, GO 4.00%, 08/15/2021		162,137
		150,000	City of New Haven, CT, GO 5.00%, 08/15/2021		166,152
		100,000	Connecticut State Health & Educational Facs Auth 3.25%, 09/01/2021(4)		100,179
		140,000	Connecticut State, GO 5.00%, 07/15/2022		158,960
		250,000	Town of Hamden, CT, GO 5.00%, 08/15/2019		265,175
					852,603
			District of Columbia - 0.5%
		95,000	Metropolitan Washington, DC, Airports Auth 5.00%, 10/01/2039		103,789

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.5% - (continued)
			Florida - 2.2%
	$	165,000	Broward County, FL, Airport System Rev 5.00%, 10/01/2020	$	181,452
		200,000	City of Port, St. Lucie, FL 1.75%, 07/01/2022		196,564
		50,000	Miami-Dade County, FL, Aviation Rev 5.00%, 10/01/2024		58,933
					436,949
			Georgia - 1.7%
			Burke County, GA, DA Rev
		55,000	1.85%, 12/01/2049(2)(3)		54,864
		70,000	2.35%, 10/01/2032(2)(3)		70,629
		100,000	Monroe County, GA, DA Rev 2.40%, 01/01/2039(2)(3)		99,696
		100,000	Municipal Electric Auth, GA 5.00%, 11/01/2022		115,176
					340,365
			Guam - 0.8%
		150,000	Antonio B Won Pat International Airport Auth 5.00%, 10/01/2018		154,395
			Illinois - 19.8%
			Chicago, IL, Board of Education, GO
		45,000	0.00%, 12/01/2021(1)		40,125
		55,000	0.00%, 12/01/2022(1)		47,231
		225,000	Chicago, IL, Midway International Airport Rev 5.00%, 01/01/2023		257,479
			Chicago, IL, Transit Auth
		100,000	5.00%, 06/01/2019		105,445
		100,000	5.00%, 06/01/2020		108,349
		100,000	5.00%, 12/01/2022		111,864
		95,000	City of Chicago, IL, GO 4.00%, 01/01/2020		95,232
		250,000	City of Chicago, IL, O'Hare International Airport 5.25%, 01/01/2019		261,247
		70,000	City of Chicago, IL, Park Dist GO 3.00%, 01/01/2021		72,174
		160,000	City of Chicago, IL, Wastewater Transmission Rev 0.00%, 01/01/2022(1)		143,920
			City of Chicago, IL, Waterworks Rev
		100,000	5.00%, 11/01/2018		103,685
		20,000	5.00%, 11/01/2020		21,902
			Cook County, IL, GO
		90,000	5.00%, 11/15/2017		90,124
		100,000	5.00%, 11/15/2019		106,307
		150,000	5.00%, 11/15/2022		168,244
		50,000	Illinois Finance Auth 5.00%, 08/15/2020		53,832
		125,000	Illinois Housing DA 3.05%, 08/01/2022		129,028
			Illinois State Finance Auth Rev
		90,000	4.50%, 05/15/2020		91,660
		100,000	5.00%, 11/15/2021		112,602
		150,000	5.00%, 02/15/2022		166,047
		130,000	7.75%, 08/15/2034		144,998
		250,000	Illinois State Toll Highway Auth, Taxable Rev 5.00%, 12/01/2017		250,785
			Illinois State, GO
		180,000	4.00%, 06/15/2020		190,940
		100,000	5.00%, 02/01/2020		105,090
		75,000	5.00%, 04/01/2021		79,931

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

144

Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.5% - (continued)
			Illinois - 19.8% - (continued)
	$	120,000	5.00%, 02/01/2022	$	128,953
		200,000	5.00%, 11/01/2022(5)		216,164
		100,000	Kane McHenry Cook & DeKalb Counties, IL, USD GO 4.00%, 01/01/2020		105,389
		50,000	Kendall Kane & Will Counties, IL, USD GO 0.00%, 02/01/2021(1)		46,962
			Metropolitan Pier & Exposition Auth, IL
		50,000	0.00%, 12/15/2019(1)		47,625
		50,000	0.00%, 06/15/2021(1)		45,553
		100,000	Railsplitter, IL, Tobacco Settlement Auth 5.00%, 06/01/2018		102,256
		50,000	Railsplitter, IL, Tobacco Settlement Auth 5.25%, 06/01/2021		56,363
		100,000	Southern Illinois Univ 4.00%, 04/01/2018		100,677
					3,908,183
			Kentucky - 1.1%
		200,000	Kentucky State Property & Building Commission 5.00%, 05/01/2020		216,888
			Louisiana - 3.6%
			City of New Orleans, LA, Sewerage Service Rev
		165,000	5.00%, 06/01/2018		168,615
		110,000	5.00%, 06/01/2021		122,882
		100,000	Louisiana State Public Facs Auth Rev 3.00%, 05/15/2018		100,883
			New Orleans, LA, Aviation Board
		75,000	5.00%, 01/01/2019		78,283
		200,000	5.00%, 01/01/2023		229,928
					700,591
			Maryland - 0.9%
		20,000	Maryland Econ Development Corp. 4.00%, 06/01/2020		21,340
		150,000	Rockville, MD, Mayor 5.00%, 11/01/2018(5)		154,935
					176,275
			Massachusetts - 1.6%
			Massachusetts Educational Financing Auth
		20,000	5.00%, 07/01/2023		22,932
		80,000	5.00%, 07/01/2024		93,004
		35,000	Massachusetts Housing Finance Agency 1.50%, 12/01/2047(2)(3)		34,959
		150,000	Massachusetts State Development Finance Agency Rev 5.00%, 07/01/2022		169,797
					320,692
			Michigan - 4.3%
			Michigan Finance Auth
		150,000	5.00%, 04/01/2019		156,669
		150,000	5.00%, 07/01/2019		158,490
		150,000	5.00%, 11/15/2022		172,809
		100,000	State of Michigan 5.00%, 03/15/2021		111,666
		250,000	Wayne County, MI, Airport Auth Rev 5.00%, 12/01/2021		250,817
					850,451

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.5% - (continued)
			Minnesota - 0.7%
	$	135,000	City of Rochester, MN, Healthcare & Housing Rev Facs 3.50%, 12/01/2018	$	136,413
			Missouri - 0.9%
		50,000	City of State Louis, MO, Airport Rev 5.00%, 07/01/2023		58,052
		100,000	Kirkwood, MO, IDA 5.00%, 05/15/2022		108,334
					166,386
			Nebraska - 1.2%
		120,000	Central Plains, NE, Energy Proj Gas Rev 5.25%, 12/01/2021		137,694
		100,000	Washington County, NE 2.38%, 09/01/2030(2)(3)		102,191
					239,885
			Nevada - 1.7%
		90,000	Clark County, NV 2.25%, 12/01/2019		90,036
		250,000	Clark County, NV, School Dist GO 5.00%, 06/15/2022		251,213
					341,249
			New Jersey - 1.8%
		50,000	City of Atlantic, NJ, GO 5.00%, 03/01/2020		53,587
		280,000	New Jersey Educational Facs Auth Rev 5.00%, 09/01/2019		294,809
					348,396
			New Mexico - 0.5%
		90,000	New Mexico Mortgage Finance Auth 3.75%, 09/01/2048(5)		96,991
			New York - 2.4%
		100,000	New York State Dormitory Auth Rev 4.00%, 12/01/2018(4)		102,104
			New York Transportation Development Corp. Rev
		80,000	5.00%, 08/01/2018		81,738
		100,000	5.00%, 01/01/2019		104,258
		25,000	Oyster Bay, NY, Public Improvement, GO 5.00%, 02/15/2019		25,530
		60,000	Town of Oyster Bay, NY, GO 3.00%, 08/15/2020		59,287
		100,000	TSASC, Inc, NY 5.00%, 06/01/2020		108,349
					481,266
			North Dakota - 1.7%
			North Dakota Housing Finance Agency
		140,000	3.50%, 07/01/2046		148,569
		175,000	4.00%, 01/01/2048		190,586
					339,155
			Ohio - 0.7%
			City of Cleveland, OH, Airport System Rev
		60,000	5.00%, 01/01/2022		68,107
		60,000	5.00%, 01/01/2023		69,490
					137,597

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

145

Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.5% - (continued)
			Oregon - 0.8%
	$	150,000	State of Oregon Housing & Community Services Department 3.50%, 07/01/2048	$	159,932
			Pennsylvania - 9.4%
		165,000	Allegheny County, PA, Hospital DA 5.38%, 08/15/2029		175,872
		125,000	Beaver County, PA, GO 4.00%, 11/15/2018		128,435
		250,000	Commonwealth of Pennsylvania, GO 5.00%, 08/15/2019		266,732
		100,000	Lancaster County, PA, Hospital Auth 5.00%, 07/01/2020		107,069
			Lehigh County, PA, IDA
		65,000	1.80%, 02/15/2027(2)(3)		64,674
		55,000	1.80%, 09/01/2029(2)(3)		54,722
		150,000	Montgomery County, PA, IDA Rev 4.00%, 12/01/2020		158,642
		250,000	Pennsylvania Turnpike Commission Rev MUNIPSA + 0.98%, 1.90%, 12/01/2021(2)		253,757
		150,000	Philadelphia, IDA 5.00%, 12/01/2022		173,046
			Philadelphia, PA, Hospitals & Higher Education Facs Auth
		115,000	5.00%, 07/01/2019		120,712
		20,000	5.00%, 07/01/2020		21,451
			Philadelphia, School Dist GO
		85,000	4.00%, 09/01/2022		88,698
		65,000	5.00%, 09/01/2020		70,338
		150,000	Reading, PA, School Dist GO 5.00%, 03/01/2023		172,889
					1,857,037
			Puerto Rico - 0.4%
		40,000	Commonwealth of Puerto Rico, GO 5.50%, 07/01/2019		41,117
			Puerto Rico Electric Power Auth
		25,000	5.00%, 07/01/2019		25,498
		5,000	5.25%, 07/01/2019		5,120
					71,735
			Rhode Island - 2.0%
		150,000	Rhode Island Health & Educational Building Corp. 5.00%, 05/15/2022		169,143
		55,000	Rhode Island Housing & Mortgage Finance Corp. 4.00%, 10/01/2032		56,378
		100,000	Rhode Island Tobacco Settlement Financing Corp. 5.00%, 06/01/2020		108,217
		60,000	Rhode Island Tobacco Settlement Financing Corp. 5.00%, 06/01/2021		66,342
					400,080
			Tennessee - 3.0%
		150,000	Shelby County, TN, Health Educational & Housing Facs Board 4.00%, 09/01/2022		157,383
			Tennessee Housing Development Agency Rev
		165,000	3.50%, 07/01/2045		173,029
		240,000	3.50%, 01/01/2047		253,608
					584,020

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.5% - (continued)
			Texas - 12.4%
	$	120,000	Arlington, TX, Higher Education Finance Corp. Rev 4.00%, 02/15/2018	$	120,968
		105,000	City of San Antonio, TX, Airport System 5.00%, 07/01/2022		119,611
		350,000	Clear Creek ISD GO 1.45%, 02/15/2035(2)(3)		347,627
		200,000	Corpus Christi ISD GO 2.00%, 08/15/2047(2)(3)		202,250
		210,000	Harris County-Houston, TX, Sports Auth 5.00%, 11/15/2020		231,273
		100,000	Kerrville, TX, Health Facs Development Corp. 5.00%, 08/15/2020		108,456
			Lower Colorado River, TX, Auth Rev
		120,000	4.00%, 05/15/2020		128,025
		100,000	5.00%, 05/15/2020		109,017
		150,000	New Hope, TX, Cultural Education Facs Finance Corp. 1.70%, 11/01/2019		148,455
		265,000	North Texas Tollway Auth Rev 5.63%, 01/01/2033		266,988
		100,000	Tarrant County, TX, Cultural Education Facs Finance Corp. 4.50%, 11/15/2021		99,597
		75,000	Texas Municipal Gas Acquisition & Supply Corp. Rev 5.25%, 12/15/2018		78,151
		75,000	Texas State Municipal Gas Acquisition & Supply Corp. 5.25%, 12/15/2017		75,377
		400,000	University of Texas 5.00%, 07/01/2018		410,500
					2,446,295
			Virginia - 0.5%
		90,000	Wise County, VA, IDA Rev 1.88%, 11/01/2040(2)(3)		90,942
			Washington - 1.2%
		55,000	State of Washington, GO 5.00%, 08/01/2019		58,631
		80,000	Washington State Health Care Facs Auth Rev 5.00%, 10/01/2039		84,721
		100,000	Washington State Housing Finance Commission 4.38%, 01/01/2021(4)		100,040
					243,392
			Wisconsin - 0.6%
		100,000	Public Finance Auth, WI 5.00%, 05/15/2020(4)		106,436
			Total Municipal Bonds (cost $19,148,220)	$	19,227,228
			Total Long-Term Investments (cost $19,148,220)	$	19,227,228

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

146

Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 4.6%
		Other Investment Pools & Funds - 4.6%
	911,971	Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class On behalf of	$	911,971
		Total Short-Term Investments (cost $911,971)	$	911,971

Total Investments (cost $20,060,191)	102.1	%	$	20,139,199
Other Assets and Liabilities	(2.1	)%		(407,347	)
Total Net Assets	100.0	%	$	19,731,852

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

147

Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

⁽¹⁾  Security is a zero-coupon bond.

⁽²⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2017.

⁽³⁾  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

⁽⁴⁾  Securities 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $408,759, which represented 2.1% of total net assets.

⁽⁵⁾  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 $468,873 at October 31, 2017.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Municipal Abbreviations:
DA	Development Authority
GO	General Obligation
ISD	Independent School District
IDA	Industrial Development Authority
PA	Port Authority
Rev	Revenue
USD	United School District
VA	Veterans Administration

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

148

Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total		Level 1(1)		Level 2(1)		Level 3(1)
Assets
Municipal Bonds	$	19,227,228	$	—	$	19,227,228	$	—
Short-Term Investments		911,971		911,971		—		—
Total	$	20,139,199	$	911,971	$	19,227,228	$	—

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

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

149

The Hartford Quality Bond Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 28.7%
			Asset-Backed - Automobile - 1.1%
	$	961,000	Capital Auto Receivables Asset Trust 3.62%, 05/20/2021	$	983,450
		525,000	Santander Drive Auto Receivables Trust 2.74%, 01/15/2021		528,724
					1,512,174
			Asset-Backed - Credit Card - 0.9%
			Cabela's Credit Card Master Note Trust
		625,000	1 mo. LIBOR + 0.540%, 1.78%, 03/15/2023(1)		629,549
		605,000	2.71%, 02/17/2026(2)		610,341
					1,239,890
			Asset-Backed - Finance & Insurance - 6.8%
			BlueMountain CLO Ltd.
		675,000	3 mo. USD LIBOR + 1.420%, 2.74%, 11/20/2028(1)(2)		681,413
		605,000	3 mo. USD LIBOR + 2.500%, 3.86%, 04/13/2027(1)(2)		604,570
		550,000	Bowman Park CLO Ltd. 3 mo. USD LIBOR + 1.180%, 2.49%, 11/23/2025(1)(2)		550,148
		250,000	Carlyle Global Market Strategies Ltd. 3 mo. USD LIBOR + 1.300%, 2.65%, 04/17/2025(1)(2)		251,082
		397,244	Cent CLO Ltd. 3 mo. USD LIBOR + 1.120%, 2.48%, 07/23/2025(1)(2)		398,243
		125,000	HSI Asset Securitization Corp. Trust 1 mo. USD LIBOR + 0.270%, 1.51%, 02/25/2036(1)		121,469
		761,308	LCM XVII L.P. 3 mo. USD LIBOR + 1.350%, 2.71%, 10/15/2026(1)(2)		764,719
		785,000	Madison Park Funding Ltd. 3 mo. USD LIBOR + 1.260%, 2.62%, 07/20/2026(1)(2)		793,939
		445,000	Magnetite CLO Ltd. 3 mo. USD LIBOR + 1.300%, 2.66%, 04/15/2026(1)(2)		446,630
			Nationstar HECM Loan Trust
		213,246	1.97%, 05/25/2027(2)		213,069
		82,613	2.24%, 06/25/2026(1)(2)(3)		82,871
		1,210,000	NRZ Advance Receivables Trust 3.11%, 12/15/2050(2)		1,204,612
		152,566	SoFi Consumer Loan Program LLC 3.05%, 12/26/2025(2)		153,839
		875,000	Springleaf Funding Trust 3.16%, 11/15/2024(2)		879,961
		265,000	SPS Servicer Advance Receivables Trust 2.53%, 11/16/2048(2)		262,851
			Towd Point Mortgage Trust
		747,527	2.75%, 10/25/2056(1)(2)(3)		750,138
		234,328	2.75%, 04/25/2057(1)(2)(3)		235,540
		880,000	VOLT LX LLC 4.63%, 10/25/2047(2)(4)		875,025
					9,270,119
			Asset-Backed - Home Equity - 1.5%
		1,095,670	New Residential Mortgage Loan Trust 4.00%, 02/25/2057(1)(2)(3)		1,134,939
		960,000	NRZ Advance Receivables Trust 2.58%, 10/15/2049(2)		953,863
					2,088,802

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 28.7% - (continued)
			Asset-Backed - Student Loan - 0.4%
	$	561,058	SLM Student Loan Trust 3 mo. USD LIBOR + 0.040%, 1.41%, 01/25/2019(1)	$	559,942
			Commercial Mortgage - Backed Securities - 9.2%
		1,100,000	245 Park Avenue Trust 3.66%, 06/05/2037(1)(2)(3)		1,120,468
		265,000	Citigroup Commercial Mortgage Trust 3.15%, 11/15/2049		267,352
			Commercial Mortgage Trust
		1,150,000	3.35%, 02/10/2048		1,178,812
		618,000	3.63%, 10/10/2048		645,295
		925,000	3.70%, 08/10/2048		974,441
			CSAIL Commercial Mortgage Trust
		1,180,950	3.72%, 08/15/2048		1,240,994
		925,000	3.81%, 11/15/2048		975,661
		750,000	CSMC Trust 2.76%, 04/05/2033(2)		756,241
			FREMF Mortgage Trust
		320,000	3.65%, 09/25/2024(2)		323,844
		320,000	3.70%, 04/25/2048(1)(2)(3)		323,850
		1,240,000	3.94%, 08/25/2023(1)(2)(3)		1,281,104
		600,000	3.95%, 08/25/2047(1)(2)(3)		620,890
		230,000	3.98%, 08/25/2027(1)(2)(3)		232,001
		165,000	4.22%, 06/25/2047(1)(2)(3)		173,413
		184,000	4.34%, 12/25/2044(1)(2)(3)		194,498
		200,000	4.54%, 10/25/2030(1)(2)(3)		202,946
		720,752	4.61%, 01/25/2048(1)(2)(3)		761,744
		500,000	GS Mortgage Securities Corp. 1 mo. LIBOR + 1.300%, 2.54%, 07/15/2032(1)(2)		500,521
		350,000	Wells Fargo Commercial Mortgage Trust 3.70%, 11/15/2048		368,205
		465,000	WF-RBS Commercial Mortgage Trust 3.61%, 11/15/2047		484,181
					12,626,461
			Whole Loan Collateral CMO - 8.8%
		123,354	Angel Oak Mortgage Trust LLC 2.81%, 01/25/2047(1)(2)(3)		123,105
			COLT Mortgage Loan Trust
		183,917	2.75%, 09/25/2046(1)(2)(3)		186,448
		498,828	3.75%, 12/26/2046(1)(2)(3)		511,606
			Connecticut Avenue Securities
		180,165	1 mo. USD LIBOR + 1.450%, 2.69%, 01/25/2029(1)		182,072
		534,894	1 mo. USD LIBOR + 5.000%, 6.24%, 07/25/2025(1)		591,054
		269,669	Deephaven Residential Mortgage Trust 2.73%, 12/26/2046(1)(2)(3)		269,837
			Fannie Mae Connecticut Avenue Securities
		1,005,273	1 mo. USD LIBOR + 0.550%, 1.79%, 01/25/2030(1)		1,005,118
		541,841	1 mo. USD LIBOR + 0.750%, 1.99%, 02/25/2030(1)		542,921
		410,348	1 mo. USD LIBOR + 0.850%, 2.09%, 11/25/2029(1)		411,810
		640,951	1 mo. USD LIBOR + 1.150%, 2.39%, 09/25/2029(1)		646,381
		696,282	1 mo. USD LIBOR + 2.200%, 3.44%, 10/25/2028(1)		702,701

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

150

The Hartford Quality Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 28.7% - (continued)
			Whole Loan Collateral CMO - 8.8% - (continued)
	$	865,000	1 mo. USD LIBOR + 4.250%, 5.49%, 01/25/2029(1)	$	963,667
		850,000	1 mo. USD LIBOR + 4.450%, 5.69%, 01/25/2029(1)		936,109
		966,973	1 mo. USD LIBOR + 5.000%, 6.24%, 07/25/2025(1)		1,057,106
		355,829	GSR Mortgage Loan Trust 3.42%, 01/25/2036(1)(3)		355,613
		73,091	IndyMac Index Mortgage Loan Trust 3.64%, 06/25/2036(1)(3)		67,780
			LSTAR Securities Investment Trust
		261,440	1 mo. USD LIBOR + 2.000%, 3.24%, 02/01/2022(1)(2)		260,692
		210,941	1 mo. USD LIBOR + 2.000%, 3.24%, 04/01/2022(1)(2)		210,952
		114,456	MortgageIT Trust 1 mo. USD LIBOR + 0.640%, 1.88%, 02/25/2035(1)		113,936
			New Residential Mortgage Loan Trust
		88,012	3.75%, 05/25/2054(1)(2)(3)		89,719
		256,994	3.75%, 11/25/2056(1)(2)(3)		264,118
		150,677	Residential Accredit Loans, Inc. 4.28%, 09/25/2035(1)(3)		126,873
		43,207	Sequoia Mortgage Trust 1 mo. USD LIBOR + 0.460%, 1.70%, 02/20/2035(1)		42,857
		690,088	Thornburg Mortgage Securities Trust 3.03%, 04/25/2045(1)(3)		692,561
			Towd Point Mortgage Trust
		495,977	2.25%, 04/25/2056(1)(2)(3)		492,846
		90,617	2.75%, 04/25/2055(1)(2)(3)		91,037
		341,744	2.75%, 08/25/2055(1)(2)(3)		342,781
		107,601	3.00%, 03/25/2054(1)(2)(3)		108,522
		642,000	3.75%, 04/25/2055(1)(2)(3)		669,655
					12,059,877
			Total Asset & Commercial Mortgage Backed Securities (cost $39,128,014)	$	39,357,265
U.S. GOVERNMENT AGENCIES - 98.2%
			FHLMC - 41.4%
	$	15,175	0.00%, 11/15/2036(5)(6)	$	14,183
		7,287,484	0.29%, 01/25/2027(1)(3)(7)		173,731
		4,403,616	0.61%, 03/25/2027(1)(3)(7)		213,247
		2,828,287	0.71%, 01/25/2024(1)(3)(7)		95,837
		695,000	1.66%, 07/25/2041(1)(3)(7)		56,344
		2,250,000	1.81%, 11/25/2040(1)(3)(7)		171,620
		287,427	1 mo. USD LIBOR + 1.200%, 2.44%, 07/25/2029(1)		290,813
		322,745	1 mo. USD LIBOR + 1.120%, 2.44%, 08/25/2029(1)		325,863
		326,657	2.50%, 12/15/2026(7)		17,608
		1,468,581	2.50%, 03/15/2028(7)		116,919
		210,655	2.50%, 05/15/2028(7)		17,421
		306,666	3.00%, 05/15/2032(7)		25,503
		1,300,000	3.00%, 11/01/2032(8)		1,332,149
		202,559	3.00%, 03/15/2033(7)		25,642
		1,099,549	3.00%, 01/01/2037		1,117,376
		605,111	3.00%, 06/15/2041		616,198
		1,373,413	3.00%, 07/15/2041		1,398,372
		320,337	3.00%, 01/15/2045		297,559

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 98.2% - (continued)
			FHLMC - 41.4% - (continued)
	$	1,795,411	3.00%, 11/01/2046	$	1,801,339
		2,602,334	3.00%, 12/01/2046		2,609,145
		995,000	3.12%, 10/25/2031(1)(3)		982,518
		560,250	1 mo. USD LIBOR + 1.950%, 3.19%, 05/25/2025(1)		572,703
		975,000	3.19%, 07/25/2027		1,002,564
		625,000	3.43%, 01/25/2027(1)(3)		655,467
		1,325,000	1 mo. USD LIBOR + 2.250%, 3.49%, 11/25/2028(1)		1,357,513
		378,511	3.50%, 06/15/2026(7)		30,057
		110,825	3.50%, 09/15/2026(7)		10,755
		199,085	3.50%, 03/15/2027(7)		18,357
		961,550	3.50%, 03/15/2041(7)		119,400
		1,478,538	3.50%, 08/01/2047		1,520,983
		2,500,000	3.50%, 11/01/2047		2,571,770
		9,500,000	3.50%, 11/01/2047(8)		9,766,074
		1,000,000	3.50%, 12/01/2047(8)		1,026,152
		316,695	4.00%, 08/15/2026(7)		30,697
		466,876	4.00%, 07/15/2027(7)		48,052
		920,586	4.00%, 03/15/2028(7)		92,527
		195,234	4.00%, 06/15/2028(7)		21,559
		388,769	4.00%, 06/15/2041		410,332
		571,000	4.00%, 08/15/2043		613,010
		366,832	4.00%, 07/01/2044		385,131
		1,386,649	4.00%, 09/01/2047		1,456,251
		3,350,000	4.00%, 11/01/2047(8)		3,515,668
		1,000,000	4.00%, 12/01/2047(8)		1,047,695
		1,271,393	4.04%, 05/25/2028(1)(3)		1,313,855
		126,944	4.50%, 02/01/2039		135,727
		1,237,384	4.50%, 07/01/2042		1,325,979
		210,731	4.50%, 09/01/2044		225,053
		12,465,000	4.50%, 11/01/2047(8)		13,316,125
		273,802	5.00%, 09/15/2033(7)		57,682
		508,399	5.00%, 05/01/2039		555,159
		792,460	5.00%, 08/01/2039		865,999
		294,150	5.00%, 07/01/2041		321,141
		100,000	5.00%, 11/01/2047(8)		108,213
		58,060	5.50%, 08/15/2033		64,408
		391,854	5.50%, 04/01/2038		435,683
					56,697,128
			FNMA - 33.1%
	$	126,356	0.00%, 06/25/2036(5)(6)		110,280
		619,808	1.62%, 04/25/2055(1)(3)(7)		32,476
		843,501	1.86%, 08/25/2044(1)(3)(7)		40,577
		667,333	1.90%, 06/25/2055(1)(3)(7)		35,288
		469,175	2.00%, 09/25/2039		453,353
		335,000	2.00%, 02/25/2043		278,397
		52,820	2.50%, 06/25/2028(7)		4,166
		420,000	2.50%, 03/25/2043		368,710
		1,891,342	2.54%, 07/01/2026		1,844,356
		100,000	2.68%, 05/01/2025		100,209
		454,773	2.71%, 12/01/2027		450,475
		606,596	2.85%, 06/01/2027		607,531
		1,140,000	2.87%, 02/01/2032		1,101,133
		950,000	2.95%, 10/01/2025		968,269
		345,088	2.95%, 01/01/2028		345,960
		1,170,000	2.97%, 06/01/2027		1,178,916
		975,000	2.99%, 11/01/2025		989,778
		524,457	3.00%, 02/25/2027(7)		42,944
		176,070	3.00%, 09/25/2027(7)		18,305

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

151

The Hartford Quality Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 98.2% - (continued)
			FNMA - 33.1% - (continued)
	$	484,758	3.00%, 02/25/2028(7)	$	44,382
		141,027	3.00%, 04/25/2028(7)		13,292
		169,578	3.00%, 06/01/2032		173,859
		215,001	3.00%, 07/01/2032		220,429
		850,000	3.00%, 11/01/2032(8)		870,984
		1,109,435	3.00%, 03/01/2037		1,127,778
		298,488	3.00%, 10/01/2037		303,147
		486,215	3.00%, 04/25/2045		455,857
		347,375	3.02%, 03/01/2027		352,459
		1,335,579	3.10%, 01/01/2027		1,363,843
		1,162,049	3.14%, 11/01/2027		1,185,818
		1,340,000	3.38%, 12/01/2029		1,385,646
		1,875,327	3.50%, 11/01/2026		1,948,323
		229,786	3.50%, 05/25/2027(7)		24,194
		332,263	3.50%, 10/25/2027(7)		35,684
		82,954	3.50%, 05/25/2030(7)		10,418
		102,329	3.50%, 08/25/2030(7)		11,367
		266,088	3.50%, 02/25/2031(7)		23,951
		194,836	3.50%, 09/25/2035(7)		30,138
		254,452	3.50%, 09/01/2043		261,858
		443,281	3.50%, 10/01/2044		458,655
		470,186	3.50%, 02/01/2045		483,681
		880,462	3.50%, 01/01/2046		905,734
		439,515	3.50%, 02/01/2046		452,130
		947,712	3.50%, 09/01/2046		974,914
		392,243	3.50%, 10/01/2046		403,502
		157,305	3.50%, 10/25/2046(7)		36,140
		285,445	3.50%, 11/01/2046		295,411
		200,000	3.55%, 02/01/2030		209,872
		1,236,748	3.57%, 10/01/2029		1,299,871
		5,000	3.86%, 12/01/2025		5,369
		14,108	3.87%, 10/01/2025		15,204
		14,478	3.89%, 05/01/2030		15,600
		333,218	3.96%, 05/01/2034		357,922
		156,873	3.97%, 05/01/2029		169,427
		511,907	4.00%, 05/25/2027(7)		49,539
		700,000	4.00%, 11/01/2032(8)		723,023
		663,798	4.00%, 12/01/2040		699,825
		164,232	4.00%, 03/01/2041		173,094
		50,853	4.00%, 03/25/2042(7)		7,268
		547,320	4.00%, 11/25/2043		576,139
		27,029	4.00%, 08/01/2044		28,396
		253,691	4.00%, 10/01/2044		266,484
		448,036	4.00%, 11/01/2044		470,706
		457,536	4.00%, 05/01/2045		480,510
		274,588	4.00%, 07/01/2045		291,376
		973,488	4.00%, 05/01/2046		1,024,242
		238,275	4.00%, 06/01/2046		250,203
		284,044	4.00%, 04/01/2047		301,328
		5,560,000	4.00%, 11/01/2047(8)		5,835,828
		7,700,000	4.00%, 12/01/2047(8)		8,069,811
		9,143	4.06%, 10/01/2028		9,957
		488,150	4.06%, 03/01/2030		526,863
		92,878	4.50%, 07/25/2027(7)		10,131
		126,527	4.50%, 08/01/2041		137,117
		36,615	4.50%, 09/01/2041		39,441
		52,045	5.46%, 05/25/2042(1)(3)(7)		5,764
		325,000	5.50%, 11/01/2047(8)		358,601
		453,810	6.00%, 09/25/2047(7)		114,016
					45,347,644

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 98.2% - (continued)
			GNMA - 21.9%
	$	548,176	2.14%, 04/20/2040	$	467,171
		230,240	3.00%, 09/20/2028(7)		21,047
		268,985	3.00%, 09/16/2042		251,754
		262,017	3.00%, 09/20/2042		245,907
		133,653	3.00%, 02/16/2043(7)		23,810
		74,418	3.00%, 08/15/2045		75,357
		178,127	3.00%, 11/20/2045		180,399
		10,294,919	3.00%, 12/20/2046(9)		10,426,227
		202,513	3.00%, 05/20/2047		189,663
		116,193	3.50%, 02/16/2027(7)		11,230
		270,802	3.50%, 03/20/2027(7)		28,089
		258,349	3.50%, 07/20/2040(7)		29,255
		330,432	3.50%, 02/20/2041(7)		40,202
		555,542	3.50%, 04/20/2042(7)		71,016
		831,887	3.50%, 10/20/2042(7)		170,353
		467,521	3.50%, 07/20/2043(7)		70,737
		2,388,802	3.50%, 08/20/2047		2,480,883
		1,174,962	3.50%, 10/20/2047		1,220,253
		2,425,000	3.50%, 11/01/2047(8)		2,515,843
		700,000	3.50%, 12/01/2047(8)		725,047
		1,712,088	4.00%, 04/16/2026(7)		180,630
		82,914	4.00%, 12/16/2026(7)		8,775
		1,027,027	4.00%, 05/20/2029(7)		107,936
		187,406	4.00%, 02/15/2041		199,694
		44,491	4.00%, 05/16/2042(7)		7,241
		158,978	4.00%, 03/20/2043(7)		36,172
		64,836	4.00%, 01/20/2044(7)		14,026
		518,049	4.00%, 03/20/2047(7)		100,556
		1,124,226	4.00%, 04/20/2047		1,183,476
		765,744	4.00%, 07/20/2047(7)		155,320
		1,150,000	4.00%, 10/20/2047		1,213,543
		1,275,000	4.00%, 11/01/2047(8)		1,338,750
		1,100,000	4.00%, 12/01/2047(8)		1,154,184
		443,149	4.50%, 06/20/2039		469,440
		268,961	4.50%, 09/16/2040		302,390
		67,824	4.50%, 09/20/2041		72,915
		38,858	4.50%, 05/20/2044		41,235
		82,895	4.50%, 06/20/2044		87,966
		70,099	4.50%, 10/20/2044		74,387
		234,913	4.50%, 04/20/2045(7)		52,328
		43,666	4.50%, 01/20/2046		46,337
		1,335,000	4.50%, 11/01/2047(8)		1,415,100
		181,014	5.00%, 05/20/2034		197,989
		56,479	5.00%, 07/15/2039		62,598
		654,686	5.00%, 02/16/2040(7)		152,962
		448,029	5.00%, 05/20/2040(7)		101,612
		689,640	5.00%, 04/20/2041		802,011
		42,867	5.00%, 06/15/2041		46,858
		216,093	5.00%, 10/16/2041(7)		36,947
		40,734	5.00%, 03/15/2044		44,520
		174,125	5.00%, 01/16/2047(7)		40,173
		512,272	5.50%, 05/20/2038		560,385
		399,407	5.50%, 03/20/2039(7)		89,827
		502,216	5.50%, 02/16/2047(7)		111,642
		29,205	6.00%, 01/15/2039		32,835
		186,448	6.00%, 09/15/2040		209,621
		431,646	6.00%, 02/20/2046(7)		100,791
					30,097,415

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

152

The Hartford Quality Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 98.2% - (continued)
			SLM Student Loan Trust - 1.8%
	$	431,021	3 mo. USD LIBOR + 0.550%, 1.92%, 04/27/2026(1)(2)	$	432,810
		355,898	1 mo. USD LIBOR + 0.750%, 1.99%, 05/26/2026(1)		353,728
		829,245	3 mo. USD LIBOR + 1.200%, 2.52%, 12/15/2033(1)(2)		840,022
		835,471	3 mo. USD LIBOR + 1.500%, 2.87%, 04/25/2023(1)		856,559
					2,483,119
			Total U.S. Government Agencies (cost $134,766,955)	$	134,625,306
U.S. GOVERNMENT SECURITIES - 5.3%
			Other Direct Federal Obligations - 0.6%
			FHLB - 0.06%
		700,000	Tennessee Valley Authority Power 4.25%, 09/15/2065	$	793,582
			U.S. Treasury Securities - 4.7%
			U.S. Treasury Notes - 4.7%
		6,434,599	U.S. Treasury Notes 0.13%, 01/15/2023(10)		6,407,289
					6,407,289
			Total U.S. Government Securities (cost $7,276,607)	$	7,200,871
			Total Long-Term Investments (cost $181,171,576)	$	181,183,442
SHORT-TERM INVESTMENTS - 1.5%
			Other Investment Pools & Funds - 1.5%
		2,117,727	Fidelity Institutional Government Fund, Institutional Class, 0.92%(11)	$	2,117,727
			Total Short-Term Investments (cost $2,117,727)	$	2,117,727

Total Investments Excluding Purchased Options (cost $183,289,303)	133.7	%	$	183,301,169
Total Purchased Options (cost $863,250)	0.6	%	$	808,185
Total Investments (cost $184,152,553)	134.3	%	$	184,109,354
Other Assets and Liabilities	(34.3	)%		(47,042,645	)
Total Net Assets	100.0	%	$	137,066,709

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

153

The Hartford Quality Bond Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

⁽¹⁾ Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2017.

⁽²⁾ 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $23,233,463, which represented 17.0% of total net assets.

⁽³⁾  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

⁽⁴⁾  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽⁵⁾  Securities disclosed are principal-only strips.

⁽⁶⁾  Security is a zero-coupon bond.

⁽⁷⁾  Securities disclosed are interest-only strips.

⁽⁸⁾  Represents or includes a TBA transaction.

⁽⁹⁾  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

⁽¹⁰⁾  The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

⁽¹¹⁾ Current yield as of period end.

OTC Swaption Contracts Outstanding at October 31, 2017
Description	Counter- party		Exercise Price/ FX Rate/ Rate			Pay/ Receive Floating Rate		Expiration Date		Notional Amount			Number of Contracts		Market Value†		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased swaption contracts:
Calls
3 Month USD-LIBOR-BBA- Interest Rate Swap Expiring 08/04/57		MSC		2.45	%		Receive		08/02/27		USD	2,500,000		2,500,000	$	345,539	$	402,043	$	(56,504	)
Puts
3 Month USD-LIBOR-BBA- Interest Rate Swap Expiring 08/04/57		MSC		2.45	%		Pay		08/02/27		USD	2,500,000		2,500,000	$	462,646	$	461,207	$	1,439
Total purchased swaption contracts														5,000,000	$	808,185	$	863,250	$	(55,065	)

Futures Contracts Outstanding at October 31, 2017
Description	Number of Contracts		Expiration Date		Current Notional Amount		Value and Unrealized Appreciation/ (Depreciation)
Long position contracts:
U.S. Treasury 10-Year Note Future		173		12/19/2017	$	21,614,188	$	(102,269	)
U.S. Treasury 2-Year Note Future		9		12/29/2017		1,938,234		(6,579	)
U.S. Treasury Long Bond Future		32		12/19/2017		4,879,000		(48,799	)
U.S. Treasury Ultra Bond Future		50		12/19/2017		8,239,063		(106,727	)
Total							$	(264,374	)
Total futures contracts							$	(264,374	)

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

154

The Hartford Quality Bond Fund

Schedule of Investments – (continued)

October 31, 2017

TBA Sale Commitments Outstanding at October 31, 2017
Description	Principal Amount		Maturity Date		Market Value†			Unrealized Appreciation/ (Depreciation)
FHLMC, 3.00%	$	4,300,000		12/01/2047	$	(4,296,893	)	$	(18,351	)
FNMA, 2.50%		1,270,000		11/01/2032		(1,275,754	)		2,189
FNMA, 3.00%		2,847,000		11/01/2047		(2,848,557	)		1,425
FNMA, 3.50%		4,490,000		11/01/2032		(4,664,338	)		5,788
FNMA, 3.50%		9,700,000		11/01/2047		(9,971,676	)		754
FNMA, 4.00%		1,800,000		11/01/2047		(1,889,297	)		351
FNMA, 4.50%		10,390,000		11/01/2047		(11,109,183	)		25,288
FNMA, 5.00%		1,600,000		11/01/2047		(1,736,857	)		6,143
GNMA, 3.00%		3,650,000		11/01/2047		(3,693,201	)		15,949
GNMA, 4.00%		6,500,000		12/01/2047		(6,820,176	)		1,650
Total (proceeds receivable $48,347,118)					$	(48,305,932	)	$	41,186

At October 31, 2017, the aggregate market value of TBA Sale Commitments represents (35.2)% of total net assets.

Centrally Cleared Interest Rate Swap Contracts Outstanding at October 31, 2017
Payments made by Fund	Payments received by Fund	Notional Amount				Expiration Date		Periodic Payment Frequency		Upfront Premiums Paid		Upfront Premiums Received			Value†			Unrealized Appreciation/ (Depreciation)
3M USD LIBOR	2.14% Fixed		USD	$	800,000		05/15/24		Semi-Annual	$	—	$	(7,200	)	$	159		$	7,359
3M USD LIBOR	2.14% Fixed		USD		3,080,000		05/15/24		Semi-Annual		—		—			4,204			4,204
3M USD LIBOR	2.20% Fixed		USD		3,065,000		05/15/24		Semi-Annual		—		—			(7,272	)		(7,272	)
3M USD LIBOR	2.20% Fixed		USD		3,075,000		05/15/24		Semi-Annual		—		—			(10,882	)		(10,882	)
3M USD LIBOR	2.28% Fixed		USD		525,000		07/14/27		Semi-Annual		—		(5,928	)		1,518			7,446
3M USD LIBOR	2.28% Fixed		USD		5,925,000		07/14/27		Semi-Annual		—		—			(6,266	)		(6,266	)
3M USD LIBOR	2.69% Fixed		USD		1,075,000		11/15/43		Semi-Annual		—		—			(20,078	)		(20,078	)
3M USD LIBOR	2.41% Fixed		USD		312,500		08/03/47		Semi-Annual		—		—			11,268			11,268
Total										$	—	$	(13,128	)	$	(27,349	)	$	(14,221	)

Foreign Currency Contracts Outstanding at October 31, 2017
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty		Settlement Date		Appreciation		Depreciation
	138,000,000	JPY		1,218,116	USD		CBK		11/17/17	$	—	$	(3,564	)
	4,918,822	USD		552,000,000	JPY		ANZ		11/17/17		60,616		—
	1,234,027	USD		138,000,000	JPY		ANZ		01/17/18		15,340		—
	1,222,308	USD		138,000,000	JPY		CBK		01/17/18		3,620		—
	Total									$	79,576	$	(3,564	)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
ANZ	Australia and New Zealand Banking Group
CBK	Citibank NA
MSC	Morgan Stanley
Currency Abbreviations:
JPY	Japanese Yen
USD	United States Dollar

Other Abbreviations:
CLO	Collateralized Loan Obligation
CMO	Collateralized Mortgage Obligation
FHLMC	Federal Home Loan Mortgage Corp.
FNMA	Federal National Mortgage Association
GNMA	Government National Mortgage Association
LIBOR	London Interbank Offered Rate
TBA	To Be Announced

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

155

The Hartford Quality Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total			Level 1(1)			Level 2(1)			Level 3(1)
Assets
Asset & Commercial Mortgage Backed Securities	$	39,357,265		$	—		$	39,357,265		$	—
U.S. Government Agencies		134,625,306			—			134,625,306			—
U.S. Government Securities		7,200,871			—			7,200,871			—
Short-Term Investments		2,117,727			2,117,727			—			—
Purchased Options		808,185			—			808,185			—
Foreign Currency Contracts(2)		79,576			—			79,576			—
Swaps - Interest Rate(2)		30,277			—			30,277			—
Total	$	184,219,207		$	2,117,727		$	182,101,480		$	—
Liabilities
Foreign Currency Contracts(2)	$	(3,564	)	$	—		$	(3,564	)	$	—
Futures Contracts(2)		(264,374	)		(264,374	)		—			—
Swaps - Interest Rate(2)		(44,498	)		—			(44,498	)		—
TBA Sale Commitments		(48,305,932	)		—			(48,305,932	)		—
Total	$	(48,618,368	)	$	(264,374	)	$	(48,353,994	)	$	—

⁽¹⁾  For the year ended October 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 accompanying notes are an integral part of these financial statements.

156

The Hartford Short Duration Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 15.1%
			Asset-Backed - Automobile - 0.6%
	$	920,000	Credit Acceptance Auto Loan Trust 2.65%, 06/15/2026(1)	$	919,926
		1,055,000	GM Financial Automobile Leasing Trust 1.97%, 05/20/2020		1,047,503
		3,000,000	Santander Drive Auto Receivables Trust 2.46%, 03/15/2022		3,010,166
		655,000	Westlake Automobile Receivables Trust 2.30%, 11/15/2019(1)		656,023
					5,633,618
			Asset-Backed - Credit Card - 0.3%
		2,480,000	Golden Credit Card Trust 1.60%, 09/15/2021(1)		2,464,024
			Asset-Backed - Finance & Insurance - 7.1%
			Apidos CLO
		1,586,562	3 mo. USD LIBOR + 1.100%, 2.46%, 04/15/2025(1)(2)		1,592,819
		3,110,000	3 mo. USD LIBOR + 1.310%, 2.66%, 04/17/2026(1)(2)		3,127,957
			Bayview Opportunity Master Fund Trust
		678,552	3.11%, 09/28/2032(1)		678,895
		688,329	3.50%, 01/28/2055(1)(2)(3)		703,768
		1,200,108	3.50%, 06/28/2057(1)(2)(3)		1,224,242
		1,521,977	3.50%, 01/28/2058(1)(2)(3)		1,557,735
		461,734	4.00%, 11/28/2053(1)(2)(3)		479,409
		1,422,604	4.00%, 10/28/2064(1)(2)(3)		1,478,247
			Carlyle Global Market Strategies Ltd.
		618,691	3 mo. USD LIBOR + 1.150%, 2.50%, 04/18/2025(1)(2)		621,524
		2,500,000	3 mo. USD LIBOR + 1.800%, 3.15%, 04/17/2025(1)(2)		2,499,052
		2,640,000	Cent CLO Ltd. 3 mo. USD LIBOR + 1.100%, 2.47%, 01/25/2026(1)(2)		2,651,027
		2,125,000	CIFC Funding Ltd. 3 mo. USD LIBOR + 1.250%, 2.61%, 07/16/2030(1)(2)		2,153,673
			Dryden Senior Loan Fund
		1,990,000	3 mo. USD LIBOR + 1.080%, 2.43%, 04/18/2026(1)(2)		1,995,266
		1,100,000	3 mo. USD LIBOR + 1.800%, 3.16%, 07/15/2027(1)(2)		1,110,235
		60,873	Hasco NIM Cayman Co. 6.25%, 12/26/2035*(1)(4)(5)(14)		—
		3,250,000	Limerock CLO Ltd. 3 mo. USD LIBOR + 1.300%, 2.65%, 04/18/2026(1)(2)		3,271,963
		180,481	Long Beach Asset Holdings Corp. 5.78%, 04/25/2046*(1)(4)(5)(14)		—
		4,610,000	Magnetite Ltd. 3 mo. USD LIBOR + 1.500%, 2.87%, 07/25/2026(1)(2)		4,605,372
			Nationstar HECM Loan Trust
		1,105,601	1.97%, 05/25/2027(1)		1,104,683
		224,554	2.01%, 08/25/2026(1)		224,554
		1,572,824	2.04%, 09/25/2027(1)(2)(3)		1,572,708
		359,440	2.24%, 06/25/2026(1)(2)(3)		360,563
			NRZ Advance Receivables Trust
		4,205,000	3.11%, 12/15/2050(1)		4,186,275
		2,185,000	3.21%, 02/15/2051(1)		2,177,714

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES -15.1% - (continued)
			Asset-Backed - Finance & Insurance - 7.1% - (continued)
	$	2,210,835	Octagon Investment Partners Ltd. 3 mo. USD LIBOR + 1.120%, 2.47%, 07/17/2025(1)(2)	$	2,215,619
		2,060,000	SBA Tower Trust 2.90%, 10/15/2044(1)(3)		2,075,917
		802,319	SoFi Consumer Loan Program LLC 3.28%, 01/26/2026(1)		812,085
		3,840,000	SPS Servicer Advance Receivables Trust 2.75%, 11/15/2049(1)		3,850,113
		4,035,000	Symphony CLO L.P. 1 mo. USD LIBOR + 1.750%, 2.99%, 01/09/2023(1)(2)		4,034,108
			Towd Point Mortgage Trust
		3,844,424	2.75%, 10/25/2056(1)(2)(3)		3,857,854
		1,016,638	2.75%, 04/25/2057(1)(2)(3)		1,021,897
		1,520,558	2.75%, 07/25/2057(1)(2)(3)		1,525,794
		1,485,000	Verizon Owner Trust 2.22%, 12/20/2021(1)		1,482,072
		1,910,000	Vibrant CLO Ltd. 3 mo. USD LIBOR + 1.480%, 2.84%, 04/20/2026(1)(2)		1,911,614
		972,487	VOLT LX LLC 3.25%, 04/25/2059(1)(3)		977,502
		1,745,000	VOLT LXIII LLC 3.00%, 10/25/2047(1)(3)		1,744,974
		1,160,000	Voya CLO Ltd. 3 mo. USD LIBOR + 0.950%, 2.31%, 10/14/2026(1)(2)		1,167,090
					66,054,320
			Asset-Backed - Home Equity - 0.9%
		651,293	Accredited Mortgage Loan Trust 1 mo. USD LIBOR + 0.680%, 1.92%, 01/25/2035(2)		652,552
		52,938	Aegis Asset Backed Securities Trust Mortgage Pass-Through Certificates 1 mo. USD LIBOR + 1.100%, 2.34%, 09/25/2034(2)		52,989
		1,395,474	Morgan Stanley Capital I Trust 1 mo. USD LIBOR + 0.760%, 2.00%, 01/25/2035(2)		1,397,876
		1,896,353	New Residential Mortgage Loan Trust 4.00%, 02/25/2057(1)(2)(3)		1,964,318
		4,000,000	NRZ Advance Receivables Trust 2.58%, 10/15/2049(1)		3,974,427
		107,852	Renaissance Home Equity Loan Trust 9.79%, 04/25/2037*(1)(2)(3)		1
		351,717	Residential Asset Securities Corp. 5.22%, 07/25/2034(2)(3)		361,429
					8,403,592
			Commercial Mortgage - Backed Securities - 2.2%
		370,892	COMM Mortgage Trust 1.28%, 08/10/2046		370,285
		885,216	DBUBS Mortgage Trust 0.74%, 11/10/2046(1)(2)(3)(6)		15,158
			FREMF Mortgage Trust
		5,065,400	3.00%, 10/25/2047(1)(2)(3)		5,066,520
		885,000	3.81%, 06/25/2047(1)(2)(3)		901,778
		3,028,530	4.13%, 02/25/2046(1)(2)(3)		3,075,170
		2,370,000	4.16%, 09/25/2044(1)(2)(3)		2,395,932

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

157

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES -15.1% - (continued)
			Commercial Mortgage - Backed Securities - 2.2% - (continued)
			JP Morgan Chase Commercial Mortgage Securities Trust
	$	1,666,138	3.91%, 05/05/2030(1)	$	1,731,794
		3,125,000	4.39%, 07/15/2046(1)		3,310,539
		400,871	Morgan Stanley Re-Remic Trust 1.00%, 03/27/2051(1)		402,225
		3,190,000	Series RRX Trust 0.00%, 08/26/2044(1)(7)(8)		3,125,010
					20,394,411
			Whole Loan Collateral CMO - 4.0%
			Angel Oak Mortgage Trust LLC
		1,332,156	2.48%, 07/25/2047(1)(2)(3)		1,326,602
		503,990	2.81%, 01/25/2047(1)(2)(3)		502,973
		4,400,110	CIM Trust 3.00%, 04/25/2057(1)(2)(3)		4,430,516
			COLT Mortgage Loan Trust
		713,056	2.80%, 12/26/2046(1)(2)(3)		713,320
		1,014,471	3.75%, 12/26/2046(1)(2)(3)		1,040,457
			Connecticut Avenue Securities
		62,968	1 mo. USD LIBOR + 0.950%, 2.19%, 05/25/2024(2)		63,005
		118,542	1 mo. USD LIBOR + 1.200%, 2.44%, 07/25/2024(2)		118,630
			Deephaven Residential Mortgage Trust
		1,419,602	2.45%, 06/25/2047(1)(2)(3)		1,411,902
		932,909	2.73%, 12/26/2046(1)(2)(3)		933,489
		1,124,056	Fannie Mae Connecticut Avenue Securities 1 mo. USD LIBOR + 1.150%, 2.39%, 09/25/2029(2)		1,133,578
		1,276,751	LSTAR Securities Investment Trust 1 mo. USD LIBOR + 2.000%, 3.24%, 04/01/2022(1)(2)		1,276,816
		1,107,845	MFA Trust 2.59%, 02/25/2057(1)(2)(3)		1,100,881
			Mill City Mortgage Loan Trust
		1,266,819	2.50%, 04/25/2057(1)(2)(3)		1,264,237
		3,265,167	2.75%, 02/25/2058(1)(2)(3)		3,272,072
		2,500,000	Mortgage Repurchase Agreement Financing Trust 1 mo. USD LIBOR + 1.170%, 2.41%, 06/10/2019(1)(2)		2,499,977
			New Residential Mortgage Loan Trust
		929,772	3.25%, 09/25/2056(1)(2)(3)		943,026
		898,389	3.75%, 11/26/2035(1)(2)(3)		925,010
		669,279	3.75%, 03/25/2056(1)(2)(3)		689,308
		967,829	3.75%, 11/25/2056(1)(2)(3)		994,657
		1,847,749	4.00%, 03/25/2057(1)(2)(3)		1,914,414
		1,271,929	4.00%, 04/25/2057(1)(2)(3)		1,315,855
		1,968,033	4.00%, 05/25/2057(1)(2)(3)		2,039,976
			Towd Point Mortgage Trust
		1,673,475	2.25%, 04/25/2056(1)(2)(3)		1,662,913
		2,747,167	2.25%, 07/25/2056(1)(2)(3)		2,726,382
		633,320	2.75%, 02/25/2055(1)(2)(3)		635,732
		1,576,300	2.75%, 04/25/2055(1)(2)(3)		1,582,742
		666,908	2.75%, 05/25/2055(1)(2)(3)		669,450
					37,187,920
			Total Asset & Commercial Mortgage Backed Securities (cost $140,560,959)	$	140,137,885

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 55.4%
			Aerospace/Defense - 0.0%
	$	365,000	BAE Systems Holdings, Inc. 2.85%, 12/15/2020(1)	$	368,970
			Agriculture - 0.1%
		644,000	Reynolds American, Inc. 3.25%, 06/12/2020		660,338
			Auto Manufacturers - 3.1%
		2,500,000	American Honda Finance Corp. 1.70%, 09/09/2021		2,454,780
			Daimler Finance NA LLC
		2,000,000	2.00%, 07/06/2021(1)		1,969,054
		2,500,000	2.25%, 09/03/2019(1)		2,508,214
			Ford Motor Credit Co. LLC
		3,500,000	2.02%, 05/03/2019		3,497,521
		2,000,000	2.46%, 03/27/2020		2,008,259
			General Motors Financial Co., Inc.
		2,500,000	3.15%, 06/30/2022		2,526,269
		2,500,000	3.20%, 07/06/2021		2,550,944
			Harley-Davidson Financial Services, Inc.
		840,000	2.40%, 09/15/2019(1)		842,864
		2,500,000	2.85%, 01/15/2021(1)		2,522,591
			Hyundai Capital America
		2,000,000	2.00%, 07/01/2019(1)		1,983,579
		2,490,000	2.60%, 03/19/2020(1)		2,484,544
			Nissan Motor Acceptance Corp.
		1,000,000	2.15%, 09/28/2020(1)		996,788
		1,250,000	2.55%, 03/08/2021(1)		1,256,400
		750,000	Volkswagen Group of America Finance LLC 2.45%, 11/20/2019(1)		753,375
					28,355,182
			Auto Parts & Equipment - 0.6%
		500,000	Delphi Automotive plc 3.15%, 11/19/2020		511,817
		4,237,000	Goodyear Tire & Rubber Co. 8.75%, 08/15/2020		4,936,105
					5,447,922
			Beverages - 0.8%
		4,000,000	Anheuser-Busch InBev Finance, Inc. 2.65%, 02/01/2021		4,051,038
		2,435,000	Constellation Brands, Inc. 2.65%, 11/07/2022		2,424,822
		340,000	2.70%, 05/09/2022		340,918
		625,000	Molson Coors Brewing Co. 2.10%, 07/15/2021		617,504
					7,434,282
			Biotechnology - 0.5%
		1,500,000	Amgen, Inc. 2.13%, 05/01/2020		1,498,546
		1,055,000	Biogen, Inc. 2.90%, 09/15/2020		1,077,133
		2,000,000	Celgene Corp. 2.88%, 08/15/2020		2,030,890
					4,606,569
			Chemicals - 0.5%
		4,500,000	Air Liquide Finance S.A. 1.75%, 09/27/2021(1)		4,393,899

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

158

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 55.4% - (continued)
			Commercial Banks - 20.4%
			ABN Amro Bank N.V.
	$	1,500,000	1.80%, 09/20/2019(1)	$	1,493,265
		1,000,000	2.45%, 06/04/2020(1)		1,006,270
			Banco Santander S.A.
		1,600,000	3.13%, 02/23/2023		1,605,728
		1,200,000	3.50%, 04/11/2022		1,229,599
			Bank of America Corp.
		3,020,000	2.15%, 11/09/2020		3,007,208
		3,500,000	2.50%, 10/21/2022		3,459,524
		2,000,000	2.63%, 10/19/2020		2,017,471
		2,000,000	2.63%, 04/19/2021		2,009,954
		1,395,000	Bank of New York Mellon Corp. 3 mo. USD LIBOR + 1.050%, 2.43%, 10/30/2023(2)		1,432,038
		1,000,000	Bank of Nova Scotia 2.70%, 03/07/2022		1,007,614
		3,250,000	Bank of Tokyo-Mitsubishi UFJ Ltd. 2.35%, 09/08/2019(1)		3,265,442
		1,500,000	Banque Federative du Credit Mutuel S.A. 2.70%, 07/20/2022(1)		1,501,631
			Barclays plc
		2,500,000	2.75%, 11/08/2019		2,523,825
		1,850,000	2.88%, 06/08/2020		1,869,379
		2,625,000	3.25%, 01/12/2021		2,667,244
			BB&T Corp.
		1,750,000	2.05%, 05/10/2021		1,738,791
		1,750,000	2.75%, 04/01/2022		1,772,879
			BNP Paribas S.A.
		1,500,000	2.38%, 05/21/2020		1,514,139
		580,000	2.95%, 05/23/2022(1)		586,196
			BPCE S.A.
		1,650,000	2.50%, 07/15/2019		1,663,324
		300,000	3.00%, 05/22/2022(1)		301,415
		1,250,000	Capital One Financial Corp. 3.05%, 03/09/2022		1,267,792
			Citigroup, Inc.
		2,000,000	2.40%, 02/18/2020		2,010,330
		965,000	2.50%, 07/29/2019		971,369
		4,500,000	2.90%, 12/08/2021		4,548,175
			Citizens Bank NA
		770,000	2.55%, 05/13/2021		773,168
		4,500,000	2.65%, 05/26/2022		4,497,163
		665,000	Citizens Financial Group, Inc. 2.38%, 07/28/2021		659,726
		1,555,000	Compass Bank 2.75%, 09/29/2019		1,566,753
			Cooperatieve Rabobank UA
		1,650,000	2.50%, 01/19/2021		1,666,558
		1,500,000	2.75%, 01/10/2022		1,522,979
		1,800,000	Credit Agricole S.A. 2.75%, 06/10/2020(1)		1,825,429
		2,001,000	Credit Suisse Group AG 3.57%, 01/09/2023(1)		2,048,751
		2,000,000	Credit Suisse Group Funding Guernsey Ltd. 3.45%, 04/16/2021		2,055,835
			Danske Bank A/S
		1,120,000	2.00%, 09/08/2021(1)		1,102,305
		1,250,000	2.70%, 03/02/2022(1)		1,256,050
		1,250,000	2.80%, 03/10/2021(1)		1,267,458
		2,290,000	Deutsche Bank AG 2.70%, 07/13/2020		2,298,078

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 55.4% - (continued)
			Commercial Banks - 20.4% - (continued)
	$	2,600,000	Discover Bank 3.10%, 06/04/2020	$	2,650,890
		2,150,000	DNB Bank ASA 2.38%, 06/02/2021(1)		2,152,983
			Fifth Third Bancorp
		1,100,000	2.25%, 06/14/2021		1,098,412
		1,750,000	2.60%, 06/15/2022		1,743,456
		1,500,000	Fifth Third Bank 2.20%, 10/30/2020		1,500,529
			Goldman Sachs Group, Inc.
		1,225,000	2.35%, 11/15/2021		1,213,316
		2,000,000	2.60%, 12/27/2020		2,011,091
		660,000	2.63%, 04/25/2021		662,411
		545,000	2.75%, 09/15/2020		550,866
		1,005,000	2.88%, 02/25/2021		1,017,952
		4,000,000	3.00%, 04/26/2022		4,038,582
		1,800,000	HSBC Holdings plc 2.95%, 05/25/2021		1,831,004
		2,135,000	3 mo. USD LIBOR + 1.055%, 3.26%, 03/13/2023(2)		2,181,977
		1,150,000	3.40%, 03/08/2021		1,185,161
		1,550,000	HSBC USA, Inc. 2.35%, 03/05/2020		1,558,513
			Huntington Bancshares, Inc.
		2,000,000	2.30%, 01/14/2022		1,974,918
		1,700,000	3.15%, 03/14/2021		1,741,359
			Huntington National Bank
		1,785,000	2.20%, 04/01/2019		1,791,677
		1,250,000	2.38%, 03/10/2020		1,256,436
		2,395,000	ING Bank N.V. 2.50%, 10/01/2019(1)		2,413,517
		705,000	ING Groep N.V. 3.15%, 03/29/2022		719,155
		1,955,000	Intesa Sanpaolo S.p.A. 3.13%, 07/14/2022(1)		1,960,179
			JP Morgan Chase & Co.
		4,000,000	2.30%, 08/15/2021		3,983,324
		3,000,000	2.40%, 06/07/2021		3,005,107
		3,000,000	2.55%, 03/01/2021		3,019,349
		1,800,000	3 mo. USD LIBOR + 1.230%, 2.60%, 10/24/2023(2)		1,848,240
		1,500,000	2.75%, 06/23/2020		1,523,493
			KeyBank NA
		1,500,000	2.40%, 06/09/2022		1,491,352
		2,000,000	2.50%, 12/15/2019		2,021,382
		905,000	2.50%, 11/22/2021		908,551
		2,500,000	Manufacturers & Traders Trust Co. 2.25%, 07/25/2019		2,510,746
		1,045,000	1 mo. USD LIBOR + 1.215%, 2.46%, 12/28/2020(2)		1,043,970
		1,500,000	Mizuho Financial Group, Inc. 2.63%, 04/12/2021(1)		1,501,158
		1,000,000	Morgan Stanley 3 mo. USD LIBOR + 0.930%, 2.29%, 07/22/2022(2)		1,006,889
		920,000	2.50%, 04/21/2021		922,019
		1,500,000	2.65%, 01/27/2020		1,513,533
		2,000,000	2.75%, 05/19/2022		2,004,987
		2,000,000	3 mo. USD LIBOR + 1.400%, 2.77%, 10/24/2023(2)		2,056,203
		1,750,000	5.63%, 09/23/2019		1,860,912

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

159

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 55.4% - (continued)
			Commercial Banks - 20.4% - (continued)
	$	1,000,000	National Australia Bank Ltd. 1.88%, 07/12/2021	$	982,688
		2,000,000	Nordea Bank AB 1.63%, 09/30/2019(1)		1,986,246
		1,500,000	PNC Bank NA 2.45%, 11/05/2020		1,512,008
			Regions Financial Corp.
		2,500,000	2.75%, 08/14/2022		2,504,347
		2,250,000	3.20%, 02/08/2021		2,300,880
		1,500,000	Royal Bank of Canada 2.50%, 01/19/2021		1,514,042
			Santander Holdings USA, Inc.
		1,115,000	2.65%, 04/17/2020		1,122,085
		3,530,000	3.70%, 03/28/2022(1)		3,611,845
		2,250,000	Santander UK plc 2.38%, 03/16/2020		2,268,514
			Skandinaviska Enskilda Banken AB
		1,400,000	2.63%, 11/17/2020(1)		1,416,267
		1,500,000	2.80%, 03/11/2022		1,520,594
		1,800,000	Societe Generale S.A. 3.25%, 01/12/2022(1)		1,829,001
		3,000,000	Standard Chartered plc 2.40%, 09/08/2019(1)		3,005,859
		2,200,000	Sumitomo Mitsui Banking Corp. 2.65%, 07/23/2020		2,227,924
		895,000	SunTrust Banks, Inc. 2.90%, 03/03/2021		909,805
			Svenska Handelsbanken AB
		1,010,000	1.88%, 09/07/2021		992,356
		1,500,000	2.45%, 03/30/2021		1,508,624
			Toronto-Dominion Bank
		1,500,000	2.13%, 04/07/2021		1,493,142
		2,000,000	2.50%, 12/14/2020		2,020,605
			UBS Group Funding Switzerland AG
		1,000,000	2.95%, 09/24/2020(1)		1,016,102
		1,750,000	3.00%, 04/15/2021(1)		1,776,294
		3,250,000	UniCredit S.p.A. 3.75%, 04/12/2022(1)		3,327,375
			Wells Fargo & Co.
		2,000,000	2.10%, 07/26/2021		1,976,344
		1,875,000	2.15%, 01/30/2020		1,879,221
		2,500,000	2.50%, 03/04/2021		2,510,243
		3,000,000	3 mo. USD LIBOR + 1.230%, 2.61%, 10/31/2023(2)		3,086,555
					188,785,420
			Commercial Services - 0.4%
		1,870,000	ERAC USA Finance LLC 2.35%, 10/15/2019(1)		1,874,093
		1,500,000	Total System Services, Inc. 3.80%, 04/01/2021		1,552,552
					3,426,645
			Construction Materials - 0.2%
		2,000,000	Fortune Brands Home & Security, Inc. 3.00%, 06/15/2020		2,035,861
			Diversified Financial Services - 3.8%
			Air Lease Corp.
		2,500,000	2.13%, 01/15/2020		2,497,262
		2,700,000	2.63%, 07/01/2022		2,689,796

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 55.4% - (continued)
			Construction Materials - 0.2% - (continued)
			Ally Financial, Inc.
	$	3,000,000	3.25%, 11/05/2018	$	3,022,650
		1,500,000	4.75%, 09/10/2018		1,530,015
		2,500,000	Capital One Bank USA NA 2.30%, 06/05/2019		2,504,732
		1,150,000	Credit Agricole S.A. 2.38%, 07/01/2021(1)		1,148,947
		3,130,000	GE Capital International Funding Co. 2.34%, 11/15/2020		3,145,493
		2,025,000	LeasePlan Corp. N.V. 2.88%, 01/22/2019(1)		2,027,791
		2,500,000	Macquarie Group Ltd. 3.00%, 12/03/2018(1)		2,527,035
			Nationstar Mortgage LLC / Nationstar Capital Corp.
		2,000,000	6.50%, 08/01/2018		2,005,000
		1,250,000	6.50%, 07/01/2021		1,268,750
		2,000,000	Navient Corp. 6.50%, 06/15/2022		2,122,500
		2,525,000	Protective Life Global Funding 2.62%, 08/22/2022(1)		2,507,811
		1,350,000	Societe Generale S.A. 2.50%, 04/08/2021(1)		1,351,818
			Synchrony Financial
		610,000	2.70%, 02/03/2020		615,126
		2,255,000	3.00%, 08/15/2019		2,287,283
		1,350,000	Visa, Inc. 2.80%, 12/14/2022		1,375,399
					34,627,408
			Electric - 2.4%
		2,500,000	AEP Texas, Inc. 2.40%, 10/01/2022(1)		2,478,338
		1,000,000	Ameren Illinois Co. 9.75%, 11/15/2018		1,078,032
			Dominion Energy, Inc.
		2,500,000	2.50%, 12/01/2019		2,517,126
		490,000	2.96%, 07/01/2019(9)		496,565
		395,000	Emera U.S. Finance L.P. 2.70%, 06/15/2021		396,794
		3,150,000	Enel Finance International N.V. 2.88%, 05/25/2022(1)		3,168,831
		1,055,000	Eversource Energy 2.50%, 03/15/2021		1,058,101
		805,000	Exelon Corp. 2.85%, 06/15/2020		819,028
		970,000	FirstEnergy Corp. 2.85%, 07/15/2022		969,867
		2,285,000	Fortis, Inc. 2.10%, 10/04/2021		2,242,288
		1,520,000	NextEra Energy Capital Holdings, Inc. 2.30%, 04/01/2019		1,524,850
		2,650,000	SCANA Corp. 4.75%, 05/15/2021		2,756,884
		3,000,000	Southern Co. 2.35%, 07/01/2021		2,984,318
					22,491,022
			Electronics - 0.1%
		850,000	Fortive Corp. 2.35%, 06/15/2021		845,210

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

160

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 55.4% - (continued)
			Engineering & Construction - 0.3%
			SBA Tower Trust
	$	1,300,000	2.24%, 04/09/2043(1)	$	1,300,170
		1,760,000	3.17%, 04/09/2047(1)		1,767,164
					3,067,334
			Entertainment - 0.6%
		2,835,000	Eldorado Resorts, Inc. 7.00%, 08/01/2023		3,061,800
		2,340,000	GLP Capital L.P. / GLP Financing II, Inc. 4.38%, 11/01/2018		2,361,060
					5,422,860
			Food - 1.2%
		4,000,000	Danone S.A. 2.08%, 11/02/2021(1)		3,931,939
		330,000	JM Smucker Co. 2.50%, 03/15/2020		332,592
		1,425,000	Kraft Heinz Foods Co. 2.80%, 07/02/2020		1,443,402
		1,415,000	Kroger Co. 1.50%, 09/30/2019		1,399,870
		2,500,000	Mondelez International Holdings Netherlands B.V. 2.00%, 10/28/2021(1)		2,453,298
		1,195,000	Tyson Foods, Inc. 2.65%, 08/15/2019		1,207,194
					10,768,295
			Forest Products & Paper - 0.3%
		2,650,000	Georgia-Pacific LLC 2.54%, 11/15/2019(1)		2,677,684
			Gas - 0.2%
		1,605,000	CenterPoint Energy Resources Corp. 4.50%, 01/15/2021		1,690,071
			Healthcare-Services - 0.9%
		4,000,000	Anthem, Inc. 2.25%, 08/15/2019		4,011,488
		1,810,000	Dignity Health 2.64%, 11/01/2019		1,821,931
		590,000	Laboratory Corp. of America Holdings 2.63%, 02/01/2020		594,839
		1,525,000	UnitedHealth Group, Inc. 2.13%, 03/15/2021		1,524,956
					7,953,214
			Insurance - 2.2%
		4,000,000	American International Group, Inc. 2.30%, 07/16/2019		4,019,523
		775,000	Chubb INA Holdings, Inc. 2.30%, 11/03/2020		780,869
		3,000,000	Jackson National Life Global Funding 2.50%, 06/27/2022(1)		2,992,265
		985,000	Marsh & McLennan Cos., Inc. 2.35%, 09/10/2019		989,790
		2,300,000	MassMutual Global Funding 2.00%, 04/15/2021(1)		2,279,023
			Metropolitan Life Global Funding
		1,500,000	1.95%, 09/15/2021(1)		1,478,264
		1,500,000	2.05%, 06/12/2020(1)		1,498,885
		861,000	Nuveen Finance LLC 2.95%, 11/01/2019(1)		873,486

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 55.4% - (continued)
			Insurance - 2.2% - (continued)
	$	1,255,000	Principal Life Global Funding 2.20%, 04/08/2020(1)	$	1,254,392
		1,500,000	Prudential Financial, Inc. 2.35%, 08/15/2019		1,507,048
		390,000	QBE Insurance Group Ltd. 2.40%, 05/01/2018(1)		389,882
		705,000	Trinity Acquisition plc 3.50%, 09/15/2021		718,363
		1,445,000	Unum Group 3.00%, 05/15/2021		1,461,571
					20,243,361
			Internet - 0.2%
		2,000,000	Netflix, Inc. 5.50%, 02/15/2022		2,142,500
			Iron/Steel - 0.2%
		1,500,000	Steel Dynamics, Inc. 5.13%, 10/01/2021		1,539,375
			IT Services - 1.2%
		4,000,000	Dell International LLC / EMC Corp. 3.48%, 06/01/2019(1)		4,071,745
		2,390,000	DXC Technology Co. 2.88%, 03/27/2020		2,420,863
		1,250,000	Hewlett Packard Enterprise Co. 3.60%, 10/15/2020		1,292,518
			NCR Corp.
		1,250,000	4.63%, 02/15/2021		1,268,750
		2,200,000	5.00%, 07/15/2022		2,249,500
					11,303,376
			Lodging - 0.8%
		3,320,000	Choice Hotels International, Inc. 5.70%, 08/28/2020		3,585,600
		1,500,000	Marriott International, Inc. 2.30%, 01/15/2022		1,482,675
		2,000,000	MGM Resorts International 5.25%, 03/31/2020		2,105,000
					7,173,275
			Machinery-Diversified - 0.7%
			CNH Industrial Capital LLC
		1,275,000	3.88%, 07/16/2018		1,292,200
		2,000,000	4.38%, 11/06/2020		2,096,900
		995,000	4.38%, 04/05/2022		1,054,700
		2,300,000	John Deere Capital Corp. 2.15%, 09/08/2022		2,267,813
					6,711,613
			Media - 1.8%
		3,000,000	CBS Corp. 2.30%, 08/15/2019		3,018,810
		1,685,000	Charter Communications Operating LLC / Charter Communications Operating Capital 3.58%, 07/23/2020		1,730,325
		1,075,000	Discovery Communications LLC 2.20%, 09/20/2019		1,076,308
		2,195,000	Scripps Networks Interactive, Inc. 2.80%, 06/15/2020		2,213,275
		1,770,000	Sky plc 2.63%, 09/16/2019(1)		1,781,152
		2,500,000	Time Warner Cable LLC 8.25%, 04/01/2019		2,707,001

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

161

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 55.4% - (continued)
			Media - 1.8% - (continued)
	$	2,800,000	Time Warner, Inc. 4.88%, 03/15/2020	$	2,968,581
		1,500,000	Viacom, Inc. 2.75%, 12/15/2019		1,508,351
					17,003,803
			Mining - 0.6%
			Anglo American Capital plc
		2,250,000	3.75%, 04/10/2022(1)		2,319,067
		1,500,000	4.13%, 04/15/2021(1)		1,567,080
		1,015,000	Freeport-McMoRan, Inc. 2.38%, 03/15/2018		1,015,000
		320,000	Glencore Funding LLC 3.00%, 10/27/2022(1)		320,592
					5,221,739
			Miscellaneous Manufacturing - 0.1%
		736,000	Pentair Finance S.a.r.l. 2.90%, 09/15/2018		741,474
			Oil & Gas - 1.5%
		2,500,000	Anadarko Petroleum Corp. 4.85%, 03/15/2021		2,654,762
		875,000	Canadian Natural Resources Ltd. 2.95%, 01/15/2023		879,843
		1,000,000	ConocoPhillips Co. 2.20%, 05/15/2020		1,002,534
		3,000,000	EQT Corp. 2.50%, 10/01/2020		2,998,787
		1,755,000	Exxon Mobil Corp. 2.22%, 03/01/2021		1,766,358
		1,726,000	Marathon Oil Corp. 2.70%, 06/01/2020		1,724,259
		1,015,000	Noble Energy, Inc. 4.15%, 12/15/2021		1,070,742
		455,000	Petroleos Mexicanos 5.50%, 02/04/2019		471,835
		1,565,000	Pioneer Natural Resources Co. 3.45%, 01/15/2021		1,612,665
					14,181,785
			Oil & Gas Services - 0.3%
		2,500,000	Schlumberger Holdings Corp. 3.00%, 12/21/2020(1)		2,555,086
			Pharmaceuticals - 2.0%
			AbbVie, Inc.
		1,250,000	2.30%, 05/14/2021		1,248,179
		1,330,000	2.50%, 05/14/2020		1,340,783
			Allergan Funding SCS
		490,000	2.45%, 06/15/2019		493,108
		3,855,000	3.00%, 03/12/2020		3,913,566
		1,300,000	Bayer U.S. Finance LLC 2.38%, 10/08/2019(1)		1,306,936
		1,435,000	Cardinal Health, Inc. 2.40%, 11/15/2019		1,441,467
		2,115,000	Express Scripts Holding Co. 2.25%, 06/15/2019		2,121,414
		945,000	Mylan N.V. 3.75%, 12/15/2020		979,495
		3,000,000	Shire Acquisitions Investments Ireland DAC 1.90%, 09/23/2019		2,988,019

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 55.4% - (continued)
			Pharmaceuticals - 2.0% - (continued)
			Teva Pharmaceutical Finance Netherlands B.V.
	$	1,125,000	1.70%, 07/19/2019	$	1,101,043
		1,800,000	2.20%, 07/21/2021		1,694,309
					18,628,319
			Pipelines - 1.2%
		1,195,000	Columbia Pipeline Group, Inc. 2.45%, 06/01/2018		1,198,399
			Enterprise Products Operating LLC
		1,195,000	2.55%, 10/15/2019		1,204,242
		1,700,000	2.85%, 04/15/2021		1,728,886
			Kinder Morgan Energy Partners L.P.
		1,175,000	5.30%, 09/15/2020		1,262,747
		865,000	6.85%, 02/15/2020		952,123
		4,300,000	Plains All American Pipeline L.P. / PAA Finance Corp. 6.50%, 05/01/2018		4,391,666
					10,738,063
			Real Estate - 0.3%
		2,000,000	WEA Finance LLC 3.15%, 04/05/2022(1)		2,020,521
		1,100,000	WEA Finance LLC / Westfield UK & Europe Finance plc 3.25%, 10/05/2020(1)		1,121,880
					3,142,401
			Real Estate Investment Trusts - 0.9%
		1,755,000	American Tower Corp. 3.30%, 02/15/2021		1,800,684
		240,000	Crown Castle International Corp. 3.40%, 02/15/2021		246,694
		2,580,000	ERP Operating L.P. 2.38%, 07/01/2019		2,599,200
		1,870,000	Scentre Group Trust 2.38%, 11/05/2019(1)		1,874,788
			Simon Property Group L.P.
		1,000,000	2.50%, 09/01/2020		1,009,488
		860,000	2.50%, 07/15/2021		864,630
					8,395,484
			Retail - 0.4%
		320,000	AutoZone, Inc. 1.63%, 04/21/2019		318,203
			CVS Health Corp.
		2,350,000	2.13%, 06/01/2021		2,315,384
		715,000	2.80%, 07/20/2020		723,498
		550,000	McDonald's Corp. 2.75%, 12/09/2020		560,973
					3,918,058
			Savings & Loans - 0.1%
		885,000	Nationwide Building Society 2.35%, 01/21/2020(1)		888,852
			Semiconductors - 0.8%
			Broadcom Corp. / Broadcom Cayman Finance Ltd.
		2,700,000	2.38%, 01/15/2020(1)		2,715,070
		2,700,000	3.00%, 01/15/2022(1)		2,737,423
		2,000,000	NXP B.V. / NXP Funding LLC 4.13%, 06/01/2021(1)		2,090,000
					7,542,493

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

162

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 55.4% - (continued)
			Software - 0.3%
	$	541,000	Fidelity National Information Services, Inc. 2.25%, 08/15/2021	$	536,964
		2,375,000	Oracle Corp. 1.90%, 09/15/2021		2,350,226
					2,887,190
			Telecommunications - 1.8%
			AT&T, Inc.
		2,000,000	2.80%, 02/17/2021		2,028,715
		1,250,000	2.85%, 02/14/2023		1,241,525
		5,500,000	Nokia Oyj 3.38%, 06/12/2022		5,479,375
		4,495,000	Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 3.36%, 03/20/2023(1)		4,560,178
		3,600,000	Wind Acquisition Finance S.A. 4.75%, 07/15/2020(1)		3,642,840
					16,952,633
			Toys/Games/Hobbies - 0.2%
		2,000,000	Mattel, Inc. 2.35%, 05/06/2019		1,965,540
			Transportation - 1.2%
		3,450,000	AP Moller - Maersk A/S 2.55%, 09/22/2019(1)		3,466,582
		825,000	FedEx Corp. 2.30%, 02/01/2020		830,157
		1,500,000	Penske Truck Leasing Co. L.P. 2.70%, 03/14/2023(1)		1,482,581
			Penske Truck Leasing Co. L.P. / PTL Finance Corp.
		2,050,000	2.50%, 06/15/2019(1)		2,062,376
		45,000	2.88%, 07/17/2018(1)		45,343
		1,000,000	3.20%, 07/15/2020(1)		1,023,031
			Ryder System, Inc.
		1,270,000	2.25%, 09/01/2021		1,258,321
		1,075,000	2.45%, 09/03/2019		1,082,754
					11,251,145
			Trucking & Leasing - 0.2%
		2,125,000	TTX Co. 2.25%, 02/01/2019(1)		2,127,435
			Total Corporate Bonds (cost $508,667,296)	$	512,313,186
FOREIGN GOVERNMENT OBLIGATIONS - 0.3%
			Saudi Arabia - 0.3%
		2,810,000	Saudi Government International Bond 2.38%, 10/26/2021(1)	$	2,762,342
			Total Foreign Government Obligations (cost $2,782,097)	$	2,762,342
MUNICIPAL BONDS - 1.3%
			General - 0.5%
		365,000	New Jersey State Econ DA 0.00%, 02/15/2018(8)	$	363,160

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 1.3% - (continued)
			General - 0.5% - (continued)
			State Board of Administration Finance Corp. FL
	$	2,500,000	2.16%, 07/01/2019	$	2,506,350
		2,160,000	2.64%, 07/01/2021		2,165,271
					5,034,781
			General Obligation - 0.6%
		2,805,000	Country of Cook IL 4.74%, 11/15/2022		3,008,811
			Illinois State, GO
		1,530,000	5.67%, 03/01/2018		1,547,213
		1,175,000	5.88%, 03/01/2019		1,216,795
					5,772,819
			Transportation - 0.2%
		1,750,000	Alameda Corridor Transportation Auth. 0.00%, 10/01/2022(8)		1,505,542
			Total Municipal Bonds (cost $12,313,654)	$	12,313,142
SENIOR FLOATING RATE INTERESTS - 22.0%(10)
			Advertising - 0.2%
		1,663,571	Acosta Holdco, Inc. 1 mo. LIBOR + 3.250%, 4.49%, 09/26/2021	$	1,463,943
			Aerospace/Defense - 0.7%
		561,849	Fly Funding II S.a.r.l. 3 mo. LIBOR + 2.250%, 3.56%, 02/09/2023		563,490
		1,930,000	MacDonald, Dettwiler and Associates Ltd. 3 mo. LIBOR + 2.750%, 4.10%, 10/04/2024		1,940,866
		3,857,214	TransDigm, Inc. 1 mo. LIBOR + 3.000%, 4.27%, 06/09/2023		3,872,180
					6,376,536
			Airlines - 0.6%
			American Airlines, Inc.
		970,000	1 mo. LIBOR + 2.000%, 3.24%, 10/12/2021		971,484
		1,557,559	1 mo. LIBOR + 2.000%, 3.24%, 06/26/2020		1,561,235
		990,000	1 mo. LIBOR + 2.500%, 3.74%, 04/28/2023		991,366
		1,960,000	Delta Air Lines, Inc. 1 mo. LIBOR + 2.500%, 3.74%, 08/24/2022		1,976,660
					5,500,745
			Auto Manufacturers - 0.1%
		359,777	FCA U.S. LLC 1 mo. LIBOR + 2.000%, 3.24%, 12/31/2018		360,676
		579,500	Jaguar Holding Co. 3 mo. LIBOR + 2.750%, 4.04%, 08/18/2022		582,577
					943,253
			Auto Parts & Equipment - 0.1%
		920,000	USI, Inc. 3 mo. LIBOR + 3.000%, 4.31%, 05/16/2024		921,914

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

163

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 22.0%(10) - (continued)
			Beverages - 0.2%
	$	1,132,444	Jacobs Douwe Egberts International B.V. 3 mo. LIBOR + 2.250%, 3.56%, 07/02/2022	$	1,141,413
		225,191	Refresco Group BV 0.00%, 09/26/2024(11)		225,473
					1,366,886
			Biotechnology - 0.3%
		2,857,143	Alkermes, Inc. 3 mo. LIBOR + 2.750%, 4.07%, 09/25/2021		2,878,571
		295,136	Sterigenics-Nordion Holdings LLC 1 mo. LIBOR + 3.000%, 0.00%, 05/15/2022(11)		295,136
					3,173,707
			Chemicals - 0.5%
		334,163	Axalta Coating Systems U.S. Holdings, Inc. 3 mo. LIBOR + 2.000%, 3.33%, 06/01/2024		335,833
		318,201	Chemours Co. 1 mo. LIBOR + 2.500%, 3.75%, 05/12/2022		320,721
	EUR	160,000	Diamond (BC) B.V. EURIBOR + 3.250%, 3.25%, 09/06/2024		186,201
	$	615,000	3 mo. LIBOR + 3.000%, 4.32%, 09/06/2024		617,417
		1,270,000	H.B. Fuller Co. 1 mo. LIBOR + 2.250%, 3.49%, 10/12/2024		1,276,883
		844,631	Huntsman International LLC 1 mo. LIBOR + 3.000%, 4.24%, 04/01/2023		848,331
		361,442	MacDermid, Inc. 1 mo. LIBOR + 3.000%, 4.24%, 06/07/2023		363,477
		324,500	Minerals Technologies, Inc. 1 mo. LIBOR + 2.250%, 3.52%, 02/14/2024		326,798
		217,385	Tronox Blocked Borrower LLC 3 mo. LIBOR + 3.000%, 4.32%, 09/22/2024		219,106
		501,657	Tronox Finance LLC 3 mo. LIBOR + 3.000%, 4.32%, 09/22/2024		505,630
					5,000,397
			Commercial Services - 2.0%
		495,000	Ascend Learning LLC 1 mo. LIBOR + 3.250%, 4.49%, 07/12/2024		498,920
		967,221	Brickman Group Ltd. LLC 3 mo. LIBOR + 3.000%, 4.32%, 12/18/2020		972,859
		617,584	Bright Horizons Family Solutions, Inc. 1 mo. LIBOR + 2.250%, 3.49%, 11/07/2023		620,981
		648,466	Camelot UK Holdco Ltd. 1 mo. LIBOR + 3.500%, 4.74%, 10/03/2023		652,792
		246,926	Capital Automotive L.P. 1 mo. LIBOR + 3.000%, 4.25%, 03/24/2024		247,296
		753,113	Clean Harbors, Inc. 1 mo. LIBOR + 2.000%, 3.24%, 06/27/2024		757,353
		1,481,250	Hertz Corp. 1 mo. LIBOR + 2.750%, 4.00%, 06/30/2023		1,478,480

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 22.0%(10) - (continued)
			Commercial Services - 2.0% - (continued)
	$	515,663	KAR Auction Services, Inc. 3 mo. LIBOR + 2.500%, 3.88%, 03/09/2023	$	519,102
		250,000	Multi Color Corp. 0.00%, 09/20/2024(11)		251,562
		1,396,500	PSAV Holdings LLC 3 mo. LIBOR + 3.500%, 4.83%, 04/27/2024		1,405,228
		1,738,119	Quikrete Holdings, Inc. 1 mo. LIBOR + 2.750%, 3.99%, 11/15/2023		1,745,836
		1,775,416	Russell Investment Group 3 mo. LIBOR + 4.250%, 5.49%, 06/01/2023		1,797,165
		511,138	ServiceMaster Co. 1 mo. LIBOR + 2.500%, 3.74%, 11/08/2023		513,310
		1,129,325	Team Health Holdings, Inc. 1 mo. LIBOR + 2.750%, 3.99%, 02/06/2024		1,119,443
	EUR	700,000	Techem GmbH 0.00%, 07/31/2024(11)		820,393
	$	1,815,450	Tempo Acquisition LLC 1 mo. LIBOR + 3.000%, 4.24%, 05/01/2024		1,820,751
		1,839,166	Trans Union LLC 1 mo. LIBOR + 2.000%, 3.24%, 04/10/2023		1,844,334
		517,925	Vantiv LLC 1 mo. LIBOR + 2.000%, 3.24%, 10/14/2023		521,380
		744,375	Xerox Business Services LLC 1 mo. LIBOR + 3.000%, 4.24%, 12/07/2023		750,427
					18,337,612
			Distribution/Wholesale - 0.6%
		2,661,625	American Builders & Contractors Supply Co., Inc. 1 mo. LIBOR + 2.500%, 3.74%, 10/31/2023		2,676,876
		290,000	Beacon Roofing Supply, Inc. 0.00%, 08/23/2024(11)		291,813
		490,000	1 mo. LIBOR + 2.750%, 3.99%, 10/01/2022		492,695
		1,273,923	Nexeo Solutions LLC 3 mo. LIBOR + 3.750%, 5.09%, 06/09/2023		1,285,070
		1,052,050	Univar, Inc. 1 mo. LIBOR + 2.750%, 3.99%, 07/01/2022		1,057,310
					5,803,764
			Diversified Financial Services - 1.0%
		1,388,025	AlixPartners LLP 3 mo. LIBOR + 2.750%, 4.08%, 04/04/2024		1,394,104
		685,000	Delos Finance Sarl 3 mo. LIBOR + 2.000%, 3.33%, 10/06/2023		689,816
		295,000	Duff & Phelps Corp. 3 mo. LIBOR + 3.250%, 4.61%, 10/06/2024		297,767
		765,000	FinCo I LLC 1 mo. LIBOR + 2.750%, 2.75%, 06/14/2022		775,901
		263,013	NFP Corp. 1 mo. LIBOR + 3.500%, 4.74%, 01/08/2024		265,561

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

164

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 22.0%(10) - (continued)
			Diversified Financial Services - 1.0% - (continued)
	$	1,717,025	Numericable Group S.A. 0.00%, 01/31/2026(11)	$	1,717,420
		451,588	RP Crown Parent LLC 1 mo. LIBOR + 3.000%, 4.24%, 10/12/2023		453,471
		1,447,937	RPI Finance Trust 3 mo. LIBOR + 2.000%, 3.33%, 03/27/2023		1,453,193
		793,680	SAM Finance Lux S.a.r.l. 3 mo. LIBOR + 3.250%, 4.57%, 12/17/2020		797,053
		1,510,000	Telenet Financing USD LLC 1 mo. LIBOR + 2.750%, 3.99%, 06/30/2025		1,515,874
					9,360,160
			Electric - 0.5%
		796,000	AES Corp. 3 mo. LIBOR + 2.000%, 3.32%, 05/24/2022		797,329
		1,003,233	Calpine Corp. 3 mo. LIBOR + 2.750%, 4.09%, 05/31/2023		1,007,477
		501,539	Helix Gen Funding LLC 3 mo. LIBOR + 3.750%, 5.08%, 06/02/2024		506,609
		2,283,974	NRG Energy, Inc. 3 mo. LIBOR + 2.250%, 3.58%, 06/30/2023		2,291,351
					4,602,766
			Energy-Alternate Sources - 0.4%
		1,545,000	BCP Renaissance Parent LLC 0.00%, 09/19/2024(11)		1,561,902
		1,497,367	MEG Energy Corp. 3 mo. LIBOR + 3.500%, 4.83%, 12/31/2023		1,501,305
			TEX Operations Co. LLC
		823,775	1 mo. LIBOR + 2.750%, 4.01%, 08/04/2023		826,065
		190,000	3 mo. LIBOR + 2.750%, 4.08%, 08/04/2023		190,500
					4,079,772
			Engineering & Construction - 0.2%
		1,995,000	Brand Energy & Infrastructure Services, Inc. 3 mo. LIBOR + 4.250%, 5.62%, 06/21/2024		2,007,189
			Entertainment - 0.3%
		487,639	Cedar Fair, L.P. 1 mo. LIBOR + 2.250%, 3.49%, 04/13/2024		490,686
		234,413	CityCenter Holdings LLC 1 mo. LIBOR + 2.500%, 3.74%, 04/18/2024		235,381
		1,231,051	Hilton Worldwide Finance LLC 1 mo. LIBOR + 2.000%, 3.24%, 10/25/2023		1,238,745
		395,000	Scientific Games International, Inc. 2 mo. LIBOR + 3.250%, 4.52%, 08/14/2024		399,388
					2,364,200

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 22.0%(10) - (continued)
			Environmental Control - 0.1%
	$	1,211,252	Advanced Disposal Services, Inc. 1 Week LIBOR + 2.750%, 3.95%, 11/10/2023	$	1,221,547
			Food - 0.6%
		520,815	Albertsons LLC 3 mo. LIBOR + 3.000%, 4.32%, 06/22/2023		504,107
		1,934,028	JBS USA LLC 1 mo. LIBOR + 2.500%, 3.74%, 10/30/2022		1,891,731
		744,375	Pinnacle Foods Finance LLC 1 mo. LIBOR + 2.000%, 3.23%, 02/02/2024		748,097
		1,955,100	Post Holdings, Inc. 1 mo. LIBOR + 2.250%, 3.49%, 05/24/2024		1,964,523
					5,108,458
			Healthcare-Products - 0.4%
		982,727	American Renal Holdings, Inc. 1 mo. LIBOR + 3.250%, 4.49%, 06/14/2024		973,823
		1,250,156	INC Research LLC 1 mo. LIBOR + 2.250%, 3.49%, 08/01/2024		1,256,607
		578,550	Kinetic Concepts, Inc. 3 mo. LIBOR + 3.250%, 4.58%, 02/02/2024		577,682
		490,000	Parexel International Corp. 0.00%, 09/27/2024(11)		494,376
		490,050	Revlon Consumer Products Corp. 1 mo. LIBOR + 3.500%, 4.74%, 09/07/2023		422,056
					3,724,544
			Healthcare-Services - 0.8%
		333,333	Air Medical Group Holdings, Inc. 0.00%, 09/07/2024(11)		334,793
			Community Health Systems, Inc.
		496,498	3 mo. LIBOR + 2.750%, 4.07%, 12/31/2019		484,567
		185,954	3 mo. LIBOR + 3.000%, 4.32%, 01/27/2021		179,721
		1,932,484	Envision Healthcare Corp. 1 mo. LIBOR + 3.000%, 4.25%, 12/01/2023		1,939,731
		425,708	Genoa, a QoL Healthcare Co. LLC 1 mo. LIBOR + 3.250%, 4.49%, 10/28/2023		429,080
		900,432	HCA, Inc. 1 mo. LIBOR + 2.000%, 3.24%, 03/17/2023		904,430
		1,995,742	MPH Acquisition Holdings LLC 3 mo. LIBOR + 3.000%, 4.33%, 06/07/2023		2,014,283
		390,000	Surgery Center Holdings, Inc. 1 mo. LIBOR + 3.250%, 4.50%, 09/02/2024		386,392
		1,070,925	U.S. Renal Care, Inc. 3 mo. LIBOR + 4.250%, 5.58%, 12/31/2022		1,033,635
					7,706,632

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

165

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 22.0%(10) - (continued)
			Household Products - 0.0%
	$	223,721	Prestige Brands, Inc. 1 mo. LIBOR + 2.750%, 3.99%, 01/26/2024	$	224,945
			Household Products/Wares - 0.1%
		815,000	Galleria Co. 1 mo. LIBOR + 3.000%, 4.25%, 09/29/2023		812,962
			Insurance - 0.8%
			Asurion LLC
		2,878,206	1 mo. LIBOR + 2.750%, 3.99%, 08/04/2022		2,899,332
		934,805	1 mo. LIBOR + 3.000%, 4.24%, 11/03/2023		942,405
		500,000	1 mo. LIBOR + 6.000%, 7.24%, 08/04/2025		515,940
		1,833,172	HUB International Ltd. 3 mo. LIBOR + 3.000%, 4.31%, 10/02/2020		1,846,774
		730,000	USI Holdings Corp. 0.00%, 07/26/2024(11)		729,087
					6,933,538
			IT Services - 0.1%
		427,850	Gartner, Inc. 1 mo. LIBOR + 2.000%, 3.24%, 04/05/2024		431,059
			Leisure Time - 1.2%
			Aristocrat Leisure Ltd.
		500,000	0.00%, 09/19/2024(11)		502,250
		1,243,846	3 mo. LIBOR + 2.000%, 3.36%, 10/20/2021		1,251,123
		3,023,387	Caesars Resort Collection LLC 0.00%, 09/27/2024(11)		3,041,739
		3,110,839	Delta 2 (LUX) S.a.r.l. 1 mo. LIBOR + 3.000%, 4.24%, 02/01/2024		3,133,517
		934,355	Eldorado Resorts LLC 3 mo. LIBOR + 2.250%, 3.50%, 04/17/2024		935,523
		1,690,000	Golden Entertainment, Inc. 0.00%, 08/15/2024(11)		1,690,710
		780,000	NCL Corp. Ltd. 1 mo. LIBOR + 1.750%, 2.99%, 10/02/2022		782,441
					11,337,303
			Lodging - 0.6%
		1,230,503	Boyd Gaming Corp. 1 Week LIBOR + 2.500%, 3.70%, 09/15/2023		1,237,430
		1,725,000	Caesars Entertainment Operating Co. 1 mo. LIBOR + 2.500%, 3.74%, 10/06/2024		1,726,087
		466,475	Four Seasons Hotels Ltd. 1 mo. LIBOR + 2.500%, 3.74%, 11/30/2023		469,568
		803,016	La Quinta Intermediate Holdings LLC 3 mo. LIBOR + 2.750%, 4.11%, 04/14/2021		806,276

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 22.0%(10) - (continued)
			Lodging - 0.6% - (continued)
	$	1,714,322	Station Casinos LLC 1 mo. LIBOR + 2.500%, 3.74%, 06/08/2023	$	1,719,602
					5,958,963
			Machinery-Diversified - 0.3%
		1,361,434	Gardner Denver, Inc. 3 mo. LIBOR + 2.750%, 4.08%, 07/30/2024		1,368,827
		1,058,336	Gates Global LLC 3 mo. LIBOR + 3.250%, 4.58%, 04/01/2024		1,065,088
					2,433,915
			Media - 1.6%
		1,758,236	Advantage Sales & Marketing, Inc. 3 mo. LIBOR + 3.250%, 4.63%, 07/23/2021		1,662,078
		870,000	Altice Financing S.A. 0.00%, 01/05/2026(11)		870,000
		381,718	CBS Radio, Inc. 1 mo. LIBOR + 3.500%, 4.74%, 10/17/2023		384,009
			Charter Communications Operating LLC
		397,363	1 mo. LIBOR + 2.000%, 3.25%, 07/01/2020		399,127
		967,685	1 mo. LIBOR + 2.000%, 3.25%, 01/03/2021		971,439
		295,500	1 mo. LIBOR + 2.250%, 3.50%, 01/15/2024		297,610
		942,763	CSC Holdings LLC 1 mo. LIBOR + 2.250%, 3.49%, 07/17/2025		941,245
		66,904	Mission Broadcasting, Inc. 1 mo. LIBOR + 2.500%, 3.74%, 01/17/2024		67,275
		532,873	Nexstar Broadcasting, Inc. 1 mo. LIBOR + 2.500%, 3.74%, 01/17/2024		535,825
		731,325	Numericable Group S.A. 3 mo. LIBOR + 2.750%, 4.13%, 07/31/2025		729,760
		1,468,514	Tribune Media Co. 1 mo. LIBOR + 3.000%, 4.24%, 01/27/2024		1,470,805
		820,000	Unitymedia Finance LLC 0.00%, 10/16/2024(11)		817,950
		1,000,000	UPC Financing Partnership 0.00%, 01/15/2026(11)		1,002,920
			Vantiv LLC
		295,000	0.00%, 09/18/2024(11)		295,923
		1,050,000	1 mo. LIBOR + 2.000%, 3.24%, 08/07/2024		1,056,374
		2,328,476	Virgin Media Bristol LLC 1 mo. LIBOR + 2.750%, 3.99%, 01/31/2025		2,337,207
		970,000	Ziggo Secured Finance Partnership 1 mo. LIBOR + 2.500%, 3.74%, 04/15/2025		972,124
					14,811,671

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

166

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 22.0%(10) - (continued)
			Metal Fabricate/Hardware - 0.1%
	$	1,262,878	Rexnord LLC 3 mo. LIBOR + 2.750%, 4.09%, 08/21/2023	$	1,269,988
			Oil & Gas - 0.5%
		518,700	BCP Raptor LLC 1 Week LIBOR + 4.250%, 5.52%, 06/24/2024		524,048
		645,000	Chesapeake Energy Corp. 3 mo. LIBOR + 7.500%, 8.81%, 08/23/2021		691,227
		1,714,390	Energy Transfer Equity, L.P. 1 mo. LIBOR + 2.000%, 3.24%, 02/02/2024		1,710,773
		654,932	Fieldwood Energy LLC 3 mo. LIBOR + 2.875%, 4.21%, 09/28/2018		623,004
		462,404	Peabody Energy Corp. 1 mo. LIBOR + 3.500%, 4.74%, 03/31/2022		465,438
		700,000	Traverse Midstream Partners LLC 3 mo. LIBOR + 4.000%, 5.33%, 09/27/2024		708,925
					4,723,415
			Oil & Gas Services - 0.1%
		1,188,847	Crosby U.S. Acquisition Corp. 3 mo. LIBOR + 3.000%, 4.32%, 11/23/2020		1,125,695
		272,888	Pacific Drilling S.A. 3 mo. LIBOR + 3.500%, 4.88%, 06/03/2018		88,981
					1,214,676
			Packaging & Containers - 0.7%
			Berry Plastics Group, Inc.
		1,205,029	1 mo. LIBOR + 2.250%, 3.49%, 02/08/2020		1,210,753
		1,030,674	1 mo. LIBOR + 2.250%, 3.49%, 10/01/2022		1,035,116
		975,100	Flex Acquisition Co., Inc. 3 mo. LIBOR + 3.000%, 4.34%, 12/29/2023		981,653
		415,000	Plastipak Holdings, Inc. 3 mo. LIBOR + 2.750%, 3.99%, 10/04/2024		417,905
		2,235,203	Reynolds Group Holdings, Inc. 1 mo. LIBOR + 2.750%, 3.99%, 02/05/2023		2,247,765
		465,958	Signode Industrial Group U.S., Inc. 3 mo. LIBOR + 2.750%, 4.04%, 05/04/2021		470,618
					6,363,810
			Pharmaceuticals - 0.3%
		240,000	Albany Molecular Research, Inc. 3 mo. LIBOR + 3.250%, 4.58%, 08/30/2024		241,651
		1,486,275	Endo Luxembourg Finance Co. I S.a r.l. 1 mo. LIBOR + 4.250%, 5.50%, 04/29/2024		1,505,597

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 22.0%(10) - (continued)
			Pharmaceuticals - 0.3% - (continued)
			Quintiles IMS, Inc.
	$	150,000	3 mo. LIBOR + 2.000%, 3.32%, 01/31/2025	$	150,992
		1,166,531	3 mo. LIBOR + 2.000%, 3.33%, 03/07/2024		1,174,241
					3,072,481
			Real Estate - 0.4%
		2,629,286	DTZ U.S. Borrower LLC 3 mo. LIBOR + 3.250%, 4.59%, 11/04/2021		2,643,668
		540,574	Realogy Corp. 1 mo. LIBOR + 2.250%, 3.49%, 07/20/2022		543,617
					3,187,285
			Real Estate Investment Trusts - 0.4%
	EUR	1,059,675	Equinix, Inc. EURIBOR + 2.500%, 2.50%, 01/05/2024		1,239,682
	$	2,098,050	MGM Growth Properties Operating Partnership L.P. 1 mo. LIBOR + 2.250%, 3.49%, 04/25/2023		2,108,918
					3,348,600
			Retail - 1.4%
		1,572,400	Albertsons LLC 1 mo. LIBOR + 2.750%, 3.99%, 08/25/2021		1,522,901
		452,344	B&G Foods, Inc. 1 mo. LIBOR + 2.250%, 3.49%, 11/02/2022		454,746
		1,208,990	B.C. Unlimited Liability Co. 1 mo. LIBOR + 2.250%, 3.53%, 02/16/2024		1,210,199
		1,995,000	Bass Pro Group LLC 1 mo. LIBOR + 5.000%, 6.24%, 09/25/2024		1,935,569
			Belron S.A.
	EUR	105,000	0.00%, 10/26/2024(11)		123,175
	$	100,000	0.00%, 10/26/2024(11)		100,625
		997,871	Coty, Inc. 1 mo. LIBOR + 2.500%, 3.73%, 10/27/2022		994,757
		697,575	Harbor Freight Tools USA, Inc. 1 mo. LIBOR + 3.250%, 4.49%, 08/18/2023		701,454
		1,049,908	Michaels Stores, Inc. 1 mo. LIBOR + 2.750%, 3.99%, 01/30/2023		1,050,171
		1,360,929	Neiman Marcus Group Ltd. LLC 1 mo. LIBOR + 3.250%, 4.49%, 10/25/2020		1,066,968
		689,229	PetSmart, Inc. 1 mo. LIBOR + 3.000%, 4.24%, 03/11/2022		587,802
		1,113,778	Pizza Hut Holdings LLC 1 mo. LIBOR + 2.000%, 3.24%, 06/16/2023		1,120,461

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

167

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 22.0%(10) - (continued)
			Retail - 1.4% - (continued)
	$	875,000	Staples, Inc. 3 mo. LIBOR + 4.000%, 5.31%, 09/12/2024	$	822,281
		1,201,247	U.S. Foods, Inc. 1 mo. LIBOR + 2.750%, 4.00%, 06/27/2023		1,210,508
					12,901,617
			Semiconductors - 0.4%
		360,866	Entegris, Inc. 1 mo. LIBOR + 2.250%, 3.49%, 04/30/2021		361,920
		537,300	Integrated Device Technology, Inc. 1 mo. LIBOR + 3.000%, 4.24%, 04/04/2024		542,001
		807,147	ON Semiconductor Corp. 1 mo. LIBOR + 2.250%, 3.49%, 03/31/2023		810,593
		1,864,732	Sensata Technologies B.V. 1 mo. LIBOR + 2.250%, 3.49%, 10/14/2021		1,871,426
					3,585,940
			Software - 2.0%
		1,105,000	Almonde, Inc. 3 mo. LIBOR + 3.500%, 4.82%, 06/13/2024		1,100,536
		1,009,352	CDW LLC 3 mo. LIBOR + 2.000%, 3.34%, 08/17/2023		1,015,974
		1,492,500	Change Healthcare Holdings, Inc. 1 mo. LIBOR + 2.750%, 3.99%, 03/01/2024		1,500,380
		1,267,893	Dell, Inc. 1 mo. LIBOR + 2.000%, 3.25%, 09/07/2023		1,270,733
			First Data Corp.
		3,829,682	1 mo. LIBOR + 2.250%, 3.49%, 07/08/2022		3,838,796
		824,950	1 mo. LIBOR + 2.500%, 3.74%, 04/26/2024		828,192
		1,681,343	Global Payments, Inc. 1 mo. LIBOR + 2.000%, 3.24%, 04/21/2023		1,688,002
		1,534,497	Go Daddy Operating Co. LLC 1 mo. LIBOR + 2.500%, 3.74%, 02/15/2024		1,542,169
		234,411	Hyland Software, Inc. 1 mo. LIBOR + 3.250%, 4.49%, 07/01/2022		236,561
		571,724	Infor U.S., Inc. 3 mo. LIBOR + 2.750%, 4.08%, 02/01/2022		572,319
		121,369	MA FinanceCo LLC 1 mo. LIBOR + 2.750%, 3.99%, 06/21/2024		121,748
		819,631	Seattle Spinco, Inc. 3 mo. LIBOR + 2.750%, 3.99%, 06/21/2024		822,197
		827,006	SS&C Technologies, Inc. 1 mo. LIBOR + 2.250%, 3.49%, 07/08/2022		831,398

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 22.0%(10) - (continued)
			Software - 2.0% - (continued)
	$	832,913	Verint Systems, Inc. 3 mo. LIBOR + 2.250%, 3.56%, 06/29/2024	$	834,645
		2,202,125	WEX, Inc. 3 mo. LIBOR + 2.750%, 3.99%, 06/30/2023		2,225,335
					18,428,985
			Telecommunications - 1.2%
		2,993,500	Level 3 Financing, Inc. 1 mo. LIBOR + 2.250%, 3.49%, 02/22/2024		3,003,648
		1,102,941	MaxLinear, Inc. 1 mo. LIBOR + 2.500%, 3.74%, 05/12/2024		1,107,077
		2,656,650	Sprint Communications, Inc. 1 mo. LIBOR + 2.500%, 3.75%, 02/02/2024		2,665,497
		1,125,000	Unitymedia Finance LLC 1 mo. LIBOR + 2.250%, 3.49%, 09/30/2025		1,124,044
		2,645,625	Univision Communications, Inc. 1 mo. LIBOR + 2.750%, 3.99%, 03/15/2024		2,635,704
		593,419	Zayo Group LLC 1 mo. LIBOR + 2.250%, 3.49%, 01/19/2024		595,680
					11,131,650
			Trucking & Leasing - 0.2%
		1,915,200	Avolon TLB Borrower 1 (Luxembourg) S.a.r.l. 1 mo. LIBOR + 2.250%, 3.49%, 04/03/2022		1,929,449
			Total Senior Floating Rate Interests (cost $203,133,532)	$	203,166,277
U.S. GOVERNMENT AGENCIES - 4.9%
			FHLMC -1.1%
	$	11,495,112	1.60%, 07/25/2021(2)(6)	$	571,465
		12,777,877	1.96%, 08/25/2018(2)(3)(6)		113,705
		7,876,727	3.00%, 04/01/2031		8,076,104
		1,181,672	3.50%, 04/01/2027		1,235,054
					9,996,328
			FNMA - 3.7%
	$	2,625,577	3.00%, 08/01/2027		2,697,530
		5,191,283	3.00%, 12/01/2030		5,322,349
		1,826,581	3.00%, 02/01/2031		1,872,698
		3,439,355	3.00%, 03/01/2031		3,526,190
		7,000,000	3.00%, 11/01/2032(12)		7,172,813
		2,141,155	3.50%, 11/01/2026		2,224,498
		5,068,240	3.50%, 12/01/2026		5,265,814
		731,889	3.50%, 12/01/2028		760,586
		5,600,000	3.50%, 11/01/2032(12)		5,817,437
					34,659,915
			GNMA - 0.1%
	$	264,892	5.00%, 08/20/2039		282,674
		285,491	6.50%, 05/16/2031		320,631
					603,305
			Total U.S. Government Agencies (cost $45,164,700)	$	45,259,548

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

168

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT SECURITIES - 0.4%
			U.S. Treasury Securities - 0.4%
			U.S. Treasury Notes - 0.4%
	$	3,700,000	U.S. Treasury Notes 1.38%, 02/28/2019	$	3,693,207
					3,693,207
			Total U.S. Government Securities (cost $3,704,083)	$	3,693,207
			Total Long-Term Investments (cost $916,326,321)	$	919,645,587
SHORT-TERM INVESTMENTS - 3.1%
			Other Investment Pools & Funds - 3.1%
		28,809,584	Fidelity Institutional Government Fund, Institutional Class, 0.92%(13)	$	28,809,584
			Total Short-Term Investments (cost $28,809,584)	$	28,809,584

Total Investments (cost $945,135,905)	102.5	%	$	948,455,171
Other Assets and Liabilities	(2.5	)%		(23,525,103	)
Total Net Assets	100.0	%	$	924,930,068

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

169

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

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

⁽¹⁾ 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $282,185,204, which represented 30.5% of total net assets.

⁽²⁾ Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2017.

⁽³⁾ Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

⁽⁴⁾ 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 October 31, 2017, the aggregate fair value of these securities was $0, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽⁵⁾ This security has been identified as 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. The identification of illiquid securities is unaudited. At October 31, 2017, the aggregate value of these securities was $0, which represents 0.0% of total net assets.

⁽⁶⁾  Securities disclosed are interest-only strips.

⁽⁷⁾  Security disclosed is principal-only strips.

⁽⁸⁾  Security is a zero-coupon bond.

⁽⁹⁾  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽¹⁰⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of October 31, 2017.

⁽¹¹⁾  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽¹²⁾  Represents or includes a TBA transaction.

⁽¹³⁾  Current yield as of period end.

⁽¹⁴⁾  Investment valued using significant unobservable inputs.

Futures Contracts Outstanding at October 31, 2017
Description	Number of Contracts		Expiration Date		Current Notional Amount		Value and Unrealized Appreciation/ (Depreciation)
Long position contracts:
U.S. Treasury 2-Year Note Future		354		12/29/2017	$	76,237,219	$	(310,285	)
Short position contracts:
U.S. Treasury 10-Year Note Future		46		12/19/2017	$	5,747,125	$	76,447
U.S. Treasury 5-Year Note Future		869		12/29/2017		101,835,938		948,335
U.S. Treasury Long Bond Future		7		12/19/2017		1,067,281		19,729
Total							$	1,044,511
Total futures contracts							$	734,226

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

170

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty		Settlement Date		Appreciation		Depreciation
	2,276,951	USD		1,925,000	EUR		DEUT		11/30/17	$	30,901	$	—
	122,372	USD		105,000	EUR		SSG		11/30/17		—		(140	)
	Total									$	30,901	$	(140	)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
DEUT	Deutsche Bank Securities, Inc.
SSG	State Street Global Markets LLC
Currency Abbreviations:
EUR	Euro
USD	United States Dollar
Other Abbreviations:
CLO	Collateralized Loan Obligation
CMO	Collateralized Mortgage Obligation
FHLMC	Federal Home Loan Mortgage Corp.
FNMA	Federal National Mortgage Association
GNMA	Government National Mortgage Association
TBA	To Be Announced
Municipal Abbreviations:
DA	Development Authority
GO	General Obligation

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

171

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total			Level 1(1)			Level 2(1)			Level 3(1)
Assets
Asset & Commercial Mortgage Backed Securities	$	140,137,885		$	—		$	140,137,885		$	—
Corporate Bonds		512,313,186			—			512,313,186			—
Foreign Government Obligations		2,762,342			—			2,762,342			—
Municipal Bonds		12,313,142			—			12,313,142			—
Senior Floating Rate Interests		203,166,277			—			203,166,277			—
U.S. Government Agencies		45,259,548			—			45,259,548			—
U.S. Government Securities		3,693,207			—			3,693,207			—
Short-Term Investments		28,809,584			28,809,584			—			—
Foreign Currency Contracts(2)		30,901			—			30,901			—
Futures Contracts(2)		1,044,511			1,044,511			—			—
Total	$	949,530,583		$	29,854,095		$	919,676,488		$	—
Liabilities
Foreign Currency Contracts(2)	$	(140	)	$	—		$	(140	)	$	—
Futures Contracts(2)		(310,285	)		(310,285	)		—			—
Total	$	(310,425	)	$	(310,285	)	$	(140	)	$	—

⁽¹⁾  For the year ended October 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 accompanying notes are an integral part of these financial statements.

172

The Hartford Strategic Income Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.3%
			Asset-Backed - Automobile - 0.3%
	$	126,548	Honor Automobile Trust Securitization 2.94%, 11/15/2019(1)	$	126,932
		1,370,000	Westlake Automobile Receivables Trust 3.28%, 12/15/2022(1)		1,364,475
					1,491,407
			Asset-Backed - Finance & Insurance - 4.5%
			Apidos CLO
		390,000	3 mo. USD LIBOR + 1.330%, 2.69%, 01/16/2027(1)(2)		392,030
		415,000	3 mo. USD LIBOR + 1.430%, 2.78%, 07/18/2027(1)(2)		421,881
		250,000	3 mo. USD LIBOR + 3.000%, 4.31%, 01/19/2025(1)(2)		254,241
			Atrium CDO Corp.
		995,000	3 mo. USD LIBOR + 3.000%, 4.36%, 07/16/2025(1)(2)		1,010,861
			Avery Point CLO Ltd.
		330,000	3 mo. USD LIBOR + 1.120%, 2.47%, 01/18/2025(1)(2)		331,014
		270,000	3 mo. USD LIBOR + 1.450%, 2.76%, 08/05/2027(1)(2)		270,870
			Babson CLO Ltd.
		425,000	3 mo. USD LIBOR + 1.430%, 2.79%, 04/20/2027(1)(2)		428,499
			Bayview Opportunity Master Fund Trust
		458,294	3.11%, 09/28/2032(1)(3)		458,526
		100,955	3.50%, 01/28/2055(1)(2)(4)		103,219
		168,109	3.50%, 06/28/2057(1)(2)(4)		171,489
		209,090	3.50%, 01/28/2058(1)(2)(4)		214,002
		90,536	4.00%, 11/28/2053(1)(2)(4)		94,002
		173,380	4.00%, 10/28/2064(1)(2)(4)		180,161
			Carlyle Global Market Strategies CLO Ltd.
		270,000	3 mo. USD LIBOR + 1.470%, 2.85%, 04/27/2027(1)(2)		271,969
			Cent CLO
		406,482	3 mo. USD LIBOR + 1.250%, 2.56%, 08/01/2024(1)(2)		407,732
			CIFC Funding Ltd.
		395,000	3 mo. USD LIBOR + 1.200%, 2.52%, 05/24/2026(1)(2)		398,405
		750,000	3 mo. USD LIBOR + 2.700%, 4.02%, 12/05/2024(1)(2)		750,472
		250,000	3 mo. USD LIBOR + 5.750%, 7.07%, 12/05/2024(1)(2)		249,679
			Dryden Senior Loan Fund
		254,544	3 mo. USD LIBOR + 1.290%, 2.61%, 11/15/2023(1)(2)		255,030
		20,561	Equity One Mortgage Pass-Through Trust 5.46%, 12/25/2033(2)(4)		14,910
			GSAMP Trust
		1,723,211	1 mo. USD LIBOR + 0.090%, 1.33%, 01/25/2037(2)		1,105,835
			Lendmark Funding Trust
		125,000	2.83%, 12/22/2025(1)		125,111
		155,000	3.26%, 04/21/2025(1)		155,407
		45,120	Long Beach Asset Holdings Corp. 5.78%, 04/25/2046(1)(5)(6)(7)		—
			Madison Park Funding Ltd.
		250,000	3 mo. USD LIBOR + 1.160%, 2.52%, 07/23/2029(1)(2)		251,346

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.3% - (continued)
			Asset-Backed - Finance & Insurance - 4.5% - (continued)
			Magnetite Ltd.
	$	480,000	3 mo. USD LIBOR + 1.000%, 2.37%, 07/25/2026(1)(2)	$	482,653
		1,165,000	3 mo. USD LIBOR + 5.150%, 6.50%, 01/18/2027(1)(2)		1,165,412
		100,000	Nationstar HECM Loan Trust 2.94%, 05/25/2027(1)		99,970
			NRZ Advance Receivables Trust
		420,000	3.11%, 12/15/2050(1)		418,130
		370,000	3.21%, 02/15/2051(1)		368,766
			Oak Hill Advisors Residential Loan Trust
		98,970	3.00%, 06/25/2057(1)(3)		98,952
		900,000	5.00%, 06/25/2057(1)(3)		901,435
			Oaktree EIF Ltd.
		275,000	3 mo. USD LIBOR + 1.550%, 2.87%, 02/15/2026(1)(2)		275,053
			OneMain Financial Issuance Trust
		286,000	2.37%, 09/14/2032(1)		285,392
		420,000	4.10%, 03/20/2028(1)		426,408
			OZLM Ltd.
		360,000	3 mo. USD LIBOR + 1.450%, 2.83%, 04/30/2027(1)(2)		361,722
			SoFi Consumer Loan Program LLC
		97,497	2.50%, 05/26/2026(1)		97,366
		82,330	2.77%, 05/25/2026(1)		82,548
		103,745	3.05%, 12/26/2025(1)		104,611
		551,152	3.09%, 10/27/2025(1)		555,973
		129,632	3.28%, 01/26/2026(1)		131,210
			Sound Point CLO Ltd.
		250,000	3 mo. USD LIBOR + 1.100%, 2.46%, 01/21/2026(1)(2)		251,042
		1,119,000	3 mo. USD LIBOR + 4.600%, 5.96%, 07/15/2025(1)(2)		1,118,472
			Springleaf Funding Trust
		310,000	2.68%, 07/15/2030(1)		309,256
		165,000	2.90%, 11/15/2029(1)		166,134
		355,000	SPS Servicer Advance Receivables Trust 2.75%, 11/15/2049(1)		355,935
			Symphony CLO Ltd.
		395,000	3 mo. USD LIBOR + 1.180%, 2.53%, 10/17/2026(1)(2)		398,371
			Towd Point Mortgage Trust
		363,939	2.75%, 10/25/2056(1)(2)(4)		365,210
		91,178	2.75%, 04/25/2057(1)(2)(4)		91,650
		262,660	2.75%, 06/25/2057(1)(2)(4)		263,295
		191,145	2.75%, 07/25/2057(1)(2)(4)		191,803
		1,515,000	Vericrest Opportunity Loan Trust 5.38%, 04/25/2059(1)(3)		1,523,277
			VOLT LX LLC
		82,232	3.25%, 04/25/2059(1)(3)(4)		82,656
		1,080,000	4.63%, 10/25/2047(1)(3)		1,073,895
		1,423,000	VOLT LXII LLC 4.63%, 09/25/2047(1)(3)		1,412,419
			Voya CLO Ltd.
		350,000	3 mo. USD LIBOR + 1.450%, 2.81%, 10/14/2026(1)(2)		349,647
		255,000	3 mo. USD LIBOR + 1.480%, 2.83%, 04/18/2027(1)(2)		257,073
					22,382,427

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

173

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.3% - (continued)
			Asset-Backed - Home Equity - 1.3%
			GSAA Home Equity Trust
	$	717,136	1 mo. USD LIBOR + 0.070%, 1.31%, 12/25/2046(2)	$	425,854
		1,203,567	1 mo. USD LIBOR + 0.080%, 1.32%, 02/25/2037(2)		699,157
		1,205,351	1 mo. USD LIBOR + 0.180%, 1.42%, 11/25/2036(2)		630,796
		1,074,191	1 mo. USD LIBOR + 0.230%, 1.47%, 04/25/2047(2)		785,931
			Morgan Stanley Mortgage Loan Trust
		2,606,063	1 mo. USD LIBOR + 0.170%, 1.41%, 11/25/2036(2)		1,233,476
		22,008	Nationstar NIM Ltd. 9.79%, 03/25/2037(1)(5)(6)(7)		2
			New Residential Mortgage Loan Trust
		301,262	1 mo. USD LIBOR + 1.500%, 2.74%, 06/25/2057(1)(2)		307,795
		287,403	4.00%, 02/25/2057(1)(2)(4)		297,703
		437,000	NRZ Advance Receivables Trust 2.58%, 10/15/2049(1)		434,206
			Soundview Home Loan Trust
		2,251,000	1 mo. USD LIBOR + 0.240%, 1.48%, 07/25/2036(2)		1,814,264
		115,000	1 mo. USD LIBOR + 0.250%, 1.49%, 11/25/2036(2)		100,566
					6,729,750
			Collateralized - Mortgage Obligations - 0.0%
		119,752	COLT Mortgage Loan Trust 2.61%, 05/27/2047(1)(2)(4)		121,188
			Commercial Mortgage - Backed Securities - 3.0%
		715,000	Banc of America Commercial Mortgage Trust 3.12%, 09/15/2048(1)(2)(4)		457,100
		100,000	Bear Stearns Commercial Mortgage Securities Trust 5.11%, 10/12/2042(2)(4)		91,006
		180,000	Citigroup Commercial Mortgage Trust 4.40%, 03/10/2047(1)(2)(4)		135,513
		981,000	Commercial Mortgage Pass-Through Certificates 4.75%, 10/15/2045(1)(2)(4)		633,059
			Commercial Mortgage Trust
		443,121	1.96%, 07/10/2046(1)(2)(4)(8)		18,578
		560,000	4.58%, 10/15/2045(1)(2)(4)		256,396
		88,553	Credit Suisse First Boston Mortgage Securities Corp. 4.88%, 04/15/2037		87,440
			FREMF Mortgage Trust
		535,000	3.65%, 09/25/2024(9)		513,117
		585,000	3.88%, 02/25/2024(1)(2)(4)		565,849
		1,015,000	3.94%, 09/25/2049(1)(2)(4)		953,865
		780,000	3.98%, 08/25/2027(1)(2)(4)		726,327
		1,445,000	3.98%, 03/25/2027(1)(2)(4)		1,371,492
		582,000	4.03%, 07/25/2027(1)(2)(4)		524,109
		575,000	4.07%, 05/25/2027(1)(2)(4)		548,174
			GS Mortgage Securities Trust
		4,304,957	0.17%, 07/10/2046(2)(4)(8)		20,488
		390,269	1.35%, 08/10/2044(1)(2)(4)(8)		15,944
		565,333	3.67%, 04/10/2047(1)		208,059
		2,190,000	4.75%, 11/10/2045(1)(2)(4)		2,099,749

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.3% - (continued)
			Collateralized - Mortgage Obligations - 0.0% - (continued)
	$	175,000	4.86%, 04/10/2047(1)(2)(4)	$	124,460
			JP Morgan Chase Commercial Mortgage Securities Trust
		860,000	2.73%, 10/15/2045(1)(2)(4)		374,367
		485,000	4.37%, 12/15/2047(1)(2)(4)		384,953
		765,000	5.41%, 08/15/2046(1)(2)(4)		772,495
		390,000	Morgan Stanley Bank of America Merrill Lynch Trust 4.50%, 08/15/2045(1)		278,817
			Morgan Stanley Capital Trust
		465,000	5.16%, 07/15/2049(1)(2)(4)		404,430
		50,000	5.33%, 10/12/2052(1)(2)(4)		22,899
		870,000	VNDO Mortgage Trust 3.95%, 12/13/2029(1)(2)(4)		890,214
		15,000	Wells Fargo Commercial Mortgage Trust 4.10%, 05/15/2048(2)(4)		13,305
			WF-RBS Commercial Mortgage Trust
		900,599	3.02%, 11/15/2047(1)		388,154
		2,125,000	4.80%, 11/15/2045(1)(2)(4)		1,762,714
		215,000	5.00%, 06/15/2044(1)(2)(4)		154,849
					14,797,922
			Whole Loan Collateral CMO - 5.2%
			Alternative Loan Trust
		199,628	1 mo. USD LIBOR + 0.270%, 1.51%, 01/25/2036(2)		189,231
		349,921	1 mo. USD LIBOR + 0.320%, 1.56%, 11/25/2035(2)		300,224
		1,171,993	5.75%, 05/25/2036		934,987
		974,130	6.00%, 05/25/2036		809,542
			Angel Oak Mortgage Trust LLC
		122,758	2.48%, 07/25/2047(1)(2)(4)		122,247
		292,525	3.64%, 01/25/2047(1)(2)(4)		295,139
		339,327	Banc of America Mortgage Trust 3.60%, 09/25/2035(2)(4)		330,094
		474,250	Bear Stearns Adjustable Rate Mortgage Trust 1 year CMT + 2.300%, 3.52%, 10/25/2035(2)		477,832
		138,233	Bear Stearns Alt-A Trust 1 mo. USD LIBOR + 0.500%, 1.74%, 01/25/2036(2)		140,343
		1,335,547	Chase Mortgage Finance Trust 5.50%, 11/25/2035		1,274,807
			CHL Mortgage Pass-Through Trust
		11,159	1 mo. USD LIBOR + 0.680%, 1.92%, 03/25/2035(2)		10,300
		933,712	3.50%, 09/25/2047(2)(4)		872,216
		1,518,000	Connecticut Avenue Securities 1 mo. USD LIBOR + 4.250%, 5.49%, 04/25/2029(2)		1,703,075
		130,948	CSMC Trust 3.25%, 04/25/2047(1)(2)(4)		131,216
			Deephaven Residential Mortgage Trust
		101,703	2.45%, 06/25/2047(1)(2)(4)		101,151
		72,884	3.49%, 12/26/2046(1)(2)(4)		73,107
			Fannie Mae Connecticut Avenue Securities
		525,000	1 mo. USD LIBOR + 3.550%, 4.79%, 07/25/2029(2)		558,647
		1,075,000	1 mo. USD LIBOR + 4.350%, 5.59%, 05/25/2029(2)		1,176,330

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

174

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.3% - (continued)
			Whole Loan Collateral CMO - 5.2% - (continued)
	$	482,376	1 mo. USD LIBOR + 4.900%, 6.14%, 11/25/2024(2)	$	547,827
		82,212	GMACM Mortgage Loan Trust 3.86%, 04/19/2036(2)(4)		77,330
		1,067,488	GSR Mortgage Loan Trust 3.42%, 01/25/2036(2)(4)		1,066,837
		2,098,686	HarborView Mortgage Loan Trust 1 mo. USD LIBOR + 0.240%, 1.48%, 12/19/2036(2)		1,839,286
		53,311	Impac CMB Trust 1 mo. USD LIBOR + 2.250%, 3.49%, 02/25/2036(2)		52,065
		602,645	IndyMac IMSC Mortgage Loan Trust 1 mo. USD LIBOR + 0.150%, 1.39%, 03/25/2047(2)		483,277
			JP Morgan Mortgage Trust
		511,446	3.34%, 05/25/2036(2)(4)		506,423
		363,787	3.43%, 11/25/2035(2)(4)		351,986
		79,841	3.58%, 04/25/2037(2)(4)		77,909
			LSTAR Securities Investment Ltd.
		2,682,512	0.00%, 10/01/2022(1)(2)(4)		2,682,528
		702,184	1 mo. USD LIBOR + 1.750%, 0.03%, 09/01/2022(1)(2)		701,934
		845,952	1 mo. USD LIBOR + 2.000%, 3.24%, 11/01/2021(1)(2)		846,215
			LSTAR Securities Investment Trust
		1,015,204	1 mo. USD LIBOR + 2.000%, 3.24%, 02/01/2022(1)(2)		1,012,298
		358,971	1 mo. USD LIBOR + 2.000%, 3.24%, 04/01/2022(1)(2)		358,989
		212,844	MASTR Adjustable Rate Mortgages Trust 3.47%, 11/21/2034(2)(4)		217,916
		91,181	MFA Trust 2.59%, 02/25/2057(1)(2)(4)		90,607
		417,000	Mortgage Repurchase Agreement Financing Trust 1 mo. USD LIBOR + 1.170%, 2.41%, 06/10/2019(1)(2)		416,996
			New Residential Mortgage Loan Trust
		196,077	3.75%, 11/26/2035(1)(2)(4)		201,887
		176,768	3.75%, 11/25/2056(1)(2)(4)		181,668
		278,663	4.00%, 03/25/2057(1)(2)(4)		288,717
		208,085	4.00%, 04/25/2057(1)(2)(4)		215,271
		253,940	4.00%, 05/25/2057(1)(2)(4)		263,223
		464,353	Nomura Asset Acceptance Corp. Alternative Loan Trust 4.90%, 06/25/2036(2)(4)		419,675
		1,264,274	Residential Accredit Loans, Inc. 2.31%, 11/25/2037(2)(4)		1,097,394
		1,519,775	Structured Asset Mortgage Investments Trust 1 mo. USD LIBOR + 0.230%, 1.47%, 02/25/2036(2)		1,373,473
			Towd Point Mortgage Trust
		171,273	2.25%, 04/25/2056(1)(2)(4)		170,192
		142,393	2.75%, 08/25/2055(1)(2)(4)		142,825
		45,151	WaMu Mortgage Pass-Through Certificates Trust 1 mo. USD LIBOR + 0.420%, 1.66%, 06/25/2044(2)		43,673

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.3% - (continued)
			Whole Loan Collateral CMO - 5.2% - (continued)
	$	727,147	Washington Mutual Mortgage Pass-Through Certificates WMALT Trust 1 mo. USD LIBOR + 0.600%, 1.84%, 07/25/2036(2)	$	516,615
		630,000	Wells Fargo Commercial Mortgage Trust 2.88%, 05/15/2048(1)(2)(4)		401,507
					26,147,031
			Whole Loan Collateral PAC - 0.0%
		57,019	Alternative Loan Trust 1 mo. USD LIBOR + 0.500%, 1.74%, 12/25/2035(2)		41,169
			Total Asset & Commercial Mortgage Backed Securities (cost $71,071,256)	$	71,710,894
CORPORATE BONDS - 18.4%
			Aerospace/Defense - 0.0%
			DAE Funding LLC
		30,000	4.50%, 08/01/2022(1)		30,413
		30,000	5.00%, 08/01/2024(1)	$	30,637
					61,050
			Agriculture - 0.1%
		350,000	Kernel Holding SA 8.75%, 01/31/2022(10)		385,875
			Auto Manufacturers - 0.2%
		610,000	General Motors Co. 5.40%, 04/01/2048		645,434
	CAD	370,000	VW Credit Canada, Inc. 1.60%, 04/04/2018(10)		286,742
					932,176
			Auto Parts & Equipment - 0.0%
	$	200,000	Adient Global Holdings Ltd. 4.88%, 08/15/2026(1)		205,750
			Beverages - 0.1%
	CAD	310,000	Anheuser-Busch InBev Finance, Inc. 2.38%, 01/25/2018		240,734
			Chemicals - 0.1%
			OCP S.A.
	$	200,000	4.50%, 10/22/2025(10)		199,834
		200,000	5.63%, 04/25/2024(10)		214,748
		185,000	Versum Materials, Inc. 5.50%, 09/30/2024(1)		197,025
					611,607
			Commercial Banks - 7.3%
	EUR	715,000	Allied Irish Banks plc 5 year EUR Swap + 7.339%, 7.38%, 12/03/2020(2)(10)(11)		948,428
			Banco Bilbao Vizcaya Argentaria S.A.
		1,000,000	5 year EUR Swap + 6.155%, 7.00%, 02/19/2019(2)(10)(11)		1,230,372
	$	1,000,000	5 year USD Swap + 8.262%, 9.00%, 05/09/2018(2)(10)(11)		1,034,040
	EUR	1,600,000	Banco de Sabadell S.A. 5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(2)(10)(11)		1,953,555
			Banco do Brasil S.A.

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

175

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 18.4% - (continued)
			Commercial Banks - 7.3% - (continued)
	$	200,000	4.63%, 01/15/2025(1)	$	199,600
		365,000	10 year UST + 6.362%, 9.00%, 06/18/2024(2)(10)(11)		400,587
		400,000	Banco Santander S.A. 3.80%, 02/23/2028		399,767
	EUR	525,000	Bank of Ireland 5 year EUR Swap + 6.956%, 7.38%, 06/18/2020(2)(10)(11)		692,729
			Barclays plc
	$	200,000	5 year USD Swap + 6.772%, 7.88%, 03/15/2022(2)(10)(11)		223,025
	EUR	475,000	5 year EUR Swap + 6.750%, 8.00%, 12/15/2020(2)(11)		641,140
		500,000	BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG 8.13%, 10/30/2023(10)		795,767
	$	755,000	BNP Paribas S.A. 5 year USD Swap + 6.314%, 7.63%, 03/30/2021(1)(2)(11)		846,544
	EUR	600,000	Caixa Geral de Depositos S.A. 5 year EUR Swap + 10.925%, 10.75%, 03/30/2022(2)(10)(11)		803,746
			CaixaBank S.A.
		600,000	3.50%, 02/15/2027(2)(4)(10)		741,798
		1,200,000	5 year EUR Swap + 6.498%, 6.75%, 06/13/2024(2)(10)(11)		1,542,843
		350,000	Cooperatieve Rabobank UA 5.50%, 06/29/2020(2)(4)(10)(11)		447,448
			Credit Agricole S.A.
		600,000	4.75%, 09/27/2048(2)(4)(10)		829,855
	$	1,850,000	5 year USD Swap + 6.185%, 8.13%, 12/23/2025(1)(2)(11)		2,226,797
			Credit Suisse Group AG
		350,000	5 year USD Swap + 3.455%, 6.25%, 12/18/2024(2)(10)(11)		382,812
		2,140,000	5 year USD Swap + 3.455%, 6.25%, 12/18/2024(1)(2)(11)		2,340,625
	EUR	600,000	Deutsche Bank AG 4.50%, 05/19/2026		803,499
		600,000	Deutsche Pfandbriefbank AG 5 year EUR Swap + 2.750%, 2.88%, 06/28/2027(2)(10)		707,283
		600,000	Erste Group Bank AG EUSA5 + 6.204%, 6.50%, 04/15/2024(2)(10)(11)		819,283
	CAD	370,000	Goldman Sachs Group, Inc. 3.38%, 02/01/2018		288,084
			HSBC Holdings plc
	$	1,175,000	5 year USD ICE Swap + 3.746%, 6.00%, 05/22/2027(2)(11)		1,248,437
		200,000	5 year USD ICE Swap + 4.368%, 6.38%, 03/30/2025(2)(11)		218,750
			Intesa Sanpaolo S.p.A.
		450,000	5 year USD Swap + 5.462%, 7.70%, 09/17/2025(1)(2)(11)		491,625
	EUR	550,000	5 year EUR Swap + 7.192%, 7.75%, 01/11/2027(2)(10)(11)		777,943
	$	375,000	Marb Bondco Plc 7.00%, 03/15/2024(10)		377,812
	AUD	330,000	Morgan Stanley 7.38%, 02/22/2018(10)		256,561

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 18.4% - (continued)
			Commercial Banks - 7.3% - (continued)
			Raiffeisen Bank International AG
	EUR	500,000	6.00%, 10/16/2023(10)	$	708,514
		600,000	EUSA12 + 5.954%, 6.13%, 12/15/2022(2)(10)(11)		758,112
	$	350,000	Royal Bank of Scotland Group plc 5 year USD Swap + 7.598%, 8.63%, 08/15/2021(2)(11)		396,340
	GBP	200,000	Santander UK Group Holdings plc 5 year GBP Swap + 5.543%, 7.38%, 06/24/2022(2)(10)(11)		290,530
	$	200,000	Skandinaviska Enskilda Banken AB 5 year USD Swap: USSW5 + 3.493%, 5.63%, 05/13/2022(2)(10)(11)		209,752
			Societe Generale S.A.
		1,125,000	5 year USD Swap + 6.238%, 7.38%, 09/13/2021(1)(2)(11)		1,240,312
		1,475,000	5 year USD Swap + 6.394%, 8.25%, 11/29/2018(2)(10)(11)		1,561,656
		225,000	Standard Chartered plc 5 year USD Swap + 6.301%, 7.50%, 04/02/2022(2)(10)(11)		246,814
			UBS Group AG
		950,000	5 year USD ICE Swap + 5.497%, 6.88%, 03/22/2021(2)(10)(11)		1,035,500
		800,000	5 year USD Swap + 4.866%, 7.00%, 02/19/2025(2)(10)(11)		916,584
		750,000	5 year USD Swap + 5.464%, 7.13%, 02/19/2020(2)(10)(11)		808,125
			UniCredit S.p.A.
		720,000	5 year ICE USD Swap Rate: USISDA05 + 3.703%, 5.86%, 06/19/2032(2)(10)		768,720
	EUR	200,000	5 year EUR Swap + 6.387%, 6.63%, 06/03/2023(2)(10)(11)		258,006
	$	940,000	5 year USD Swap + 5.180%, 8.00%, 06/03/2024(2)(10)(11)		1,040,557
		345,000	VTB Bank OJSC Via VTB Capital S.A. 6.95%, 10/17/2022(10)		375,091
		385,000	Wells Fargo & Co. 4.40%, 06/14/2046		397,343
			Zenith Bank plc
		495,000	7.38%, 05/30/2022(1)		513,503
		400,000	7.38%, 05/30/2022(10)		414,952
					36,611,166
			Commercial Services - 0.7%
		2,203,000	Acwa Power Management And Investments One Ltd. 5.95%, 12/15/2039(1)		2,280,281
		365,000	Cardtronics, Inc. 5.13%, 08/01/2022		372,300
	CAD	245,000	Penske Truck Leasing Canada, Inc. 3.65%, 02/01/2018		190,856
			United Rentals North America, Inc.
	$	70,000	4.63%, 07/15/2023		72,975
		280,000	5.50%, 07/15/2025		300,475
		340,000	5.50%, 05/15/2027		363,800
					3,580,687

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

176

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 18.4% - (continued)
			Construction Materials - 0.2%
	$	361,000	Eagle Materials, Inc. 4.50%, 08/01/2026	$	376,343
		765,000	Standard Industries, Inc. 6.00%, 10/15/2025(1)		827,156
					1,203,499
			Diversified Financial Services - 0.2%
			Navient Corp.
		245,000	5.88%, 03/25/2021		257,556
		270,000	6.63%, 07/26/2021		289,237
		285,000	7.25%, 09/25/2023		308,691
		200,000	Unifin Financiera S.A.B. de C.V. SOFOM ENR 7.00%, 01/15/2025(10)		209,250
					1,064,734
			Electric - 0.9%
		280,000	Abu Dhabi National Energy Co. PJSC 4.38%, 06/22/2026(10)		288,401
			AES Corp.
		310,000	4.88%, 05/15/2023		316,975
		215,000	5.50%, 03/15/2024		224,675
		170,000	5.50%, 04/15/2025		179,775
		865,000	Duke Energy Corp. 3.75%, 09/01/2046		840,761
		1,070,000	Eskom Holdings SOC Ltd. 5.75%, 01/26/2021(10)		1,080,700
			NextEra Energy Operating Partners L.P.
		15,000	4.25%, 09/15/2024(1)		15,150
		20,000	4.50%, 09/15/2027(1)		20,125
		780,000	Pacific Gas & Electric Co. 6.05%, 03/01/2034		968,922
		360,000	Pampa Energia S.A. 7.50%, 01/24/2027(10)		392,688
					4,328,172
			Engineering & Construction - 0.7%
		785,000	Aeropuertos Dominicanos Siglo XXI S.A. 6.75%, 03/30/2029(10)		851,725
			Mexico City Airport Trust
		200,000	3.88%, 04/30/2028(1)		195,820
		290,000	5.50%, 07/31/2047(1)		287,245
			SBA Tower Trust
		265,000	3.17%, 04/09/2047(1)		266,078
		1,665,000	3.60%, 04/09/2043(1)		1,664,995
					3,265,863
			Entertainment - 0.1%
			WMG Acquisition Corp.
		180,000	4.88%, 11/01/2024(1)		185,400
		45,000	5.00%, 08/01/2023(1)		46,800
				232,200
			Environmental Control - 0.0%
			Clean Harbors, Inc.
		60,000	5.13%, 06/01/2021		60,825
		160,000	5.25%, 08/01/2020		162,400
					223,225
			Gas - 0.1%
			AmeriGas Partners L.P. / AmeriGas Finance Corp.
		30,000	5.50%, 05/20/2025		30,675

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 18.4% - (continued)
			Gas - 0.1% - (continued)
	$	70,000	5.63%, 05/20/2024	$	73,763
		250,000	5.88%, 08/20/2026		260,000
	CAD	265,000	Enbridge Gas Distribution, Inc. 5.16%, 12/04/2017		206,090
					570,528
			Healthcare-Services - 0.2%
			Community Health Systems, Inc.
	$	180,000	5.13%, 08/01/2021		175,050
		305,000	6.25%, 03/31/2023		293,562
		340,000	LifePoint Health, Inc. 5.88%, 12/01/2023		349,418
		195,000	Tenet Healthcare Corp. 6.00%, 10/01/2020		204,750
					1,022,780
			Home Builders - 0.1%
		170,000	Meritage Homes Corp. 6.00%, 06/01/2025		182,750
		485,000	Toll Brothers Finance Corp. 4.88%, 11/15/2025		508,644
					691,394
			Insurance - 0.4%
		620,000	CNO Financial Group, Inc. 5.25%, 05/30/2025		658,750
			Genworth Holdings, Inc.
		285,000	4.90%, 08/15/2023		241,452
		50,000	7.20%, 02/15/2021		47,795
	EUR	600,000	Intesa Sanpaolo Vita S.p.A. 6 Mo. EUR LIBOR + 4.817%, 4.75%, 12/17/2024(2)(10)(11)		777,537
	$	330,000	MGIC Investment Corp. 5.75%, 08/15/2023		363,000
					2,088,534
			Iron/Steel - 0.4%
		275,000	ArcelorMittal 6.13%, 06/01/2025		317,204
		200,000	Gerdau Trade, Inc. 4.88%, 10/24/2027(1)		200,650
		1,110,000	Koks OAO Via Koks Finance DAC 7.50%, 05/04/2022(1)		1,196,412
		260,000	Novolipetsk Steel via Steel Funding DAC 4.00%, 09/21/2024(1)		260,000
		210,000	Steel Dynamics, Inc. 5.50%, 10/01/2024		224,805
					2,199,071
			IT Services - 0.0%
		175,000	NCR Corp. 5.00%, 07/15/2022		178,938
			Machinery - Construction & Mining - 0.1%
		295,000	Oshkosh Corp. 5.38%, 03/01/2025		312,700
			Machinery-Diversified - 0.1%
		345,000	CNH Industrial N.V. 4.50%, 08/15/2023		364,838
			Media - 0.8%
		215,000	Altice U.S. Finance Corp. 5.50%, 05/15/2026(1)		223,600

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

177

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 18.4% - (continued)
			Media - 0.8% - (continued)
			CCO Holdings LLC / CCO Holdings Capital Corp.
	$	30,000	5.13%, 02/15/2023	$	30,975
		225,000	5.25%, 09/30/2022		231,750
		70,000	5.75%, 09/01/2023		72,538
		10,000	5.75%, 01/15/2024		10,388
		645,000	Charter Communications Operating LLC / Charter Communications Operating Capital 6.48%, 10/23/2045		738,542
		400,000	CSC Holdings LLC 5.50%, 04/15/2027(1)		412,000
			DISH DBS Corp.
		275,000	5.88%, 11/15/2024		274,656
		150,000	6.75%, 06/01/2021		157,500
		430,000	Liberty Interactive LLC 8.25%, 02/01/2030		473,000
		200,000	SFR Group S.A. 7.38%, 05/01/2026(1)		215,000
			TEGNA, Inc.
		30,000	4.88%, 09/15/2021(1)		30,675
		405,000	5.50%, 09/15/2024(1)		424,237
			Viacom, Inc.
		45,000	3 mo. USD LIBOR + 3.895%, 5.88%, 02/28/2057(2)		44,561
		65,000	3 mo. USD LIBOR + 3.899%, 6.25%, 02/28/2057(2)		64,220
			Videotron Ltd.
		110,000	5.00%, 07/15/2022		118,800
		300,000	5.38%, 06/15/2024(1)		324,000
					3,846,442
			Mining - 0.1%
		410,000	Kaiser Aluminum Corp. 5.88%, 05/15/2024		441,262
			Multi-National - 0.0%
	INR	9,490,000	International Finance Corp. 7.10%, 03/21/2031		150,161
			Oil & Gas - 2.2%
	$	350,000	Borets Finance DAC Co. 6.50%, 04/07/2022(10)		372,956
			Continental Resources, Inc.
		225,000	3.80%, 06/01/2024		218,531
		175,000	4.50%, 04/15/2023		177,188
		45,000	4.90%, 06/01/2044		41,906
		50,000	5.00%, 09/15/2022		50,563
		331,000	Ecopetrol S.A. 5.88%, 05/28/2045		328,517
		375,000	Indika Energy Capital II Pte 6.88%, 04/10/2022		390,909
		220,000	KazMunayGas National Co. JSC 5.75%, 04/19/2047(10)		221,100
			MEG Energy Corp.
		155,000	6.50%, 01/15/2025(1)		154,225
		51,000	7.00%, 03/31/2024(1)		46,283
		500,000	Nostrum Oil & Gas Finance B.V. 8.00%, 07/25/2022(1)		520,250
			Petrobras Global Finance B.V.
		1,223,000	5.30%, 01/27/2025(1)		1,226,975
		180,000	6.13%, 01/17/2022		194,580
			Petroleos Mexicanos
		716,000	5.50%, 06/27/2044		646,834

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 18.4% - (continued)
			Oil & Gas - 2.2% - (continued)
	$	460,000	6.50%, 03/13/2027(1)	$	502,320
		170,000	6.75%, 09/21/2047(1)		175,219
		750,000	6.75%, 09/21/2047		773,025
			QEP Resources, Inc.
		135,000	5.25%, 05/01/2023		133,313
		180,000	5.38%, 10/01/2022		178,650
		100,381	Shelf Drilling Holdings Ltd. 9.50%, 11/02/2020(1)		101,887
		290,000	SM Energy Co. 6.75%, 09/15/2026		297,612
			State Oil Co. of the Azerbaijan Republic
		285,000	4.75%, 03/13/2023(10)		286,140
		580,000	6.95%, 03/18/2030(10)		637,504
		405,000	Tullow Oil PLC 6.25%, 04/15/2022(10)		403,987
			WPX Energy, Inc.
		290,000	5.25%, 09/15/2024		291,087
		135,000	6.00%, 01/15/2022		140,569
			YPF S.A.
		712,000	8.50%, 07/28/2025(10)		828,056
	ARS	27,918,777	16.50%, 05/09/2022(1)		1,487,938
					10,828,124
			Oil & Gas Services - 0.1%
	$	705,000	Alpha Star Holding III Ltd. 6.25%, 04/20/2022(10)		733,200
			Packaging & Containers - 0.2%
		460,000	Owens-Brockway Glass Container, Inc. 5.88%, 08/15/2023(1)		504,850
		230,000	Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu 5.13%, 07/15/2023(1)		239,453
					744,303
			Pharmaceuticals - 0.2%
		300,000	Allergan Funding SCS 3 mo. USD LIBOR + 1.080%, 2.39%, 03/12/2018(2)		300,936
		345,000	Quintiles IMS, Inc. 4.88%, 05/15/2023(1)		358,800
			Valeant Pharmaceuticals International, Inc.
		20,000	5.50%, 11/01/2025(1)		20,450
		15,000	6.50%, 03/15/2022(1)		15,900
		305,000	7.00%, 03/15/2024(1)		330,162
					1,026,248
			Pipelines - 0.6%
			Abu Dhabi Crude Oil Pipeline LLC
		310,000	3.65%, 11/02/2029(1)		310,000
		295,000	4.60%, 11/02/2047(1)		301,435
		250,000	Andeavor Logistics L.P. / Tesoro Logistics Finance Corp. 6.25%, 10/15/2022		266,250
			DCP Midstream Operating L.P.
		215,000	3.88%, 03/15/2023		213,387
		145,000	4.95%, 04/01/2022		150,438
		450,000	Energy Transfer Equity L.P. 7.50%, 10/15/2020		506,250
		30,000	NGPL PipeCo LLC 4.88%, 08/15/2027(1)		31,050

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

178

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 18.4% - (continued)
			Pipelines - 0.6% - (continued)
	$	200,000	Southern Gas Corridor CJSC 6.88%, 03/24/2026(1)	$	226,008
		665,000	Sunoco Logistics Partners Operations L.P. 5.40%, 10/01/2047		674,699
			Williams Cos., Inc.
		170,000	3.70%, 01/15/2023		171,488
		100,000	4.55%, 06/24/2024		104,500
		75,000	5.75%, 06/24/2044		79,500
					3,035,005
			Real Estate - 0.2%
		815,000	KWG Property Holding Ltd. 6.00%, 09/15/2022(10)		838,431
			Real Estate Investment Trusts - 0.1%
			Equinix, Inc.
		100,000	5.38%, 04/01/2023		103,250
		355,000	5.88%, 01/15/2026		384,731
		50,201	VICI Properties LLC / VICI FC, Inc. 8.00%, 10/15/2023		55,849
					543,830
			Retail - 0.2%
		945,000	Eurotorg LLC Via Bonitron DAC 8.75%, 10/30/2022(1)		952,862
		30,000	Lithia Motors, Inc. 5.25%, 08/01/2025(1)		31,463
		255,000	Suburban Propane Partners L.P. / Suburban Energy Finance Corp. 5.88%, 03/01/2027		253,087
					1,237,412
			Semiconductors - 0.2%
			Sensata Technologies B.V.
		300,000	5.00%, 10/01/2025(1)		318,000
		245,000	5.63%, 11/01/2024(1)		271,950
		355,000	STATS ChipPAC Pte Ltd. 8.50%, 11/24/2020(10)		381,625
					971,575
			Software - 0.2%
			First Data Corp.
		300,000	5.00%, 01/15/2024(1)		311,625
		140,000	5.38%, 08/15/2023(1)		145,775
			MSCI, Inc.
		240,000	4.75%, 08/01/2026(1)		249,900
		45,000	5.25%, 11/15/2024(1)		47,587
		105,000	5.75%, 08/15/2025(1)		113,400
		300,000	Open Text Corp. 5.88%, 06/01/2026(1)		325,125
					1,193,412
			Telecommunications - 1.1%
			AT&T, Inc.
		500,000	4.75%, 05/15/2046		471,638
		650,000	5.15%, 02/14/2050		640,756
		250,000	Digicel Group Ltd. 8.25%, 09/30/2020(10)		247,188
		360,000	IHS Netherlands Holdco B.V. 9.50%, 10/27/2021(10)		382,427
		200,000	Millicom International Cellular S.A. 5.13%, 01/15/2028(1)		201,020

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 18.4% - (continued)
			Telecommunications - 1.1% - (continued)
	$	1,280,000	Mobile Telesystems OJSC via MTS International Funding Ltd. 5.00%, 05/30/2023(1)	$	1,328,000
			Nokia Oyj
		300,000	4.38%, 06/12/2027		300,000
		250,000	6.63%, 05/15/2039		285,382
		329,000	Sprint Communications, Inc. 7.00%, 03/01/2020(1)		356,965
		330,000	Sprint Corp. 7.13%, 06/15/2024		356,710
			Telecom Italia Capital S.A.
		315,000	6.00%, 09/30/2034		352,904
		40,000	6.38%, 11/15/2033		46,400
		340,000	Verizon Communications, Inc. 4.52%, 09/15/2048		324,836
					5,294,226
			Transportation - 0.2%
		565,000	Rumo Luxembourg Sarl 7.38%, 02/09/2024(10)		615,567
		340,000	Russian Railways via RZD Capital plc 5.70%, 04/05/2022(10)		368,968
					984,535
			Total Corporate Bonds (cost $89,027,170)	$	92,243,687
FOREIGN GOVERNMENT OBLIGATIONS - 24.8%
			Angola - 0.0%
		200,000	Angolan Government International Bond 9.50%, 11/12/2025(10)	$	218,000
			Argentina - 2.8%
			Argentina Treasury Bill
		608,721	1.00%, 05/24/2018		597,644
		181,215	2.53%, 11/10/2017		181,094
		184,860	2.69%, 11/24/2017		184,522
		426,493	2.78%, 01/26/2018		423,430
		2,040,411	3.07%, 06/15/2018		1,999,215
		1,079,790	3.07%, 12/15/2017		1,075,973
		1,084,202	3.31%, 04/27/2018		1,067,339
			Argentine Republic Government International Bond
	EUR	3,150,000	2.26%, 12/31/2038(3)		2,608,855
	$	1,020,000	2.50%, 12/31/2038(3)		732,870
		880,000	6.88%, 04/22/2021		959,200
		2,185,000	6.88%, 01/26/2027		2,381,650
		20,000	7.13%, 06/28/2117(1)		20,520
		918,335	8.28%, 12/31/2033		1,071,697
		200,000	City of Buenos Aires Argentina 8.95%, 02/19/2021(10)		222,760
			Provincia de Buenos Aires
		475,000	9.13%, 03/16/2024(10)		553,375
		150,045	9.95%, 06/09/2021(1)		174,450
					14,254,594
			Australia - 0.1%
	AUD	400,000	Australia Government Bond 5.50%, 04/21/2023(10)		356,407
			Austria - 0.2%
			Austria Government Bond
	EUR	155,000	0.75%, 10/20/2026(1)(10)		185,282

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

179

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 24.8% - (continued)
			Austria - 0.2% - (continued)
	EUR	420,000	1.65%, 10/21/2024(1)(10)	$	541,536
		350,000	1.95%, 06/18/2019(1)(10)		425,026
					1,151,844
			Azerbaijan - 0.3%
			Republic of Azerbaijan International Bond
	$	170,000	3.50%, 09/01/2032(1)		146,412
		890,000	4.75%, 03/18/2024(10)		915,445
		340,000	Southern Gas Corridor CJSC 6.88%, 03/24/2026(10)		384,214
					1,446,071
			Belgium - 0.3%
			Belgium Government Bond
	EUR	125,000	0.80%, 06/22/2027(1)(10)		148,254
		505,000	2.60%, 06/22/2024(1)(10)		686,800
		350,000	3.75%, 09/28/2020(1)(10)		459,463
					1,294,517
			Brazil - 0.7%
	BRL	893,000	Brazil Letras do Tesouro Nacional 8.92%, 01/01/2020(12)		229,563
			Brazil Notas do Tesouro Nacional
		576,452	6.00%, 08/15/2050(13)		195,681
		1,164,000	10.00%, 01/01/2021		365,079
			Brazilian Government International Bond
	$	625,000	4.63%, 01/13/2028		620,625
		2,210,000	5.00%, 01/27/2045		2,045,097
		185,000	8.25%, 01/20/2034		240,407
					3,696,452
			Bulgaria - 0.2%
	EUR	615,000	Bulgaria Government International Bond 3.13%, 03/26/2035(10)		786,946
			Canada - 0.2%
			Canadian Government Bond
	CAD	165,000	0.75%, 03/01/2021		124,799
		150,000	1.00%, 09/01/2022		112,898
		575,000	1.75%, 09/01/2019		448,728
		165,000	2.25%, 06/01/2025		131,687
					818,112
			Cayman Islands - 0.1%
			KSA Sukuk Ltd.
	$	200,000	2.89%, 04/20/2022(1)		200,220
		200,000	2.89%, 04/20/2022(10)		200,220
					400,440
			Colombia - 0.9%
			Colombia Government International Bond
		1,155,000	3.88%, 04/25/2027		1,162,508
		470,000	4.00%, 02/26/2024		489,270
		1,150,000	4.50%, 01/28/2026		1,225,325
		1,135,000	5.00%, 06/15/2045		1,167,631
	COP	1,502,700,000	Colombian TES 10.00%, 07/24/2024		591,118
					4,635,852
			Costa Rica - 0.1%
			Costa Rica Government International Bond
	$	200,000	7.00%, 04/04/2044(10)		208,500
		365,000	7.16%, 03/12/2045(10)		387,812
					596,312

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 24.8% - (continued)
			Croatia - 0.5%
			Croatia Government International Bond
	EUR	1,715,000	3.00%, 03/11/2025(10)	$	2,132,563
		250,000	3.88%, 05/30/2022(10)		326,364
					2,458,927
			Denmark - 0.1%
			Denmark Government Bond
	DKK	750,000	1.75%, 11/15/2025		132,167
		1,745,000	4.00%, 11/15/2019		298,861
					431,028
			Dominican Republic - 0.3%
			Dominican Republic International Bond
	$	565,000	5.50%, 01/27/2025(10)		599,606
		360,000	5.88%, 04/18/2024(10)		391,950
		260,000	7.45%, 04/30/2044(10)		308,750
					1,300,306
			Egypt - 0.1%
		350,000	Egypt Government International Bond 7.50%, 01/31/2027(10)		388,006
			Finland - 0.1%
			Finland Government Bond
	EUR	50,000	0.50%, 04/15/2026(1)(10)		59,110
		150,000	1.13%, 09/15/2018(1)(10)		177,460
		225,000	1.50%, 04/15/2023(1)(10)		285,508
					522,078
			France - 0.9%
			France Government Bond OAT
		630,000	0.00%, 05/25/2020(10)		744,729
		910,000	0.01%, 05/25/2022(10)		1,072,719
		450,000	1.00%, 11/25/2018(10)		533,251
		1,265,000	3.00%, 04/25/2022(10)		1,694,105
		260,000	French Republic Government Bond OAT 0.01%, 02/25/2020(10)		307,051
					4,351,855
			Ghana - 0.1%
	$	520,000	Ghana Government International Bond 8.13%, 01/18/2026(10)		564,200
			Honduras - 0.0%
		150,000	Honduras Government International Bond 6.25%, 01/19/2027(1)		161,756
			Hungary - 1.2%
			Hungary Government International Bond
		3,242,000	5.38%, 02/21/2023		3,631,040
		1,120,000	6.25%, 01/29/2020		1,213,769
		970,000	6.38%, 03/29/2021		1,085,187
					5,929,996
			India - 0.0%
	INR	10,000,000	India Government Bond 8.15%, 11/24/2026		164,626
			Indonesia - 1.4%
			Indonesia Government International Bond
	$	390,000	3.85%, 07/18/2027(1)		401,634
		335,000	4.75%, 01/08/2026(10)		365,215
		200,000	4.75%, 07/18/2047(1)		211,670
		200,000	5.13%, 01/15/2045(10)		221,934
		845,000	5.88%, 01/15/2024(10)		970,170

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

180

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 24.8% - (continued)
			Indonesia - 1.4% - (continued)
	$	775,000	6.63%, 02/17/2037(10)	$	995,840
		1,460,000	7.75%, 01/17/2038(10)		2,085,401
		545,000	8.50%, 10/12/2035(10)		815,438
	IDR	7,083,000,000	Indonesia Treasury Bond 9.00%, 03/15/2029		594,058
			Perusahaan Penerbit SBSN Indonesia III
	$	200,000	3.40%, 03/29/2022(1)		203,900
		200,000	4.15%, 03/29/2027(1)		206,200
					7,071,460
			Ireland - 0.1%
			Ireland Government Bond
	EUR	205,000	3.40%, 03/18/2024(10)		288,188
		110,000	4.50%, 10/18/2018		134,451
		85,000	5.40%, 03/13/2025		135,276
					557,915
			Israel - 0.0%
	$	200,000	Israel Government International Bond 4.50%, 01/30/2043		213,888
			Italy - 1.1%
			Italy Buoni Poliennali Del Tesoro
	EUR	170,000	0.35%, 06/15/2020		199,945
		590,000	0.75%, 01/15/2018		688,622
		820,000	1.20%, 04/01/2022		984,393
		875,000	1.50%, 08/01/2019		1,050,636
		415,000	3.50%, 11/01/2017		483,413
		415,000	3.75%, 09/01/2024		563,466
		415,000	4.50%, 02/01/2018		489,238
		815,000	4.75%, 09/01/2021		1,110,362
					5,570,075
			Ivory Coast - 0.2%
			Ivory Coast Government International Bond
	$	362,840	5.75%, 12/31/2032(3)(10)		357,731
		715,000	6.13%, 06/15/2033(1)		705,062
					1,062,793
			Japan - 0.4%
			Japan Government Five Year Bond
	JPY	93,900,000	0.10%, 06/20/2020		830,941
		50,000,000	0.30%, 09/20/2018		441,533
		72,900,000	Japan Government Ten Year Bond 1.10%, 03/20/2021		667,484
					1,939,958
			Malaysia - 0.2%
			Malaysia Government Bond
	MYR	1,266,000	3.80%, 09/30/2022		299,706
		440,000	3.96%, 09/15/2025		102,461
		1,300,000	4.05%, 09/30/2021		311,047
		575,000	5.73%, 07/30/2019		141,339
					854,553
			Mexico - 1.5%
			Mexican Bonos
	MXN	7,287,400	6.50%, 06/09/2022		371,817
		1,749,000	8.00%, 06/11/2020		93,334
		4,762,200	8.00%, 12/07/2023		259,358
		11,085,700	10.00%, 12/05/2024		670,615
			Mexico Government International Bond
	$	520,000	3.50%, 01/21/2021		542,360
		310,000	4.15%, 03/28/2027		322,245

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 24.8% - (continued)
			Mexico - 1.5% - (continued)
	$	1,111,000	4.35%, 01/15/2047	$	1,046,007
		1,240,000	4.75%, 03/08/2044		1,236,280
		2,448,000	6.05%, 01/11/2040		2,866,608
					7,408,624
			Mongolia - 0.2%
			Mongolia Government International Bond
		760,000	5.13%, 12/05/2022(10)		755,286
		200,000	5.63%, 05/01/2023(1)		200,522
					955,808
			Morocco - 0.1%
			Morocco Government International Bond
	EUR	180,000	3.50%, 06/19/2024(10)		233,487
	$	425,000	5.50%, 12/11/2042(10)		474,348
					707,835
			Netherlands - 0.4%
			Netherlands Government Bond
	EUR	105,000	0.01%, 01/15/2022		124,401
		435,000	0.25%, 01/15/2020		517,459
		140,000	0.75%, 07/15/2027(1)(10)		167,422
		545,000	1.25%, 01/15/2019(1)(10)		650,270
		340,000	2.00%, 07/15/2024(1)(10)		449,311
					1,908,863
			Nigeria - 0.1%
			Nigeria Government International Bond
	$	200,000	7.88%, 02/16/2032(1)		219,696
		200,000	7.88%, 02/16/2032(10)		219,696
					439,392
			Norway - 0.1%
			Norway Government Bond
	NOK	375,000	1.75%, 02/17/2027(1)(10)		46,467
		295,000	2.00%, 05/24/2023(1)(10)		37,642
		1,305,000	3.75%, 05/25/2021(1)(10)		175,446
					259,555
			Oman - 0.3%
			Oman Government International Bond
	$	325,000	3.63%, 06/15/2021(10)		326,824
		400,000	3.88%, 03/08/2022(1)		403,500
		525,000	5.38%, 03/08/2027(1)		538,853
		200,000	5.38%, 03/08/2027(10)		205,277
					1,474,454
			Panama - 0.1%
		360,000	Panama Government International Bond 9.38%, 04/01/2029		540,900
			Paraguay - 0.0%
		200,000	Paraguay Government International Bond 4.70%, 03/27/2027(1)		210,000
			Peru - 0.1%
	PEN	1,530,000	Peru Government Bond 5.20%, 09/12/2023		488,542
			Poland - 0.2%
	PLN	480,000	Poland Government Bond 5.25%, 10/25/2020		143,897
			Republic of Poland Government Bond
		1,658,000	2.00%, 04/25/2021		451,037
		185,000	2.50%, 07/25/2026		47,491

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

181

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 24.8% - (continued)
			Poland - 0.2% - (continued)
	PLN	155,000	2.50%, 07/25/2027	$	39,308
		1,395,000	4.00%, 10/25/2023		405,360
					1,087,093
			Qatar - 0.5%
	$	990,000	Qatar Government International Bond 2.38%, 06/02/2021(10)		968,220
		1,385,000	Qatari Diar Finance Co. 5.00%, 07/21/2020(10)		1,455,192
					2,423,412
			Romania - 0.6%
			Romanian Government International Bond
	EUR	1,388,000	2.88%, 10/28/2024(10)		1,777,296
		905,000	3.88%, 10/29/2035(10)		1,138,176
					2,915,472
			Russia - 2.1%
			Russian Federal Bond - OFZ
	RUB	25,680,000	7.00%, 08/16/2023		432,757
		11,014,000	7.10%, 10/16/2024		185,051
		30,290,000	8.50%, 09/17/2031		560,686
			Russian Foreign Bond - Eurobond
	$	400,000	4.25%, 06/23/2027(1)		407,668
		1,200,000	4.75%, 05/27/2026(10)		1,266,672
		2,400,000	4.88%, 09/16/2023(10)		2,610,519
		2,100,000	5.00%, 04/29/2020(10)		2,220,742
		600,000	5.25%, 06/23/2047(1)		614,250
		1,400,000	5.25%, 06/23/2047(10)		1,433,250
		400,000	5.63%, 04/04/2042(10)		441,168
		200,000	5.88%, 09/16/2043(10)		228,422
					10,401,185
			Saudi Arabia - 0.2%
			Saudi Government International Bond
		675,000	2.88%, 03/04/2023(1)		672,300
		225,000	3.63%, 03/04/2028(1)		223,312
		220,000	4.63%, 10/04/2047(1)		225,165
					1,120,777
			Senegal - 0.1%
			Senegal Government International Bond
		200,000	6.25%, 07/30/2024(10)		214,860
		200,000	6.25%, 05/23/2033(1)		206,730
					421,590
			Singapore - 0.0%
			Singapore Government Bond
	SGD	150,000	2.25%, 06/01/2021		112,398
		130,000	3.00%, 09/01/2024		101,589
					213,987
			South Africa - 0.4%
			Republic of South Africa Government Bond
	ZAR	18,405,000	6.25%, 03/31/2036		898,226
		790,000	8.00%, 01/31/2030		49,430
		970,000	10.50%, 12/21/2026		74,322
	$	1,130,000	Republic of South Africa Government International Bond 4.85%, 09/27/2027		1,103,016
					2,124,994

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 24.8% - (continued)
			Spain - 0.9%
	EUR	245,000	Instituto de Credito Oficial 4.88%, 02/01/2018(10)	$	289,021
			Spain Government Bond
		420,000	0.25%, 01/31/2019		492,792
		160,000	1.15%, 07/30/2020		192,940
		445,000	1.30%, 10/31/2026(1)(10)		520,696
		155,000	1.95%, 04/30/2026(1)(10)		191,800
		840,000	2.75%, 10/31/2024(1)(10)		1,106,387
		335,000	4.50%, 01/31/2018		394,907
		200,000	5.40%, 01/31/2023(1)(10)		293,391
		520,000	5.50%, 04/30/2021(1)(10)		722,347
		255,000	Spain Letras del Tesoro 0.00%, 01/19/2018(12)		297,318
					4,501,599
			Sri Lanka - 0.1%
			Sri Lanka Government International Bond
	$	245,000	6.20%, 05/11/2027(1)		260,373
		400,000	6.85%, 11/03/2025(10)		443,994
					704,367
			Supranational - 0.1%
	INR	20,760,000	International Finance Corp. 7.80%, 06/03/2019		330,700
			Sweden - 0.0%
			Sweden Government Bond
	SEK	500,000	1.00%, 11/12/2026		62,111
		1,215,000	1.50%, 11/13/2023(1)(10)		156,915
					219,026
			Switzerland - 0.0%
			Switzerland Government Bond
	CHF	50,000	2.00%, 05/25/2022(10)		56,027
		145,000	3.00%, 01/08/2018(10)		146,373
					202,400
			Tajikistan - 0.0%
	$	200,000	Republic of Tajikistan International Bond 7.13%, 09/14/2027(1)		192,300
			Thailand - 0.1%
			Thailand Government Bond
	THB	8,590,000	3.63%, 06/16/2023		281,631
		9,705,000	3.85%, 12/12/2025		325,788
					607,419
			Tunisia - 0.1%
			Banque Centrale de Tunisie International Bond
	EUR	210,000	5.63%, 02/17/2024(10)		259,828
	$	285,000	5.75%, 01/30/2025(10)		282,575
					542,403
			Turkey - 1.8%
			Turkey Government Bond
	TRY	950,000	9.40%, 07/08/2020		234,335
		1,285,000	11.00%, 03/02/2022		327,893
			Turkey Government International Bond
	$	2,395,000	3.25%, 03/23/2023		2,258,150
		200,000	4.88%, 10/09/2026		195,306
		2,570,000	4.88%, 04/16/2043		2,216,127
		940,000	5.75%, 03/22/2024		989,835
		780,000	5.75%, 05/11/2047		743,340
		695,000	6.00%, 03/25/2027		731,974

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

182

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 24.8% - (continued)
			Turkey - 1.8% - (continued)
	$	1,100,000	6.75%, 04/03/2018	$	1,118,507
		175,000	6.88%, 03/17/2036		192,731
					9,008,198
			Ukraine - 0.7%
			Ukraine Government International Bond
		620,000	7.38%, 09/25/2032(1)		611,241
		930,000	7.75%, 09/01/2021(1)		992,812
		1,825,000	7.75%, 09/01/2027(10)		1,879,892
					3,483,945
			United Arab Emirates - 0.3%
			Abu Dhabi Government International Bond
		1,015,000	2.50%, 10/11/2022(1)		1,008,403
		370,000	3.13%, 10/11/2027(1)		365,357
					1,373,760
			United Kingdom - 0.3%
			United Kingdom Gilt
	GBP	295,000	0.50%, 07/22/2022(10)		386,688
		120,000	1.50%, 01/22/2021(10)		163,943
		315,000	1.75%, 07/22/2019(10)		427,587
		285,000	2.00%, 07/22/2020(10)		393,462
					1,371,680
			Uruguay - 0.0%
			Uruguay Government International Bond
	UYU	1,525,000	8.50%, 03/15/2028(1)		52,915
		1,485,000	9.88%, 06/20/2022(1)		54,182
					107,097
			Venezuela - 0.7%
			Venezuela Government International Bond
	$	4,139,000	7.75%, 10/13/2019(10)		1,934,982
		380,000	9.00%, 05/07/2023(10)		130,150
		800,000	9.25%, 05/07/2028(10)		264,000
		2,115,300	12.75%, 08/23/2022(10)		930,732
					3,259,864
			Zambia - 0.1%
		225,000	Zambia Government International Bond 8.97%, 07/30/2027(10)		245,295
			Total Foreign Government Obligations (cost $122,644,894)	$	124,451,503
MUNICIPAL BONDS - 2.1%
			General - 0.6%
		1,165,000	Chicago, IL, Transit Auth 6.90%, 12/01/2040	$	1,547,120
		470,000	Puerto Rico Commonwealth Gov't Employees Retirement System 5.85%, 07/01/2023		130,425
			Puerto Rico Commonwealth Government Employees Retirement System
		3,180,000	6.15%, 07/01/2038		882,450
		2,435,000	6.30%, 07/01/2043		675,712
					3,235,707
			General Obligation - 1.5%
		1,030,000	California State, GO Taxable 7.35%, 11/01/2039		1,524,956
			City of Chicago, IL, GO
		970,000	7.05%, 01/01/2029		1,075,051

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 2.1% - (continued)
			General Obligation - 1.5% - (continued)
	$	815,000	7.38%, 01/01/2033	$	942,058
		4,385,000	Commonwealth of Puerto Rico, GO 8.00%, 07/01/2035(6)		1,304,537
			Illinois State, GO
		2,495,000	5.10%, 06/01/2033		2,515,559
		20,000	5.16%, 02/01/2018		20,143
		70,000	5.67%, 03/01/2018		70,788
		15,000	5.88%, 03/01/2019		15,534
					7,468,626
			Total Municipal Bonds (cost $11,666,103)	$	10,704,333
SENIOR FLOATING RATE INTERESTS - 23.9%(14)
			Advertising - 0.1%
		683,109	Acosta Holdco, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 09/26/2021	$	601,136
			Aerospace/Defense - 0.7%
		673,664	Fly Funding II S.a.r.l. 3 mo. USD LIBOR + 2.250%, 3.56%, 02/09/2023		675,631
		740,000	MacDonald, Dettwiler and Associates Ltd. 3 mo. USD LIBOR + 2.750%, 4.10%, 10/04/2024		744,166
			TransDigm, Inc.
		229,425	1 mo. USD LIBOR + 3.000%, 4.26%, 08/22/2024		230,464
		1,824,578	4.27%, 05/14/2022		1,831,950
					3,482,211
			Agriculture - 0.2%
		881,273	Pinnacle Operating Corp. 1 mo. USD LIBOR + 7.250%, 8.49%, 11/15/2021		817,381
			Auto Manufacturers - 0.1%
		577,659	Jaguar Holding Co. 3 mo. USD LIBOR + 2.750%, 4.04%, 08/18/2022		580,727
			Auto Parts & Equipment - 0.1%
		440,000	USI, Inc. 3 mo. USD LIBOR + 3.000%, 4.31%, 05/16/2024		440,915
			Beverages - 0.0%
		189,536	Refresco Group BV 0.00%, 09/26/2024(9)(15)		189,773
			Biotechnology - 0.1%
		619,071	Sterigenics-Nordion Holdings LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 05/15/2022(9)		619,071
			Chemicals - 0.7%
		360,000	Avantor, Inc. 0.00%, 09/07/2024(9)(15)		361,865
		537,600	Chemours Co. 1 mo. USD LIBOR + 2.500%, 3.75%, 05/12/2022		541,858
			Diamond (BC) B.V.
	EUR	150,000	EURIBOR + 3.250%, 3.25%, 09/06/2024		174,563

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

183

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 23.9%(14) - (continued)
			Chemicals - 0.7% - (continued)
	$	575,000	3 mo. USD LIBOR + 3.000%, 4.32%, 09/06/2024	$	577,260
		780,000	H.B. Fuller Co. 1 mo. USD LIBOR + 2.250%, 3.49%, 10/12/2024		784,227
		506,219	MacDermid, Inc. 1 mo. USD LIBOR + 3.000%, 4.24%, 06/07/2023		509,069
		258,692	Minerals Technologies, Inc. 1 mo. USD LIBOR + 2.250%, 3.52%, 02/14/2024		260,524
		157,000	Tronox Blocked Borrower LLC 3 mo. USD LIBOR + 3.000%, 4.32%, 09/22/2024		158,243
		362,308	Tronox Finance LLC 3 mo. USD LIBOR + 3.000%, 4.32%, 09/22/2024		365,177
					3,732,786
			Coal - 0.2%
		255,032	Ascent Resources - Marcellus LLC 1 mo. USD LIBOR + 4.250%, 5.49%, 08/04/2020		187,576
		1,054,700	Foresight Energy LLC 3 mo. USD LIBOR + 5.750%, 7.08%, 03/28/2022		993,000
					1,180,576
			Commercial Services - 1.5%
		240,000	Ascend Learning LLC 1 mo. USD LIBOR + 3.250%, 4.49%, 07/12/2024		241,901
			Brickman Group Ltd. LLC
		984,616	3 mo. USD LIBOR + 3.000%, 4.32%, 12/18/2020		990,357
		124,043	1 mo. USD LIBOR + 6.500%, 7.74%, 12/17/2021		124,420
		396,010	Camelot UK Holdco Ltd. 1 mo. USD LIBOR + 3.500%, 4.74%, 10/03/2023		398,651
		153,685	Capital Automotive L.P. 1 mo. USD LIBOR + 6.000%, 7.25%, 03/24/2025		157,527
		155,087	KAR Auction Services, Inc. 3 mo. USD LIBOR + 2.500%, 3.88%, 03/09/2023		156,121
		255,000	Multi Color Corp. 0.00%, 09/20/2024(9)(15)		256,594
		783,064	PSAV Holdings LLC 3 mo. USD LIBOR + 3.500%, 4.83%, 04/27/2024		787,958
		1,114,468	Quikrete Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 11/15/2023		1,119,416
		766,082	Russell Investment Group 3 mo. USD LIBOR + 4.250%, 5.49%, 06/01/2023		775,466
		378,100	Team Health Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 02/06/2024		374,792
	EUR	600,000	Techem GmbH 0.00%, 07/31/2024(9)(15)		703,194

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 23.9%(14) - (continued)
			Commercial Services - 1.5% - (continued)
	$	972,563	Tempo Acquisition LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 05/01/2024	$	975,402
		595,500	Xerox Business Services LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 12/07/2023		600,341
					7,662,140
			Distribution/Wholesale - 0.6%
		265,000	Beacon Roofing Supply, Inc. 0.00%, 08/23/2024(9)(15)		266,656
		609,026	FPC Holdings, Inc. 5.33%, 11/19/2019		602,022
		681,401	Nexeo Solutions LLC 3 mo. USD LIBOR + 3.750%, 5.09%, 06/09/2023		687,363
		939,039	PowerTeam Services LLC 3 mo. USD LIBOR + 3.250%, 4.58%, 05/06/2020		941,386
		441,663	Univar, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 07/01/2022		443,871
					2,941,298
			Diversified Financial Services - 0.9%
		378,100	AlixPartners LLP 3 mo. USD LIBOR + 2.750%, 4.08%, 04/04/2024		379,756
		225,000	Duff & Phelps Corp. 3 mo. USD LIBOR + 3.250%, 4.61%, 10/06/2024		227,110
		676,600	EVO Payments International LLC 1 mo. USD LIBOR + 5.000%, 6.25%, 12/22/2023		685,267
		725,000	FinCo I LLC 1 mo. USD LIBOR + 2.750%, 2.75%, 06/14/2022		735,331
		525,000	GreenSky Holdings LLC 1 mo. USD LIBOR + 4.000%, 5.25%, 08/26/2024		525,000
		249,375	NAB Holdings LLC 3 mo. USD LIBOR + 3.500%, 4.83%, 07/01/2024		251,141
		124,063	NFP Corp. 1 mo. USD LIBOR + 3.500%, 4.74%, 01/08/2024		125,265
		198,500	RP Crown Parent LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 10/12/2023		199,328
		741,757	SAM Finance Lux S.a.r.l. 3 mo. USD LIBOR + 3.250%, 4.57%, 12/17/2020		744,909
		500,000	Telenet Financing USD LLC 1 mo. USD LIBOR + 2.750%, 3.99%, 06/30/2025		501,945
					4,375,052
			Electric - 0.5%
		502,133	Calpine Corp. 3 mo. USD LIBOR + 2.750%, 4.09%, 05/31/2023		504,257

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

184

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 23.9%(14) - (continued)
			Electric - 0.5% - (continued)
	$	815,000	Chief Exploration & Development LLC 3 mo. USD LIBOR + 6.500%, 7.96%, 05/16/2021	$	795,986
		357,533	Helix Gen Funding LLC 3 mo. USD LIBOR + 3.750%, 5.08%, 06/02/2024		361,147
		139,650	Pike Corp. 3 mo. USD LIBOR + 3.500%, 4.76%, 09/20/2024		141,745
		704,667	Seadrill Partners Finco LLC 3 mo. USD LIBOR + 3.000%, 4.33%, 02/21/2021		534,539
					2,337,674
			Electronics - 0.1%
		571,735	Ceridian LLC 4.74%, 09/15/2020		571,735
			Energy-Alternate Sources - 0.3%
		865,000	BCP Renaissance Parent LLC 0.00%, 09/19/2024(9)(15)		874,463
			TEX Operations Co. LLC
		362,263	1 mo. USD LIBOR + 2.750%, 4.01%, 08/04/2023		363,270
		85,000	3 mo. USD LIBOR + 2.750%, 4.08%, 08/04/2023		85,223
					1,322,956
			Engineering & Construction - 0.2%
		947,625	Brand Energy & Infrastructure Services, Inc. 3 mo. USD LIBOR + 4.250%, 5.62%, 06/21/2024		953,415
			Entertainment - 0.1%
		265,000	Scientific Games International, Inc. 2 mo. USD LIBOR + 3.250%, 4.52%, 08/14/2024		267,944
			Environmental Control - 0.1%
		418,189	Advanced Disposal Services, Inc. 1 Week USD LIBOR + 2.750%, 3.95%, 11/10/2023		421,744
		185,000	Core & Main LP 6 mo. USD LIBOR + 3.000%, 4.46%, 08/01/2024		186,156
					607,900
			Food - 0.4%
		522,710	Hostess Brands LLC 1 mo. USD LIBOR + 2.500%, 3.74%, 08/03/2022		525,323
		452,725	JBS USA LLC 1 mo. USD LIBOR + 2.500%, 3.74%, 10/30/2022		442,824
		847,875	Post Holdings, Inc. 1 mo. USD LIBOR + 2.250%, 3.49%, 05/24/2024		851,962
					1,820,109
			Healthcare-Products - 0.4%
		498,740	Air Medical Group Holdings, Inc. 1 mo. USD LIBOR + 4.000%, 5.24%, 04/28/2022		500,610

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 23.9%(14) - (continued)
			Healthcare-Products - 0.4% - (continued)
	$	283,741	American Renal Holdings, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 06/14/2024	$	281,170
		477,422	INC Research LLC 1 mo. USD LIBOR + 2.250%, 3.49%, 08/01/2024		479,886
		259,350	Kinetic Concepts, Inc. 3 mo. USD LIBOR + 3.250%, 4.58%, 02/02/2024		258,961
		515,000	Parexel International Corp. 0.00%, 09/27/2024(9)(15)		519,599
		212,850	Revlon Consumer Products Corp. 1 mo. USD LIBOR + 3.500%, 4.74%, 09/07/2023		183,317
					2,223,543
			Healthcare-Services - 1.2%
		428,571	Air Medical Group Holdings, Inc. 0.00%, 09/07/2024(9)(15)		430,449
		174,600	CDRH Parent, Inc. 3 mo. USD LIBOR + 4.250%, 5.57%, 07/01/2021		145,791
			Community Health Systems, Inc.
		205,636	3 mo. USD LIBOR + 2.750%, 4.07%, 12/31/2019		200,695
		535,655	3 mo. USD LIBOR + 3.000%, 4.32%, 01/27/2021		517,700
			DuPage Medical Group, Ltd.
		490,000	3 mo. USD LIBOR + 3.000%, 4.32%, 08/15/2024		492,450
		210,000	3 mo. USD LIBOR + 7.000%, 8.32%, 08/15/2025		210,787
		749,983	Envision Healthcare Corp. 1 mo. USD LIBOR + 3.000%, 4.25%, 12/01/2023		752,795
		212,854	Genoa, a QoL Healthcare Co. LLC 1 mo. USD LIBOR + 3.250%, 4.49%, 10/28/2023		214,540
		1,113,797	MPH Acquisition Holdings LLC 3 mo. USD LIBOR + 3.000%, 4.33%, 06/07/2023		1,124,144
		200,020	Opal Acquisition, Inc. 3 mo. USD LIBOR + 4.000%, 5.33%, 11/27/2020		191,877
		536,630	Ortho-Clinical Diagnostics S.A. 3 mo. USD LIBOR + 3.750%, 5.08%, 06/30/2021		539,093
		190,000	Surgery Center Holdings, Inc. 1 mo. USD LIBOR + 3.250%, 4.50%, 09/02/2024		188,243
		355,000	Teladoc, Inc. 1 mo. USD LIBOR + 7.250%, 8.49%, 06/17/2022		358,550
		893,579	U.S. Renal Care, Inc. 3 mo. USD LIBOR + 4.250%, 5.58%, 12/31/2022		862,464
					6,229,578
			Household Products/Wares - 0.1%
		320,000	Galleria Co. 1 mo. USD LIBOR + 3.000%, 4.25%, 09/29/2023		319,200

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

185

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 23.9%(14) - (continued)
			Housewares - 0.0%
	$	235,000	Hayward Industries, Inc. 1 mo. USD LIBOR + 3.500%, 4.74%, 08/05/2024	$	236,958
			Insurance - 1.0%
			Asurion LLC
		1,495,743	1 mo. USD LIBOR + 2.750%, 3.99%, 08/04/2022		1,506,721
		297,417	1 mo. USD LIBOR + 3.000%, 4.24%, 11/03/2023		299,835
		375,000	1 mo. USD LIBOR + 6.000%, 7.24%, 08/04/2025		386,955
		493,113	Evertec Group LLC 1 mo. USD LIBOR + 2.500%, 3.74%, 04/17/2020		474,621
		309,229	HUB International Ltd. 3 mo. USD LIBOR + 3.000%, 4.31%, 10/02/2020		311,523
			Sedgwick Claims Management Services, Inc.
		1,233,169	1 mo. USD LIBOR + 2.750%, 3.99%, 03/01/2021		1,238,571
		515,000	1 mo. USD LIBOR + 5.750%, 6.99%, 02/28/2022		519,506
		400,000	USI Holdings Corp. 0.00%, 07/26/2024(9)(15)		399,500
					5,137,232
			Leisure Time - 1.7%
			Aristocrat Leisure Ltd.
		280,000	0.00%, 09/19/2024(9)(15)		281,260
		525,000	3 mo. USD LIBOR + 2.000%, 3.36%, 10/20/2021		528,071
		1,873,387	Caesars Resort Collection LLC 0.00%, 09/27/2024(9)(15)		1,884,759
		2,453,002	Delta 2 (LUX) S.a.r.l. 1 mo. USD LIBOR + 3.000%, 4.24%, 02/01/2024		2,470,884
		463,792	Eldorado Resorts LLC 3 mo. USD LIBOR + 2.250%, 3.50%, 04/17/2024		464,372
			Golden Entertainment, Inc.
		1,480,000	0.00%, 08/15/2024(9)(15)		1,480,622
		550,000	0.00%, 08/15/2025(9)(15)		554,125
		385,000	NCL Corp. Ltd. 1 mo. USD LIBOR + 1.750%, 2.99%, 10/02/2022		386,205
		382,720	Town Sports International, Inc. 4.74%, 11/15/2020		356,886
					8,407,184
			Lodging - 0.4%
		428,001	Boyd Gaming Corp. 1 Week USD LIBOR + 2.500%, 3.70%, 09/15/2023		430,411
		850,000	Caesars Entertainment Operating Co. 1 mo. USD LIBOR + 2.500%, 3.74%, 10/06/2024(9)		850,535
		541,877	Caesars Growth Properties Holdings LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 05/08/2021		541,991
					1,822,937

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 23.9%(14) - (continued)
			Machinery - Construction & Mining - 0.2%
	$	1,155,701	American Rock Salt Co. LLC 1 mo. USD LIBOR + 3.750%, 4.99%, 05/20/2021	$	1,153,297
			Machinery-Diversified - 0.5%
			Gardner Denver, Inc.
	EUR	1,030,000	EURIBOR + 3.000%, 3.00%, 07/30/2024		1,198,859
	$	279,094	3 mo. USD LIBOR + 2.750%, 4.08%, 07/30/2024		280,610
		1,154,367	Gates Global LLC 3 mo. USD LIBOR + 3.250%, 4.58%, 04/01/2024		1,161,732
					2,641,201
			Media - 2.1%
		953,826	Advantage Sales & Marketing, Inc. 3 mo. USD LIBOR + 3.250%, 4.63%, 07/23/2021		901,661
		805,000	Altice Financing S.A. 0.00%, 01/05/2026(9)(15)		805,000
	EUR	130,000	Altice Financing SA 0.00%, 01/05/2026(9)(15)		151,661
	$	960,375	Charter Communications Operating LLC 1 mo. USD LIBOR + 2.250%, 3.50%, 01/15/2024		967,232
		638,175	Getty Images, Inc. 4.83%, 10/18/2019		556,252
		836,041	ION Media Networks, Inc. 4.25%, 12/18/2020		841,266
		653,669	Lumos Networks Operating Co. 0.00%, 10/16/2024(9)(15)		655,116
			Numericable Group S.A.
		1,121,313	0.00%, 01/31/2026(9)(15)		1,121,571
		283,575	3 mo. USD LIBOR + 2.750%, 4.13%, 07/31/2025		282,968
		350,000	Raycom TV Broadcasting LLC 1 mo. USD LIBOR + 2.750%, 3.99%, 08/23/2024		352,625
		920,334	Tribune Media Co. 1 mo. USD LIBOR + 3.000%, 4.24%, 01/27/2024		921,770
		1,205,000	Unitymedia Finance LLC 0.00%, 10/16/2024(9)(15)		1,201,987
	EUR	205,000	Unitymedia Hessen GmbH & Co. KG 0.00%, 10/16/2024(9)(15)		239,494
			Vantiv LLC
	$	191,344	0.00%, 09/18/2024(9)(15)		191,943
		685,000	1 mo. USD LIBOR + 2.000%, 3.24%, 08/07/2024		689,158
		921,824	Virgin Media Bristol LLC 1 mo. USD LIBOR + 2.750%, 3.99%, 01/31/2025		925,281
					10,804,985
			Metal Fabricate/Hardware - 0.2%
		782,582	Rexnord LLC 3 mo. USD LIBOR + 2.750%, 4.09%, 08/21/2023		786,988
			Miscellaneous Manufacturing - 0.2%
		1,116,013	SRAM LLC 2 mo. USD LIBOR + 3.250%, 4.53%, 03/15/2024		1,118,111

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

186

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 23.9%(14) - (continued)
			Oil & Gas - 0.7%
	$	274,313	BCP Raptor LLC 1 Week USD LIBOR + 4.250%, 5.52%, 06/24/2024	$	277,141
		470,000	California Resources Corp. 1 mo. USD LIBOR + 10.375%, 11.61%, 12/31/2021		503,290
		445,000	Chesapeake Energy Corp. 3 mo. USD LIBOR + 7.500%, 8.81%, 08/23/2021		476,893
		224,402	Peabody Energy Corp. 1 mo. USD LIBOR + 3.500%, 4.74%, 03/31/2022		225,874
		837,704	Pinnacle Holdco S.a.r.l. 3 mo. USD LIBOR + 5.500%, 6.84%, 07/30/2019		820,949
		390,000	Traverse Midstream Partners LLC 3 mo. USD LIBOR + 4.000%, 5.33%, 09/27/2024		394,973
		900,000	Ultra Resources, Inc. 2 mo. USD LIBOR + 3.000%, 4.31%, 04/12/2024		899,775
					3,598,895
			Oil & Gas Services - 0.2%
		880,688	Crosby U.S. Acquisition Corp. 3 mo. USD LIBOR + 3.000%, 4.32%, 11/23/2020		833,905
		16,427	Paragon Offshore Finance Co. 3 mo. USD LIBOR + 1.000%, 2.35%, 07/18/2022		13,525
					847,430
			Packaging & Containers - 1.0%
			Berry Plastics Group, Inc.
		444,710	3.49%, 01/06/2021		446,724
		769,989	1 mo. USD LIBOR + 2.250%, 3.49%, 10/01/2022		773,307
		388,050	Flex Acquisition Co., Inc. 3 mo. USD LIBOR + 3.000%, 4.34%, 12/29/2023		390,658
		375,000	Plastipak Holdings, Inc. 3 mo. USD LIBOR + 2.750%, 3.99%, 10/04/2024		377,625
		198,500	Proampac PG Borrower LLC 1 mo. USD LIBOR + 4.000%, 5.30%, 11/18/2023		199,989
		2,073,576	Reynolds Group Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 02/05/2023		2,085,230
		722,382	Signode Industrial Group U.S., Inc. 3 mo. USD LIBOR + 2.750%, 4.04%, 05/04/2021		729,606
					5,003,139
			Pharmaceuticals - 0.3%
		225,000	Albany Molecular Research, Inc. 3 mo. USD LIBOR + 3.250%, 4.58%, 08/30/2024		226,548
		827,925	Endo Luxembourg Finance Co. I S.a r.l. 1 mo. USD LIBOR + 4.250%, 5.50%, 04/29/2024		838,688

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 23.9%(14) - (continued)
			Pharmaceuticals - 0.3% - (continued)
	$	120,000	Quintiles IMS, Inc. 3 mo. USD LIBOR + 2.000%, 3.32%, 01/31/2025	$	120,793
		327,497	Valeant Pharmaceuticals International, Inc. 1 mo. USD LIBOR + 4.750%, 5.99%, 04/01/2022		334,662
					1,520,691
			Pipelines - 0.0%
		95,500	Philadelphia Energy Solutions LLC 3 mo. USD LIBOR + 5.000%, 6.33%, 04/04/2018		71,307
			Real Estate - 0.5%
			DTZ U.S. Borrower LLC
		1,624,997	3 mo. USD LIBOR + 3.250%, 4.59%, 11/04/2021		1,633,886
		22,553	3 mo. USD LIBOR + 8.250%, 9.63%, 11/04/2022		22,891
		656,298	VICI Properties 1 LLC 3 mo. USD LIBOR + 3.500%, 4.75%, 10/14/2022		656,764
					2,313,541
			REITS - 0.2%
		906,200	MGM Growth Properties Operating Partnership L.P. 1 mo. USD LIBOR + 2.250%, 3.49%, 04/25/2023		910,894
			Retail - 2.1%
		1,299,278	Albertsons LLC 1 mo. USD LIBOR + 2.750%, 3.99%, 08/25/2021		1,258,377
		446,814	B.C. Unlimited Liability Co. 1 mo. USD LIBOR + 2.250%, 3.53%, 02/16/2024		447,261
		1,370,000	Bass Pro Group LLC 1 mo. USD LIBOR + 5.000%, 6.24%, 09/25/2024		1,329,188
		100,000	Belron S.A. 0.00%, 10/26/2024(9)(15)		100,625
		417,563	Harbor Freight Tools USA, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 08/18/2023		419,884
		508,418	J. Crew Group, Inc. 4.29%, 03/05/2021		297,425
		1,023,174	Michaels Stores, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 01/30/2023		1,023,430
		911,189	Neiman Marcus Group Ltd. LLC 1 mo. USD LIBOR + 3.250%, 4.49%, 10/25/2020		714,372
		1,059,919	Party City Holdings, Inc. 3 mo. USD LIBOR + 3.000%, 4.43%, 08/19/2022		1,062,569
			Rite Aid Corp.
		745,000	5.13%, 06/21/2021(4)		746,244
		325,000	1 mo. USD LIBOR + 4.750%, 6.00%, 08/21/2020		326,625
		910,000	Staples, Inc. 3 mo. USD LIBOR + 4.000%, 5.31%, 09/12/2024		855,172

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

187

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 23.9%(14) - (continued)
			Retail - 2.1% - (continued)
	$	1,963,285	U.S. Foods, Inc. 1 mo. USD LIBOR + 2.750%, 4.00%, 06/27/2023	$	1,978,422
					10,559,594
			Semiconductors - 0.1%
		312,769	ON Semiconductor Corp. 1 mo. USD LIBOR + 2.250%, 3.49%, 03/31/2023		314,105
			Software - 2.4%
		660,000	Almonde, Inc. 3 mo. USD LIBOR + 3.500%, 4.82%, 06/13/2024		657,334
		646,750	Change Healthcare Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 03/01/2024		650,165
		279,300	Cypress Intermediate Holdings III, Inc. 1 mo. USD LIBOR + 3.000%, 4.25%, 04/27/2024		280,347
		508,975	Dell, Inc. 1 mo. USD LIBOR + 2.000%, 3.25%, 09/07/2023		510,115
		1,326,707	Epicor Software Corp. 1 mo. USD LIBOR + 3.750%, 5.00%, 06/01/2022		1,333,619
			First Data Corp.
		1,337,640	1 mo. USD LIBOR + 2.250%, 3.49%, 07/08/2022		1,340,824
		2,279,352	1 mo. USD LIBOR + 2.500%, 3.74%, 04/26/2024		2,288,310
		238,800	Global Payments, Inc. 1 mo. USD LIBOR + 2.000%, 3.24%, 04/21/2023		239,746
		762,266	Go Daddy Operating Co. LLC 1 mo. USD LIBOR + 2.500%, 3.74%, 02/15/2024		766,078
		299,246	GTT Communications, Inc. 4.50%, 01/09/2024		301,117
		134,662	Hyland Software, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 07/01/2022		135,896
		774,039	Infor U.S., Inc. 3 mo. USD LIBOR + 2.750%, 4.08%, 02/01/2022		774,844
		204,488	iPayment, Inc. 3 mo. USD LIBOR + 6.000%, 7.35%, 04/11/2023		206,532
		54,171	MA FinanceCo LLC 1 mo. USD LIBOR + 2.750%, 3.99%, 06/21/2024		54,340
		365,829	Seattle Spinco, Inc. 3 mo. USD LIBOR + 2.750%, 3.99%, 06/21/2024		366,974
		709,972	SS&C Technologies, Inc. 1 mo. USD LIBOR + 2.250%, 3.49%, 07/08/2022		713,742
		1,471,375	WEX, Inc. 3 mo. USD LIBOR + 2.750%, 3.99%, 06/30/2023		1,486,883
					12,106,866

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 23.9%(14) - (continued)
			Telecommunications - 1.3%
	$	885,467	Entravision Communications Corp. 3.83%, 05/31/2020	$	885,467
		1,125,000	Level 3 Financing, Inc. 1 mo. USD LIBOR + 2.250%, 3.49%, 02/22/2024		1,128,814
		417,388	LTS Buyer LLC PRIME + 2.250%, 6.50%, 04/13/2020		418,173
		1,388,025	Sprint Communications, Inc. 1 mo. USD LIBOR + 2.500%, 3.75%, 02/02/2024		1,392,647
		430,000	Unitymedia Finance LLC 1 mo. EUR LIBOR + 2.250%, 3.49%, 09/30/2025		429,634
		1,888,409	Univision Communications, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 03/15/2024		1,881,327
		282,410	Zayo Group LLC 1 mo. USD LIBOR + 2.250%, 3.49%, 01/19/2024		283,486
					6,419,548
			Trucking & Leasing - 0.2%
		1,017,450	Avolon TLB Borrower 1 (Luxembourg) S.a.r.l. 1 mo. USD LIBOR + 2.250%, 3.49%, 04/03/2022		1,025,020
		169,575	Utility One Source L.P. 6.74%, 04/07/2023		174,662
					1,199,682
			Total Senior Floating Rate Interests (cost $120,685,013)	$	120,251,705
U.S. GOVERNMENT AGENCIES - 1.3%
			FHLMC - 1.2%
	$	8,025	0.00%, 11/15/2036(12)(16)	$	7,501
		4,671,907	0.17%, 10/25/2020(2)(4)(8)		22,767
		58,677	3.00%, 03/15/2033(8)		7,428
		183,085	4.00%, 07/15/2027(8)		18,568
		73,647	4.50%, 03/15/2041		82,429
		2,203,000	1 mo. USD LIBOR + 3.450%, 4.69%, 10/25/2029(2)		2,341,077
		153,578	4.75%, 07/15/2039		167,438
		1,730,000	1 mo. USD LIBOR + 3.900%, 5.14%, 04/25/2029(2)		1,895,480
		1,258,596	1 mo. USD LIBOR + 4.000%, 5.24%, 08/25/2024(2)		1,359,965
		14,515	5.50%, 08/15/2033		16,102
		52,861	6.50%, 07/15/2036		58,814
					5,977,569
			FNMA - 0.1%
	$	69,544	0.00%, 06/25/2036(12)(16)		60,696
		243,774	1.62%, 04/25/2055(2)(4)(8)		12,773
		5,000	2.44%, 01/01/2023		5,028
		52,820	2.50%, 06/25/2028(8)		4,166
		355,357	3.00%, 01/25/2028(8)		32,138
		152,780	3.00%, 04/25/2028(8)		14,400
		30,000	3.16%, 12/01/2026		30,704
		24,484	3.24%, 12/01/2026		25,204

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

188

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 1.3% - (continued)
			FNMA - 0.1% - (continued)
	$	47,309	3.26%, 05/01/2024	$	49,190
		24,514	3.34%, 04/01/2024		25,599
		9,577	3.45%, 01/01/2024		10,049
		9,516	3.47%, 01/01/2024		9,995
		100,108	3.50%, 05/25/2030(8)		12,572
		23,700	3.67%, 08/01/2023		25,044
		5,000	3.70%, 10/01/2023		5,291
		10,000	3.76%, 03/01/2024		10,654
		15,000	3.86%, 12/01/2025		16,108
		5,000	3.86%, 11/01/2023		5,345
		23,514	3.87%, 10/01/2025		25,340
		33,782	3.89%, 05/01/2030		36,400
		34,549	3.93%, 10/01/2023		36,995
		9,521	3.96%, 05/01/2034		10,226
		9,805	3.97%, 05/01/2029		10,589
		50,853	4.00%, 03/25/2042(8)		7,268
		18,286	4.06%, 10/01/2028		19,914
		46,443	4.50%, 07/25/2027(8)		5,066
		26,383	5.46%, 05/25/2042(2)(4)(8)		2,922
		87,115	5.50%, 04/25/2035		97,733
		37,022	5.50%, 04/25/2037		40,669
		413,060	5.50%, 06/25/2042(8)		90,063
					738,141
			GNMA - 0.0%
	$	44,491	4.00%, 05/16/2042(8)		7,241
		123,988	5.00%, 10/16/2041(8)		21,199
					28,440
			Total U.S. Government Agencies (cost $6,428,914)	$	6,744,150
U.S. GOVERNMENT SECURITIES - 16.0%
			U.S. Treasury Securities - 16.0%
			U.S. Treasury Bonds - 2.7%
	$	50,000	5.38%, 02/15/2031	$	66,653
		4,835,000	6.25%, 05/15/2030		6,831,137
		5,475,000	7.88%, 02/15/2021		6,544,122
					13,441,912
			U.S. Treasury Notes - 13.3%
		647,400	0.88%, 01/31/2018		646,877
		27,000	1.00%, 05/31/2018		26,949
		7,373,700	1.25%, 12/15/2018(17)(18)		7,352,385
		6,030,000	1.38%, 12/15/2019		5,999,379
		7,525,000	1.63%, 04/30/2023		7,343,636
		6,469,000	1.75%, 02/28/2022(17)		6,417,198
		5,346,000	2.00%, 02/15/2023		5,328,876
		495,000	2.00%, 02/15/2025		486,396
		29,458,000	2.13%, 08/31/2020(18)		29,784,800
		526,000	2.13%, 08/15/2021(17)		531,013
		2,890,000	2.13%, 05/15/2025(18)		2,860,761
					66,778,270
					80,220,182
			Total U.S. Government Securities (cost $80,635,560)	$	80,220,182

Shares or Principal Amount				Market Value†
COMMON STOCKS - 0.1%
			Consumer Services - 0.0%
	$	13,341	Caesars Entertainment Corp. •	$	172,766
			Energy - 0.1%
		83,644,001	KCA Deutag •(1)(5)(7)(19)		434,029
		1,436	Ocean Rig UDW, Inc. •		38,456
		475	Paragon Offshore Ltd.		7,600
		2,648	Paragon Offshore Ltd., Escrow(5)(7)(19)		—
		713	Paragon Offshore Ltd., Litigation		5,056
		19,531	Templar Energy LLC Class A •		50,780
					535,921
			Utilities - 0.0%
		600,000	TCEH Corp. •(5)(7)(19)		1
			Total Common Stocks (cost $1,517,645)	$	708,688
			Total Long-Term Investments (cost $503,676,555)	$	507,035,142
SHORT-TERM INVESTMENTS - 1.8%
			Commercial Paper - 0.1%
	CAD	375,000	Royal Bank of Canada 1.17%, 11/20/2017(20)	$	290,496
		375,000	Toronto Dominion Bank 0.00%, 11/01/2017(20)		290,675
					581,171
			Foreign Government Obligations - 1.0%
			Japan Treasury Discount Bill
	JPY	200,000,000	0.14%, 11/27/2017(20)		1,759,190
		100,000,000	0.15%, 12/11/2017(20)		879,613
		140,000,000	0.17%, 01/15/2018(20)		1,231,572
		100,000,000	0.18%, 01/22/2018(20)		879,715
	SEK	5,000,000	Sweden Treasury Bill 0.69%, 01/17/2018(20)		598,368
					5,348,458
			Other Investment Pools & Funds - 0.7%
		3,408,113	Fidelity Institutional Government Fund, Institutional Class On behalf of		3,408,113
			Total Short-Term Investments (cost $9,420,852)	$	9,337,742

Total Investments (cost $513,097,407)	102.7	%	$	516,372,884
Other Assets and Liabilities	(2.7	)%		(13,667,012	)
Total Net Assets	100.0	%	$	502,705,872

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

189

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

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

• 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $93,101,563, which represented 18.5% of total net assets.

⁽²⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2017.

⁽³⁾  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽⁴⁾  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

⁽⁵⁾  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 October 31, 2017, the aggregate fair value of these securities was $434,032, which represented 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽⁶⁾  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽⁷⁾  This security has been identified as 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. The identification of illiquid securities is unaudited. At October 31, 2017, the aggregate value of these securities was $434,032, which represents 0.1% of total net assets.

⁽⁸⁾  Securities disclosed are interest-only strips.

⁽⁹⁾  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $14,560,280 at October 31, 2017.

⁽¹⁰⁾  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 October 31, 2017, the aggregate value of these securities was $86,450,856, which represented 17.2% of total net assets.

⁽¹¹⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽¹²⁾  Security is a zero-coupon bond.

⁽¹³⁾  The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

⁽¹⁴⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of October 31, 2017.

⁽¹⁵⁾  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽¹⁶⁾  Securities disclosed are principal-only strips.

⁽¹⁷⁾  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

⁽¹⁸⁾  This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

⁽¹⁹⁾  Investment valued using significant unobservable inputs.

⁽²⁰⁾  The rate shown represents current yield to maturity.

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

190

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

Futures Contracts Outstanding at October 31, 2017
Description	Number of Contracts		Expiration Date		Current Notional Amount		Value and Unrealized Appreciation/ (Depreciation)
Long position contracts:
Australian 10-Year Bond Future		67		12/15/2017	$	6,607,383	$	43,411
Australian 3-Year Bond Future		12		12/15/2017		1,024,873		1,404
Australian Dollar Future		99		12/18/2017		7,575,480		(342,488	)
Canadian Dollar Future		85		12/19/2017		6,593,875		(386,021	)
Canadian Government 10-Year Bond Future		3		12/18/2017		319,580		(1,253	)
Euro-BTP Future		10		12/07/2017		1,626,013		41,866
Euro-OAT Future		11		12/07/2017		2,017,589		21,159
Euro-Schatz Future		18		12/07/2017		2,353,893		1,980
Japan 10-Year Bond Future		4		12/13/2017		5,293,347		(22,187	)
Japan 10-Year Mini Bond Future		12		12/12/2017		1,588,215		(5,473	)
U.S. 10-Year Ultra Future		134		12/19/2017		17,945,531		(304,602	)
U.S. Treasury 10-Year Note Future		381		12/19/2017		47,601,188		(555,222	)
U.S. Treasury 2-Year Note Future		127		12/29/2017		27,350,641		(111,309	)
U.S. Treasury 5-Year Note Future		392		12/29/2017		45,937,500		(411,953	)
U.S. Treasury Long Bond Future		45		12/19/2017		6,861,094		(121,418	)
Total							$	(2,152,106	)
Short position contracts:
British Pound Future		100		12/18/2017	$	8,313,125	$	(36,738	)
Euro BUXL 30-Year Bond Future		9		12/07/2017		1,741,543		(7,560	)
Euro FX Future		56		12/18/2017		8,176,700		227,193
Euro-BOBL Future		21		12/07/2017		3,223,581		(15,047	)
Euro-Bund Future		72		12/07/2017		13,649,706		(82,440	)
Eurodollar 3-Month Future		99		09/17/2018		24,293,363		41,873
Japanese Yen Future		65		12/18/2017		7,161,375		287,895
Long Gilt Future		72		12/27/2017		11,889,280		247,139
Swiss Franc Future		38		12/18/2017		4,774,225		183,313
U.S. Treasury Ultra Long Term Bond Future		5		12/19/2017		823,906		9,210
Total							$	854,838
Total futures contracts							$	(1,297,268)

TBA Sale Commitments Outstanding at October 31, 2017
Description	Principal Amount		Maturity Date		Market Value†			Unrealized Appreciation/ (Depreciation)
FNMA, 3.50%	$	20,000,000		11/01/2047	$	(20,560,156	)	$	(7,806	)
Total (proceeds receivable $20,552,350)					$	(20,560,156	)	$	(7,806	)

At October 31, 2017, the aggregate market value of TBA Sale Commitments represents (4.1)% of total net assets.

OTC Credit Default Swap Contracts Outstanding at October 31, 2017
Reference Entity	Counter- party		Notional Amount (a)			(Pay)/Receive Fixed Rate		Expiration Date		Periodic Payment Frequency		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
ABX.HE.AAA.07		GSC		USD	379,179		(0.09%)		08/25/37		Monthly	$	83,067	$	—	$	28,403		$	(54,664	)
ABX.HE.AAA.07		MSC		USD	1,082,879		(0.09%)		08/25/37		Monthly		10,705		—		(81,115	)		(91,820	)
ABX.HE.AAA.07		CSI		USD	1,082,879		(0.09%)		08/25/37		Monthly		272,768		—		81,116			(191,652	)
ABX.HE.PENAAA.06		JPM		USD	352,749		(0.11%)		05/25/46		Monthly		39,512		—		32,588			(6,924	)
ABX.HE.PENAAA.06		CSI		USD	554,224		(0.11%)		05/25/46		Monthly		62,222		—		51,203			(11,019	)

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

191

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

OTC Credit Default Swap Contracts Outstanding at October 31, 2017 - (continued)
Reference Entity	Counter- party		Notional Amount (a)			(Pay)/Receive Fixed Rate		Expiration Date		Periodic Payment Frequency		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices: - (continued)
Buy protection: - (continued)
CMBX.NA.A.7		MSC		USD	75,000		(2.00%)		01/17/47		Monthly	$	1,002	$	—		$	2,342		$	1,340
CMBX.NA.A.7		JPM		USD	690,000		(2.00%)		01/17/47		Monthly		26,160		—			21,558			(4,602	)
CMBX.NA.A.9		DEUT		USD	110,000		(2.00%)		09/17/58		Monthly		2,597		—			3,824			1,227
CMBX.NA.A.9		MSC		USD	965,000		(2.00%)		09/17/58		Monthly		33,484		—			33,648			164
CMBX.NA.A.9		MSC		USD	535,000		(2.00%)		09/17/58		Monthly		23,419		—			18,653			(4,766	)
CMBX.NA.A.9		DEUT		USD	365,000		(2.00%)		09/17/58		Monthly		18,253		—			12,710			(5,543	)
CMBX.NA.AA.7		CSI		USD	440,000		(1.50%)		01/17/47		Monthly		—		(2,026	)		199			2,225
CMBX.NA.AA.7		CSI		USD	170,000		(1.50%)		01/17/47		Monthly		5,196		—			86			(5,110	)
CMBX.NA.AA.7		CSI		USD	910,000		(1.50%)		01/17/47		Monthly		27,811		—			412			(27,399	)
CMBX.NA.AA.7		CSI		USD	1,295,000		(1.50%)		01/17/47		Monthly		39,577		—			599			(38,978	)
CMBX.NA.AA.7		CSI		USD	1,495,000		(1.50%)		01/17/47		Monthly		45,689		—			691			(44,998	)
CMBX.NA.AA.8		DEUT		USD	60,000		(1.50%)		10/17/57		Monthly		773		—			664			(109	)
CMBX.NA.AA.8		MSC		USD	515,000		(1.50%)		10/17/57		Monthly		20,436		—			5,701			(14,735	)
CMBX.NA.AAA.6		MSC		USD	3,163,260		(0.50%)		05/11/63		Monthly		—		(12,415	)		(18,133	)		(5,718	)
CMBX.NA.AAA.9		CSI		USD	240,000		(0.50%)		09/17/58		Monthly		2,626		—			(286	)		(2,912	)
CMBX.NA.AS.7		GSC		USD	5,000		(1.00%)		01/17/47		Monthly		138		—			(53	)		(191	)
CMBX.NA.AS.7		CSI		USD	1,340,000		(1.00%)		01/17/47		Monthly		23,904		—			(14,124	)		(38,028	)
CMBX.NA.AS.8		DEUT		USD	50,000		(1.00%)		10/17/57		Monthly		—		(89	)		(478	)		(389	)
CMBX.NA.AS.8		DEUT		USD	405,000		(1.00%)		10/17/57		Monthly		29,226		—			(3,875	)		(33,101	)
CMBX.NA.BB.8		JPM		USD	295,000		(5.00%)		10/17/57		Monthly		68,443		—			72,440			3,997
CMBX.NA.BB.8		JPM		USD	95,000		(5.00%)		10/17/57		Monthly		22,620		—			23,322			702
CMBX.NA.BB.8		JPM		USD	306,000		(5.00%)		10/17/57		Monthly		76,276		—			75,064			(1,212	)
CMBX.NA.BB.9		CSI		USD	35,000		(5.00%)		09/17/58		Monthly		7,558		—			6,075			(1,483	)
CMBX.NA.BB.9		CSI		USD	1,185,000		(5.00%)		09/17/58		Monthly		245,827		—			206,037			(39,790	)
CMBX.NA.BBB.10		MSC		USD	380,000		(3.00%)		11/17/59		Monthly		24,599		—			39,960			15,361
CMBX.NA.BBB.10		MSC		USD	665,000		(3.00%)		11/17/59		Monthly		51,427		—			69,930			18,503
CMBX.NA.BBB.10		DEUT		USD	160,000		(3.00%)		11/17/59		Monthly		15,233		—			16,801			1,568
CMBX.NA.BBB.10		MSC		USD	180,000		(3.00%)		11/17/59		Monthly		17,513		—			18,931			1,418
CMBX.NA.BBB.7		CSI		USD	710,000		(3.00%)		01/17/47		Monthly		67,460		—			82,126			14,666
CMBX.NA.BBB.7		CSI		USD	690,000		(3.00%)		01/17/47		Monthly		65,560		—			80,155			14,595
CMBX.NA.BBB.7		MSC		USD	805,000		(3.00%)		01/17/47		Monthly		80,987		—			93,513			12,526
CMBX.NA.BBB.7		GSC		USD	365,000		(3.00%)		01/17/47		Monthly		30,803		—			42,402			11,599
CMBX.NA.BBB.7		MSC		USD	800,000		(3.00%)		01/17/47		Monthly		58,596		—			93,040			34,444
CMBX.NA.BBB.7		MSC		USD	1,165,000		(3.00%)		01/17/47		Monthly		110,702		—			135,377			24,675
CMBX.NA.BBB.7		MSC		USD	485,000		(3.00%)		01/17/47		Monthly		39,326		—			56,331			17,005
CMBX.NA.BBB.7		GSC		USD	680,000		(3.00%)		01/17/47		Monthly		62,044		—			78,978			16,934
CMBX.NA.BBB.7		DEUT		USD	475,000		(3.00%)		01/17/47		Monthly		38,869		—			55,169			16,300
CMBX.NA.BBB.7		DEUT		USD	350,000		(3.00%)		01/17/47		Monthly		25,006		—			40,658			15,652
CMBX.NA.BBB.7		DEUT		USD	360,000		(3.00%)		01/17/47		Monthly		33,561		—			41,820			8,259
CMBX.NA.BBB.7		GSC		USD	330,000		(3.00%)		01/17/47		Monthly		45,017		—			38,334			(6,683	)
CMBX.NA.BBB.9		MSC		USD	280,000		(3.00%)		09/17/58		Monthly		30,221		—			32,174			1,953
CMBX.NA.BBB.9		MSC		USD	125,000		(3.00%)		09/17/58		Monthly		14,370		—			14,343			(27	)
CMBX.NA.BBB.9		DEUT		USD	290,000		(3.00%)		09/17/58		Monthly		29,811		—			33,275			3,464
CMBX.NA.BBB.9		GSC		USD	725,000		(3.00%)		09/17/58		Monthly		82,292		—			83,309			1,017
CMBX.NA.BBB.9		CSI		USD	595,000		(3.00%)		09/17/58		Monthly		68,073		—			68,270			197
CMBX.NA.BBB.9		MSC		USD	540,000		(3.00%)		09/17/58		Monthly		63,746		—			61,960			(1,786	)
CMBX.NA.BBB.9		DEUT		USD	1,050,000		(3.00%)		09/17/58		Monthly		127,347		—			120,637			(6,710	)
CMBX.NA.BBB.9		JPM		USD	1,130,000		(3.00%)		09/17/58		Monthly		139,453		—			129,827			(9,626	)
CMBX.NA.BBB.9		MSC		USD	2,115,000		(0.50%)		09/17/58		Monthly		26,284		—			(2,486	)		(28,770	)
PrimeX.ARM.2		MSC		USD	181,252		(4.58%)		12/25/37		Monthly		—		(392	)		(879	)		(487	)
Total												$	2,537,589	$	(14,922	)	$	2,083,226		$	(439,441	)

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

192

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

OTC Credit Default Swap Contracts Outstanding at October 31, 2017 - (continued)
Reference Entity	Counter- party		Notional Amount (a)			(Pay)/Receive Fixed Rate		Expiration Date		Periodic Payment Frequency		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices: - (continued)
Sell protection:
ABX.HE.AAA.07		MSC		USD	379,737		0.09%		08/25/37		Monthly	$	3,748	$	—		$	(28,474	)	$	(32,222	)
ABX.HE.PENAAA.06		BCLY		USD	906,973		0.11%		05/25/46		Monthly		—		(24,614	)		(83,793	)		(59,179	)
CMBX.NA.A.9		JPM		USD	35,000		2.00%		09/17/58		Monthly		—		(1,503	)		(747	)		756
CMBX.NA.BB.6		GSC		USD	1,155,000		5.00%		05/11/63		Monthly		—		(210,488	)		(302,306	)		(91,818	)
CMBX.NA.BB.6		CSI		USD	51,000		5.00%		05/11/63		Monthly		—		(9,268	)		(10,330	)		(1,062	)
CMBX.NA.BB.6		CSI		USD	85,000		5.00%		05/11/63		Monthly		—		(16,574	)		(19,722	)		(3,148	)
CMBX.NA.BB.6		JPM		USD	65,000		5.00%		05/11/63		Monthly		—		(9,537	)		(17,013	)		(7,476	)
CMBX.NA.BB.6		GSC		USD	82,000		5.00%		05/11/63		Monthly		—		(9,403	)		(21,463	)		(12,060	)
CMBX.NA.BB.6		CSI		USD	130,000		5.00%		05/11/63		Monthly		—		(19,075	)		(34,062	)		(14,987	)
CMBX.NA.BB.6		CSI		USD	555,000		5.00%		05/11/63		Monthly		—		(111,294	)		(145,418	)		(34,124	)
CMBX.NA.BB.6		CSI		USD	970,000		5.00%		05/11/63		Monthly		—		(201,541	)		(254,154	)		(52,613	)
CMBX.NA.BB.6		CSI		USD	730,000		5.00%		05/11/63		Monthly		—		(132,667	)		(191,068	)		(58,401	)
CMBX.NA.BB.6		CSI		USD	730,000		5.00%		05/11/63		Monthly		—		(132,667	)		(191,068	)		(58,401	)
CMBX.NA.BB.6		CSI		USD	730,000		5.00%		05/11/63		Monthly		—		(132,667	)		(191,068	)		(58,401	)
CMBX.NA.BB.6		CSI		USD	830,000		5.00%		05/11/63		Monthly		—		(150,841	)		(217,260	)		(66,419	)
CMBX.NA.BB.6		GSC		USD	550,000		5.00%		05/11/63		Monthly		—		(59,431	)		(143,955	)		(84,524	)
CMBX.NA.BB.6		MSC		USD	1,491,000		5.00%		05/11/63		Monthly		—		(270,984	)		(390,369	)		(119,385	)
CMBX.NA.BB.8		GSC		USD	945,000		5.00%		10/17/57		Monthly		—		(283,722	)		(231,850	)		51,872
CMBX.NA.BB.8		CSI		USD	1,470,000		5.00%		10/17/57		Monthly		—		(405,931	)		(360,637	)		45,294
CMBX.NA.BB.8		CSI		USD	1,325,000		5.00%		10/17/57		Monthly		—		(365,890	)		(325,045	)		40,845
CMBX.NA.BB.8		MSC		USD	1,006,000		5.00%		10/17/57		Monthly		—		(277,819	)		(246,850	)		30,969
CMBX.NA.BB.8		CSI		USD	365,000		5.00%		10/17/57		Monthly		—		(100,792	)		(89,537	)		11,255
CMBX.NA.BB.8		UBS		USD	365,000		5.00%		10/17/57		Monthly		—		(40,866	)		(89,537	)		(48,671	)
CMBX.NA.BB.8		BOA		USD	462,000		5.00%		10/17/57		Monthly		—		(31,420	)		(113,332	)		(81,912	)
CMBX.NA.BB.9		GSC		USD	510,000		5.00%		09/15/58		Monthly		—		(138,401	)		(88,550	)		49,851
CMBX.NA.BB.9		GSC		USD	180,000		5.00%		09/15/58		Monthly		—		(48,426	)		(31,246	)		17,180
CMBX.NA.BB.9		MLI		USD	265,000		5.00%		09/17/58		Monthly		—		(72,654	)		(46,011	)		26,643
CMBX.NA.BB.9		MLI		USD	250,000		5.00%		09/17/58		Monthly		—		(66,697	)		(43,405	)		23,292
CMBX.NA.BB.9		JPM		USD	15,000		5.00%		09/17/58		Monthly		—		(4,002	)		(2,604	)		1,398
CMBX.NA.BBB.6		CSI		USD	850,000		3.00%		05/11/63		Monthly		—		(124,584	)		(141,714	)		(17,130	)
CMBX.NA.BBB.6		DEUT		USD	1,205,000		3.00%		05/11/63		Monthly		—		(182,515	)		(200,900	)		(18,385	)
CMBX.NA.BBB.6		MSC		USD	1,445,000		3.00%		05/11/63		Monthly		—		(216,575	)		(240,914	)		(24,339	)
CMBX.NA.BBB.7		JPM		USD	80,000		3.00%		01/17/47		Monthly		—		(5,770	)		(7,678	)		(1,908	)
CMBX.NA.BBB.7		JPM		USD	160,000		3.00%		01/17/47		Monthly		—		(13,102	)		(18,583	)		(5,481	)
CMBX.NA.BBB.7		CSI		USD	295,000		3.00%		01/17/47		Monthly		—		—			(34,262	)		(34,262	)
PrimeX.ARM.2		JPM		USD	181,252		4.58%		12/25/37		Monthly		7,362		—			880			(6,482	)
Total												$	11,110	$	(3,871,720	)	$	(4,554,045	)	$	(693,435	)
Total traded indices												$	2,548,699	$	(3,886,642	)	$	(2,470,819	)	$	(1,132,876	)
Credit default swaps on single-name issues:
Sell protection:
Russian Foreign Bond - Eurobond		MSC		USD	2,550,000		1.00%		12/20/22		Quarterly	$	—	$	(42,229	)	$	(31,970	)	$	10,259
Total single-name issues												$	—	$	(42,229	)	$	(31,970	)	$	10,259
Total OTC contracts												$	2,548,699	$	(3,928,871	)	$	(2,502,789	)	$	(1,122,617	)

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

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

193

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

Centrally Cleared Credit Default Swap Contracts Outstanding at October 31, 2017
Reference Entity	Notional Amount (a)			(Pay)/Receive Fixed Rate			Expiration Date		Periodic Payment Frequency		Cost Basis			Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
CDX.NA.HY.28		USD	1,056,330		(5.00	%)		06/20/22		Quarterly	$	68,049		$	99,274		$	31,225
CDX.NA.HY.29		USD	13,060,000		(5.00	%)		12/20/22		Quarterly		972,955			1,140,093			167,138
CDX.NA.HY.29		USD	9,655,000		(5.00	%)		12/20/22		Quarterly		(798,582	)		(843,154	)		(44,572	)
Total											$	242,422		$	396,213		$	153,791
Credit default swaps on indices:
Sell protection:
CDX.EM.28		USD	5,160,000		1.00	%		12/20/22		Quarterly	$	220,467		$	171,214		$	(49,253	)
CDX.EM.28		USD	7,265,000		1.00	%		12/20/22		Quarterly		(281,257	)		(241,100	)		40,157
CDX.NA.IG.29.V1		USD	10,995,000		1.00	%		12/20/22		Quarterly		(224,518	)		(262,708	)		(38,190	)
ITRAXX.XOV.27		EUR	1,015,000		5.00	%		06/20/22		Quarterly		132,024			165,079			33,055
ITRAXX.XOVER.28		EUR	7,400,000		5.00	%		12/20/22		Quarterly		1,026,278			1,142,090			115,812
Total											$	872,994		$	974,575		$	101,581
Total											$	1,115,416		$	1,370,788		$	255,372

^(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 October 31, 2017

Counterparty

Payments made by Fund

Payments received by Fund

Notional Amount

Expiration Date

Periodic Payment Frequency

Upfront Premiums Paid

Upfront Premiums Received

Value†

Unrealized Appreciation/ (Depreciation)

BCLY

1.89% Fixed

CPURNSA

USD

10,639,000

07/15/24

maturity

$

—

$

—

$

209,829

$

209,829

Centrally Cleared Interest Rate Swap Contracts Outstanding at October 31, 2017
Payments made by Fund	Payments received by Fund	Notional Amount		Expiration Date		Periodic Payment Frequency		Upfront Premiums Paid		Upfront Premiums Received			Value†			Unrealized Appreciation/ (Depreciation)
3M USD LIBOR	2.75% Fixed	USD	4,640,000		12/20/47		Semi-Annual	$	—	$	(104,687	)	$	(157,593	)	$	(52,906	)

Foreign Currency Contracts Outstanding at October 31, 2017
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty		Settlement Date		Appreciation		Depreciation
	1,527,000	AUD		1,196,405	USD		ANZ		11/07/17	$	—	$	(27,792	)
	1,527,000	AUD		1,168,854	USD		DEUT		12/06/17		—		(605	)
	585,000	BRL		180,000	USD		DEUT		12/04/17		—		(1,982	)
	859,000	CAD		689,368	USD		MSC		11/07/17		—		(23,487	)
	80,000	CAD		62,078	USD		GSC		12/06/17		—		(47	)
	115,000	CHF		115,123	USD		UBS		11/07/17		197		—
	598,000	CNH		89,578	USD		BNP		12/20/17		283		—
	6,050,000	CNH		921,273	USD		JPM		12/20/17		—		(12,143	)
	375,000	DKK		58,525	USD		CBK		11/07/17		199		—
	778,000	EGP		41,055	USD		GSC		03/06/18		1,494		—
	622,000	EGP		32,737	USD		GSC		03/06/18		1,281		—
	1,712,000	EGP		93,654	USD		GSC		03/06/18		—		(24	)
	4,805,000	EGP		261,425	USD		GSC		03/29/18		—		(353	)
	7,120,000	EGP		382,179	USD		GSC		04/26/18		1,628		—
	75,000	EUR		87,931	USD		JPM		11/07/17		—		(535	)
	75,000	EUR		88,293	USD		DEUT		11/07/17		—		(898	)
	107,000	EUR		125,906	USD		UBS		11/07/17		—		(1,222	)

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

194

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017 - (continued)
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty		Settlement Date		Appreciation		Depreciation
	255,000	EUR		302,028	USD		TDB		11/07/17	$	—	$	(4,884	)
	4,402,000	EUR		5,201,183	USD		CBK		11/07/17		—		(71,667	)
	4,402,000	EUR		5,208,803	USD		BCLY		11/07/17		—		(79,287	)
	4,631,000	EUR		5,401,344	USD		CBK		12/06/17		4,148		—
	95,000	EUR		110,863	USD		GSC		12/06/17		25		—
	100,000	EUR		116,869	USD		UBS		12/20/17		—		(37	)
	163,000	EUR		193,925	USD		CSFB		12/20/17		—		(3,489	)
	779,000	EUR		933,832	USD		DEUT		12/20/17		—		(23,712	)
	1,179,000	GBP		1,578,196	USD		SSG		11/07/17		—		(12,001	)
	1,144,000	GBP		1,519,511	USD		DEUT		12/06/17		1,560		—
	30,000	GBP		39,875	USD		GSC		12/06/17		14		—
	11,890,000	INR		184,238	USD		BCLY		12/20/17		—		(1,847	)
	606,137,000	JPY		5,394,694	USD		CIBC		11/07/17		—		(62,403	)
	606,137,000	JPY		5,402,031	USD		JPM		11/07/17		—		(69,739	)
	1,186,974,000	JPY		10,478,638	USD		BOA		12/06/17		—		(21,798	)
	2,662,000	MXN		145,711	USD		GSC		11/07/17		—		(7,034	)
	160,000	MYR		37,888	USD		BCLY		11/07/17		—		(106	)
	160,000	MYR		37,736	USD		GSC		12/06/17		—		—
	138,000	NOK		17,397	USD		BOA		11/07/17		—		(499	)
	138,000	NOK		16,910	USD		MSC		12/06/17		1		—
	200,000	PEN		61,293	USD		DEUT		12/20/17		90		—
	600,000	PEN		185,099	USD		DEUT		12/20/17		—		(950	)
	778,000	PLN		211,644	USD		HSBC		11/07/17		2,088		—
	360,000	PLN		100,409	USD		BNP		11/07/17		—		(1,509	)
	365,000	PLN		100,087	USD		MSC		12/06/17		194		—
	680,000	PLN		190,813	USD		SCB		12/20/17		—		(3,944	)
	1,374,000	SEK		169,591	USD		BOA		11/07/17		—		(5,406	)
	1,374,000	SEK		164,746	USD		UBS		12/06/17		—		(266	)
	34,000	SGD		25,032	USD		BNP		11/07/17		—		(88	)
	79,000	SGD		58,239	USD		JPM		11/07/17		—		(283	)
	45,000	SGD		33,037	USD		CSFB		12/06/17		—		(15	)
	650,000	TRY		184,274	USD		BOA		12/20/17		—		(15,479	)
	1,169,224	USD		1,527,000	AUD		DEUT		11/07/17		611		—
	53,655	USD		70,000	AUD		GSC		12/06/17		100		—
	645,407	USD		810,000	AUD		UBS		12/20/17		25,779		—
	105,657	USD		135,000	AUD		BNP		12/20/17		2,385		—
	257,582	USD		330,000	AUD		ANZ		02/22/18		5,251		—
	182,379	USD		585,000	BRL		DEUT		12/04/17		4,361		—
	299,088	USD		375,000	CAD		JPM		11/01/17		8,410		—
	299,120	USD		375,000	CAD		SSG		11/20/17		8,396		—
	205,523	USD		265,000	CAD		RBC		12/04/17		50		—
	663,978	USD		810,000	CAD		DEUT		12/20/17		35,792		—
	96,065	USD		120,000	CAD		BNP		12/20/17		3,001		—
	247,193	USD		310,000	CAD		BNP		01/25/18		6,681		—
	296,145	USD		370,000	CAD		BOA		02/01/18		9,065		—
	195,741	USD		245,000	CAD		SSG		02/01/18		5,647		—
	296,089	USD		370,000	CAD		CIBC		04/04/18		8,851		—
	118,587	USD		115,000	CHF		CBK		11/07/17		3,267		—
	115,333	USD		115,000	CHF		UBS		12/06/17		—		(228	)
	59,605	USD		375,000	DKK		MSC		11/07/17		881		—
	58,620	USD		375,000	DKK		CBK		12/06/17		—		(210	)
	160,165	USD		3,112,000	EGP		GSC		03/06/18		—		(10,032	)
	245,906	USD		4,805,000	EGP		GSC		03/29/18		—		(15,167	)
	487,779	USD		415,000	EUR		NAB		11/01/17		4,342		—
	64,813	USD		55,000	EUR		MSC		11/07/17		723		—
	5,393,263	USD		4,631,000	EUR		CBK		11/07/17		—		(3,100	)
	10,738,932	USD		9,079,000	EUR		DEUT		11/30/17		145,741		—
	263,391	USD		226,000	EUR		SSG		11/30/17		—		(301	)
	139,690	USD		120,000	EUR		GSC		11/30/17		—		(323	)

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

195

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty		Settlement Date		Appreciation		Depreciation
	7,713,539	USD		6,635,000	EUR		JPM		11/30/17	$	—	$	(28,043	)
	441,247	USD		378,000	EUR		UBS		12/06/17		30		—
	11,400,081	USD		9,507,000	EUR		CBK		12/20/17		292,878		—
	582,868	USD		490,000	EUR		RBC		12/20/17		10,392		—
	213,486	USD		180,000	EUR		BNP		12/20/17		3,188		—
	136,665	USD		115,000	EUR		MSC		12/20/17		2,308		—
	495,839	USD		420,000	EUR		NAB		01/16/18		4,347		—
	202,481	USD		170,000	EUR		JPM		01/16/18		3,544		—
	299,777	USD		255,000	EUR		CBK		01/19/18		1,317		—
	190,645	USD		160,000	EUR		MSC		01/31/18		3,252		—
	205,876	USD		175,000	EUR		MSC		01/31/18		915		—
	288,708	USD		245,000	EUR		GSC		02/01/18		1,744		—
	484,312	USD		415,000	EUR		JPM		02/01/18		—		(1,770	)
	47,012	USD		35,000	GBP		TDB		11/07/17		517		—
	1,518,317	USD		1,144,000	GBP		DEUT		11/07/17		—		(1,384	)
	287,019	USD		219,000	GBP		SSG		11/30/17		—		(4,100	)
	1,318,890	USD		985,000	GBP		BNP		12/20/17		8,542		—
	174,554	USD		130,000	GBP		BNP		12/20/17		1,614		—
	10,465,998	USD		1,186,974,000	JPY		BOA		11/07/17		23,985		—
	225,104	USD		25,300,000	JPY		TDB		11/07/17		2,536		—
	889,499	USD		100,000,000	JPY		NAB		11/27/17		8,996		—
	890,137	USD		100,000,000	JPY		HSBC		12/11/17		8,882		—
	890,484	USD		100,000,000	JPY		HSBC		12/18/17		8,826		—
	1,274,437	USD		139,800,000	JPY		BCLY		12/20/17		41,717		—
	253,242	USD		28,400,000	JPY		BNP		12/20/17		2,818		—
	1,248,250	USD		140,000,000	JPY		CBK		01/16/18		11,963		—
	894,650	USD		100,000,000	JPY		GSC		01/22/18		11,321		—
	337,394	USD		6,352,000	MXN		SSG		12/20/17		8,988		—
	112,550	USD		2,118,000	MXN		BNP		12/20/17		3,047		—
	37,754	USD		160,000	MYR		GSC		11/07/17		—		(28	)
	16,899	USD		138,000	NOK		MSC		11/07/17		1		—
	490,653	USD		1,601,000	PEN		DEUT		12/20/17		—		(720	)
	39,746	USD		145,000	PLN		CIBC		11/07/17		—		(88	)
	100,088	USD		365,000	PLN		MSC		11/07/17		—		(185	)
	171,979	USD		628,000	PLN		GSC		11/07/17		—		(545	)
	246,528	USD		14,380,000	RUB		GSC		12/20/17		2,906		—
	164,492	USD		1,374,000	SEK		UBS		11/07/17		307		—
	623,837	USD		5,000,000	SEK		MSC		01/17/18		23,557		—
	33,030	USD		45,000	SGD		CSFB		11/07/17		16		—
	169,564	USD		650,000	TRY		HSBC		12/20/17		769		—
	82,151	USD		1,117,000	ZAR		CIBC		11/07/17		3,247		—
	26,837	USD		378,000	ZAR		GSC		11/07/17		136		—
	181,285	USD		2,392,000	ZAR		BCLY		12/20/17		13,583		—
	149,035	USD		2,140,000	ZAR		GSC		12/20/17		—		(1,000	)
	1,495,000	ZAR		109,867	USD		JPM		11/07/17		—		(4,262	)
	378,000	ZAR		26,703	USD		GSC		12/06/17		—		(142	)
	Total									$	804,725	$	(527,159	)

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

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

196

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
ANZ	Australia and New Zealand Banking Group
BCLY	Barclays
BNP	BNP Paribas Securities Services
BOA	Banc of America Securities LLC
CBK	Citibank NA
CIBC	Canadian Imperial Bank of Commerce
CSFB	Credit Suisse First Boston Corp.
CSI	Credit Suisse International
DEUT	Deutsche Bank Securities, Inc.
GSC	Goldman Sachs & Co.
HSBC	HSBC Bank USA
JPM	JP Morgan Chase & Co.
MLI	Merrill Lynch International
MSC	Morgan Stanley
NAB	National Australia Bank Limited
RBC	RBC Dominion Securities, Inc.
SCB	Standard Chartered Bank
SSG	State Street Global Markets LLC
TDB	Toronto-Dominion Bank
UBS	UBS AG
Currency Abbreviations:
ARS	Argentine Peso
AUD	Australian Dollar
BRL	Brazilian Real
CAD	Canadian Dollar
CHF	Swiss Franc
CNH	Chinese Renminbi
COP	Colombian Peso
DKK	Danish Krone
EGP	Egyptian Pound
EUR	Euro
GBP	British Pound
IDR	Indonesian Rupiah
INR	Indian Rupee
JPY	Japanese Yen
MXN	Mexican Peso
MYR	Malaysian Ringgit
NOK	Norwegian Krone
PEN	Peruvian Sol
PLN	Polish Zloty
RUB	Russian Ruble
SEK	Swedish Krona
SGD	Singapore Dollar
THB	Thai Baht
TRY	Turkish Lira
USD	United States Dollar
UYU	Uruguayan Peso
ZAR	South African Rand

Index Abbreviations:
ABX.HE	Markit Asset Backed Security Home Equity
ABX.HE.PEN	Markit Asset Backed Security Home Equity Penultimate
CDX.EM	Credit Derivatives Emerging Markets
CDX.NA.HY	Credit Derivatives North American High Yield
CDX.NA.IG	Credit Derivatives North American Investment Grade
CMBX.NA	Markit Commercial Mortgage Backed North American
CPURNSA	Consumer Price All Urban Non-Seasonally Adjusted
ITRAXX.XOV	Markit iTraxx Index - Europe Crossover
PrimeX.ARM	Markit PrimeX Adjustable Rate Mortgage Backed Security
CMT	Constant Maturity Treasury
Other Abbreviations:
CDO	Collateralized Debt Obligation
CJSC	Closed Joint Stock Company
CLO	Collateralized Loan Obligation
CMO	Collateralized Mortgage Obligation
EM	Emerging Markets
EURIBOR	Euro Interbank Offered Rate
FHLMC	Federal Home Loan Mortgage Corp.
FNMA	Federal National Mortgage Association
GNMA	Government National Mortgage Association
JSC	Joint Stock Company
LIBOR	London Interbank Offered Rate
MSCI	Morgan Stanley Capital International
OJSC	Open Joint Stock Company
OTC	Over-the-Counter
PAC	Planned Amortization Class
PJSC	Private Joint Stock Company
TBA	To Be Announced
Municipal Abbreviations:
GO	General Obligation

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

197

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total			Level 1(1)			Level 2(1)			Level 3(1)
Assets
Asset & Commercial Mortgage Backed Securities	$	71,710,894		$	—		$	71,710,894		$	—
Corporate Bonds		92,243,687			—			92,243,687			—
Foreign Government Obligations		124,451,503			—			124,451,503			—
Municipal Bonds		10,704,333			—			10,704,333			—
Senior Floating Rate Interests		120,251,705			—			120,251,705			—
U.S. Government Agencies		6,744,150			—			6,744,150			—
U.S. Government Securities		80,220,182			—			80,220,182			—
Common Stocks
Consumer Services		172,766			172,766			—			—
Energy		535,921			38,456			63,436			434,029
Utilities		1			—			—			1
Short-Term Investments		9,337,742			3,408,113			5,929,629			—
Foreign Currency Contracts(2)		804,725			—			804,725			—
Futures Contracts(2)		1,106,443			1,106,443			—			—
Swaps - Credit Default(2)		936,792			—			936,792			—
Swaps - Interest Rate(2)		209,829			—			209,829			—
Total	$	519,430,673		$	4,725,778		$	514,270,865		$	434,030
Liabilities
Foreign Currency Contracts(2)	$	(527,159	)	$	—		$	(527,159	)	$	—
Futures Contracts(2)		(2,403,711	)		(2,403,711	)		—			—
Swaps - Credit Default(2)		(1,804,037	)		—			(1,797,555	)		(6,482	)
Swaps - Interest Rate(2)		(52,906	)		—			(52,906	)		—
TBA Sale Commitments		(20,560,156	)		—			(20,560,156	)		—
Total	$	(25,347,969	)	$	(2,403,711	)	$	(22,937,776	)	$	(6,482	)

⁽¹⁾  For the year ended October 31, 2017, there were no transfers between Level 1 and Level 2, investments valued at $171,048 were transferred from Level 3 to Level 2 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable inputs and and investments valued at $2,234 were transferred from Level 2 to Level 3 due to the unavailability of active market pricing.

⁽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 year ended October 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.

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

198

The Hartford Total Return Bond Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 33.4%
			Asset-Backed - Automobile - 0.6%
	$	341,739	AmeriCredit Automobile Receivables Trust 2.72%, 09/09/2019	$	341,931
		1,840,000	CarMax Auto Owner Trust 2.58%, 11/16/2020		1,843,499
		2,435,000	Credit Acceptance Auto Loan Trust 2.65%, 06/15/2026(1)		2,434,803
			First Investors Auto Owner Trust
		819,565	1.67%, 11/16/2020(1)		819,559
		930,000	2.39%, 11/16/2020(1)		932,144
		2,100,244	Honor Automobile Trust Securitization 2.94%, 11/15/2019(1)		2,106,622
			Santander Drive Auto Receivables Trust
		1,014,516	1.83%, 01/15/2020		1,014,704
		78,993	2.25%, 06/17/2019		79,045
		525,006	2.36%, 04/15/2020		525,556
		4,310,000	Westlake Automobile Receivables Trust 3.28%, 12/15/2022(1)		4,292,619
					14,390,482
			Asset-Backed - Finance & Insurance - 17.8%
		175,000	Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates 5.82%, 11/25/2035(2)		177,850
		4,200,000	AMMC CLO Ltd. 3 mo. USD LIBOR + 1.250%, 2.62%, 07/25/2029(1)(3)		4,235,809
		2,910,000	Anchorage Capital CLO Ltd. 3 mo. USD LIBOR + 1.510%, 2.87%, 01/15/2029(1)(3)		2,952,323
		3,970,000	Apex Credit CLO Ltd. 3 mo. USD LIBOR + 1.470%, 2.84%, 04/24/2029(1)(3)		3,990,942
			Apidos CLO
		2,935,000	3 mo. USD LIBOR + 0.980%, 2.29%, 01/19/2025(1)(3)		2,947,218
		1,445,000	3 mo. USD LIBOR + 1.330%, 2.69%, 01/16/2027(1)(3)		1,452,520
		3,775,000	Atlas Senior Loan Fund Ltd. 3 mo. USD LIBOR + 1.250%, 2.61%, 10/15/2026(1)(3)		3,798,582
			Avery Point CLO Ltd.
		4,375,000	3 mo. USD LIBOR + 1.100%, 2.47%, 04/25/2026(1)(3)		4,388,230
		3,160,000	3 mo. USD LIBOR + 1.120%, 2.47%, 01/18/2025(1)(3)		3,169,708
			Babson CLO Ltd.
		1,030,000	3 mo. USD LIBOR + 1.150%, 2.51%, 07/20/2025(1)(3)		1,033,427
		3,281,000	3 mo. USD LIBOR + 1.320%, 2.68%, 01/15/2026(1)(3)		3,316,149
			Bayview Opportunity Master Fund Trust
		1,439,083	3.11%, 09/28/2032(1)(2)		1,439,811
		5,750,000	3.11%, 10/28/2032(1)(2)		5,750,000
		3,285,625	3.50%, 01/28/2055(1)(3)(4)		3,359,321
		3,894,515	3.50%, 06/28/2057(1)(3)(4)		3,972,832
		7,793,065	3.50%, 07/28/2057(1)(3)(4)		7,971,906
		7,875,000	3.50%, 10/28/2057(1)(3)(4)		8,047,657
		5,232,101	3.50%, 01/28/2058(1)(3)(4)		5,355,024
		2,797,565	4.00%, 11/28/2053(1)(3)(4)		2,904,657
		5,361,437	4.00%, 10/28/2064(1)(3)(4)		5,571,142

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 33.4% - (continued)
			Asset-Backed - Finance & Insurance - 17.8% - (continued)
	$	1,020,000	Benefit Street Partners CLO VI Ltd. 3 mo. USD LIBOR + 0.800%, 2.15%, 10/18/2029(1)(3)	$	1,019,996
			BlueMountain CLO Ltd.
		3,353,000	3 mo. USD LIBOR + 0.930%, 2.29%, 07/20/2026(1)(3)		3,370,506
		6,310,000	3 mo. USD LIBOR + 1.010%, 2.37%, 04/15/2025(1)(3)		6,341,279
		4,580,000	3 mo. USD LIBOR + 1.260%, 2.64%, 04/30/2026(1)(3)		4,643,300
		462,500	Cal Funding Ltd. 3.47%, 10/25/2027(1)		459,919
			Carlyle Global Market Strategies CLO Ltd.
		4,630,000	3 mo. USD LIBOR + 1.470%, 2.84%, 04/27/2027(1)(3)		4,663,762
		2,815,000	3 mo. USD LIBOR + 1.900%, 3.26%, 10/20/2029(1)(3)		2,825,759
		4,030,000	CBAM Ltd. 3 mo. USD LIBOR + 1.230%, 2.60%, 10/17/2029(1)(3)		4,030,000
			Cent CLO Ltd.
		3,985,000	3 mo. USD LIBOR + 1.100%, 2.47%, 01/25/2026(1)(3)		4,001,645
		2,830,000	3 mo. USD LIBOR + 1.210%, 2.58%, 07/27/2026(1)(3)		2,832,745
			CIFC Funding Ltd.
		687,890	3 mo. USD LIBOR + 0.850%, 2.21%, 07/16/2030(1)(3)		687,852
		4,745,000	3 mo. USD LIBOR + 1.050%, 2.40%, 04/18/2025(1)(3)		4,766,414
		4,175,000	3 mo. USD LIBOR + 1.200%, 2.52%, 05/24/2026(1)(3)		4,210,993
		6,175,000	3 mo. USD LIBOR + 1.500%, 2.86%, 07/22/2026(1)(3)		6,206,493
		1,910,000	Covenant Credit Partners CLO Ltd. 3 mo. USD LIBOR + 1.850%, 3.23%, 10/15/2029(1)(3)		1,915,759
			Dryden Senior Loan Fund
		4,675,000	3 mo. USD LIBOR + 1.080%, 2.43%, 04/18/2026(1)(3)		4,687,370
		5,350,000	3 mo. USD LIBOR + 1.210%, 2.56%, 07/18/2030(1)(3)		5,394,887
		3,970,000	3 mo. USD LIBOR + 1.430%, 2.79%, 07/15/2027(1)(3)		4,005,218
		4,796,000	3 mo. USD LIBOR + 1.430%, 2.79%, 10/15/2028(1)(3)		4,858,209
			First Franklin Mortgage Loan Trust
		2,250,478	1 mo. USD LIBOR + 0.240%, 1.48%, 04/25/2036(3)		1,955,731
		1,065,000	1 mo. USD LIBOR + 0.310%, 1.55%, 09/25/2036(3)		944,999
		3,435,000	Flatiron CLO Ltd. 3 mo. USD LIBOR + 1.250%, 2.70%, 05/15/2030(1)(3)		3,466,702
		616,000	GreatAmerica Leasing Receivables Funding LLC 1.72%, 04/22/2019(1)		615,984
		2,910,000	Highbridge Loan Management Ltd. 3 mo. USD LIBOR + 1.450%, 2.76%, 05/05/2027(1)(3)		2,910,314

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

199

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 33.4% - (continued)
			Asset-Backed - Finance & Insurance - 17.8% - (continued)
			KKR CLO Ltd.
	$	5,530,000	3 mo. USD LIBOR + 1.340%, 2.70%, 04/15/2029(1)(3)	$	5,581,025
		4,210,000	3 mo. USD LIBOR + 1.560%, 2.91%, 10/18/2028(1)(3)		4,277,288
			Lendmark Funding Trust
		2,875,000	2.83%, 12/22/2025(1)		2,877,548
		3,575,000	3.26%, 04/21/2025(1)		3,584,382
			Madison Park Funding Ltd.
		2,765,000	3 mo. USD LIBOR + 1.110%, 2.47%, 01/19/2025(1)(3)		2,767,375
		4,825,000	3 mo. USD LIBOR + 1.160%, 2.52%, 07/23/2029(1)(3)		4,850,978
		3,125,000	2.55%, 10/21/2030(1)(3)		3,142,900
		4,525,000	3 mo. USD LIBOR + 1.260%, 2.62%, 07/20/2026(1)(3)		4,576,526
			Magnetite CLO Ltd.
		2,585,000	3 mo. USD LIBOR + 1.300%, 2.66%, 04/15/2026(1)(3)		2,594,469
		3,165,000	3 mo. USD LIBOR + 1.330%, 2.69%, 04/15/2027(1)(3)		3,177,742
			Magnetite Ltd.
		6,210,000	3 mo. USD LIBOR + 1.000%, 2.37%, 07/25/2026(1)(3)		6,244,323
		6,481,000	3 mo. USD LIBOR + 1.400%, 2.72%, 11/15/2028(1)(3)		6,542,569
		3,070,000	3 mo. USD LIBOR + 1.500%, 2.87%, 07/25/2026(1)(3)		3,066,918
		2,700,000	Marlette Funding Trust 2.36%, 12/15/2024(1)		2,698,202
			Nationstar HECM Loan Trust
		1,056,390	1.97%, 05/25/2027(1)		1,055,513
		1,900,694	2.04%, 09/25/2027(1)(3)(4)		1,900,553
		253,637	2.24%, 06/25/2026(1)(3)(4)		254,430
		490,000	2.94%, 05/25/2027(1)		489,853
			NRZ Advance Receivables Trust
		4,895,000	3.11%, 12/15/2050(1)		4,873,203
		4,425,000	3.21%, 02/15/2051(1)		4,410,245
		2,172,397	Oak Hill Advisors Residential Loan Trust 3.00%, 06/25/2057(1)(2)		2,171,996
		1,395,000	Oak Hill Credit Partners Ltd. 3 mo. USD LIBOR + 1.130%, 2.49%, 07/20/2026(1)(3)		1,399,186
			Oaktree EIF Ltd.
		6,265,000	3 mo. USD LIBOR + 1.150%, 2.47%, 11/15/2025(1)(3)		6,295,128
		4,495,000	3 mo. USD LIBOR + 1.550%, 2.87%, 02/15/2026(1)(3)		4,495,868
			OCP CLO Ltd.
		4,015,000	2.20%, 04/17/2027(1)(3)(4)		4,015,000
		6,080,000	3 mo. USD LIBOR + 1.400%, 2.72%, 11/22/2025(1)(3)		6,160,840
			Octagon Investment Partners Ltd.
		2,109,136	3 mo. USD LIBOR + 1.120%, 2.47%, 07/17/2025(1)(3)		2,113,701
		3,020,000	3 mo. USD LIBOR + 1.320%, 2.68%, 03/17/2030(1)(3)		3,067,408
		5,126,884	OHA Credit Partners Ltd. 3 mo. USD LIBOR + 1.120%, 2.48%, 04/20/2025(1)(3)		5,147,197

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 33.4% - (continued)
			Asset-Backed - Finance & Insurance - 17.8% - (continued)
			OneMain Financial Issuance Trust
	$	7,054,000	2.37%, 09/14/2032(1)	$	7,039,000
		7,460,000	4.10%, 03/20/2028(1)		7,573,808
		371,875	OZLM Funding Ltd. 3 mo. USD LIBOR + 0.900%, 2.26%, 07/22/2029(1)(3)		371,855
		4,470,000	OZLM Ltd. 3 mo. USD LIBOR + 1.450%, 2.83%, 04/30/2027(1)(3)		4,491,380
		3,065,000	Prosper Marketplace Issuance Trust 2.36%, 11/15/2023(1)		3,062,248
		2,710,000	SBA Tower Trust 2.90%, 10/15/2044(1)(2)(4)		2,730,939
		3,320,000	Seneca Park CLO Ltd. 3 mo. USD LIBOR + 1.120%, 2.47%, 07/17/2026(1)(3)		3,334,744
		3,420,000	Shackleton CLO 3 mo. USD LIBOR + 1.160%, 2.51%, 07/17/2026(1)(3)		3,444,634
			SoFi Consumer Loan Program LLC
		2,242,435	2.50%, 05/26/2026(1)		2,239,416
		1,107,332	2.77%, 05/25/2026(1)		1,110,276
		2,422,749	3.05%, 12/26/2025(1)		2,442,970
		2,185,510	3.09%, 10/27/2025(1)		2,204,626
		1,877,917	3.28%, 01/26/2026(1)		1,900,774
			Sound Point CLO Ltd.
		3,765,000	3 mo. USD LIBOR + 1.100%, 2.46%, 01/21/2026(1)(3)		3,780,689
		2,100,000	3 mo. USD LIBOR + 1.390%, 2.75%, 01/23/2029(1)(3)		2,109,349
		1,410,000	3 mo. USD LIBOR + 4.600%, 5.96%, 07/15/2025(1)(3)		1,409,334
			Springleaf Funding Trust
		7,215,000	2.68%, 07/15/2030(1)		7,197,688
		3,940,000	2.90%, 11/15/2029(1)		3,967,083
		4,175,000	SPS Servicer Advance Receivables Trust 2.75%, 11/15/2049(1)		4,185,995
		4,090,000	Symphony CLO L.P. 1 mo. USD LIBOR + 1.750%, 2.99%, 01/09/2023(1)(3)		4,089,096
			Symphony CLO Ltd.
		1,898,000	3 mo. USD LIBOR + 1.180%, 2.53%, 10/17/2026(1)(3)		1,914,199
		3,950,000	3 mo. USD LIBOR + 1.280%, 2.64%, 07/14/2026(1)(3)		3,953,666
		2,740,000	Thacher Park CLO Ltd. 3 mo. USD LIBOR + 1.160%, 2.52%, 10/20/2026(1)(3)		2,742,956
			Towd Point Mortgage Trust
		8,643,973	2.75%, 10/25/2056(1)(3)(4)		8,674,170
		2,480,962	2.75%, 04/25/2057(1)(3)(4)		2,493,795
		6,320,316	2.75%, 06/25/2057(1)(3)(4)		6,335,600
		4,501,465	2.75%, 07/25/2057(1)(3)(4)		4,516,965
		4,335,000	Treman Park CLO Ltd. 3 mo. USD LIBOR + 1.370%, 2.73%, 04/20/2027(1)(3)		4,370,460
		2,355,000	Venture CLO Ltd. 3 mo. USD LIBOR + 1.300%, 2.66%, 07/20/2030(1)(3)		2,373,381

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

200

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 33.4% - (continued)
			Asset-Backed - Finance & Insurance - 17.8% - (continued)
	$	6,295,000	Vibrant CLO VI Ltd. 3 mo. USD LIBOR + 1.240%, 2.57%, 06/20/2029(1)(3)	$	6,339,153
		1,841,290	VOLT LX LLC 3.25%, 04/25/2059(1)(2)(4)		1,850,784
		1,601,590	VOLT LXII LLC 3.13%, 09/25/2047(1)(2)(4)		1,601,579
		2,995,000	VOLT LXIII LLC 3.00%, 10/25/2047(1)(2)(4)		2,994,955
			Voya CLO Ltd.
		2,030,000	2.52%, 10/15/2030(5)		2,030,000
		1,500,000	3 mo. USD LIBOR + 1.250%, 2.60%, 04/17/2030(1)(3)		1,505,519
		2,115,000	3 mo. USD LIBOR + 1.330%, 2.68%, 04/18/2026(1)(3)		2,116,112
		1,545,000	3 mo. USD LIBOR + 1.420%, 2.79%, 07/25/2026(1)(3)		1,547,331
		4,220,000	3 mo. USD LIBOR + 1.480%, 2.83%, 04/18/2027(1)(3)		4,254,300
		1,505,000	3 mo. USD LIBOR + 2.100%, 3.45%, 04/18/2027(1)(3)		1,505,977
		4,650,000	York CLO Ltd. 3 mo. USD LIBOR + 1.630%, 2.73%, 01/20/2030(1)(3)		4,689,018
		5,625,000	Zais CLO Ltd. 3 mo. USD LIBOR + 1.530%, 2.89%, 10/15/2028(1)(3)		5,642,955
					402,622,089
			Asset-Backed - Home Equity - 1.8%
			GSAA Home Equity Trust
		28,390	1 mo. USD LIBOR + 0.070%, 1.31%, 12/25/2046(3)		16,859
		3,591,544	1 mo. USD LIBOR + 0.080%, 1.32%, 02/25/2037(3)		2,086,341
		1,088,250	1 mo. USD LIBOR + 0.090%, 1.33%, 12/25/2036(3)		556,852
		1,919,868	1 mo. USD LIBOR + 0.100%, 1.34%, 03/25/2037(3)		1,021,425
		1,636,576	1 mo. USD LIBOR + 0.180%, 1.42%, 11/25/2036(3)		856,469
		1,557,322	5.99%, 06/25/2036(3)(4)		817,652
		130,873	Morgan Stanley Asset-Backed Securities Capital, Inc. Trust 1 mo. USD LIBOR + 0.150%, 1.39%, 06/25/2036(3)		117,922
		1,436,365	Morgan Stanley Mortgage Loan Trust 1 mo. USD LIBOR + 0.170%, 1.41%, 11/25/2036(3)		679,846
			New Residential Mortgage Loan Trust
		7,232,177	1 mo. USD LIBOR + 1.500%, 2.74%, 06/25/2057(1)(3)		7,389,003
		8,734,179	4.00%, 02/25/2057(1)(3)(4)		9,047,211
		7,726,858	4.00%, 08/27/2057(1)(3)(4)		8,021,924
		5,080,000	NRZ Advance Receivables Trust 2.58%, 10/15/2049(1)		5,047,523
		492,616	Renaissance Home Equity Loan Trust 5.91%, 04/25/2037(2)		271,885

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 33.4% - (continued)
			Asset-Backed - Home Equity - 1.8% - (continued)
			Soundview Home Loan Trust
	$	3,500,000	1 mo. USD LIBOR + 0.180%, 1.42%, 07/25/2037(3)		3,007,307
		830,000	1 mo. USD LIBOR + 0.240%, 1.48%, 07/25/2036(3)		668,964
		1,110,000	1 mo. USD LIBOR + 0.250%, 1.49%, 11/25/2036(3)		970,677
					40,577,860
			Collateralized - Mortgage Obligations - 0.1%
		2,645,902	COLT Mortgage Loan Trust 2.61%, 05/27/2047(1)(3)(4)		2,677,632
			Commercial Mortgage - Backed Securities - 5.9%
			Banc of America Commercial Mortgage Trust
		37,392,000	0.76%, 11/15/2050(5)		2,256,630
		1,970,000	3.12%, 09/15/2048(1)(3)(4)		1,259,422
			BBCMS Mortgage Trust
		23,919,267	1.53%, 02/15/2050(3)(4)(6)		2,631,406
		7,661,000	1 mo. USD LIBOR + 0.850%, 2.09%, 08/15/2036(1)(3)		7,669,448
		4,207,000	3.67%, 02/15/2050		4,399,362
		510,000	Bear Stearns Commercial Mortgage Securities Trust 5.11%, 10/12/2042(3)(4)		464,130
			CFCRE Commercial Mortgage Trust
		1,060,000	3.57%, 06/15/2050		1,092,937
		1,395,000	3.84%, 12/10/2054		1,469,485
			Citigroup Commercial Mortgage Trust
		14,343,490	1.05%, 07/10/2047(3)(4)(6)		778,044
		16,190,920	1.16%, 04/10/2048(3)(4)(6)		962,411
		687,000	2.77%, 12/10/2045		694,487
		300,000	2.94%, 04/10/2048		300,213
		720,000	3.11%, 04/10/2048(1)		535,731
		570,000	3.33%, 06/10/2046		591,576
		825,000	3.62%, 02/10/2049		859,878
		1,045,000	3.76%, 06/10/2048		1,101,489
		795,000	3.82%, 11/10/2048		840,281
		415,000	4.40%, 03/10/2047(1)(3)(4)		312,433
		305,000	4.90%, 03/10/2047(1)(3)(4)		277,332
			Commercial Mortgage Pass-Through Certificates
		5,912,416	0.81%, 02/10/2047(3)(4)(6)		164,233
		360,000	4.24%, 02/10/2047(3)(4)		388,844
		1,825,000	4.75%, 10/15/2045(1)(3)(4)		1,177,709
			Commercial Mortgage Trust
		4,401,436	0.89%, 08/10/2046(3)(4)(6)		135,691
		2,841,481	1.96%, 07/10/2046(1)(3)(4)(6)		119,130
		945,249	2.85%, 10/15/2045		957,541
		525,000	3.10%, 03/10/2046		538,003
		1,025,000	3.21%, 03/10/2046		1,053,837
		1,270,000	3.35%, 02/10/2048		1,301,819
		3,050,000	3.42%, 03/10/2031(1)		3,176,856
		905,000	3.61%, 06/10/2046(3)(4)		951,472
		455,000	3.62%, 07/10/2050		473,747
		1,425,000	3.69%, 08/10/2047		1,492,010
		1,690,000	3.77%, 02/10/2049		1,776,989

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

201

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 33.4% - (continued)
			Commercial Mortgage - Backed Securities - 5.9% - (continued)
	$	900,000	3.80%, 08/10/2047	$	948,704
		1,350,000	3.83%, 07/15/2047		1,427,433
		740,000	3.90%, 07/10/2050		784,226
		650,125	3.96%, 03/10/2047		690,755
		860,000	4.02%, 07/10/2045		917,048
		420,000	4.07%, 02/10/2047(3)(4)		449,594
		390,000	4.21%, 08/10/2046		420,506
		660,000	4.21%, 08/10/2046(3)(4)		712,231
		595,000	4.23%, 07/10/2045(3)(4)		644,093
		805,000	4.58%, 10/15/2045(1)(3)(4)		368,569
		658,832	Credit Suisse First Boston Mortgage Securities Corp. 4.88%, 04/15/2037		650,556
			CSAIL Commercial Mortgage Trust
		43,473,896	0.86%, 06/15/2057(3)(4)(6)		2,003,060
		1,500,953	0.94%, 04/15/2050(3)(4)(6)		74,464
		5,885,354	1.05%, 11/15/2048(3)(4)(6)		334,604
		10,396,477	1.81%, 01/15/2049(3)(4)(6)		1,110,828
		490,022	3.45%, 08/15/2048		506,141
		670,000	3.50%, 11/15/2049		693,078
		430,000	3.54%, 11/15/2048		446,794
		2,637,000	3.72%, 08/15/2048		2,771,076
		74,000	3.76%, 11/15/2048		77,811
		1,765,000	3.81%, 11/15/2048		1,861,667
		3,343,370	DBUBS Mortgage Trust 0.74%, 11/10/2046(1)(3)(4)(6)		57,249
		1,675,282	Four Times Square Trust Commercial Mortgage Pass-Through Certificates 5.40%, 12/13/2028(1)		1,813,732
			FREMF Mortgage Trust
		2,495,000	3.00%, 10/25/2047(1)(3)(4)		2,513,365
		1,830,000	3.65%, 09/25/2024(5)		1,851,982
		2,206,000	3.84%, 07/25/2049(1)(3)(4)		2,250,686
		3,605,000	3.88%, 02/25/2024(1)(3)(4)		3,643,946
		1,235,000	3.94%, 09/25/2049(1)(3)(4)		1,244,476
		2,530,000	3.97%, 07/25/2049(1)(3)(4)		2,579,823
		1,335,000	3.98%, 08/25/2027(1)(3)(4)		1,346,617
		1,045,000	3.98%, 03/25/2027(1)(3)(4)		1,068,625
		1,999,000	4.03%, 07/25/2027(1)(3)(4)		2,001,227
		2,255,000	4.07%, 05/25/2027(1)(3)(4)		2,319,903
		2,710,000	5.28%, 09/25/2043(1)(3)(4)		2,891,758
		321,313	GE Business Loan Trust 1 mo. LIBOR + 1.000%, 2.24%, 05/15/2034(1)(3)		298,636
			GS Mortgage Securities Corp.
		2,010,000	2.95%, 11/05/2034(1)		2,026,495
		935,000	3.38%, 05/10/2050		962,243
			GS Mortgage Securities Trust
		24,491,599	0.17%, 07/10/2046(3)(4)(6)		116,558
		3,252,238	1.35%, 08/10/2044(1)(3)(4)(6)		132,865
		695,000	3.67%, 04/10/2047(1)		255,781
		450,000	4.07%, 01/10/2047		482,000
		1,310,000	4.86%, 04/10/2047(1)(3)(4)		931,675
			JP Morgan Chase Commercial Mortgage Securities Trust
		1,325,000	2.73%, 10/15/2045(1)(3)(4)		576,786
		3,239,493	1 mo. LIBOR + 1.500%, 2.74%, 02/12/2051(3)		3,185,934
		137,293	2.84%, 12/15/2047		139,246

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 33.4% - (continued)
			Commercial Mortgage - Backed Securities - 5.9% - (continued)
	$	1,242,463	3.91%, 05/05/2030(1)	$	1,291,424
		730,000	4.37%, 12/15/2047(1)(3)(4)		579,413
		1,160,000	5.41%, 08/15/2046(1)(3)(4)		1,171,364
		79,417	5.72%, 02/15/2051		79,325
			JPMBB Commercial Mortgage Securities Trust
		15,026,407	0.83%, 09/15/2047(3)(4)(6)		472,815
		5,039,677	0.93%, 05/15/2048(3)(4)(6)		181,754
		520,061	3.61%, 05/15/2048		541,480
		860,000	3.74%, 10/15/2048(1)(3)(4)		662,175
		487,414	LB-UBS Commercial Mortgage Trust 6.14%, 04/15/2041(3)		490,537
		22,097	Lehman Brothers Small Balance Commercial Mortgage Trust 5.52%, 09/25/2030(1)(3)(4)		21,993
			Morgan Stanley Bank of America Merrill Lynch Trust
		4,376,999	1.11%, 10/15/2048(3)(4)(6)		282,567
		9,496,411	1.13%, 12/15/2047(3)(4)(6)		465,607
		640,000	2.92%, 02/15/2046		651,155
		1,005,000	3.13%, 12/15/2048		1,033,856
		880,000	3.18%, 08/15/2045		904,018
		650,000	3.73%, 05/15/2048		684,131
		730,173	4.26%, 10/15/2046(3)(4)		789,014
		775,000	4.50%, 08/15/2045(1)		554,059
			Morgan Stanley Capital Trust
		15,465,044	0.42%, 09/15/2047(1)(3)(4)(6)		149,853
		7,248,567	1.46%, 06/15/2050(3)(4)(6)		700,773
		495,000	2.78%, 08/15/2049		484,732
		500,000	3.34%, 12/15/2049		511,195
		2,605,000	3.47%, 08/11/2033(1)		2,689,904
		330,000	3.53%, 06/15/2050		342,115
		670,000	3.60%, 12/15/2049		697,479
		885,000	5.16%, 07/15/2049(1)(3)(4)		769,722
		425,000	5.33%, 10/12/2052(1)(3)(4)		191,584
		705,000	SFAVE Commercial Mortgage Securities Trust 3.87%, 01/05/2043(1)(3)(4)		707,682
		5,947,915	UBS Commercial Mortgage Trust 1.16%, 08/15/2050(3)(4)(6)		491,070
			UBS-Barclays Commercial Mortgage Trust
		1,200,000	3.09%, 08/10/2049		1,231,970
		910,000	3.19%, 03/10/2046		934,886
		1,005,120	3.24%, 04/10/2046		1,034,841
			Wells Fargo Commercial Mortgage Trust
		12,833,426	1.18%, 05/15/2048(3)(4)(6)		753,181
		914,312	2.92%, 10/15/2045		930,101
		380,000	2.92%, 11/15/2049		377,122
		295,000	2.94%, 10/15/2049		292,768
		10,000	3.17%, 02/15/2048		10,166
		645,000	3.29%, 05/15/2048		661,742
		810,000	3.41%, 12/15/2047		836,423
		605,000	3.41%, 09/15/2058		625,064
		690,000	3.45%, 07/15/2050		712,663
		625,000	3.56%, 01/15/2059		650,851
		1,040,000	3.62%, 09/15/2057		1,086,770
		93,000	3.64%, 03/15/2050		97,427
		760,000	3.64%, 06/15/2048		796,407

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

202

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 33.4% - (continued)
			Commercial Mortgage - Backed Securities - 5.9% - (continued)
	$	655,000	3.79%, 09/15/2048	$	690,024
		255,000	4.10%, 05/15/2048(3)(4)		226,184
			WF-RBS Commercial Mortgage Trust
		2,185,601	2.05%, 03/15/2047(3)(4)(6)		114,279
		870,000	2.87%, 11/15/2045		882,788
		1,170,000	2.88%, 12/15/2045		1,186,358
		1,545,000	3.02%, 11/15/2047(1)		665,889
		305,000	3.07%, 03/15/2045		312,105
		350,000	3.35%, 05/15/2045		355,143
		805,000	3.61%, 11/15/2047		838,206
		740,000	3.72%, 05/15/2047		779,346
		660,281	4.00%, 05/15/2047		705,396
		225,000	4.05%, 03/15/2047		240,845
		745,125	4.10%, 03/15/2047		799,375
		345,000	5.00%, 06/15/2044(1)(3)(4)		248,478
		960,000	5.58%, 04/15/2045(1)(3)(4)		950,634
					133,409,650
			Whole Loan Collateral CMO - 7.2%
		299,749	Adjustable Rate Mortgage Trust 1 mo. USD LIBOR + 0.540%, 1.78%, 11/25/2035(3)		297,587
			Alternative Loan Trust
		2,178,276	1 mo. USD LIBOR + 0.270%, 1.51%, 01/25/2036(3)		2,064,822
		596,587	1 mo. USD LIBOR + 0.320%, 1.56%, 11/25/2035(3)		511,857
		1,527,119	12 mo. MTA + 1.350%, 2.29%, 08/25/2035(3)		1,348,870
		412,529	5.75%, 05/25/2036		329,105
		289,554	6.00%, 05/25/2036		240,632
		199,522	6.00%, 12/25/2036		139,936
			Angel Oak Mortgage Trust LLC
		2,905,281	2.48%, 07/25/2047(1)(3)(4)		2,893,169
		916,345	2.81%, 01/25/2047(1)(3)(4)		914,496
			Banc of America Funding Trust
		845,418	1 mo. USD LIBOR + 0.300%, 1.54%, 05/20/2047(3)		763,395
		2,421,537	5.77%, 05/25/2037(3)(4)		2,427,296
		90,949	5.85%, 01/25/2037(2)(4)		83,416
			Bear Stearns Adjustable Rate Mortgage Trust
		857,756	1 year CMT + 2.300%, 3.52%, 10/25/2035(3)		864,234
		479,225	3.53%, 02/25/2036(3)(4)		447,789
		2,482,611	Bear Stearns Alt-A Trust 1 mo. USD LIBOR + 0.500%, 1.74%, 01/25/2036(3)		2,520,499
		730,025	Bear Stearns Mortgage Funding Trust 1 mo. USD LIBOR + 0.180%, 1.42%, 10/25/2036(3)		713,724
		718,656	Chase Mortgage Finance Trust 3.29%, 12/25/2035(3)(4)		699,798
			CHL Mortgage Pass-Through Trust
		740,329	1 mo. USD LIBOR + 0.680%, 1.92%, 03/25/2035(3)		683,337
		963,196	3.20%, 11/20/2035(3)(4)		874,202
		374,130	3.39%, 06/20/2035(3)(4)		376,365
		1,610,198	3.50%, 09/25/2047(3)(4)		1,504,148
		688,628	3.61%, 04/20/2036(3)(4)		544,238

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 33.4% - (continued)
			Whole Loan Collateral CMO - 7.2% - (continued)
	$	7,520,671	CIM Trust 3.00%, 04/25/2057(1)(3)(4)	$	7,572,641
		7,248,419	COLT Mortgage Loan Trust 2.42%, 10/25/2047(1)(3)(4)		7,260,212
		1,132,493	Credit Suisse First Boston Mortgage Securities Corp. 5.50%, 06/25/2035		1,112,845
		2,512,264	CSMC Trust 3.25%, 04/25/2047(1)(3)(4)		2,517,399
			Deephaven Residential Mortgage Trust
		2,356,115	2.45%, 06/25/2047(1)(3)(4)		2,343,336
		1,530,554	2.73%, 12/26/2046(1)(3)(4)		1,531,506
		206,135	DSLA Mortgage Loan Trust 1 mo. USD LIBOR + 0.360%, 1.60%, 01/19/2045(3)		194,450
			Fannie Mae Connecticut Avenue Securities
		1,620,000	1 mo. USD LIBOR + 3.550%, 4.79%, 07/25/2029(3)		1,723,825
		3,190,143	1 mo. USD LIBOR + 4.350%, 5.59%, 05/25/2029(3)		3,490,848
		1,433,965	1 mo. USD LIBOR + 4.900%, 6.14%, 11/25/2024(3)		1,628,530
			GMACM Mortgage Loan Trust
		607,530	3.69%, 09/19/2035(3)(4)		594,964
		120,224	3.86%, 04/19/2036(3)(4)		113,084
			GSR Mortgage Loan Trust
		3,120,227	1 mo. USD LIBOR + 0.300%, 1.54%, 01/25/2037(3)		2,173,534
		2,174,582	3.42%, 01/25/2036(3)(4)		2,173,257
		220,403	3.59%, 10/25/2035(3)(4)		193,529
			HarborView Mortgage Loan Trust
		970,809	1 mo. USD LIBOR + 0.190%, 1.43%, 01/19/2038(3)		912,350
		1,949,168	1 mo. USD LIBOR + 0.240%, 1.48%, 12/19/2036(3)		1,708,249
			IndyMac Index Mortgage Loan Trust
		627,349	3.26%, 01/25/2036(3)(4)		622,216
		636,710	3.30%, 03/25/2036(3)(4)		589,820
		1,392,103	3.60%, 04/25/2037(3)(4)		1,091,114
			JP Morgan Mortgage Trust
		517,225	3.34%, 05/25/2036(3)(4)		512,146
		186,067	3.58%, 04/25/2037(3)(4)		181,564
		674,140	3.58%, 09/25/2035(3)(4)		678,628
		740,367	Lehman XS Trust 1 mo. USD LIBOR + 0.210%, 1.45%, 07/25/2046(3)		704,010
			LSTAR Securities Investment Ltd.
		9,279,504	0.00%, 10/01/2022(1)(3)(4)(7)		9,279,560
		2,764,233	1 mo. USD LIBOR + 1.750%, 0.03%, 09/01/2022(1)(3)(7)		2,763,249
		2,171,518	1 mo. USD LIBOR + 2.000%, 3.24%, 11/01/2021(1)(3)		2,172,192
			LSTAR Securities Investment Trust
		3,171,239	1 mo. USD LIBOR + 2.000%, 3.24%, 02/01/2022(1)(3)		3,162,163
		917,780	1 mo. USD LIBOR + 2.000%, 3.24%, 04/01/2022(1)(3)		917,827

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

203

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 33.4% - (continued)
			Whole Loan Collateral CMO - 7.2% - (continued)
	$	3,262,885	Luminent Mortgage Trust 1 mo. USD LIBOR + 0.190%, 1.43%, 05/25/2046(3)	$	2,948,840
		1,837,291	MFA Trust 2.59%, 02/25/2057(1)(3)(4)		1,825,741
		5,576,965	Mill City Mortgage Loan Trust 2.75%, 02/25/2058(1)(3)(4)		5,588,759
		743,339	Morgan Stanley Mortgage Loan Trust 3.49%, 05/25/2036(3)(4)		587,904
		6,928,000	Mortgage Repurchase Agreement Financing Trust 1 mo. USD LIBOR + 1.170%, 2.41%, 06/10/2019(1)(3)		6,927,938
			New Residential Mortgage Loan Trust
		4,388,557	3.75%, 11/26/2035(1)(3)(4)		4,518,599
		4,168,213	3.75%, 11/25/2056(1)(3)(4)		4,283,753
		8,737,153	4.00%, 03/25/2057(1)(3)(4)		9,052,381
		6,957,778	4.00%, 04/25/2057(1)(3)(4)		7,198,060
		5,985,722	4.00%, 05/25/2057(1)(3)(4)		6,204,534
		1,518,267	RBSGC Mortgage Loan Trust 6.25%, 01/25/2037		1,476,593
			Residential Accredit Loans, Inc.
		1,673,152	1 mo. USD LIBOR + 0.300%, 1.54%, 04/25/2036(3)		1,537,991
		1,889,146	2.31%, 11/25/2037(3)(4)		1,639,784
		1,411,900	6.00%, 12/25/2035		1,371,519
		956,295	Residential Asset Securitization Trust 5.50%, 06/25/2035		873,669
		664,792	Residential Funding Mortgage Securities, Inc. 3.63%, 08/25/2035(3)(4)		530,354
		265,068	Sequoia Mortgage Trust 3.53%, 07/20/2037(3)(4)		255,547
		763,430	TBW Mortgage-Backed Trust 6.00%, 07/25/2036		585,253
			Towd Point Mortgage Trust
		7,145,000	1 mo. USD LIBOR + 0.600%, 1.84%, 02/25/2057(1)(3)		7,144,528
		3,857,200	2.25%, 04/25/2056(1)(3)(4)		3,832,855
		1,341,718	2.75%, 04/25/2055(1)(3)(4)		1,347,942
		3,093,493	2.75%, 08/25/2055(1)(3)(4)		3,102,878
		454,929	3.00%, 03/25/2054(1)(3)(4)		458,820
			WaMu Mortgage Pass-Through Certificates Trust
		674,114	12 mo. MTA + 0.880%, 1.82%, 10/25/2046(3)		603,834
		526,828	12 mo. MTA + 0.980%, 1.92%, 07/25/2046(3)		500,672
		1,372,616	3.08%, 06/25/2037(3)(4)		1,293,875
			Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
		789,079	12 mo. MTA + 0.830%, 1.77%, 11/25/2046(3)		675,270
		1,481,173	1 mo. USD LIBOR + 0.600%, 1.84%, 07/25/2036(3)		1,052,328
			Wells Fargo Commercial Mortgage Trust
		30,201,152	1.17%, 09/15/2057(3)(4)(6)		1,710,255
		1,770,000	2.88%, 05/15/2048(1)(3)(4)		1,128,045
		675,000	3.84%, 09/15/2058		716,137

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 33.4% - (continued)
			Whole Loan Collateral CMO - 7.2% - (continued)
	$	484,036	Wells Fargo Mortgage Backed Securities Trust 3.52%, 09/25/2036(3)(4)	$	478,887
					162,615,508
			Total Asset & Commercial Mortgage Backed Securities (cost $750,629,192)	$	756,293,221
CORPORATE BONDS - 24.4%
			Aerospace/Defense - 0.1%
	$	65,000	DAE Funding LLC 4.50%, 08/01/2022(1)	$	65,894
		70,000	5.00%, 08/01/2024(1)		71,487
		1,832,000	Lockheed Martin Corp. 4.09%, 09/15/2052		1,861,428
					1,998,809
			Agriculture - 0.7%
		740,000	Altria Group, Inc. 3.88%, 09/16/2046		723,913
		2,250,000	BAT Capital Corp. 2.30%, 08/14/2020(1)		2,250,811
		2,250,000	4.39%, 08/15/2037(1)		2,311,289
		1,680,000	BAT International Finance plc 2.75%, 06/15/2020(1)		1,699,506
		1,345,000	Imperial Brands Finance plc 2.05%, 07/20/2018(1)		1,345,369
		760,000	2.95%, 07/21/2020(1)		770,518
		1,855,000	3.75%, 07/21/2022(1)		1,927,402
		3,280,000	Philip Morris International, Inc. 3.13%, 08/17/2027		3,278,757
		1,935,000	Reynolds American, Inc. 3.25%, 06/12/2020		1,984,091
					16,291,656
			Airlines - 0.1%
		2,810,000	Delta Air Lines, Inc. 3.63%, 03/15/2022		2,887,594
			Auto Manufacturers - 0.6%
	CAD	325,000	Daimler Canada Finance, Inc. 2.27%, 03/26/2018		252,639
	$	1,625,000	Ford Motor Co. 5.29%, 12/08/2046		1,721,523
		2,070,000	General Motors Co. 5.40%, 04/01/2048		2,190,241
		1,250,000	6.25%, 10/02/2043		1,442,832
		1,380,000	6.75%, 04/01/2046		1,688,826
		1,585,000	General Motors Financial Co., Inc. 3.70%, 05/09/2023		1,624,450
		1,255,000	3.95%, 04/13/2024		1,293,542
	AUD	120,000	Toyota Finance Australia Ltd. 3.57%, 12/20/2017(8)		91,991
		780,000	Toyota Motor Credit Corp. 3.67%, 11/20/2017(8)		597,404
		560,000	Toyota Motor Finance Netherlands B.V. 3.74%, 01/24/2018(8)		430,053

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

204

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.4% - (continued)
			Auto Manufacturers - 0.6% - (continued)
	CAD	2,010,000	VW Credit Canada, Inc. 2.45%, 11/14/2017	$	1,558,362
					12,891,863
			Auto Parts & Equipment - 0.1%
	$	230,000	Adient Global Holdings Ltd. 4.88%, 08/15/2026(1)		236,613
		2,375,000	Lear Corp. 3.80%, 09/15/2027		2,382,984
					2,619,597
			Beverages - 0.7%
	CAD	1,250,000	Anheuser-Busch InBev Finance, Inc. 2.38%, 01/25/2018(1)		970,700
	$	4,225,000	3.30%, 02/01/2023		4,348,990
		40,000	3.65%, 02/01/2026		41,275
		2,905,000	4.70%, 02/01/2036		3,180,566
		2,670,000	4.90%, 02/01/2046		3,002,708
		1,445,000	Anheuser-Busch InBev Worldwide, Inc. 3.75%, 07/15/2042		1,389,909
			Constellation Brands, Inc.
		2,180,000	2.65%, 11/07/2022		2,170,888
		325,000	2.70%, 05/09/2022		325,877
		210,000	4.50%, 05/09/2047		223,900
					15,654,813
			Biotechnology - 0.2%
		1,490,000	Amgen, Inc. 2.65%, 05/11/2022		1,491,973
		755,000	Celgene Corp. 4.63%, 05/15/2044		780,276
			Gilead Sciences, Inc.
		530,000	2.50%, 09/01/2023		527,426
		675,000	3.25%, 09/01/2022		698,521
					3,498,196
			Chemicals - 0.2%
			Methanex Corp.
		1,950,000	4.25%, 12/01/2024		1,974,984
		825,000	5.65%, 12/01/2044		844,092
		755,000	Sherwin-Williams Co. 3.13%, 06/01/2024		764,068
		85,000	Versum Materials, Inc. 5.50%, 09/30/2024(1)		90,525
					3,673,669
			Commercial Banks - 8.5%
			Banco Bilbao Vizcaya Argentaria S.A.
	EUR	800,000	5 year EUR Swap + 9.177%, 8.88%, 04/14/2021(3)(8)(9)		1,118,256
	$	2,800,000	5 year USD Swap + 8.262%, 9.00%, 05/09/2018(3)(8)(9)		2,895,312
	EUR	2,400,000	Banco de Sabadell S.A. 5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(3)(8)(9)		2,930,333
	$	3,200,000	Banco Santander S.A. 3.80%, 02/23/2028		3,198,140
			Bank of America Corp.
		900,000	3 mo. USD LIBOR + 1.070%, 2.39%, 03/22/2018(3)		903,076
		1,930,000	2.50%, 10/21/2022		1,907,681

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.4% - (continued)
			Commercial Banks - 8.5% - (continued)
	$	5,250,000	3 mo. USD LIBOR + 1.160%, 3.12%, 01/20/2023(3)	$	5,330,371
		5,285,000	3 mo. USD LIBOR + 1.512%, 3.71%, 04/24/2028(3)		5,403,376
		2,040,000	4.00%, 01/22/2025		2,112,795
		2,945,000	4.20%, 08/26/2024		3,109,954
		2,235,000	7.75%, 05/14/2038		3,297,383
	EUR	800,000	Bank of Ireland 5 year EUR Swap + 6.956%, 7.38%, 06/18/2020(3)(8)(9)		1,055,587
	$	4,740,000	Barclays Bank plc 6.05%, 12/04/2017(1)		4,757,965
		1,025,000	Barclays plc 5 year USD Swap + 6.772%, 7.88%, 03/15/2022(3)(8)(9)		1,143,002
			BNP Paribas S.A.
		925,000	2.95%, 05/23/2022(1)		934,882
		2,265,000	5 year USD Swap + 6.314%, 7.63%, 03/30/2021(1)(3)(9)		2,539,631
		1,090,000	BPCE S.A. 3.00%, 05/22/2022(1)		1,095,139
	EUR	600,000	Caixa Geral de Depositos S.A. 5 year EUR Swap + 10.925%, 10.75%, 03/30/2022(3)(8)(9)		803,746
		1,000,000	CaixaBank S.A. 5 year EUR Swap + 6.498%, 6.75%, 06/13/2024(3)(8)(9)		1,285,703
			Citigroup, Inc.
		130,000	1.75%, 01/29/2018(8)		152,185
	$	1,255,000	1.85%, 11/24/2017		1,255,169
		2,680,000	3 mo. USD LIBOR + 1.100%, 2.41%, 05/17/2024(3)		2,705,460
		1,890,000	2.70%, 03/30/2021		1,906,549
		1,205,000	2.70%, 10/27/2022		1,198,729
		535,000	3.20%, 10/21/2026		528,497
		1,010,000	3.52%, 10/27/2028(3)(4)		1,007,194
		1,590,000	4.30%, 11/20/2026		1,664,439
		3,815,000	4.45%, 09/29/2027		4,025,830
		414,000	4.65%, 07/30/2045		459,972
		3,200,000	Credit Agricole S.A. 5 year USD Swap + 6.185%, 8.13%, 12/23/2025(1)(3)(9)		3,851,757
		5,565,000	Credit Suisse Group AG 5 year USD Swap + 3.455%, 6.25%, 12/18/2024(1)(3)(9)		6,086,719
		2,785,000	Deutsche Bank AG 2.70%, 07/13/2020		2,794,824
			Goldman Sachs Group, Inc.
		460,000	2.00%, 04/25/2019		459,724
		3,040,000	2.35%, 11/15/2021		3,011,005
		1,725,000	2.38%, 01/22/2018		1,728,015
		360,000	3 mo. USD LIBOR + 1.160%, 2.52%, 04/23/2020(3)		366,259
		560,000	2.60%, 04/23/2020		564,062
		1,695,000	2.75%, 09/15/2020		1,713,244
		2,045,000	2.88%, 02/25/2021		2,071,356
		1,660,000	2.88%, 10/31/2022(3)(4)		1,661,046
		2,720,000	3 mo. USD LIBOR + 0.990%, 2.91%, 07/24/2023(3)		2,708,139
	CAD	375,000	3.38%, 02/01/2018		291,977

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

205

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.4% - (continued)
			Commercial Banks - 8.5% - (continued)
	$	2,520,000	3 mo. USD LIBOR + 1.510%, 3.69%, 06/05/2028(3)	$	2,539,294
		425,000	5.15%, 05/22/2045		484,016
	AUD	550,000	5.25%, 11/29/2017(8)		422,022
	$	2,696,000	6.00%, 06/15/2020		2,948,043
		1,410,000	6.25%, 02/01/2041		1,865,898
		2,415,000	6.75%, 10/01/2037		3,188,303
			HSBC Holdings plc
		1,125,000	2.95%, 05/25/2021		1,144,378
		1,360,000	3.40%, 03/08/2021		1,401,582
		1,125,000	3.60%, 05/25/2023		1,171,107
		2,670,000	4.25%, 08/18/2025		2,785,420
		2,400,000	5 year USD ICE Swap + 3.746%, 6.00%, 05/22/2027(3)(9)		2,550,000
			Intesa Sanpaolo S.p.A.
		2,425,000	5 year USD Swap + 5.462%, 7.70%, 09/17/2025(1)(3)(9)		2,649,312
	EUR	325,000	5 year EUR Swap + 7.192%, 7.75%, 01/11/2027(3)(8)(9)		459,694
			JP Morgan Chase & Co.
	$	1,110,000	2.30%, 08/15/2021		1,105,372
		5,745,000	2.40%, 06/07/2021		5,754,780
		1,275,000	2.55%, 10/29/2020		1,287,197
		2,190,000	2.70%, 05/18/2023		2,186,166
		3,765,000	3 mo. USD LIBOR + 1.155%, 3.22%, 03/01/2025(3)		3,804,353
		1,155,000	4.25%, 10/01/2027		1,220,477
		802,000	6.00%, 01/15/2018		809,186
			Morgan Stanley
		1,110,000	3 mo. USD LIBOR + 0.850%, 2.22%, 01/24/2019(3)		1,117,250
		3,945,000	2.50%, 04/21/2021		3,953,660
		1,030,000	2.63%, 11/17/2021		1,031,487
		3,540,000	2.75%, 05/19/2022		3,548,827
		825,000	3.13%, 07/27/2026		813,016
		5,300,000	3 mo. USD LIBOR + 1.340%, 3.59%, 07/22/2028(3)		5,335,033
		635,000	3.63%, 01/20/2027		646,594
		1,665,000	3.95%, 04/23/2027		1,698,133
		2,710,000	4.00%, 07/23/2025		2,853,860
		230,000	4.35%, 09/08/2026		241,092
		4,555,000	Royal Bank of Canada 2.15%, 10/26/2020		4,552,712
			Royal Bank of Scotland Group plc
		520,000	5 year USD Swap + 5.720%, 8.00%, 08/10/2025(3)(9)		594,464
		745,000	5 year USD Swap + 7.598%, 8.63%, 08/15/2021(3)(9)		843,638
		3,120,000	Santander Holdings USA, Inc. 3.70%, 03/28/2022(1)		3,192,339
	GBP	555,000	Santander UK Group Holdings plc 5 year GBP Swap + 5.543%, 7.38%, 06/24/2022(3)(8)(9)		806,220
			Societe Generale S.A.
	$	2,225,000	5 year USD Swap + 6.238%, 7.38%, 09/13/2021(1)(3)(9)		2,453,062
		3,040,000	5 year USD Swap + 6.394%, 8.25%, 11/29/2018(3)(8)(9)		3,218,600
			UBS Group AG
	EUR	800,000	5 year EUR Swap + 5.287%, 5.75%, 02/19/2022(3)(8)(9)		1,083,888

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.4% - (continued)
			Commercial Banks - 8.5% - (continued)
	$	1,875,000	5 year USD ICE Swap + 5.497%, 6.88%, 03/22/2021(3)(8)(9)	$	2,043,750
		2,765,000	5 year USD Swap + 5.464%, 7.13%, 02/19/2020(3)(8)(9)		2,979,287
		2,550,000	UBS Group Funding Switzerland AG 2.65%, 02/01/2022(1)		2,541,964
			UniCredit S.p.A.
	EUR	525,000	5 year EUR Swap + 6.387%, 6.63%, 06/03/2023(3)(8)(9)		677,265
	$	620,000	5 year USD Swap + 5.180%, 8.00%, 06/03/2024(3)(8)(9)		686,325
			Wells Fargo & Co.
		3,175,000	2.63%, 07/22/2022		3,170,240
		1,190,000	3.00%, 04/22/2026		1,164,956
		955,000	3.00%, 10/23/2026		935,792
		4,340,000	3.07%, 01/24/2023		4,398,060
		3,885,000	3 mo. USD LIBOR + 1.310%, 3.58%, 05/22/2028(3)		3,922,036
		1,310,000	4.40%, 06/14/2046		1,351,997
		2,445,000	4.90%, 11/17/2045		2,713,549
		710,000	5.61%, 01/15/2044		859,534
					193,239,713
			Commercial Services - 0.3%
		5,304,000	Acwa Power Management And Investments One Ltd. 5.95%, 12/15/2039(1)		5,490,064
			Ashtead Capital, Inc.
		210,000	4.13%, 08/15/2025(1)		211,575
		230,000	4.38%, 08/15/2027(1)		232,875
		525,000	Cardtronics, Inc. 5.13%, 08/01/2022		535,500
			United Rentals North America, Inc.
		425,000	4.63%, 07/15/2023		443,063
		265,000	5.50%, 07/15/2025		284,378
					7,197,455
			Construction Materials - 0.1%
		451,000	Eagle Materials, Inc. 4.50%, 08/01/2026		470,167
			Standard Industries, Inc.
		255,000	5.38%, 11/15/2024(1)		269,000
		695,000	6.00%, 10/15/2025(1)		751,469
					1,490,636
			Diversified Financial Services - 0.2%
		1,905,000	Cboe Global Markets, Inc. 3.65%, 01/12/2027		1,947,358
		1,555,000	Intercontinental Exchange, Inc. 2.75%, 12/01/2020		1,586,627
			Navient Corp.
		100,000	5.88%, 03/25/2021		105,125
		275,000	6.63%, 07/26/2021		294,594
		395,000	7.25%, 01/25/2022		428,575
		180,000	7.25%, 09/25/2023		194,963
					4,557,242
			Electric - 1.0%
			AES Corp.
		585,000	4.88%, 05/15/2023		598,162
		275,000	5.50%, 03/15/2024		287,375

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

206

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.4% - (continued)
			Electric - 1.0% - (continued)
	$	1,260,000	DTE Energy Co. 1.50%, 10/01/2019	$	1,244,769
		1,145,000	Duke Energy Carolinas LLC 4.25%, 12/15/2041		1,246,669
		2,960,000	Duke Energy Corp. 3.75%, 09/01/2046		2,877,056
		1,710,000	Duke Energy Florida LLC 3.40%, 10/01/2046		1,627,493
		1,435,000	Duke Energy Progress LLC 4.38%, 03/30/2044		1,589,149
			Emera U.S. Finance L.P.
		320,000	2.70%, 06/15/2021		321,453
		355,000	4.75%, 06/15/2046		385,014
			Exelon Corp.
		370,000	2.45%, 04/15/2021		370,241
		1,880,000	2.85%, 06/15/2020		1,912,760
			FirstEnergy Corp.
		2,125,000	3.90%, 07/15/2027		2,168,951
		515,000	4.25%, 03/15/2023		545,065
		630,000	Fortis, Inc. 2.10%, 10/04/2021		618,224
		1,430,000	IPALCO Enterprises, Inc. 3.70%, 09/01/2024(1)		1,433,694
		825,000	NextEra Energy Capital Holdings, Inc. 1.65%, 09/01/2018		823,855
			NextEra Energy Operating Partners L.P.
		25,000	4.25%, 09/15/2024(1)		25,250
		30,000	4.50%, 09/15/2027(1)		30,188
		495,000	Oncor Electric Delivery Co. LLC 7.00%, 09/01/2022		591,779
		2,535,000	Pacific Gas & Electric Co. 6.05%, 03/01/2034		3,148,998
			Southern Co.
		1,320,000	1.85%, 07/01/2019		1,317,885
		490,000	2.95%, 07/01/2023		492,506
					23,656,536
			Electronics - 0.1%
		1,140,000	Fortive Corp. 2.35%, 06/15/2021		1,133,575
			Engineering & Construction - 0.4%
		1,100,000	Mexico City Airport Trust 3.88%, 04/30/2028(1)		1,077,010
			SBA Tower Trust
		4,130,000	3.17%, 04/09/2047(1)		4,146,810
		3,435,000	3.60%, 04/09/2043(1)		3,434,989
					8,658,809
			Entertainment - 0.0%
			WMG Acquisition Corp.
		425,000	4.88%, 11/01/2024(1)		437,750
		185,000	5.00%, 08/01/2023(1)		192,400
					630,150
			Environmental Control - 0.0%
		282,000	Clean Harbors, Inc. 5.25%, 08/01/2020		286,230
			Food - 0.2%
		3,000,000	Danone S.A. 1.69%, 10/30/2019(1)		2,976,921

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.4% - (continued)
			Food - 0.2% - (continued)
	$	940,000	Kraft Heinz Foods Co. 4.38%, 06/01/2046	$	917,898
		1,640,000	Sysco Corp. 2.50%, 07/15/2021		1,648,411
					5,543,230
			Gas - 0.0%
			AmeriGas Partners L.P. / AmeriGas Finance Corp.
		40,000	5.63%, 05/20/2024		42,150
		365,000	5.88%, 08/20/2026		379,600
	CAD	500,000	Enbridge Gas Distribution, Inc. 5.16%, 12/04/2017		388,850
					810,600
			Healthcare-Products - 0.3%
	$	4,350,000	Becton Dickinson and Co. 3.36%, 06/06/2024		4,386,195
		490,000	Thermo Fisher Scientific, Inc. 2.95%, 09/19/2026		479,621
		1,740,000	3.00%, 04/15/2023		1,761,174
					6,626,990
			Healthcare-Services - 0.4%
		730,000	Aetna, Inc. 2.80%, 06/15/2023		725,442
			Anthem, Inc.
		3,540,000	3.50%, 08/15/2024		3,628,932
		320,000	4.63%, 05/15/2042		344,631
		480,000	Community Health Systems, Inc. 5.13%, 08/01/2021		466,800
		75,000	6.25%, 03/31/2023		72,187
		390,000	LifePoint Health, Inc. 5.88%, 12/01/2023		400,803
		255,000	Tenet Healthcare Corp. 6.00%, 10/01/2020		267,750
			UnitedHealth Group, Inc.
		1,620,000	3.75%, 07/15/2025		1,716,230
		455,000	4.25%, 04/15/2047		489,678
		590,000	4.75%, 07/15/2045		682,813
					8,795,266
			Home Builders - 0.0%
		255,000	Meritage Homes Corp. 6.00%, 06/01/2025		274,125
		525,000	Toll Brothers Finance Corp. 4.88%, 11/15/2025		550,594
					824,719
			Insurance - 0.2%
		1,050,000	American International Group, Inc. 4.70%, 07/10/2035		1,139,144
		25,000	CNO Financial Group, Inc. 4.50%, 05/30/2020		25,750
		750,000	5.25%, 05/30/2025		796,875
		10,000	Genworth Holdings, Inc. 4.80%, 02/15/2024		8,507
		350,000	4.90%, 08/15/2023		296,520
		15,000	7.63%, 09/24/2021		14,475
		275,000	Massachusetts Mutual Life Insurance Co. 8.88%, 06/01/2039(1)		449,483
		380,000	MGIC Investment Corp. 5.75%, 08/15/2023		418,000

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

207

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.4% - (continued)
			Insurance - 0.2% - (continued)
	$	895,000	Willis North America, Inc. 3.60%, 05/15/2024	$	917,920
					4,066,674
			Internet - 0.2%
			Amazon.com, Inc.
		1,050,000	1.90%, 08/21/2020(1)		1,048,206
		660,000	2.80%, 08/22/2024(1)		660,892
		2,660,000	3.88%, 08/22/2037(1)		2,757,279
					4,466,377
			Iron/Steel - 0.2%
		475,000	ArcelorMittal 6.13%, 06/01/2025		547,898
		710,000	Steel Dynamics, Inc. 4.13%, 09/15/2025(1)		711,775
		250,000	5.50%, 10/01/2024		267,625
		2,955,000	Vale Overseas Ltd. 6.25%, 08/10/2026		3,404,899
		340,000	6.88%, 11/10/2039		407,184
					5,339,381
			IT Services - 0.4%
		275,000	Apple, Inc. 3.00%, 02/09/2024		280,471
		740,000	3.35%, 02/09/2027		759,325
		1,955,000	3.45%, 02/09/2045		1,859,416
		615,000	3.85%, 08/04/2046		621,981
		770,000	Dell International LLC / EMC Corp. 4.42%, 06/15/2021(1)		809,660
		490,000	8.35%, 07/15/2046(1)		634,977
		2,880,000	Hewlett Packard Enterprise Co. 4.90%, 10/15/2025		3,062,152
		135,000	NCR Corp. 5.00%, 07/15/2022		138,038
					8,166,020
			Machinery - Construction & Mining - 0.0%
		255,000	Oshkosh Corp. 5.38%, 03/01/2025		270,300
			Machinery-Diversified - 0.0%
		390,000	CNH Industrial N.V. 4.50%, 08/15/2023		412,425
			Media - 1.8%
		1,420,000	21st Century Fox America, Inc. 6.15%, 03/01/2037		1,778,931
		750,000	6.20%, 12/15/2034		931,135
		300,000	Altice U.S. Finance Corp. 5.50%, 05/15/2026(1)		312,000
		170,000	CCO Holdings LLC / CCO Holdings Capital Corp. 5.75%, 02/15/2026(1)		177,735
		1,100,000	Charter Communications Operating LLC / Charter Communications Operating Capital 3.58%, 07/23/2020		1,129,589
		3,790,000	4.20%, 03/15/2028(1)		3,751,187
		3,920,000	4.46%, 07/23/2022		4,139,811
		3,525,000	6.48%, 10/23/2045		4,036,218
			Comcast Corp.
		1,375,000	3.40%, 07/15/2046		1,262,370
		95,000	5.70%, 07/01/2019		100,811

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.4% - (continued)
			Media - 1.8% - (continued)
	$	1,470,000	Cox Communications, Inc. 3.15%, 08/15/2024(1)	$	1,458,363
		685,000	3.25%, 12/15/2022(1)		687,857
		280,000	3.35%, 09/15/2026(1)		274,788
		1,200,000	3.85%, 02/01/2025(1)		1,227,440
		490,000	4.80%, 02/01/2035(1)		491,989
		310,000	CSC Holdings LLC 5.50%, 04/15/2027(1)		319,300
		1,523,000	Discovery Communications LLC 3.80%, 03/13/2024		1,559,401
		785,000	4.90%, 03/11/2026		843,691
		505,000	DISH DBS Corp. 5.88%, 11/15/2024		504,369
		545,000	Liberty Interactive LLC 8.25%, 02/01/2030		599,500
		1,379,000	NBCUniversal Media LLC 5.95%, 04/01/2041		1,764,797
		927,000	Scripps Networks Interactive, Inc. 3.95%, 06/15/2025		942,764
		240,000	SFR Group S.A. 7.38%, 05/01/2026(1)		258,000
		535,000	TEGNA, Inc. 5.13%, 07/15/2020		548,375
			Time Warner Cable LLC
		1,175,000	4.50%, 09/15/2042		1,082,028
		2,145,000	8.75%, 02/14/2019		2,320,690
		3,190,000	Time Warner Entertainment Co. L.P. 8.38%, 07/15/2033		4,341,473
			Time Warner, Inc.
		965,000	6.10%, 07/15/2040		1,114,201
		345,000	6.20%, 03/15/2040		403,784
			Viacom, Inc.
		10,000	3.45%, 10/04/2026		9,595
		719,000	4.38%, 03/15/2043		611,528
		50,000	3 mo. USD LIBOR + 3.895%, 5.88%, 02/28/2057(3)		49,513
		70,000	3 mo. USD LIBOR + 3.899%, 6.25%, 02/28/2057(3)		69,160
		480,000	Videotron Ltd. 5.38%, 06/15/2024(1)		518,400
					39,620,793
			Mining - 0.2%
			Anglo American Capital plc
		1,655,000	3.75%, 04/10/2022(1)		1,705,803
		1,625,000	4.13%, 09/27/2022(1)		1,700,594
		825,000	Corp. Nacional del Cobre de Chile 3.63%, 08/01/2027(1)		829,859
		585,000	Kaiser Aluminum Corp. 5.88%, 05/15/2024		629,606
					4,865,862
			Miscellaneous Manufacturing - 0.1%
	NZD	2,485,000	General Electric Co. 4.25%, 01/17/2018		1,706,948
			Office/Business Equipment - 0.2%
	$	2,580,000	Pitney Bowes, Inc. 4.70%, 04/01/2023		2,520,670
		3,000,000	Xerox Corp. 3.63%, 03/15/2023		2,959,959
					5,480,629

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

208

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.4% - (continued)
			Oil & Gas - 1.5%
			Anadarko Petroleum Corp.
	$	1,990,000	3.45%, 07/15/2024	$	1,983,250
		810,000	4.50%, 07/15/2044		791,002
		330,000	6.60%, 03/15/2046		417,212
		280,000	6.95%, 06/15/2019		300,517
		325,000	Apache Corp. 4.25%, 01/15/2044		310,109
			Canadian Natural Resources Ltd.
		520,000	3.85%, 06/01/2027		530,916
		1,095,000	6.25%, 03/15/2038		1,353,690
			Cenovus Energy, Inc.
		255,000	4.25%, 04/15/2027(1)		255,869
		80,000	6.75%, 11/15/2039		94,947
		200,000	Concho Resources, Inc. 3.75%, 10/01/2027		202,171
			Continental Resources, Inc.
		25,000	3.80%, 06/01/2024		24,281
		280,000	4.50%, 04/15/2023		283,500
		55,000	4.90%, 06/01/2044		51,219
		195,000	5.00%, 09/15/2022		197,194
		390,000	Devon Financing Co. LLC 7.88%, 09/30/2031		512,891
		1,000,000	EnCana Corp. 3.90%, 11/15/2021		1,035,143
			Hess Corp.
		1,435,000	4.30%, 04/01/2027		1,445,308
		650,000	5.60%, 02/15/2041		680,033
		55,000	5.80%, 04/01/2047		59,362
		936,000	6.00%, 01/15/2040		1,019,131
		1,945,000	Kerr-McGee Corp. 6.95%, 07/01/2024		2,314,342
			Marathon Oil Corp.
		675,000	2.70%, 06/01/2020		674,319
		1,585,000	2.80%, 11/01/2022		1,558,976
		150,000	3.85%, 06/01/2025		151,383
		1,460,000	4.40%, 07/15/2027		1,498,848
		220,000	MEG Energy Corp. 6.50%, 01/15/2025(1)		218,900
			Petroleos Mexicanos
		296,000	5.50%, 06/27/2044		267,406
		195,000	6.50%, 03/13/2027(1)		212,940
		2,090,000	6.63%, 06/15/2035		2,207,040
		3,330,000	6.75%, 09/21/2047(1)		3,432,231
		355,000	QEP Resources, Inc. 5.25%, 05/01/2023		350,562
		1,735,000	Shell International Finance B.V. 4.38%, 05/11/2045		1,880,500
		170,000	SM Energy Co. 6.13%, 11/15/2022		170,850
			Valero Energy Corp.
		2,425,000	3.40%, 09/15/2026		2,424,925
		315,000	4.90%, 03/15/2045		345,758
		525,000	WPX Energy, Inc. 5.25%, 09/15/2024		526,969
	ARS	81,010,352	YPF S.A. 16.50%, 05/09/2022(1)		4,317,468
					34,101,162

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.4% - (continued)
			Packaging & Containers - 0.0%
	$	500,000	Owens-Brockway Glass Container, Inc. 5.88%, 08/15/2023(1)	$	548,750
		265,000	Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu 5.13%, 07/15/2023(1)		275,891
					824,641
			Pharmaceuticals - 1.1%
			Allergan Funding SCS
		4,860,000	2.35%, 03/12/2018		4,871,157
		1,320,000	3 mo. USD LIBOR + 1.080%, 2.39%, 03/12/2018(3)		1,324,116
		5,225,000	3.00%, 03/12/2020		5,304,379
		256,000	Baxalta, Inc. 3.60%, 06/23/2022		265,197
			Cardinal Health, Inc.
		855,000	1.95%, 06/15/2018		855,723
		5,390,000	2.62%, 06/15/2022		5,346,465
			Mylan N.V.
		1,020,000	3.00%, 12/15/2018		1,029,484
		1,180,000	3.15%, 06/15/2021		1,193,422
		1,170,000	3.75%, 12/15/2020		1,212,708
		405,000	Quintiles IMS, Inc. 4.88%, 05/15/2023(1)		421,200
		1,920,000	Shire Acquisitions Investments Ireland DAC 2.40%, 09/23/2021		1,907,114
			Teva Pharmaceutical Finance Netherlands B.V.
		855,000	1.70%, 07/19/2019		836,793
		560,000	2.20%, 07/21/2021		527,118
		230,000	2.80%, 07/21/2023		211,614
			Valeant Pharmaceuticals International, Inc.
		245,000	6.50%, 03/15/2022(1)		259,700
		145,000	7.00%, 03/15/2024(1)		156,963
					25,723,153
			Pipelines - 1.0%
		415,000	Andeavor Logistics L.P. / Tesoro Logistics Finance Corp. 6.25%, 10/15/2022		441,975
			DCP Midstream Operating L.P.
		100,000	3.88%, 03/15/2023		99,250
		200,000	4.95%, 04/01/2022		207,500
		100,000	5.60%, 04/01/2044		95,500
		870,000	Enbridge, Inc. 3.70%, 07/15/2027		881,365
		478,000	Energy Transfer Equity L.P. 7.50%, 10/15/2020		537,750
			Energy Transfer L.P.
		590,000	4.05%, 03/15/2025		599,966
		185,000	5.95%, 10/01/2043		197,019
		1,360,000	Energy Transfer L.P. / Regency Energy Finance Corp. 4.50%, 11/01/2023		1,430,411
			Kinder Morgan Energy Partners L.P.
		520,000	5.30%, 09/15/2020		558,833
		180,000	6.50%, 04/01/2020		196,413
		360,000	6.85%, 02/15/2020		396,259
			Kinder Morgan, Inc.
		605,000	3.15%, 01/15/2023		608,621
		2,210,000	5.55%, 06/01/2045		2,402,039

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

209

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.4% - (continued)
			Pipelines - 1.0% - (continued)
			MPLX L.P.
	$	1,575,000	4.13%, 03/01/2027	$	1,620,193
		265,000	5.20%, 03/01/2047		283,723
		60,000	NGPL PipeCo LLC 4.88%, 08/15/2027(1)		62,100
			Phillips 66 Partners L.P.
		465,000	3.55%, 10/01/2026		460,200
		195,000	3.75%, 03/01/2028		195,741
		680,000	Plains All American Pipeline L.P. / PAA Finance Corp. 4.50%, 12/15/2026		694,641
		690,000	Sabine Pass Liquefaction LLC 4.20%, 03/15/2028		703,844
			Sunoco Logistics Partners Operations L.P.
		105,000	3.90%, 07/15/2026		104,436
		1,080,000	4.25%, 04/01/2024		1,117,038
		3,355,000	5.40%, 10/01/2047		3,403,933
		30,000	Tesoro Logistics L.P. / Tesoro Logistics Finance Corp. 6.38%, 05/01/2024		32,850
		1,675,000	Texas Eastern Transmission L.P. 2.80%, 10/15/2022(1)		1,669,505
			Williams Cos., Inc.
		295,000	3.70%, 01/15/2023		297,581
		75,000	4.55%, 06/24/2024		78,375
		100,000	7.88%, 09/01/2021		117,500
			Williams Partners L.P.
		860,000	4.00%, 11/15/2021		899,293
		1,255,000	4.30%, 03/04/2024		1,329,106
					21,722,960
			Real Estate Investment Trusts - 0.1%
			Crown Castle International Corp.
		580,000	3.20%, 09/01/2024		576,349
		240,000	3.40%, 02/15/2021		246,694
			Equinix, Inc.
		95,000	5.38%, 04/01/2023		98,088
		500,000	5.88%, 01/15/2026		541,875
		58,069	VICI Properties LLC / VICI FC, Inc. 8.00%, 10/15/2023		64,602
					1,527,608
			Retail - 0.4%
			CVS Health Corp.
		3,010,000	2.80%, 07/20/2020		3,045,775
		1,421,000	3.88%, 07/20/2025		1,461,399
		2,240,000	5.13%, 07/20/2045		2,503,043
			Home Depot, Inc.
		1,460,000	3.50%, 09/15/2056		1,354,065
		260,000	4.20%, 04/01/2043		275,653
		60,000	Lithia Motors, Inc. 5.25%, 08/01/2025(1)		62,925
		280,000	Lowe's Cos., Inc. 3.70%, 04/15/2046		273,342
		285,000	Suburban Propane Partners L.P. / Suburban Energy Finance Corp. 5.88%, 03/01/2027		282,862
					9,259,064

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.4% - (continued)
			Semiconductors - 0.5%
			Broadcom Corp. / Broadcom Cayman Finance Ltd.
	$	5,555,000	3.00%, 01/15/2022(1)	$	5,631,995
		1,965,000	3.63%, 01/15/2024(1)		2,029,513
		910,000	Intel Corp. 4.10%, 05/19/2046		969,072
		1,605,000	Lam Research Corp. 2.80%, 06/15/2021		1,622,627
		350,000	Sensata Technologies B.V. 5.00%, 10/01/2025(1)		371,000
		211,000	Sensata Technologies UK Financing Co. plc 6.25%, 02/15/2026(1)		231,045
					10,855,252
			Software - 0.3%
			First Data Corp.
		280,000	5.00%, 01/15/2024(1)		290,850
		245,000	5.38%, 08/15/2023(1)		255,106
			Microsoft Corp.
		1,010,000	3.30%, 02/06/2027		1,045,086
		1,720,000	3.70%, 08/08/2046		1,726,890
		1,570,000	3.95%, 08/08/2056		1,611,056
			MSCI, Inc.
		360,000	5.25%, 11/15/2024(1)		380,700
		115,000	5.75%, 08/15/2025(1)		124,200
			Open Text Corp.
		170,000	5.63%, 01/15/2023(1)		177,225
		215,000	5.88%, 06/01/2026(1)		233,006
					5,844,119
			Telecommunications - 1.7%
		340,000	Altice Financing S.A. 6.63%, 02/15/2023(1)		358,394
			AT&T, Inc.
		3,415,000	3.40%, 08/14/2024		3,412,237
		2,710,000	3.60%, 02/17/2023		2,806,017
		1,545,000	3.80%, 03/15/2022		1,628,584
		4,390,000	3.90%, 08/14/2027		4,372,440
		835,000	4.50%, 05/15/2035		813,900
		2,790,000	4.75%, 05/15/2046		2,631,738
		5,670,000	5.15%, 02/14/2050		5,589,366
		155,000	5.80%, 02/15/2019		162,468
		4,500,000	GTP Acquisition Partners LLC 3.48%, 06/15/2050(1)		4,457,025
			Nokia Oyj
		1,770,000	4.38%, 06/12/2027		1,770,000
		455,000	6.63%, 05/15/2039		519,396
		380,000	Sprint Communications, Inc. 7.00%, 03/01/2020(1)		412,300
		385,000	Sprint Corp. 7.13%, 06/15/2024		416,162
		1,155,000	Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 3.36%, 03/20/2023(1)		1,171,748
			Telecom Italia Capital S.A.
		185,000	6.00%, 09/30/2034		207,261
		215,000	7.72%, 06/04/2038		278,156
			Verizon Communications, Inc.
		1,971,000	4.27%, 01/15/2036		1,933,336
		465,000	4.40%, 11/01/2034		468,068
		1,150,000	4.50%, 08/10/2033		1,184,037
		2,568,000	4.52%, 09/15/2048		2,453,467

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

210

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.4% - (continued)
			Telecommunications - 1.7% - (continued)
	$	1,700,000	4.81%, 03/15/2039	$	1,746,376
					38,792,476
			Transportation - 0.3%
		725,000	Canadian Pacific Railway Co. 9.45%, 08/01/2021		893,375
		2,790,000	CSX Corp. 3.25%, 06/01/2027		2,794,884
			FedEx Corp.
		45,000	4.40%, 01/15/2047		46,804
		1,205,000	4.55%, 04/01/2046		1,283,207
		620,000	4.75%, 11/15/2045		676,066
		1,535,000	Norfolk Southern Corp. 2.90%, 06/15/2026		1,519,256
					7,213,592
			Total Corporate Bonds (cost $540,711,653)	$	553,226,784
FOREIGN GOVERNMENT OBLIGATIONS - 2.5%
			Argentina - 0.7%
			Argentina Treasury Bill
		524,994	2.53%, 11/10/2017(10)	$	524,644
		535,096	2.69%, 11/24/2017(10)		534,117
		1,240,416	2.78%, 01/26/2018(10)		1,231,508
		5,936,711	3.07%, 06/15/2018(10)		5,816,849
		3,101,905	3.07%, 12/15/2017(10)		3,090,940
		1,762,002	3.15%, 05/24/2018(10)		1,729,937
		3,127,782	3.31%, 04/27/2018(10)		3,079,136
					16,007,131
			Italy - 0.3%
			Italy Buoni Poliennali Del Tesoro
	EUR	1,900,000	0.75%, 01/15/2018		2,217,596
		2,225,000	3.50%, 11/01/2017		2,591,790
		2,210,000	4.50%, 02/01/2018		2,605,338
					7,414,724
			Mexico - 0.1%
	$	2,556,000	Mexico Government International Bond 5.75%, 10/12/2110		2,677,410
			Oman - 0.3%
			Oman Government International Bond
		1,980,000	5.38%, 03/08/2027(1)		2,032,244
		3,400,000	6.50%, 03/08/2047(1)		3,499,253
					5,531,497
			Qatar - 0.1%
		3,000,000	Qatar Government International Bond 5.25%, 01/20/2020(1)		3,172,500
			Saudi Arabia - 0.3%
		5,630,000	Saudi Government International Bond 4.63%, 10/04/2047(1)		5,762,170
			Spain - 0.3%
	EUR	900,000	Fondo de Amortizacion del Deficit Electrico 4.88%, 12/17/2017		1,050,996
			Instituto de Credito Oficial
		1,105,000	0.50%, 12/15/2017(8)		1,288,284
	GBP	460,000	1.88%, 12/15/2017(8)		611,368

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 2.5% - (continued)
			Spain - 0.3% - (continued)
	EUR	1,435,000	Spain Government Bond 4.50%, 01/31/2018	$	1,691,618
		1,295,000	Spain Letras del Tesoro 0.00%, 01/19/2018(7)		1,509,908
					6,152,174
			United Arab Emirates - 0.4%
			Abu Dhabi Government International Bond
	$	2,330,000	2.50%, 10/11/2022(1)		2,314,855
		6,770,000	4.13%, 10/11/2047(1)		6,709,070
					9,023,925
			Total Foreign Government Obligations (cost $55,566,612)	$	55,741,531
MUNICIPAL BONDS - 1.4%
			Development - 0.1%
			California State, GO Taxable
		685,000	7.60%, 11/01/2040	$	1,074,977
		80,000	7.63%, 03/01/2040		123,059
					1,198,036
			General - 0.3%
		2,705,000	Chicago, IL, Transit Auth 6.90%, 12/01/2040		3,592,240
			Puerto Rico Commonwealth Government Employees Retirement System
		5,400,000	6.15%, 07/01/2038		1,498,500
		2,820,000	6.30%, 07/01/2043		782,550
					5,873,290
			General Obligation - 1.0%
			California State, GO Taxable
		3,480,000	7.35%, 11/01/2039		5,152,279
		3,190,000	7.55%, 04/01/2039		4,917,640
			City of Chicago, IL, GO
		2,170,000	7.05%, 01/01/2029		2,405,011
		1,870,000	7.38%, 01/01/2033		2,161,533
			Illinois State, GO
		350,000	5.16%, 02/01/2018		352,503
		2,055,000	5.38%, 07/01/2018		2,093,490
		4,540,000	5.67%, 03/01/2018		4,591,075
		1,380,000	5.88%, 03/01/2019		1,429,087
					23,102,618
			Utility - Electric - 0.0%
		360,000	Municipal Electric Auth Georgia 6.64%, 04/01/2057		455,789
			Total Municipal Bonds (cost $31,154,076)	$	30,629,733
SENIOR FLOATING RATE INTERESTS - 2.4%(11)
			Advertising - 0.0%
		470,456	Acosta Holdco, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 09/26/2021	$	414,001
			Aerospace/Defense - 0.0%
		616,370	TransDigm, Inc. 4.27%, 05/14/2022		618,860
			Agriculture - 0.0%
		287,622	Pinnacle Operating Corp. 1 mo. USD LIBOR + 7.250%, 8.49%, 11/15/2021		266,769

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

211

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued)
			Auto Manufacturers - 0.0%
	$	603,677	Jaguar Holding Co. 3 mo. USD LIBOR + 2.750%, 4.04%, 08/18/2022	$	606,883
			Auto Parts & Equipment - 0.0%
		430,000	USI, Inc. 3 mo. USD LIBOR + 3.000%, 4.31%, 05/16/2024		430,894
			Biotechnology - 0.0%
		527,997	Sterigenics-Nordion Holdings LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 05/15/2022		527,997
			Chemicals - 0.1%
		245,000	Avantor, Inc. 0.00%, 09/07/2024(12)		246,269
		585,330	Chemours Co. 1 mo. USD LIBOR + 2.500%, 3.75%, 05/12/2022		589,966
		395,000	Diamond (BC) B.V. 3 mo. USD LIBOR + 3.000%, 4.32%, 09/06/2024		396,552
		160,000	H.B. Fuller Co. 1 mo. USD LIBOR + 2.250%, 3.49%, 10/12/2024		160,867
					1,393,654
			Coal - 0.1%
		306,983	Ascent Resources - Marcellus LLC 1 mo. USD LIBOR + 4.250%, 5.49%, 08/04/2020		225,786
		830,825	Foresight Energy LLC 3 mo. USD LIBOR + 5.750%, 7.08%, 03/28/2022		782,222
					1,008,008
			Commercial Services - 0.2%
		215,000	Ascend Learning LLC 1 mo. USD LIBOR + 3.250%, 4.49%, 07/12/2024		216,703
		430,661	Camelot UK Holdco Ltd. 1 mo. USD LIBOR + 3.500%, 4.74%, 10/03/2023		433,533
		153,685	Capital Automotive L.P. 1 mo. USD LIBOR + 6.000%, 7.25%, 03/24/2025		157,527
		921,541	PSAV Holdings LLC 3 mo. USD LIBOR + 3.500%, 4.83%, 04/27/2024		927,300
		471,438	Quikrete Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 11/15/2023		473,531
	EUR	230,000	Techem GmbH 0.00%, 07/31/2024(12)		269,558
	$	887,775	Tempo Acquisition LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 05/01/2024		890,367
		397,000	Xerox Business Services LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 12/07/2023		400,228
					3,768,747

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued)
			Distribution/Wholesale - 0.1%
	$	999,913	American Builders & Contractors Supply Co., Inc. 1 mo. USD LIBOR + 2.500%, 3.74%, 10/31/2023	$	1,005,642
		635,260	Univar, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 07/01/2022		638,436
					1,644,078
			Diversified Financial Services - 0.0%
		497,500	AlixPartners LLP 3 mo. USD LIBOR + 2.750%, 4.08%, 04/04/2024		499,679
		263,013	RP Crown Parent LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 10/12/2023		264,109
		200,000	Telenet Financing USD LLC 1 mo. USD LIBOR + 2.750%, 3.99%, 06/30/2025		200,778
					964,566
			Electric - 0.0%
		330,000	Chief Exploration & Development LLC 3 mo. USD LIBOR + 6.500%, 7.96%, 05/16/2021		322,301
		223,458	Helix Gen Funding LLC 3 mo. USD LIBOR + 3.750%, 5.08%, 06/02/2024		225,717
		593,649	Seadrill Partners Finco LLC 3 mo. USD LIBOR + 3.000%, 4.33%, 02/21/2021		450,325
					998,343
			Energy-Alternate Sources - 0.0%
		245,000	BCP Renaissance Parent LLC 0.00%, 10/31/2024(12)		247,680
			Engineering & Construction - 0.0%
		648,375	Brand Energy & Infrastructure Services, Inc. 3 mo. USD LIBOR + 4.250%, 5.62%, 06/21/2024		652,337
			Entertainment - 0.0%
		200,000	Scientific Games International, Inc. 2 mo. USD LIBOR + 3.250%, 4.52%, 08/14/2024		202,222
			Food - 0.1%
		555,379	Hostess Brands LLC 1 mo. USD LIBOR + 2.500%, 3.74%, 08/03/2022		558,156
		678,300	Post Holdings, Inc. 1 mo. USD LIBOR + 2.250%, 3.49%, 05/24/2024		681,569
					1,239,725
			Healthcare-Products - 0.1%
		294,005	Air Medical Group Holdings, Inc. 1 mo. USD LIBOR + 4.000%, 5.24%, 04/28/2022		295,107
		438,047	INC Research LLC 1 mo. USD LIBOR + 2.250%, 3.49%, 08/01/2024		440,307

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

212

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued)
			Healthcare-Products - 0.1% - (continued)
	$	284,288	Kinetic Concepts, Inc. 3 mo. USD LIBOR + 3.250%, 4.58%, 02/02/2024	$	283,861
		240,000	Parexel International Corp. 0.00%, 09/27/2024(12)		242,143
		222,750	Revlon Consumer Products Corp. 1 mo. USD LIBOR + 3.500%, 4.74%, 09/07/2023		191,844
					1,453,262
			Healthcare-Services - 0.1%
		184,300	CDRH Parent, Inc. 3 mo. USD LIBOR + 4.250%, 5.57%, 07/01/2021		153,890
		137,091	Community Health Systems, Inc. 3 mo. USD LIBOR + 2.750%, 4.07%, 12/31/2019		133,797
		740,132	Envision Healthcare Corp. 1 mo. USD LIBOR + 3.000%, 4.25%, 12/01/2023		742,908
		962,279	MPH Acquisition Holdings LLC 3 mo. USD LIBOR + 3.000%, 4.33%, 06/07/2023		971,218
		284,686	Opal Acquisition, Inc. 3 mo. USD LIBOR + 4.000%, 5.33%, 11/27/2020		273,096
		819,395	U.S. Renal Care, Inc. 3 mo. USD LIBOR + 4.250%, 5.58%, 12/31/2022		790,864
					3,065,773
			Household Products/Wares - 0.0%
		335,000	Galleria Co. 1 mo. USD LIBOR + 3.000%, 4.25%, 09/29/2023		334,163
			Insurance - 0.2%
			Asurion LLC
		1,167,943	1 mo. USD LIBOR + 2.750%, 3.99%,08/04/2022		1,176,516
		215,000	1 mo. USD LIBOR + 6.000%, 7.24%,08/04/2025		221,854
		380,806	Evertec Group LLC 1 mo. USD LIBOR + 2.500%, 3.74%, 04/17/2020		366,526
		138,920	HUB International Ltd. 3 mo. USD LIBOR + 3.000%, 4.31%, 10/02/2020		139,951
			Sedgwick Claims Management Services, Inc.
		814,802	1 mo. USD LIBOR + 2.750%, 3.99%,03/01/2021		818,370
		580,000	1 mo. USD LIBOR + 5.750%, 6.99%,02/28/2022		585,075
					3,308,292
			Internet - 0.0%
		308,556	Lands' End, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 04/04/2021		257,259
			Leisure Time - 0.1%
		426,613	Caesars Resort Collection LLC 0.00%, 09/27/2024(12)		429,203

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued)
			Leisure Time - 0.1% - (continued)
	$	1,125,000	Delta 2 (LUX) S.a.r.l. 1 mo. USD LIBOR + 3.000%, 4.24%, 02/01/2024	$	1,133,201
		740,000	Golden Entertainment, Inc. 0.00%, 08/15/2024(12)		740,311
					2,302,715
			Lodging - 0.1%
		607,956	Boyd Gaming Corp. 1 Week USD LIBOR + 2.500%, 3.70%, 09/15/2023		611,379
		615,000	Caesars Entertainment Operating Co. 1 mo. USD LIBOR + 2.500%, 3.74%, 10/06/2024		615,387
		324,159	Caesars Growth Properties Holdings LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 05/08/2021		324,227
					1,550,993
			Machinery-Diversified - 0.0%
		668,423	Gates Global LLC 3 mo. USD LIBOR + 3.250%, 4.58%, 04/01/2024		672,687
			Media - 0.1%
		185,000	Altice Financing S.A. 0.00%, 01/05/2026(12)		185,000
		1,321,350	Charter Communications Operating LLC 1 mo. USD LIBOR + 2.000%, 3.25%, 07/01/2020		1,327,217
		287,614	Lumos Networks Operating Co. 0.00%, 10/16/2024(12)		288,251
		541,905	Numericable Group S.A. 0.00%, 01/31/2026(12)		542,030
		655,000	UPC Financing Partnership 0.00%, 01/15/2026(12)		656,912
					2,999,410
			Metal Fabricate/Hardware - 0.0%
		540,843	Rexnord LLC 3 mo. USD LIBOR + 2.750%, 4.09%, 08/21/2023		543,888
			Oil & Gas - 0.1%
		214,463	BCP Raptor LLC 1 Week USD LIBOR + 4.250%, 5.52%, 06/24/2024		216,674
		485,000	California Resources Corp. 1 mo. USD LIBOR + 10.375%, 11.61%, 12/31/2021		519,352
		380,000	Chesapeake Energy Corp. 3 mo. USD LIBOR + 7.500%, 8.81%, 08/23/2021		407,235
		646,774	Fieldwood Energy LLC 3 mo. USD LIBOR + 2.875%, 4.21%, 09/28/2018		615,244
		241,402	Peabody Energy Corp. 1 mo. USD LIBOR + 3.500%, 4.74%, 03/31/2022		242,986
		110,000	Traverse Midstream Partners LLC 3 mo. USD LIBOR + 4.000%, 5.33%, 09/27/2024		111,402
					2,112,893

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

213

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued)
			Packaging & Containers - 0.1%
			Berry Plastics Group, Inc.
	$	816,429	1 mo. USD LIBOR + 2.250%, 3.49%, 02/08/2020	$	820,307
		390,574	1 mo. USD LIBOR + 2.250%, 3.49%, 10/01/2022		392,257
		407,950	Flex Acquisition Co., Inc. 3 mo. USD LIBOR + 3.000%, 4.34%, 12/29/2023		410,691
		143,913	Proampac PG Borrower LLC 1 mo. USD LIBOR + 4.000%, 5.30%, 11/18/2023		144,992
		1,122,127	Reynolds Group Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 02/05/2023		1,128,434
					2,896,681
			Pharmaceuticals - 0.1%
		703,238	Endo Luxembourg Finance Co. I S.a r.l. 1 mo. USD LIBOR + 4.250%, 5.50%, 04/29/2024		712,380
		389,637	Valeant Pharmaceuticals International, Inc. 1 mo. USD LIBOR + 4.750%, 5.99%, 04/01/2022		398,162
					1,110,542
			Pipelines - 0.0%
		353,350	Philadelphia Energy Solutions LLC 3 mo. USD LIBOR + 5.000%, 6.33%, 04/04/2018		263,836
			Real Estate - 0.1%
			DTZ U.S. Borrower LLC
		1,058,855	3 mo. USD LIBOR + 3.250%, 4.59%, 11/04/2021		1,064,647
		20,000	3 mo. USD LIBOR + 8.250%, 9.63%, 11/04/2022		20,300
		759,149	VICI Properties 1 LLC 3 mo. USD LIBOR + 3.500%, 4.75%, 10/14/2022		759,688
					1,844,635
			Retail - 0.2%
			Albertsons LLC
		780,347	1 mo. USD LIBOR + 2.750%, 3.99%, 08/25/2021		755,782
		356,413	3 mo. USD LIBOR + 3.000%, 4.33%, 12/21/2022		344,791
		595,000	Bass Pro Group LLC 1 mo. USD LIBOR + 5.000%, 6.24%, 09/25/2024		577,275
		913,725	Harbor Freight Tools USA, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 08/18/2023		918,805
		663,463	Neiman Marcus Group Ltd. LLC 1 mo. USD LIBOR + 3.250%, 4.49%, 10/25/2020		520,155
		115,000	Rite Aid Corp. 1 mo. USD LIBOR + 4.750%, 6.00%, 08/21/2020		115,575
		495,000	Staples, Inc. 3 mo. USD LIBOR + 4.000%, 5.31%, 09/12/2024		465,176

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued)
			Retail - 0.2% - (continued)
	$	443,856	U.S. Foods, Inc. 1 mo. USD LIBOR + 2.750%, 4.00%, 06/27/2023	$	447,278
					4,144,837
			Software - 0.3%
		485,000	Almonde, Inc. 3 mo. USD LIBOR + 3.500%, 4.82%, 06/13/2024		483,040
		646,750	Change Healthcare Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 03/01/2024		650,165
		155,341	Epicor Software Corp. 1 mo. USD LIBOR + 3.750%, 5.00%, 06/01/2022		156,151
		2,211,197	First Data Corp. 1 mo. USD LIBOR + 2.500%, 3.74%, 04/26/2024		2,219,887
		552,136	Hyland Software, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 07/01/2022		557,199
		738,820	Infor U.S., Inc. 3 mo. USD LIBOR + 2.750%, 4.08%, 02/01/2022		739,588
		1,762,688	WEX, Inc. 3 mo. USD LIBOR + 2.750%, 3.99%, 06/30/2023		1,781,266
					6,587,296
			Telecommunications - 0.2%
		615,000	Level 3 Financing, Inc. 1 mo. USD LIBOR + 2.250%, 3.49%, 02/22/2024		617,085
		510,586	LTS Buyer LLC PRIME + 2.250%, 6.50%, 04/13/2020		511,546
		1,412,900	Sprint Communications, Inc. 1 mo. USD LIBOR + 2.500%, 3.75%, 02/02/2024		1,417,605
		395,000	Unitymedia Finance LLC 1 mo. USD LIBOR + 2.250%, 3.49%, 09/30/2025		394,664
		743,966	Univision Communications, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 03/15/2024		741,176
		318,158	Zayo Group LLC 1 mo. USD LIBOR + 2.250%, 3.49%, 01/19/2024		319,370
					4,001,446
			Trucking & Leasing - 0.0%
		457,538	Avolon TLB Borrower 1 (Luxembourg) S.a.r.l. 1 mo. USD LIBOR + 2.250%, 3.49%, 04/03/2022		460,882
			Total Senior Floating Rate Interests (cost $55,315,497)	$	54,896,254

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

214

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 46.6%
			FHLMC - 14.5%
	$	119,121	0.00%, 11/15/2036(7)(13)	$	111,334
		23,924,659	0.17%, 10/25/2020(3)(4)(6)		116,587
		18,333,423	0.61%, 03/25/2027(3)(4)(6)		887,805
		12,632,441	1.96%, 08/25/2018(3)(4)(6)		112,411
		1,412,313	2.50%, 12/15/2026(6)		76,127
		1,289,059	2.50%, 03/15/2028(6)		105,730
		970,519	2.50%, 05/15/2028(6)		80,263
		2,944,149	3.00%, 03/15/2028(6)		254,382
		1,574,486	3.00%, 08/01/2029		1,617,300
		1,324,799	3.00%, 05/15/2032(6)		110,174
		7,090,000	3.00%, 11/01/2032(5)(14)		7,265,336
		754,005	3.00%, 03/15/2033(6)		95,449
		5,158,311	3.00%, 11/01/2036		5,241,947
		4,446,005	3.00%, 01/01/2037		4,518,087
		2,704,088	3.00%, 06/15/2041		2,753,634
		6,028,746	3.00%, 07/15/2041		6,138,310
		8,154,156	3.00%, 11/01/2046		8,181,079
		42,201,593	3.00%, 12/01/2046		42,305,219
		4,900,000	3.00%, 11/01/2047(5)(14)		4,904,211
		2,700,000	3.43%, 01/25/2027(3)(4)		2,831,618
		1,650,306	3.50%, 06/15/2026(6)		131,048
		552,715	3.50%, 09/15/2026(6)		53,639
		967,794	3.50%, 03/15/2027(6)		89,236
		4,400,000	3.50%, 11/01/2032(5)(14)		4,580,039
		3,077,563	3.50%, 08/01/2034		3,205,928
		3,868,544	3.50%, 03/15/2041(6)		480,374
		1,286,417	3.50%, 06/01/2046		1,323,348
		6,998,411	3.50%, 08/01/2047		7,199,321
		84,230,000	3.50%, 11/01/2047(5)(14)		86,589,097
		21,500,000	3.50%, 12/01/2047(5)(14)		22,062,275
		3,108,839	4.00%, 08/01/2025		3,267,967
		558,547	4.00%, 08/15/2026(6)		54,139
		3,244,009	4.00%, 07/15/2027(6)		331,991
		4,104,418	4.00%, 03/15/2028(6)		412,028
		905,887	4.00%, 06/15/2028(6)		100,034
		2,907,634	4.00%, 05/01/2042		3,062,722
		791,717	4.00%, 08/01/2042		836,890
		1,170,884	4.00%, 09/01/2042		1,237,694
		259,230	4.00%, 07/01/2044		272,463
		1,300,540	4.00%, 02/01/2046		1,365,116
		6,438,016	4.00%, 09/01/2047		6,761,168
		21,320,000	4.00%, 11/01/2047(5)(14)		22,374,340
		8,900,000	4.00%, 12/01/2047(5)(14)		9,324,488
		528,932	4.50%, 02/01/2039		565,527
		1,017,670	4.50%, 03/15/2041		1,139,022
		5,449,504	4.50%, 05/01/2042		5,840,382
		842,922	4.50%, 09/01/2044		900,212
		37,950,000	4.50%, 11/01/2047(5)(14)		40,541,272
		2,286,699	4.75%, 07/15/2039		2,493,076
		1,190,680	5.00%, 09/15/2033(6)		250,842
		5,825,000	5.00%, 11/01/2047(5)(14)		6,303,401
		1,063,978	5.50%, 04/15/2036(6)		214,552
		11,750	5.50%, 11/01/2037		13,048
		1,317	5.50%, 02/01/2038		1,472
		54,571	5.50%, 04/01/2038		60,663
		50,338	5.50%, 06/01/2038		55,923
		2,904,467	5.50%, 08/01/2038		3,229,625
		148,195	5.50%, 05/01/2040		164,754
		612,484	5.50%, 08/01/2040		680,755
		570,482	5.50%, 06/01/2041		634,375

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 46.6% - (continued)
			FHLMC - 14.5% - (continued)
	$	234,116	6.00%, 01/01/2023	$	248,454
		59,546	6.00%, 11/01/2032		67,098
		137,179	6.00%, 11/01/2033		155,495
		113,117	6.00%, 02/01/2034		128,221
		170,522	6.00%, 07/01/2034		193,296
		56,405	6.00%, 08/01/2034		63,938
		69,605	6.00%, 09/01/2034		78,618
		36,088	6.00%, 01/01/2035		40,514
		45,111	6.00%, 03/01/2035		51,134
		47,552	6.00%, 05/01/2038		53,384
		322,227	6.00%, 06/01/2038		365,637
		735,064	6.00%, 05/15/2039		823,519
		785,435	6.50%, 07/15/2036		873,896
					329,054,453
			FNMA - 20.2%
	$	125,748	0.00%, 03/25/2036(7)(13)		106,156
		1,041,058	0.00%, 06/25/2036(7)(13)		908,605
		3,550,539	1.62%, 04/25/2055(3)(4)(6)		186,037
		3,981,183	1.75%, 05/25/2046(3)(4)(6)		189,020
		3,678,602	1.86%, 08/25/2044(3)(4)(6)		176,959
		2,992,128	1.90%, 06/25/2055(3)(4)(6)		158,219
		2,182,407	2.00%, 09/25/2039		2,108,810
		820,182	2.50%, 06/25/2028(6)		64,692
		35,500,000	2.50%, 11/01/2032(5)(14)		35,660,858
		502,749	2.50%, 01/01/2043		487,711
		2,580,147	2.50%, 02/01/2043		2,503,027
		1,993,536	2.50%, 03/01/2043		1,933,889
		1,226,113	2.50%, 04/01/2043		1,189,449
		480,578	2.50%, 06/01/2043		465,791
		824,762	2.50%, 08/01/2043		799,264
		27,451	2.50%, 06/01/2046		26,519
		847,079	2.50%, 10/01/2046		818,306
		31,112,950	2.50%, 11/01/2046		30,056,172
		14,617,773	2.50%, 12/01/2046		14,121,241
		8,787,185	2.50%, 01/01/2047		8,488,866
		900,000	2.50%, 11/01/2047(5)(14)		868,877
		4,225,000	2.65%, 06/01/2025		4,243,851
		2,158,491	2.82%, 07/01/2025		2,192,138
		1,850,000	2.84%, 12/01/2025		1,858,604
		3,900,000	2.93%, 01/01/2027		3,932,386
		2,460,915	3.00%, 02/25/2027(6)		201,507
		782,535	3.00%, 09/25/2027(6)		81,357
		5,064,880	3.00%, 01/25/2028(6)		458,062
		2,227,578	3.00%, 02/25/2028(6)		203,947
		2,301,194	3.00%, 04/25/2028(6)		216,893
		1,128,433	3.00%, 01/01/2030		1,158,499
		27,715,465	3.00%, 06/01/2032		28,415,206
		27,848,793	3.00%, 07/01/2032		28,551,901
		5,519,000	3.00%, 11/01/2032(5)(14)		5,655,250
		4,485,975	3.00%, 03/01/2037		4,560,145
		61,800,000	3.00%, 11/01/2047(5)(14)		61,833,798
		1,503,636	3.02%, 03/01/2027		1,525,645
		7,175,317	3.11%, 04/01/2027		7,312,562
		2,600,000	3.12%, 08/01/2027		2,652,881
		3,041,664	3.15%, 04/01/2027		3,109,885
		2,315,000	3.16%, 04/01/2027		2,366,067
		2,515,591	3.21%, 01/01/2027		2,583,053
		257,664	3.24%, 12/01/2026		265,242
		95,000	3.29%, 06/01/2029		97,695

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

215

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 46.6% - (continued)
			FNMA - 20.2% - (continued)
	$	666,320	3.30%, 12/01/2026	$	691,267
		555,537	3.41%, 11/01/2024		583,084
		2,478,402	3.50%, 05/25/2027(6)		260,953
		1,455,857	3.50%, 10/25/2027(6)		156,354
		1,311,756	3.50%, 05/25/2030(6)		164,738
		511,643	3.50%, 08/25/2030(6)		56,835
		1,252,179	3.50%, 02/25/2031(6)		112,712
		3,990,000	3.50%, 11/01/2032(5)(14)		4,144,924
		934,565	3.50%, 09/25/2035(6)		144,562
		1,861,783	3.50%, 10/01/2044		1,926,350
		2,037,471	3.50%, 02/01/2045		2,095,952
		3,755,470	3.50%, 01/01/2046		3,863,263
		4,706,715	3.50%, 02/01/2046		4,841,811
		3,869,106	3.50%, 09/01/2046		3,980,159
		1,661,266	3.50%, 10/01/2046		1,708,949
		786,523	3.50%, 10/25/2046(6)		180,701
		1,332,079	3.50%, 11/01/2046		1,378,585
		44,800,000	3.50%, 11/01/2047(5)(14)		46,054,749
		5,750,000	3.77%, 12/01/2025		6,137,646
		140,000	3.86%, 12/01/2025		150,345
		230,432	3.87%, 10/01/2025		248,330
		304,037	3.89%, 05/01/2030		327,600
		133,287	3.96%, 05/01/2034		143,169
		83,339	3.97%, 05/01/2029		90,008
		878,746	4.00%, 06/01/2025		923,879
		3,559,262	4.00%, 05/25/2027(6)		344,443
		3,634,174	4.00%, 10/01/2040		3,830,905
		1,545,382	4.00%, 11/01/2040		1,629,599
		1,130,163	4.00%, 12/01/2040		1,191,386
		557,140	4.00%, 02/01/2041		587,634
		1,283,266	4.00%, 03/01/2041		1,352,358
		605,152	4.00%, 03/25/2042(6)		86,490
		3,690,780	4.00%, 05/25/2042(6)		515,756
		509,859	4.00%, 08/01/2042		537,349
		1,192,258	4.00%, 09/01/2042		1,256,662
		346,101	4.00%, 11/25/2042(6)		48,599
		296,643	4.00%, 03/01/2045		311,576
		1,372,939	4.00%, 07/01/2045		1,456,881
		657,360	4.00%, 05/01/2046		690,266
		1,407,075	4.00%, 06/01/2046		1,477,528
		1,522,705	4.00%, 04/01/2047		1,615,360
		32,130,000	4.00%, 11/01/2047(5)(14)		33,723,950
		35,300,000	4.00%, 12/01/2047(5)(14)		36,995,366
		192,005	4.06%, 10/01/2028		209,098
		471,450	4.50%, 08/01/2024		493,838
		41,566	4.50%, 04/01/2025		43,384
		719,683	4.50%, 07/25/2027(6)		78,503
		1,038,949	4.50%, 09/01/2035		1,115,224
		271,735	4.50%, 08/01/2040		294,122
		3,087,277	4.50%, 10/01/2040		3,319,238
		1,414,752	4.50%, 10/01/2041		1,523,556
		1,213,253	4.50%, 09/01/2043		1,303,557
		1,200,000	4.50%, 11/01/2047(5)(14)		1,283,063
		2,158	5.00%, 04/01/2018		2,193
		5,617	5.00%, 05/01/2018		5,708
		37,848	5.00%, 06/01/2018		38,461
		3,647	5.00%, 07/01/2018		3,706
		26,576	5.00%, 12/01/2019		27,212
		179,695	5.00%, 01/01/2022		183,666
		357,434	5.00%, 04/25/2038		381,966

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 46.6% - (continued)
			FNMA - 20.2% - (continued)
	$	3,100,000	5.00%, 11/01/2047(5)(14)	$	3,365,161
		405,543	5.46%, 05/25/2042(3)(4)(6)		44,915
		1,075	5.50%, 11/01/2018		1,079
		36,979	5.50%, 08/01/2019		37,587
		35,312	5.50%, 09/01/2019		35,868
		40,589	5.50%, 10/01/2019		41,275
		7,482	5.50%, 05/01/2020		7,668
		416,827	5.50%, 06/01/2022		438,251
		193,565	5.50%, 06/01/2033		216,620
		760,786	5.50%, 07/01/2033		849,503
		60,017	5.50%, 08/01/2033		66,860
		2,683,390	5.50%, 11/01/2035		2,999,619
		668,770	5.50%, 04/01/2036		746,376
		557,615	5.50%, 04/25/2037		612,534
		1,134,630	5.50%, 11/01/2037		1,264,621
		1,445,084	5.50%, 06/25/2042(6)		315,083
		15,871	6.00%, 11/01/2031		17,791
		187,839	6.00%, 12/01/2032		214,514
		257,736	6.00%, 03/01/2033		292,992
		624,722	6.00%, 02/01/2037		707,581
		410,559	6.00%, 12/01/2037		462,406
		194,925	6.00%, 03/01/2038		218,514
		188,108	6.00%, 10/01/2038		212,431
		2,055,206	6.00%, 09/25/2047(6)		516,355
		2,376	7.50%, 12/01/2029		2,493
		14,925	7.50%, 03/01/2030		17,645
		24,337	7.50%, 09/01/2031		25,855
					456,852,167
			GNMA - 11.9%
	$	1,365,000	2.00%, 10/20/2042		1,058,588
		2,199,205	2.50%, 12/16/2039		2,207,769
		1,132,013	3.00%, 09/20/2028(6)		103,482
		225,036	3.00%, 11/15/2042		228,545
		623,712	3.00%, 02/16/2043(6)		111,111
		208,192	3.00%, 06/15/2043		211,189
		175,861	3.00%, 07/15/2043		179,185
		225,726	3.00%, 10/15/2044		228,576
		267,052	3.00%, 02/15/2045		270,424
		153,762	3.00%, 03/15/2045		155,704
		779,517	3.00%, 04/15/2045		789,361
		184,164	3.00%, 06/15/2045		186,489
		7,013,099	3.00%, 07/15/2045		7,101,668
		936,620	3.00%, 05/20/2047		877,189
		1,378,437	3.00%, 09/20/2047		1,264,434
		26,425,000	3.00%, 11/01/2047(5)(14)		26,737,764
		493,818	3.50%, 02/16/2027(6)		47,729
		1,191,527	3.50%, 03/20/2027(6)		123,592
		1,156,954	3.50%, 07/20/2040(6)		131,010
		1,548,900	3.50%, 02/20/2041(6)		188,447
		2,624,458	3.50%, 04/20/2042(6)		335,489
		677,115	3.50%, 05/15/2042		707,284
		3,911,328	3.50%, 10/20/2042(6)		800,959
		1,584,066	3.50%, 12/15/2042		1,654,235
		1,298,475	3.50%, 03/15/2043		1,355,921
		1,296,269	3.50%, 04/15/2043		1,353,232
		4,328,474	3.50%, 05/15/2043		4,511,262
		506,533	3.50%, 05/20/2043(6)		93,489
		2,117,395	3.50%, 07/20/2043(6)		320,369
		11,446,342	3.50%, 08/20/2047		11,887,562

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

216

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 46.6% - (continued)
			GNMA - 11.9% - (continued)
	$	6,982,202	3.50%, 09/20/2047	$	7,251,343
		85,300,000	3.50%, 11/01/2047(5)(14)		88,495,415
		14,300,000	3.50%, 12/01/2047(5)(14)		14,811,671
		373,115	4.00%, 12/16/2026(6)		39,487
		4,780,990	4.00%, 05/20/2029(6)		502,461
		3,019,588	4.00%, 09/20/2040		3,209,816
		413,658	4.00%, 10/20/2040		436,270
		791,644	4.00%, 12/20/2040		841,917
		378,170	4.00%, 05/16/2042(6)		61,550
		722,626	4.00%, 03/20/2043(6)		164,417
		259,344	4.00%, 01/20/2044(6)		56,103
		2,417,617	4.00%, 03/20/2047(6)		469,272
		5,059,016	4.00%, 04/20/2047		5,325,641
		3,655,808	4.00%, 07/20/2047(6)		741,527
		5,125,000	4.00%, 10/20/2047		5,408,178
		27,455,000	4.00%, 11/01/2047(5)(14)		28,827,750
		13,700,000	4.00%, 12/01/2047(5)(14)		14,374,832
		50,772	4.50%, 07/15/2033		54,330
		124,342	4.50%, 05/15/2040		133,940
		563,396	4.50%, 06/15/2041		603,353
		1,966,870	4.50%, 06/20/2044		2,087,190
		1,690,712	4.50%, 10/20/2044		1,794,138
		1,121,329	4.50%, 04/20/2045(6)		249,782
		1,681,137	4.50%, 01/20/2046		1,783,978
		5,820,000	4.50%, 11/01/2047(5)(14)		6,169,200
		3,087,440	5.00%, 02/16/2040(6)		721,353
		1,071,684	5.00%, 06/15/2041		1,171,449
		1,487,851	5.00%, 10/16/2041(6)		254,390
		1,670,108	5.00%, 03/15/2044		1,825,315
		783,564	5.00%, 01/16/2047(6)		180,780
		5,200,000	5.00%, 12/20/2047		5,626,712
		613,469	5.50%, 05/15/2033		697,237
		47,352	5.50%, 06/15/2035		53,084
		95,581	5.50%, 04/15/2038		106,168
		2,329,171	5.50%, 03/20/2039(6)		523,834
		2,183,546	5.50%, 02/16/2047(6)		485,401
		1,316,156	5.50%, 02/20/2047(6)		293,566
		1,000,000	5.50%, 11/01/2047(5)(14)		1,106,200
		75,285	6.00%, 02/15/2029		84,642
		150,197	6.00%, 11/15/2032		170,374
		145,020	6.00%, 02/15/2033		163,045
		43,982	6.00%, 07/15/2033		49,457
		64,801	6.00%, 10/15/2034		72,855
		530,052	6.00%, 03/15/2036		601,139
		6,004	6.00%, 05/15/2036		6,804
		158,113	6.00%, 10/15/2036		178,876
		73,208	6.00%, 01/15/2037		82,934
		161,571	6.00%, 02/15/2037		182,916
		288,910	6.00%, 06/15/2037		326,216
		114,218	6.00%, 11/15/2037		128,492
		74,403	6.00%, 06/15/2038		84,504
		199,939	6.00%, 08/15/2038		224,790
		245,032	6.00%, 10/15/2038		275,488
		253,161	6.00%, 11/15/2038		287,576
		155,884	6.00%, 12/15/2038		176,729
		107,494	6.00%, 01/15/2039		120,855
		2,834	6.00%, 03/15/2039		3,187
		555,826	6.00%, 04/15/2039		624,910
		450,495	6.00%, 08/15/2039		506,487
		20,942	6.00%, 09/15/2039		23,545

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 46.6% - (continued)
			GNMA - 11.9% - (continued)
	$	62,102	6.00%, 11/15/2039	$	69,819
		29,740	6.00%, 06/15/2040		33,437
		2,733,032	6.00%, 09/20/2040(6)		658,893
		189,318	6.00%, 12/15/2040		212,866
		665,673	6.00%, 06/15/2041		748,410
		2,054,635	6.00%, 02/20/2046(6)		479,764
		15,403	6.50%, 09/15/2028		17,051
		2,628	6.50%, 10/15/2028		2,909
		5,139	6.50%, 12/15/2028		5,689
		55,377	6.50%, 05/15/2029		63,524
		89,151	6.50%, 08/15/2031		98,688
		4,534	6.50%, 09/15/2031		5,019
		58,362	6.50%, 10/15/2031		64,606
		166,439	6.50%, 11/15/2031		184,245
		37,740	6.50%, 01/15/2032		41,778
		27,146	6.50%, 03/15/2032		30,172
		7,469	6.50%, 04/15/2032		8,268
		26,438	6.50%, 07/15/2032		29,267
					269,291,334
			Total U.S. Government Agencies (cost $1,055,851,614)	$	1,055,197,954
U.S. GOVERNMENT SECURITIES - 15.1%
			U.S. Treasury Securities - 15.1%
			U.S. Treasury Bonds - 5.7%
	$	16,530,000	2.50%, 02/15/2045	$	15,376,774
		7,800,000	2.50%, 02/15/2046		7,232,977
		6,525,000	2.88%, 08/15/2045		6,534,941
		23,034,000	2.88%, 11/15/2046		23,034,000
		3,440,000	3.00%, 11/15/2044		3,533,794
		9,045,000	3.00%, 05/15/2045(15)		9,284,551
		8,485,000	3.00%, 11/15/2045		8,703,091
		31,854,000	3.13%, 08/15/2044(16)		33,505,182
		530,000	3.38%, 05/15/2044		582,482
		3,560,000	3.63%, 02/15/2044		4,078,425
		5,661,000	4.38%, 02/15/2038		7,166,914
		7,016,000	4.50%, 02/15/2036		8,982,399
					128,015,530
			U.S. Treasury Notes - 9.4%
		55,477,592	0.25%, 01/15/2025(17)		54,860,152
		91,000	1.50%, 12/31/2018		90,986
		15,355,000	1.50%, 03/31/2023		14,902,147
		27,615,000	1.63%, 11/30/2020		27,504,971
		28,095,000	1.63%, 02/15/2026(16)		26,623,305
		16,805,000	2.00%, 02/15/2023		16,751,172
		12,695,000	2.00%, 02/15/2025		12,474,325
		32,402,000	2.00%, 11/15/2026(16)		31,467,911
		18,380,000	2.13%, 05/15/2025(16)		18,194,046
		11,200,000	2.25%, 11/15/2025(16)		11,156,250
					214,025,265
					342,040,795
			Total U.S. Government Securities (cost $344,587,906)	$	342,040,795

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

217

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
COMMON STOCKS - 0.0%
			Consumer Services - 0.0%
		15,432	Caesars Entertainment Corp.*	$	199,845
			Energy - 0.0%
		2,129	Ocean Rig UDW, Inc.*		57,015
		8,492	Templar Energy LLC Class A*		22,078
					79,093
			Utilities - 0.0%
		350,000	TCEH Corp.*(18)(19)(20)		—
			Total Common Stocks (cost $321,334)	$	278,938
PREFERRED STOCKS - 0.0%
			Banks - 0.0%
		469	U.S. Bancorp Series A 3 mo. USD LIBOR + 1.020%, 3.50%(3)(9)	$	417,762
			Diversified Financials - 0.0%
		20,000	Citigroup Capital 3 mo. USD LIBOR + 6.370%, 7.75%(3)		544,400
			Total Preferred Stocks (cost $889,590)	$	962,162
			Total Long-Term Investments (cost $2,835,027,474)	$	2,849,267,372
SHORT-TERM INVESTMENTS - 2.3%
			Commercial Paper - 0.1%
	CAD	1,640,000	Royal Bank of Canada 1.17%, 11/20/2017(10)	$	1,270,436
		2,745,000	Toronto Dominion Bank 1.25%, 11/06/2017(10)		2,127,372
					3,397,808
			Foreign Government Obligations - 0.8%
			Japan Treasury Discount Bill
	JPY	304,000,000	0.15%, 12/18/2017(10)		2,674,119
		775,000,000	0.17%, 01/15/2018(10)		6,817,364
		320,000,000	0.18%, 01/22/2018(10)		2,815,088
		300,000,000	0.20%, 11/27/2017(10)		2,638,782
		307,000,000	0.21%, 11/20/2017(10)		2,700,271
	SEK	4,000,000	Sweden Treasury Bill 0.69%, 01/17/2018(10)		478,695
					18,124,319

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 2.3% - (continued)
		Other Investment Pools & Funds - 1.4%
	31,919,322	Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.92%(21)	$	31,919,322
		Total Short-Term Investments (cost $54,073,471)	$	53,441,449

Total Investments Excluding Purchased Options (cost $2,889,100,945)	128.1	%	$	2,902,708,821
Total Purchased Options (cost $4,093,200)	0.2	%	$	3,879,288
Total Investments (cost $2,893,194,145)	128.3	%	$	2,906,588,109
Other Assets and Liabilities	(28.3	)%		(641,176,703	)
Total Net Assets	100.0	%	$	2,265,411,406

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

218

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

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

* 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $734,576,688, which represented 32.4% of total net assets.

⁽²⁾ Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽³⁾ Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2017.

⁽⁴⁾ Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

⁽⁵⁾ This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $620,218,918 at October 31, 2017.

⁽⁶⁾ Securities disclosed are interest-only strips.

⁽⁷⁾ Security is a zero-coupon bond.

⁽⁸⁾ These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $26,780,275, which represented 1.2% of total net assets.

⁽⁹⁾ Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽¹⁰⁾ The rate shown represents current yield to maturity.

⁽¹¹⁾ Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of October 31, 2017.

⁽¹²⁾ Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽¹³⁾ Securities disclosed are principal-only strips.

⁽¹⁴⁾ Represents or includes a TBA transaction.

⁽¹⁵⁾ This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

⁽¹⁶⁾ This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

⁽¹⁷⁾ The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

⁽¹⁸⁾  Investment valued using significant unobservable inputs.

⁽¹⁹⁾ 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 October 31, 2017, the aggregate fair value of this security was $0, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽²⁰⁾  This security has been identified as 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. The identification of illiquid securities is unaudited. At October 31, 2017, the aggregate value of these securities was $0, which represents 0.0% of total net assets.

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

219

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

⁽²¹⁾  Current yield as of period end.

OTC Swaption Contracts Outstanding at October 31, 2017
Description	Counter- party		Exercise Price/ FX Rate/Rate		Pay/ Receive Floating Rate		Expiration Date		Notional Amount			Number of Contracts		Market Value†		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased swaption contracts:
Calls
3 Months USD LIBOR-BBA Interest Rate Swap Expiring 08/04/2057		BCLY		2.45%		Receive		08/02/27		USD	12,000,000		12,000,000	$	1,658,587	$	1,730,264	$	(71,677	)
Puts
3 Months USD LIBOR-BBA Interest Rate Swap Expiring 08/04/2057		BCLY		2.45%		Pay		08/02/27		USD	12,000,000		12,000,000	$	2,220,701	$	2,362,936	$	(142,235	)
Total purchased swaption contracts													24,000,000	$	3,879,288	$	4,093,200	$	(213,912	)

Futures Contracts Outstanding at October 31, 2017
Description	Number of Contracts		Expiration Date		Current Notional Amount		Value and Unrealized Appreciation/ (Depreciation)
Long position contracts:
Australian 10-Year Bond Future		218		12/15/2017	$	21,498,649	$	148,379
U.S. 10-Year Ultra Future		412		12/19/2017		55,175,813		(824,015	)
U.S. Treasury 2-Year Note Future		674		12/29/2017		145,152,219		(590,836	)
U.S. Treasury 5-Year Note Future		1,592		12/29/2017		186,562,500		(1,568,179	)
U.S. Treasury Long Bond Future		334		12/19/2017		50,924,563		(862,346	)
U.S. Treasury Ultra Bond Future		115		12/19/2017		18,949,844		(156,971	)
Total							$	(3,853,968	)
Short position contracts:
Euro-Bund Future		132		12/07/2017	$	25,024,462	$	(129,256	)
Eurodollar 3-Month Future		422		09/17/2018		103,553,525		178,489
Long Gilt Future		303		12/27/2017		50,034,054		1,040,044
U.S. Treasury 10-Year Note Future		583		12/19/2017		72,838,563		(31,499	)
Total							$	1,057,778
Total futures contracts							$	(2,796,190	)

TBA Sale Commitments Outstanding at October 31, 2017
Description	Principal Amount		Maturity Date		Market Value†			Unrealized Appreciation/ (Depreciation)
FHLMC, 3.00%	$	15,425,000		11/01/2047	$	(15,438,256	)	$	6,025
FNMA, 2.50%		67,895,000		11/01/2032		(68,202,646	)		115,755
FNMA, 2.50%		56,400,000		11/01/2047		(54,449,598	)		117,402
FNMA, 3.00%		53,155,000		11/01/2047		(53,184,070	)		(8,225	)
FNMA, 4.00%		16,955,000		11/01/2047		(17,796,127	)		3,311
FNMA, 4.50%		22,775,000		11/01/2047		(24,351,458	)		52,623
FNMA, 5.50%		5,650,000		11/01/2047		(6,234,137	)		16,176
GNMA II, 3.50%		19,700,000		11/01/2047		(20,437,980	)		13,083
GNMA II, 4.00%		13,700,000		11/01/2047		(14,385,000	)		1,070
GNMA II, 4.00%		29,400,000		12/01/2047		(30,848,180	)		7,465
Total (proceeds receivable $305,652,137)					$	(305,327,452	)	$	324,685

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

220

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

At October 31, 2017, the aggregate market value of TBA Sale Commitments represents (13.5)% of total net assets.

OTC Credit Default Swap Contracts Outstanding at October 31, 2017
Reference Entity	Counter- party		Notional Amount (a)			(Pay)/Receive Fixed Rate		Expiration Date		Periodic Payment Frequency		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
ABX.HE.AAA.06		CSI		USD	7,557		(0.18%)		07/25/45		Monthly	$	113	$	—		$	140		$	27
ABX.HE.AAA.07		GSC		USD	170,801		(0.09%)		08/25/37		Monthly		37,226		—			12,794			(24,432	)
ABX.HE.AAA.07		GSC		USD	748,109		(0.09%)		08/25/37		Monthly		163,889		—			56,039			(107,850	)
ABX.HE.AAA.07		MSC		USD	1,622,610		(0.09%)		08/25/37		Monthly		16,040		—			(121,546	)		(137,586	)
ABX.HE.AAA.07		CSI		USD	1,622,611		(0.09%)		08/25/37		Monthly		408,722		—			121,545			(287,177	)
ABX.HE.PENAAA.06		MSC		USD	329,154		(0.11%)		05/25/46		Monthly		36,957		—			30,410			(6,547	)
ABX.HE.PENAAA.06		JPM		USD	1,087,697		(0.11%)		05/25/46		Monthly		121,836		—			100,487			(21,349	)
ABX.HE.PENAAA.06		GSC		USD	877,521		(0.11%)		05/25/46		Monthly		219,380		—			81,070			(138,310	)
CMBX.NA.A.7		MSC		USD	410,000		(2.00%)		01/17/47		Monthly		5,477		—			12,805			7,328
CMBX.NA.A.7		JPM		USD	1,235,000		(2.00%)		01/17/47		Monthly		46,822		—			38,569			(8,253	)
CMBX.NA.A.9		DEUT		USD	165,000		(2.00%)		09/17/58		Monthly		3,896		—			5,736			1,840
CMBX.NA.A.9		MSC		USD	1,940,000		(2.00%)		09/17/58		Monthly		67,314		—			67,658			344
CMBX.NA.A.9		MSC		USD	1,170,000		(2.00%)		09/17/58		Monthly		51,216		—			40,805			(10,411	)
CMBX.NA.A.9		DEUT		USD	760,000		(2.00%)		09/17/58		Monthly		38,006		—			26,463			(11,543	)
CMBX.NA.AA.7		CSI		USD	870,000		(1.50%)		01/17/47		Monthly		—		(4,006	)		394			4,400
CMBX.NA.AA.7		MSC		USD	1,475,000		(1.50%)		01/17/47		Monthly		16,938		—			730			(16,208	)
CMBX.NA.AA.7		CSI		USD	1,070,000		(1.50%)		01/17/47		Monthly		32,701		—			485			(32,216	)
CMBX.NA.AA.7		CSI		USD	1,850,000		(1.50%)		01/17/47		Monthly		56,539		—			838			(55,701	)
CMBX.NA.AA.7		CSI		USD	1,850,000		(1.50%)		01/17/47		Monthly		56,539		—			838			(55,701	)
CMBX.NA.AA.7		CSI		USD	2,140,000		(1.50%)		01/17/47		Monthly		65,402		—			970			(64,432	)
CMBX.NA.AA.8		DEUT		USD	310,000		(1.50%)		10/17/57		Monthly		3,996		—			3,431			(565	)
CMBX.NA.AA.8		MSC		USD	925,000		(1.50%)		10/17/57		Monthly		36,705		—			10,237			(26,468	)
CMBX.NA.AAA.8		MSC		USD	1,410,000		(0.50%)		10/17/57		Monthly		12,350		—			(5,852	)		(18,202	)
CMBX.NA.AAA.9		CSI		USD	1,275,000		(0.50%)		09/17/58		Monthly		13,951		—			(1,517	)		(15,468	)
CMBX.NA.AAA.9		MSC		USD	1,420,000		(0.50%)		09/17/58		Monthly		20,329		—			(1,670	)		(21,999	)
CMBX.NA.AJ.4		CBK		USD	534,280		(0.96%)		02/17/51		Monthly		92,808		—			82,337			(10,471	)
CMBX.NA.AS.7		GSC		USD	715,000		(1.00%)		01/17/47		Monthly		19,770		—			(7,523	)		(27,293	)
CMBX.NA.AS.7		CSI		USD	2,020,000		(1.00%)		01/17/47		Monthly		36,035		—			(21,309	)		(57,344	)
CMBX.NA.AS.8		DEUT		USD	245,000		(1.00%)		10/17/57		Monthly		—		(437	)		(2,345	)		(1,908	)
CMBX.NA.AS.8		DEUT		USD	730,000		(1.00%)		10/17/57		Monthly		52,680		—			(6,988	)		(59,668	)
CMBX.NA.BB.8		JPM		USD	610,000		(5.00%)		10/17/57		Monthly		141,526		—			149,807			8,281
CMBX.NA.BB.8		JPM		USD	145,000		(5.00%)		10/17/57		Monthly		34,526		—			35,610			1,084
CMBX.NA.BB.8		JPM		USD	390,000		(5.00%)		10/17/57		Monthly		97,214		—			95,669			(1,545	)
CMBX.NA.BB.9		CSI		USD	2,680,000		(5.00%)		09/17/58		Monthly		555,964		—			465,965			(89,999	)
CMBX.NA.BBB.10		MSC		USD	815,000		(3.00%)		11/17/59		Monthly		52,758		—			85,715			32,957
CMBX.NA.BBB.10		MSC		USD	1,130,000		(3.00%)		11/17/59		Monthly		87,387		—			118,843			31,456
CMBX.NA.BBB.10		MSC		USD	830,000		(3.00%)		11/17/59		Monthly		80,753		—			87,292			6,539
CMBX.NA.BBB.10		DEUT		USD	235,000		(3.00%)		11/17/59		Monthly		22,373		—			24,676			2,303
CMBX.NA.BBB.7		CSI		USD	1,740,000		(3.00%)		01/17/47		Monthly		165,325		—			202,091			36,766
CMBX.NA.BBB.7		CSI		USD	1,490,000		(3.00%)		01/17/47		Monthly		141,571		—			173,054			31,483
CMBX.NA.BBB.7		MSC		USD	1,360,000		(3.00%)		01/17/47		Monthly		136,823		—			157,956			21,133
CMBX.NA.BBB.7		GSC		USD	495,000		(3.00%)		01/17/47		Monthly		41,774		—			57,491			15,717
CMBX.NA.BBB.7		MSC		USD	2,110,000		(3.00%)		01/17/47		Monthly		154,546		—			245,415			90,869
CMBX.NA.BBB.7		CSI		USD	2,070,000		(3.00%)		01/17/47		Monthly		173,065		—			240,418			67,353
CMBX.NA.BBB.7		GSC		USD	1,635,000		(3.00%)		01/17/47		Monthly		149,178		—			189,895			40,717
CMBX.NA.BBB.7		MSC		USD	820,000		(3.00%)		01/17/47		Monthly		66,490		—			95,238			28,748
CMBX.NA.BBB.7		DEUT		USD	655,000		(3.00%)		01/17/47		Monthly		53,598		—			76,074			22,476
CMBX.NA.BBB.7		CSI		USD	725,000		(3.00%)		01/17/47		Monthly		63,619		—			84,204			20,585
CMBX.NA.BBB.7		MSC		USD	615,000		(3.00%)		01/17/47		Monthly		58,439		—			71,428			12,989
CMBX.NA.BBB.7		DEUT		USD	625,000		(3.00%)		01/17/47		Monthly		76,011		—			72,590			(3,421	)
CMBX.NA.BBB.9		MSC		USD	520,000		(3.00%)		09/17/58		Monthly		56,125		—			59,751			3,626
CMBX.NA.BBB.9		DEUT		USD	235,000		(3.00%)		09/17/58		Monthly		24,157		—			26,964			2,807
CMBX.NA.BBB.9		GSC		USD	1,450,000		(3.00%)		09/17/58		Monthly		164,584		—			166,615			2,031
CMBX.NA.BBB.9		JPM		USD	885,000		(3.00%)		09/17/58		Monthly		100,178		—			101,693			1,515

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

221

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

OTC Credit Default Swap Contracts Outstanding at October 31, 2017 - (continued)
Reference Entity	Counter- party		Notional Amount (a)				(Pay)/Receive Fixed Rate		Expiration Date		Periodic Payment Frequency		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices: - (continued)
Buy protection: - (continued)
CMBX.NA.BBB.9		MSC		USD		1,625,000		(3.00%)		09/17/58		Monthly	$	191,829	$	—		$	186,452		$	(5,377	)
CMBX.NA.BBB.9		DEUT		USD		2,245,000		(3.00%)		09/17/58		Monthly		272,279		—			257,965			(14,314	)
CMBX.NA.BBB.9		JPM		USD		2,425,000		(3.00%)		09/17/58		Monthly		299,269		—			278,648			(20,621	)
CMBX.NA.BBB.9		MSC		USD		3,785,000		(0.50%)		09/17/58		Monthly		47,038		—			(4,451	)		(51,489	)
PrimeX.ARM.2		MSC		USD		206,968		(4.58%)		12/25/37		Monthly		—		(448	)		(1,005	)		(557	)
Total													$	5,242,036	$	(4,891	)	$	4,328,094		$	(909,051	)
Sell protection:
ABX.HE.AAA.06		MSC		USD		6,905		0.18%		07/25/45		Monthly	$	—	$	—		$	(128	)	$	(128	)
ABX.HE.AAA.07		MSC		USD		170,801		0.09%		08/25/37		Monthly		1,688		—			(12,795	)		(14,483	)
ABX.HE.AAA.07		MSC		USD		749,210		0.09%		08/25/37		Monthly		7,395		—			(56,178	)		(63,573	)
ABX.HE.PENAAA.06		BCLY		USD		2,294,374		0.11%		05/25/46		Monthly		—		(62,267	)		(211,973	)		(149,706	)
CMBX.NA.A.6		GSC		USD		1,210,000		2.00%		05/11/63		Monthly		15,795		—			(71,736	)		(87,531	)
CMBX.NA.AJ.4		GSC		USD		534,280		0.96%		02/17/51		Monthly		—		(90,231	)		(82,367	)		7,864
CMBX.NA.BB.6		GSC		USD		1,715,000		5.00%		05/11/63		Monthly		—		(312,543	)		(448,879	)		(136,336	)
CMBX.NA.BB.6		GSC		USD		396,000		5.00%		05/11/63		Monthly		—		(45,408	)		(103,648	)		(58,240	)
CMBX.NA.BB.6		CSI		USD		1,080,000		5.00%		05/11/63		Monthly		—		(210,583	)		(282,676	)		(72,093	)
CMBX.NA.BB.6		CSI		USD		952,000		5.00%		05/11/63		Monthly		—		(173,012	)		(249,173	)		(76,161	)
CMBX.NA.BB.6		CSI		USD		1,540,000		5.00%		05/11/63		Monthly		—		(308,817	)		(403,503	)		(94,686	)
CMBX.NA.BB.6		CSI		USD		1,085,000		5.00%		05/11/63		Monthly		—		(159,202	)		(284,286	)		(125,084	)
CMBX.NA.BB.6		CSI		USD		2,680,000		5.00%		05/11/63		Monthly		—		(556,835	)		(702,200	)		(145,365	)
CMBX.NA.BB.6		CSI		USD		1,830,000		5.00%		05/11/63		Monthly		—		(332,576	)		(478,979	)		(146,403	)
CMBX.NA.BB.6		CSI		USD		1,830,000		5.00%		05/11/63		Monthly		—		(332,576	)		(478,979	)		(146,403	)
CMBX.NA.BB.6		CSI		USD		1,830,000		5.00%		05/11/63		Monthly		—		(332,576	)		(478,979	)		(146,403	)
CMBX.NA.BB.6		CSI		USD		1,835,000		5.00%		05/11/63		Monthly		—		(333,485	)		(480,288	)		(146,803	)
CMBX.NA.BB.6		GSC		USD		1,635,000		5.00%		05/11/63		Monthly		—		(176,673	)		(427,940	)		(251,267	)
CMBX.NA.BB.8		MSC		USD		3,099,000		5.00%		10/17/57		Monthly		—		(855,826	)		(760,206	)		95,620
CMBX.NA.BB.8		MSC		USD		1,485,000		5.00%		10/17/57		Monthly		—		(421,643	)		(364,280	)		57,363
CMBX.NA.BB.8		CSI		USD		1,675,000		5.00%		10/17/57		Monthly		—		(462,541	)		(410,889	)		51,652
CMBX.NA.BB.8		MSC		USD		1,270,000		5.00%		10/17/57		Monthly		—		(360,071	)		(311,540	)		48,531
CMBX.NA.BB.8		GSC		USD		1,625,000		5.00%		10/17/57		Monthly		—		(446,707	)		(398,624	)		48,083
CMBX.NA.BB.8		GSC		USD		890,000		5.00%		10/17/57		Monthly		—		(259,669	)		(218,323	)		41,346
CMBX.NA.BB.8		MLI		USD		885,000		5.00%		10/17/57		Monthly		—		(110,102	)		(217,096	)		(106,994	)
CMBX.NA.BB.8		MLI		USD		905,000		5.00%		10/17/57		Monthly		—		(80,670	)		(222,003	)		(141,333	)
CMBX.NA.BB.8		BOA		USD		1,100,000		5.00%		10/17/57		Monthly		—		(74,809	)		(269,837	)		(195,028	)
CMBX.NA.BB.9		GSC		USD		885,000		5.00%		09/15/58		Monthly		—		(240,166	)		(153,627	)		86,539
CMBX.NA.BB.9		GSC		USD		440,000		5.00%		09/15/58		Monthly		—		(119,404	)		(76,379	)		43,025
CMBX.NA.BB.9		GSC		USD		440,000		5.00%		09/15/58		Monthly		—		(118,374	)		(76,380	)		41,994
CMBX.NA.BB.9		MLI		USD		440,000		5.00%		09/17/58		Monthly		—		(120,633	)		(76,380	)		44,253
CMBX.NA.BB.9		MLI		USD		435,000		5.00%		09/17/58		Monthly		—		(116,053	)		(75,512	)		40,541
CMBX.NA.BB.9		JPM		USD		40,000		5.00%		09/17/58		Monthly		—		(10,672	)		(6,944	)		3,728
CMBX.NA.BBB.6		MSC		USD		360,000		3.00%		05/11/63		Monthly		—		(31,331	)		(60,020	)		(28,689	)
CMBX.NA.BBB.6		CSI		USD		815,000		3.00%		05/11/63		Monthly		—		(115,229	)		(136,014	)		(20,785	)
CMBX.NA.BBB.6		DEUT		USD		2,225,000		3.00%		05/11/63		Monthly		—		(337,010	)		(370,958	)		(33,948	)
CMBX.NA.BBB.6		CSI		USD		1,900,000		3.00%		05/11/63		Monthly		—		(278,482	)		(316,772	)		(38,290	)
CMBX.NA.BBB.6		MSC		USD		3,725,000		3.00%		05/11/63		Monthly		—		(558,299	)		(621,041	)		(62,742	)
CMBX.NA.BBB.6		GSC		USD		2,790,000		3.00%		05/11/63		Monthly		—		(313,929	)		(465,388	)		(151,459	)
PrimeX.ARM.2(18)		JPM		USD		206,968		4.58%		12/25/37		Monthly		8,406		—			1,004			(7,402	)
Total													$	33,284	$	(8,858,404	)	$	(10,861,916	)	$	(2,036,796	)
Total traded indices													$	5,275,320	$	(8,863,295	)	$	(6,533,822	)	$	(2,945,847	)
Credit default swaps on single-name issues:
Sell protection:
Russian Foreign Bond - Eurobond		MSC		USD	$	5,730,000		1.00%		12/20/22		Quarterly	$	—	$	(94,891	)	$	(71,839	)	$	23,052
Total single-name issues													$	—	$	(94,891	)	$	(71,839	)	$	23,052
Total OTC contracts													$	5,275,320	$	(8,958,186	)	$	(6,605,661	)	$	(2,922,795	)

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

222

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

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

Centrally Cleared Credit Default Swap Contracts Outstanding at October 31, 2017
Reference Entity		Notional Amount (a)		(Pay)/Receive Fixed Rate			Expiration Date		Periodic Payment Frequency		Cost Basis			Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
CDX.NA.HY.29	USD		26,340,000		(5.00	%)		12/20/22		Quarterly	$	(2,178,628	)	$	(2,300,226	)	$	(121,598	)
Total											$	(2,178,628	)	$	(2,300,226	)	$	(121,598	)
Credit default swaps on indices:
Sell protection:
CDX.EM.28	USD		23,060,000		1.00	%		12/20/22		Quarterly	$	(866,118	)	$	(765,052	)	$	101,066
CDX.NA.IG.29	USD		44,725,000		1.00	%		12/20/22		Quarterly		962,049			1,068,426			106,377
CDX.NA.HY.29	USD		21,690,000		5.00	%		12/20/22		Quarterly		1,634,682			1,893,216			258,534
ITRAXX.EUR.28	EUR		26,275,000		1.00	%		12/20/22		Quarterly		689,173			807,132			117,959
ITRAXX.XOV.27	EUR		5,160,000		5.00	%		06/20/22		Quarterly		671,103		$	839,500			168,397
ITRAXX.XOVER.28	EUR		7,510,000		5.00	%		12/20/22		Quarterly		1,045,376			1,159,039			113,663
Total											$	4,136,265		$	5,002,261		$	865,996
Total											$	1,957,637		$	2,702,035		$	744,398

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

Centrally Cleared Interest Rate Swap Contracts Outstanding at October 31, 2017
Payments made by Fund	Payments received by Fund	Notional Amount		Expiration Date		Periodic Payment Frequency		Upfront Premiums Paid		Upfront Premiums Received			Value†			Unrealized Appreciation/ (Depreciation)
12M Federal Funds Rate	1.00% Fixed	USD	6,875,000		09/29/26		Annual	$	185,770	$	—		$	575,348		$	389,578
12M Federal Funds Rate	1.62% Fixed	USD	10,705,000		11/14/26		Annual		—		—			276,253			276,253
3M USD LIBOR	2.00% Fixed	USD	12,225,000		03/21/23		Semi-Annual		62,665		—			90,621			27,956
3M USD LIBOR	2.14% Fixed	USD	5,800,000		05/15/24		Semi-Annual		—		—			7,916			7,916
3M USD LIBOR	2.20% Fixed	USD	5,775,000		05/15/24		Semi-Annual		—		—			(13,702	)		(13,702	)
3M USD LIBOR	2.20% Fixed	USD	5,795,000		05/15/24		Semi-Annual		—		—			(20,508	)		(20,508	)
3M USD LIBOR	2.28% Fixed	USD	17,400,000		07/14/27		Semi-Annual		—		—			(18,400	)		(18,400	)
3M USD LIBOR	2.69% Fixed	USD	4,850,000		11/15/43		Semi-Annual		—		—			(90,584	)		(90,584	)
3M USD LIBOR	2.55% Fixed	USD	1,500,000		08/03/47		Semi-Annual		—		—			6,785			6,785
3M USD LIBOR	2.75% Fixed	USD	15,675,000		12/20/47		Semi-Annual		—		(353,658	)		(532,388	)		(178,730	)
Total								$	248,435	$	(353,658	)	$	281,341		$	386,564

Foreign Currency Contracts Outstanding at October 31, 2017
Amount and Description of Currency to be Purchased		Amount and Description of Currency to be Sold			Counterparty		Settlement Date		Appreciation		Depreciation
2,590,000	EGP		136,675	USD		GSC		03/06/18	$	4,973	$	—
5,697,000	EGP		307,116	USD		CBK		03/06/18		4,456		—
2,072,000	EGP		109,053	USD		GSC		03/06/18		4,266		—
16,290,000	EGP		829,852	USD		CBK		03/29/18		55,242		—
610,370	USD		780,000	AUD		SSG		11/20/17		13,525		—
441,388	USD		550,000	AUD		GSC		11/29/17		20,579		—
93,805	USD		120,000	AUD		MSC		12/20/17		2,008		—
437,666	USD		560,000	AUD		DEUT		01/24/18		9,397		—
2,218,362	USD		2,745,000	CAD		CBK		11/06/17		90,507		—
1,660,098	USD		2,010,000	CAD		GSC		11/14/17		101,894		—
1,308,149	USD		1,640,000	CAD		SSG		11/20/17		36,718		—
387,779	USD		500,000	CAD		RBC		12/04/17		95		—

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

223

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017 - (continued)
Amount and Description of Currency to be Purchased		Amount and Description of Currency to be Sold			Counterparty		Settlement Date		Appreciation		Depreciation
1,001,444	USD		1,250,000	CAD		JPM		01/25/18	$	31,638	$	—
300,147	USD		375,000	CAD		BOA		02/01/18		9,187		—
260,624	USD		325,000	CAD		SSG		03/26/18		8,340		—
533,145	USD		10,359,000	EGP		GSC		03/06/18		—		(33,394	)
833,675	USD		16,290,000	EGP		GSC		03/29/18		—		(51,420	)
2,679,866	USD		2,225,000	EUR		MSC		11/01/17		87,942		—
8,964,684	USD		7,579,000	EUR		DEUT		11/30/17		121,662		—
145,511	USD		125,000	EUR		GSC		11/30/17		—		(337	)
691,109	USD		593,000	EUR		SSG		11/30/17		—		(791	)
1,333,798	USD		1,105,000	EUR		CBK		12/15/17		43,232		—
1,083,746	USD		900,000	EUR		SSG		12/18/17		32,398		—
2,263,025	USD		1,900,000	EUR		JPM		01/16/18		39,609		—
1,522,399	USD		1,295,000	EUR		CBK		01/19/18		6,690		—
153,434	USD		130,000	EUR		SSG		01/29/18		1,187		—
1,688,186	USD		1,435,000	EUR		MSC		01/31/18		7,500		—
2,579,105	USD		2,210,000	EUR		JPM		02/01/18		—		(9,425	)
788,973	USD		602,000	GBP		SSG		11/30/17		—		(11,271	)
608,568	USD		460,000	GBP		GSC		12/15/17		—		(3,257	)
2,827,875	USD		307,000,000	JPY		HSBC		11/20/17		125,576		—
2,764,437	USD		300,000,000	JPY		BCLY		11/27/17		122,929		—
2,867,636	USD		310,000,000	JPY		JPM		12/11/17		135,746		—
1,451,776	USD		160,000,000	JPY		MSC		12/11/17		41,769		—
2,719,978	USD		304,000,000	JPY		CSFB		12/18/17		39,736		—
2,719,402	USD		305,000,000	JPY		CBK		01/16/18		26,062		—
2,862,881	USD		320,000,000	JPY		GSC		01/22/18		36,228		—
1,777,500	USD		2,485,000	NZD		SSG		01/17/18		79,303		—
499,070	USD		4,000,000	SEK		MSC		01/17/18		18,846		—
Total									$	1,359,240	$	(109,895	)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
BOA	Banc of America Securities LLC
CBK	Citibank NA
CSFB	Credit Suisse First Boston Corp.
CSI	Credit Suisse International
DEUT	Deutsche Bank Securities, Inc.
GSC	Goldman Sachs & Co.
HSBC	HSBC Bank USA
JPM	JP Morgan Chase & Co.
MLI	Merrill Lynch International
MSC	Morgan Stanley
RBC	RBC Dominion Securities, Inc.
SSG	State Street Global Markets LLC

Currency Abbreviations:
ARS	Argentine Peso
AUD	Australian Dollar
CAD	Canadian Dollar
EGP	Egyptian Pound
EUR	Euro
GBP	British Pound
JPY	Japanese Yen
NZD	New Zealand Dollar
SEK	Swedish Krona
USD	United States Dollar
Index Abbreviations:
ABX.HE	Markit Asset Backed Security Home Equity
ABX.HE.PEN	Markit Asset Backed Security Home Equity Penultimate
CDX.EM	Credit Derivatives Emerging Markets
CDX.NA.HY	Credit Derivatives North American High Yield
CDX.NA.IG	Credit Derivatives North American Investment Grade
CMBX.NA	Markit Commercial Mortgage Backed North American
ITRAXX.EUR	Markit iTraxx - Europe
ITRAXX.XOV	Markit iTraxx Index - Europe Crossover
PrimeX.ARM	Markit PrimeX Adjustable Rate Mortgage Backed Security
CMT	Constant Maturity Treasury

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

224

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

GLOSSARY: (abbreviations used in preceding Schedule of Investments) - (continued)
Other Abbreviations:
CLO	Collateralized Loan Obligation
CMO	Collateralized Mortgage Obligation
EM	Emerging Markets
FHLMC	Federal Home Loan Mortgage Corp.
FNMA	Federal National Mortgage Association
GNMA	Government National Mortgage Association
LIBOR	London Interbank Offered Rate
MSCI	Morgan Stanley Capital International
OTC	Over-the-Counter
PAC	Planned Amortization Class
TBA	To Be Announced
Municipal Abbreviations:
GO	General Obligation

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

225

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total			Level 1(1)			Level 2(1)			Level 3(1)
Assets
Asset & Commercial Mortgage Backed Securities	$	756,293,221		$	—		$	756,293,221		$	—
Corporate Bonds		553,226,784			—			553,226,784			—
Foreign Government Obligations		55,741,531			—			55,741,531			—
Municipal Bonds		30,629,733			—			30,629,733			—
Senior Floating Rate Interests		54,896,254			—			54,896,254			—
U.S. Government Agencies		1,055,197,954			—			1,055,197,954			—
U.S. Government Securities		342,040,795			—			342,040,795			—
Common Stocks
Consumer Services		199,845			199,845			—			—
Energy		79,093			57,015			22,078			—
Utilities		—			—			—			—
Preferred Stocks		962,162			962,162			—			—
Short-Term Investments		53,441,449			31,919,322			21,522,127			—
Purchased Options		3,879,288			—			3,879,288			—
Foreign Currency Contracts(2)		1,359,240			—			1,359,240			—
Futures Contracts(2)		1,366,912			1,366,912			—			—
Swaps - Credit Default(2)		1,994,961			—			1,994,961			—
Swaps - Interest Rate(2)		708,488			—			708,488			—
Total	$	2,912,017,710		$	34,505,256		$	2,877,512,454		$	—
Liabilities
Foreign Currency Contracts(2)	$	(109,895	)	$	—		$	(109,895	)	$	—
Futures Contracts(2)		(4,163,102	)		(4,163,102	)		—			—
Swaps - Credit Default(2)		(4,173,358	)		—			(4,165,956	)		(7,402	)
Swaps - Interest Rate(2)		(321,924	)		—			(321,924	)		—
TBA Sale Commitments		(305,327,452	)		—			(305,327,452	)		—
Total	$	(314,095,731	)	$	(4,163,102	)	$	(309,925,227	)	$	(7,402	)

⁽¹⁾  For the year ended October 31, 2017, investments valued at $2,555 were transferred from Level 2 to Level 3 due to the unavailability of active market pricing; investments valued at $84,917 were transferred from Level 3 to Level 2 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable inputs and there were no transfers in and out of Level 1.

⁽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 year ended October 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.

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

226

The Hartford World Bond Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount				Market Value†
COMMON STOCKS - 0.1%
			United States - 0.1%
		42,182	Homer City Generation L.P.(1)	$	801,458
		94,772	MGIC Investment Corp.(1)		1,355,240
		15,842	Vistra Energy Corp.		15,842
					2,172,540
			Total Common Stocks (cost $3,472,647)	$	2,172,540
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 8.7%
			Bermuda - 0.0%
	$	330,000	Cal Funding Ltd. 3.47%, 10/25/2027(2)	$	328,158
			Canada - 0.2%
			CARDS Trust
		2,425,000	1 mo. LIBOR + 0.370%, 1.61%, 04/18/2022(2)(3)		2,432,054
		5,200,000	1 mo. LIBOR + 0.700%, 1.94%, 07/15/2021(2)(3)		5,221,246
					7,653,300
			Cayman Islands - 2.9%
		2,850,000	ALM XVI Ltd. / ALM XVI LLC 3 mo. USD LIBOR + 1.050%, 2.41%, 07/15/2027(2)(3)		2,866,986
		2,315,000	Apex Credit CLO Ltd. 3 mo. USD LIBOR + 1.470%, 2.84%, 04/24/2029(2)(3)		2,327,212
			Apidos CLO
		3,840,000	3 mo. USD LIBOR + 0.980%, 2.29%, 01/19/2025(2)(3)		3,855,986
		2,044,902	3 mo. USD LIBOR + 1.100%, 2.46%, 04/15/2025(2)(3)		2,052,967
		3,380,000	3 mo. USD LIBOR + 1.120%, 2.48%, 07/22/2026(2)(3)		3,397,867
			Ares CLO Ltd.
		3,835,000	3 mo. USD LIBOR + 1.190%, 2.54%, 04/17/2026(2)(3)		3,857,473
		2,675,000	3 mo. USD LIBOR + 1.950%, 3.27%, 12/05/2025(2)(3)		2,682,886
		2,625,000	Atlas Senior Loan Fund Ltd. 3 mo. USD LIBOR + 1.300%, 2.61%, 01/16/2030(2)(3)		2,642,231
		1,600,000	Avery Point CLO Ltd. 3 mo. USD LIBOR + 1.100%, 2.47%, 04/25/2026(2)(3)		1,604,838
		2,398,218	Babson CLO Ltd. 3 mo. USD LIBOR + 1.100%, 2.46%, 04/20/2025(2)(3)		2,408,739
		1,330,000	Bain Capital Credit CLO 3 mo. USD LIBOR + 1.800%, 3.11%, 07/25/2030(2)(3)		1,335,650
		3,000,000	BlueMountain CLO Ltd. 3 mo. USD LIBOR + 1.140%, 2.50%, 10/15/2026(2)(3)		3,018,555
			Carlyle Global Market Strategies Ltd.
		2,938,967	3 mo. USD LIBOR + 1.120%, 2.48%, 07/15/2025(2)(3)		2,949,059
		622,246	3 mo. USD LIBOR + 1.150%, 2.50%, 04/18/2025(2)(3)		625,096

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 8.7% - (continued)
			Cayman Islands - 2.9% - (continued)
			CIFC Funding Ltd.
	$	1,018,643	3 mo. USD LIBOR + 0.850%, 2.21%, 07/16/2030(2)(3)	$	1,018,587
		3,750,000	3 mo. USD LIBOR + 1.480%, 2.79%, 10/21/2028(2)(3)		3,763,132
		2,150,000	3 mo. USD LIBOR + 1.900%, 3.25%, 10/17/2026(2)(3)		2,166,718
		1,015,000	Covenant Credit Partners CLO Ltd. 3 mo. USD LIBOR + 1.850%, 3.23%, 10/15/2029(2)(3)		1,018,060
		3,975,000	Dryden Senior Loan Fund 3 mo. USD LIBOR + 1.080%, 2.43%, 04/18/2026(2)(3)		3,985,518
		250,000	Galaxy CLO Ltd. 3 mo. USD LIBOR + 1.220%, 2.59%, 07/24/2030(2)(3)		251,392
		1,300,000	ICG US CLO Ltd. 3 mo. USD LIBOR + 0.800%, 2.12%, 10/23/2029(2)(3)		1,299,955
		3,000,000	KKR CLO Ltd. 3 mo. USD LIBOR + 1.050%, 2.41%, 07/15/2027(2)(3)		3,017,706
		3,000,000	KKR Financial Ltd. 3 mo. USD LIBOR + 1.270%, 2.62%, 07/18/2030(2)(3)		3,023,388
		3,010,000	LCM Ltd. 3 mo. USD LIBOR + 1.210%, 2.52%, 07/20/2030(2)(3)		3,037,018
		971,279	LSTAR Securities Investment Ltd. 1 mo. USD LIBOR + 2.000%, 3.24%, 11/01/2021(2)(3)		971,580
			Madison Park Funding Ltd.
		2,355,000	3 mo. USD LIBOR + 1.110%, 2.47%, 01/19/2025(2)(3)		2,357,023
		3,000,000	3 mo. USD LIBOR + 1.120%, 2.48%, 07/20/2026(2)(3)		3,014,535
		3,735,000	3 mo. USD LIBOR + 1.160%, 2.52%, 07/23/2029(2)(3)		3,755,109
		3,760,000	3 mo. USD LIBOR + 1.260%, 2.62%, 07/20/2026(2)(3)		3,802,815
		1,750,000	3 mo. USD LIBOR + 1.900%, 3.26%, 04/20/2026(2)(3)		1,752,847
		2,774,000	Magnetite Ltd. 3 mo. USD LIBOR + 1.000%, 2.37%, 07/25/2026(2)(3)		2,789,332
		2,935,000	Northwoods Capital Ltd. 3 mo. USD LIBOR + 1.300%, 2.56%, 06/20/2029(2)(3)		2,954,421
			Oaktree EIF Ltd.
		2,955,000	3 mo. USD LIBOR + 1.150%, 2.47%, 11/15/2025(2)(3)		2,969,211
		650,000	3 mo. USD LIBOR + 1.550%, 2.87%, 02/15/2026(2)(3)		650,125
			Octagon Investment Partners Ltd.
		1,660,000	3 mo. USD LIBOR + 1.000%, 2.37%, 10/25/2025(2)(3)		1,670,901
		2,995,000	3 mo. USD LIBOR + 1.130%, 2.44%, 08/12/2026(2)(3)		3,032,030
		2,960,000	Octagon Loan Funding Ltd. 3 mo. USD LIBOR + 1.140%, 2.46%, 11/18/2026(2)(3)		2,977,399

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

227

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 8.7% - (continued)
			Cayman Islands - 2.9% - (continued)
	$	1,246,875	OZLM Funding Ltd. 3 mo. USD LIBOR + 0.900%, 2.26%, 07/22/2029(2)(3)	$	1,246,809
		3,000,000	Seneca Park CLO Ltd. 3 mo. USD LIBOR + 1.120%, 2.47%, 07/17/2026(2)(3)		3,013,323
			Shackleton CLO Ltd.
		3,000,000	3 mo. USD LIBOR + 1.650%, 2.96%, 05/07/2026(2)(3)		3,014,772
		1,215,000	3 mo. USD LIBOR + 1.950%, 3.31%, 04/15/2027(2)(3)		1,215,617
			Sound Point CLO Ltd.
		3,000,000	3 mo. USD LIBOR + 1.140%, 2.50%, 10/20/2026(2)(3)		3,019,194
		3,000,000	3 mo. USD LIBOR + 1.550%, 2.91%, 07/15/2025(2)(3)		3,021,789
		2,850,000	3 mo. USD LIBOR + 1.660%, 3.02%, 10/20/2028(2)(3)		2,860,405
		2,620,000	Vibrant CLO Ltd. 3 mo. USD LIBOR + 1.480%, 2.84%, 04/20/2026(2)(3)		2,622,214
		2,867,000	Voya CLO Ltd. 3 mo. USD LIBOR + 1.250%, 2.60%, 04/17/2030(2)(3)		2,877,548
		3,975,000	Zais CLO Ltd. 3 mo. USD LIBOR + 1.530%, 2.89%, 10/15/2028(2)(3)		3,987,688
					117,783,706
			United Kingdom - 0.0%
	GBP	425,000	Canary Wharf Finance plc 5.95%, 10/22/2037(4)		794,941
			United States - 5.6%
	$	975,000	Ally Auto Receivables Trust 2.01%, 08/17/2020		976,223
			Alternative Loan Trust
		680,711	1 mo. USD LIBOR + 0.270%, 1.51%, 01/25/2036(3)		645,257
		357,092	1 mo. USD LIBOR + 0.320%, 1.56%, 11/25/2035(3)		306,376
		404,491	1 mo. USD LIBOR + 0.500%, 1.74%, 12/25/2035(3)		292,047
		2,043,690	12 mo. MTA + 1.350%, 2.29%, 08/25/2035(3)		1,805,146
		723,111	5.75%, 05/25/2036		576,880
		343,247	6.00%, 05/25/2036		285,252
		2,028,678	American Credit Acceptance Receivables Trust 1.84%, 07/13/2020(2)		2,028,713
		1,825,000	American Express Credit Account Master Trust 1.77%, 11/15/2022		1,817,730
		1,500,000	AmeriCredit Automobile Receivables 2.30%, 03/08/2021		1,505,004
		1,966,571	Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates 1 mo. USD LIBOR + 6.000%, 5.28%, 01/25/2034(3)		1,875,714

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 8.7% - (continued)
			United States - 5.6% - (continued)
			Angel Oak Mortgage Trust LLC
	$	1,241,223	2.48%, 07/25/2047(2)(3)(5)	$	1,236,049
		313,672	2.81%, 01/25/2047(2)(3)(5)		313,039
		2,586,727	3.50%, 07/25/2046(2)(6)		2,597,776
		262,626	Banc of America Funding Trust 5.77%, 05/25/2037(3)(5)		263,251
		1,260,000	Barclays Dryrock Issuance Trust 1 mo. LIBOR + 0.330%, 1.57%, 03/15/2023(3)		1,263,758
		1,117,932	Bayview Opportunity Master Fund Trust 1 mo. USD LIBOR + 1.750%, 2.99%, 10/27/2027(2)(3)		1,117,931
		2,735,000	BBCMS Mortgage Trust 3.67%, 02/15/2050		2,860,056
		1,151,478	Bear Stearns Adjustable Rate Mortgage Trust 1 year CMT + 2.150%, 2.82%, 08/25/2035(3)		1,146,729
		913,736	3.48%, 10/25/2035(3)(5)		912,120
		851,113	3.60%, 06/25/2047(3)(5)		827,837
		770,765	3.63%, 07/25/2036(3)(5)		765,411
		459,894	Bear Stearns Alt-A Trust 1 mo. USD LIBOR + 0.320%, 1.56%, 08/25/2036(3)		444,177
		1,550,085	1 mo. USD LIBOR + 0.500%, 1.74%, 01/25/2036(3)		1,573,742
		460,405	3.64%, 09/25/2035(3)(5)		464,880
		482,678	Bear Stearns Mortgage Funding Trust 1 mo. USD LIBOR + 0.200%, 1.44%, 02/25/2037(3)		481,582
		1,805,000	Cabela's Credit Card Master Note Trust 1 mo. LIBOR + 0.650%, 1.89%, 08/16/2021(2)(3)		1,812,274
		1,790,000	2.25%, 07/17/2023		1,793,655
			CarMax Auto Owner Trust
		2,410,000	1.88%, 11/15/2019		2,410,785
		1,120,000	1.93%, 11/15/2019		1,120,981
		1,745,000	2.08%, 01/15/2020		1,749,342
		2,885,000	2.25%, 09/15/2022		2,890,596
		2,071,695	Chase Mortgage Finance Trust 3.29%, 12/25/2035(3)(5)		2,017,332
		172,621	ChaseFlex Trust 5.50%, 06/25/2035		155,484
		1,250,000	Chesapeake Funding LLC 1.99%, 05/15/2029(2)		1,250,349
		1,009,487	CHL Mortgage Pass-Through Trust 1 mo. USD LIBOR + 0.680%, 1.92%, 03/25/2035(3)		931,776
		1,054,721	3.20%, 11/20/2035(3)(5)		957,271
		391,945	3.27%, 03/20/2036(3)(5)		359,001
		613,698	3.50%, 09/25/2047(3)(5)		573,279
		2,505,000	Citibank Credit Card Issuance Trust 1 mo. LIBOR + 0.620%, 1.86%, 04/22/2026(3)		2,533,007
		365,000	Citigroup Commercial Mortgage Trust 3.62%, 07/10/2047		382,869
		757,190	COLT Mortgage Loan Trust 2.75%, 09/25/2046(2)(3)(5)		767,612
			Commercial Mortgage Pass-Through Certificates
		33,970,040	0.81%, 02/10/2047(3)(5)(7)		943,610
		1,795,000	4.75%, 10/15/2045(2)(3)(5)		1,158,349

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

228

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 8.7% - (continued)
			United States - 5.6% - (continued)
	$	2,605,000	Commercial Mortgage Trust 2.85%, 10/15/2045	$	2,638,876
		1,590,000	3.10%, 03/10/2046		1,629,379
		465,000	3.61%, 06/10/2046(3)(5)		488,878
		3,810,000	3.69%, 08/10/2047		3,989,164
		2,230,000	3.80%, 08/10/2047		2,350,678
		1,885,000	4.58%, 10/15/2045(2)(3)(5)		863,047
			Connecticut Avenue Securities
		1,150,000	1 mo. USD LIBOR + 2.600%, 3.84%, 05/25/2024(3)		1,206,074
		1,134,364	1 mo. USD LIBOR + 2.900%, 4.14%, 07/25/2024(3)		1,191,215
		1,134,000	1 mo. USD LIBOR + 3.000%, 4.24%, 07/25/2024(3)		1,198,044
		1,272,920	1 mo. USD LIBOR + 4.300%, 5.54%, 02/25/2025(3)		1,368,761
		1,050,000	1 mo. USD LIBOR + 4.400%, 5.64%, 01/25/2024(3)		1,182,727
		1,209,333	1 mo. USD LIBOR + 4.550%, 5.79%, 02/25/2025(3)		1,291,764
		1,025,000	1 mo. USD LIBOR + 5.250%, 6.49%, 10/25/2023(3)		1,182,079
			Countrywide Alternative Loan Trust
		586,450	1 mo. USD LIBOR + 0.140%, 1.38%, 04/25/2047(3)		516,202
		675,263	1 mo. USD LIBOR + 0.800%, 2.04%, 12/25/2035(3)		586,631
		7,266	Credit Suisse Commercial Mortgage Trust 6.31%, 02/15/2041(3)(5)		7,258
		33,060	Credit Suisse First Boston Mortgage Securities Corp. 4.88%, 04/15/2037		32,644
			CSAIL Commercial Mortgage Trust
		53,265,358	0.86%, 06/15/2057(3)(5)(7)		2,454,201
		14,857,476	0.94%, 04/15/2050(3)(5)(7)		737,094
		2,685,022	3.45%, 08/15/2048		2,773,344
		1,178,533	CSMC Trust 3.25%, 04/25/2047(2)(3)(5)		1,180,942
		2,010,087	3.50%, 08/25/2043(2)(3)(5)		2,050,053
		890,682	DBUBS Mortgage Trust 0.74%, 11/10/2046(2)(3)(5)(7)		15,251
		586,712	Deephaven Residential Mortgage Trust 3.49%, 12/26/2046(2)(3)(5)		588,510
		1,805,000	Discover Card Execution Note Trust 1.45%, 03/15/2021		1,802,095
		2,500,000	Drive Auto Receivables Trust 2.37%, 11/16/2020(2)		2,507,589
			Enterprise Fleet Financing LLC
		1,500,000	2.09%, 02/22/2021(2)		1,502,603
		535,000	2.13%, 07/20/2022(2)		536,263
			Fannie Mae Connecticut Avenue Securities
		245,000	1 mo. USD LIBOR + 3.550%, 4.79%, 07/25/2029(3)		260,702
		1,010,828	1 mo. USD LIBOR + 4.900%, 6.14%, 11/25/2024(3)		1,147,980
		469,404	1 mo. USD LIBOR + 5.000%, 6.24%, 07/25/2025(3)		513,158
		217,131	First Investors Auto Owner Trust 1.53%, 11/16/2020(2)		216,735

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 8.7% - (continued)
			United States - 5.6% - (continued)
	$	683,288	Five Guys Holdings, Inc. 4.60%, 07/25/2047(2)	$	698,394
		919,370	Flagship Credit Auto Trust 1.85%, 07/15/2021(2)		918,248
		2,750,000	Ford Credit Auto Owner Trust 2.26%, 11/15/2025(2)		2,766,643
		1,395,000	Ford Credit Floorplan Master Owner Trust 1.75%, 07/15/2021		1,384,070
		2,420,251	Foursight Capital Automobile Receivables Trust 2.37%, 04/15/2022(2)		2,414,000
			FREMF Mortgage Trust
		1,195,000	3.39%, 07/25/2022(2)(3)(5)		1,186,856
		1,190,000	3.72%, 10/25/2048(2)(3)(5)		1,204,881
			GLS Auto Receivables Trust
		1,230,000	2.67%, 04/15/2021(2)		1,230,651
		1,070,342	2.73%, 10/15/2020(2)		1,069,909
		465,000	GM Financial Consumer Automobile 2.30%, 06/16/2023(2)		463,387
		1,260,000	GreatAmerica Leasing Receivables Funding LLC 1.86%, 08/15/2020(2)		1,259,877
		800,000	2.06%, 06/22/2020(2)		800,101
			GS Mortgage Securities Trust
		615,000	3.67%, 04/10/2047(2)		226,338
		3,295,242	4.07%, 01/10/2047		3,529,571
		2,570,000	4.86%, 04/10/2047(2)(3)(5)		1,827,789
		1,399,339	GSAA Home Equity Trust 1 mo. USD LIBOR + 0.080%, 1.32%, 02/25/2037(3)		812,881
		1,877,038	1 mo. USD LIBOR + 0.120%, 1.36%, 05/25/2047(3)		1,515,989
		1,088,453	1 mo. USD LIBOR + 0.180%, 1.42%, 11/25/2036(3)		569,620
		1,677,413	1 mo. USD LIBOR + 0.240%, 1.48%, 11/25/2036(3)		1,047,595
		505,521	5.99%, 06/25/2036(3)(5)		265,417
		196,389	GSR Mortgage Loan Trust 3.61%, 05/25/2037(3)(5)		172,711
			HarborView Mortgage Loan Trust
		2,305,292	1 mo. USD LIBOR + 0.240%, 1.48%, 12/19/2036(3)		2,020,356
		399,132	1 mo. USD LIBOR + 1.000%, 2.24%, 10/25/2037(3)		394,171
		812,568	Honor Automobile Trust Securitization 2.94%, 11/15/2019(2)		815,035
		1,065,000	Huntington Auto Trust 1.95%, 06/15/2021		1,066,076
			JP Morgan Chase Commercial Mortgage Securities Trust
		3,059,000	2.73%, 10/15/2045(2)(3)(5)		1,331,613
		3,328,952	1 mo. LIBOR + 1.500%, 2.74%, 02/12/2051(3)		3,273,914
			JP Morgan Mortgage Trust
		950,572	3.00%, 09/25/2044(2)(3)(5)		957,995
		1,398,887	3.43%, 08/25/2036(3)(5)		1,378,414
		692,472	3.43%, 11/25/2035(3)(5)		670,009
		174,818	6.00%, 01/25/2037		147,481
		68,503,738	JPMBB Commercial Mortgage Securities Trust 0.83%, 09/15/2047(3)(5)(7)		2,155,511

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

229

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 8.7% - (continued)
			United States - 5.6% - (continued)
	$	1,135,000	Lendmark Funding Trust 2.83%, 12/22/2025(2)	$	1,136,006
		2,060,000	3.26%, 04/21/2025(2)		2,065,406
		1,597,294	Long Beach Mortgage Loan Trust 1 mo. USD LIBOR + 0.620%, 1.86%, 08/25/2033(3)		1,562,017
		940,507	LSTAR Securities Investment Trust 1 mo. USD LIBOR + 2.000%, 3.24%, 02/01/2022(2)(3)		937,815
		655,029	1 mo. USD LIBOR + 2.000%, 3.24%, 04/01/2022(2)(3)		655,062
		632,747	Luminent Mortgage Trust 1 mo. USD LIBOR + 0.260%, 1.50%, 11/25/2035(3)		593,423
		685,000	Marlette Funding Trust 2.36%, 12/15/2024(2)		684,544
		734,010	Mill City Mortgage Loan Trust 2.50%, 04/25/2057(2)(3)(5)		732,514
		1,380,000	MMAF Equipment Finance LLC 2.41%, 08/16/2024(2)		1,376,624
			Morgan Stanley Bank of America Merrill Lynch Trust
		13,145,800	1.11%, 10/15/2048(3)(5)(7)		848,656
		2,860,000	3.73%, 05/15/2048		3,010,178
			Morgan Stanley Capital Trust
		1,555,000	5.16%, 07/15/2049(2)(3)(5)		1,352,449
		100,000	5.41%, 09/15/2047(2)(3)(5)		108,699
		195,635	6.31%, 01/11/2043(3)(5)		196,219
		479,015	Morgan Stanley Mortgage Loan Trust 3.11%, 06/25/2037(3)(5)		344,260
			Nationstar HECM Loan Trust
		492,107	1.97%, 05/25/2027(2)		491,699
		716,209	2.01%, 08/25/2026(2)		716,209
		181,169	2.24%, 06/25/2026(2)(3)(5)		181,736
			New Residential Mortgage Loan Trust
		588,119	3.25%, 09/25/2056(2)(3)(5)		596,503
		1,996,419	3.75%, 11/26/2035(2)(3)(5)		2,055,577
		1,123,297	3.75%, 05/28/2052(2)(3)(5)		1,156,669
		2,107,059	4.00%, 02/25/2057(2)(3)(5)		2,182,575
		2,465,095	4.00%, 03/25/2057(2)(3)(5)		2,554,033
		1,936,720	4.00%, 04/25/2057(2)(3)(5)		2,003,603
		2,358,012	4.00%, 05/25/2057(2)(3)(5)		2,444,210
		4,690,000	NRZ Advance Receivables Trust 2.58%, 10/15/2049(2)		4,660,016
		845,000	OneMain Financial Issuance Trust 3.66%, 02/20/2029(2)		862,871
		775,000	Prosper Marketplace Issuance Trust 2.36%, 11/15/2023(2)		774,304
		1,562,178	Residential Accredit Loans, Inc. 2.31%, 11/25/2037(3)(5)		1,355,975
		122,615	Residential Funding Mortgage Securities, Inc. 5.75%, 01/25/2036		102,729
		141,983	6.00%, 04/25/2037		133,019
		180,830	6.00%, 07/25/2037		170,887
		3,005,000	Santander Drive Auto Receivables Trust 2.47%, 12/15/2020		3,015,649
		1,935,000	SFAVE Commercial Mortgage Securities Trust 3.87%, 01/05/2043(2)(3)(5)		1,942,361

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 8.7% - (continued)
			United States - 5.6% - (continued)
	$	83,592	Skopos Auto Receivables Trust 3.55%, 02/15/2020(2)	$	83,593
			SoFi Consumer Loan Program LLC
		735,660	2.50%, 05/26/2026(2)		734,670
		522,793	2.77%, 05/25/2026(2)		524,182
		851,319	3.05%, 12/26/2025(2)		858,424
		662,176	3.28%, 01/26/2026(2)		670,236
			SoFi Professional Loan Program
		2,618,797	1 mo. USD LIBOR + 0.600%, 1.84%, 07/25/2040(2)(3)		2,626,089
		1,072,007	2.72%, 10/27/2036(2)		1,077,992
			Springleaf Funding Trust
		3,510,000	3.16%, 11/15/2024(2)		3,529,899
		3,215,000	3.48%, 05/15/2028(2)		3,259,317
		753,000	SPS Servicer Advance Receivables Trust 3.59%, 11/15/2049(2)		753,276
		1,460,111	Structured Adjustable Rate Mortgage Loan Trust 3.56%, 06/25/2035(3)(5)		1,285,910
		524,722	Structured Asset Mortgage Investments Trust 1 mo. USD LIBOR + 0.230%, 1.47%, 02/25/2036(3)		474,210
		1,092,133	Structured Asset Securities Corp. 5.75%, 06/25/2035		1,032,227
		690,667	TAL Advantage V LLC 2.83%, 02/22/2038(2)		684,298
			Towd Point Mortgage Trust
		1,345,203	2.25%, 04/25/2056(2)(3)(5)		1,336,712
		1,089,722	2.25%, 07/25/2056(2)(3)(5)		1,081,478
		2,610,901	2.75%, 04/25/2055(2)(3)(5)		2,621,086
		818,197	2.75%, 05/25/2055(2)(3)(5)		821,316
		847,240	2.75%, 08/25/2055(2)(3)(5)		849,810
		1,836,780	2.75%, 10/25/2056(2)(3)(5)		1,843,197
		467,745	2.75%, 04/25/2057(2)(3)(5)		470,164
		1,261,526	3.00%, 03/25/2054(2)(3)(5)		1,272,316
			United Auto Credit Securitization Trust
		48,564	1.67%, 09/10/2018(2)		48,561
		1,135,000	2.40%, 11/12/2019(2)		1,132,890
		1,817,840	WaMu Mortgage Pass-Through Certificates Trust 1 mo. USD LIBOR + 0.420%, 1.66%, 07/25/2044(3)		1,808,705
		737,267	Wells Fargo Mortgage Backed Securities Trust 3.66%, 12/28/2037(3)(5)		713,838
			Westlake Automobile Receivables Trust
		101,163	1.57%, 06/17/2019(2)		101,154
		2,310,998	2.45%, 01/15/2021(2)		2,313,687
		4,070,000	2.46%, 01/18/2022(2)		4,056,151
		1,685,000	3.28%, 12/15/2022(2)		1,678,205
		1,765,000	3.29%, 09/15/2021(2)		1,776,463
		1,830,000	4.40%, 05/17/2021(2)		1,850,910
			WF-RBS Commercial Mortgage Trust
		14,958,293	2.05%, 03/15/2047(3)(5)(7)		782,127
		915,000	3.07%, 03/15/2045		936,314
		875,000	3.72%, 05/15/2047		921,524
		2,430,000	4.00%, 05/15/2047		2,596,035
		395,160	4.10%, 03/15/2047		423,930
		515,000	5.00%, 06/15/2044(2)(3)(5)		370,916

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

230

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 8.7% - (continued)
			United States - 5.6% - (continued)
	$	453,366	Wheels SPV LLC 1.59%, 05/20/2025(2)	$	452,961
					224,634,966
			Total Asset & Commercial Mortgage Backed Securities (cost $350,025,198)	$	351,195,071
CORPORATE BONDS - 16.3%
			Bermuda - 0.0%
			Weatherford International Ltd.
		285,000	5.95%, 04/15/2042	$	225,150
		765,000	6.50%, 08/01/2036		636,863
		280,000	7.00%, 03/15/2038		243,600
					1,105,613
			Canada - 0.6%
		2,600,000	1011778 BC ULC / New Red Finance, Inc. 5.00%, 10/15/2025(2)		2,648,750
			First Quantum Minerals Ltd.
		1,840,000	7.00%, 02/15/2021(2)		1,909,000
		520,000	7.25%, 04/01/2023(2)		549,900
		1,130,000	7.50%, 04/01/2025(2)		1,196,388
		2,235,000	goeasy Ltd. 7.88%, 11/01/2022(2)		2,299,256
		3,045,000	GW Honos Security Corp. 8.75%, 05/15/2025(2)		3,242,925
			MEG Energy Corp.
		1,130,000	6.38%, 01/30/2023(2)		1,033,950
		1,160,000	6.50%, 01/15/2025(2)		1,154,200
		1,170,000	New Gold, Inc. 6.38%, 05/15/2025(2)		1,243,125
		1,535,000	Northwest Acquisitions ULC / Dominion Finco, Inc. 7.13%, 11/01/2022(2)		1,584,887
		1,380,000	Tervita Escrow Corp. 7.63%, 12/01/2021(2)		1,397,250
			Valeant Pharmaceuticals International, Inc.
		3,390,000	5.88%, 05/15/2023(2)		2,864,550
		3,570,000	6.13%, 04/15/2025(2)		2,998,800
		250,000	7.00%, 03/15/2024(2)		270,625
					24,393,606
			Cayman Islands - 0.3%
			Noble Holding International Ltd.
		715,000	6.20%, 08/01/2040		482,625
		1,385,000	7.75%, 01/15/2024		1,239,575
		7,425,000	Park Aerospace Holdings Ltd. 3.63%, 03/15/2021(2)		7,406,437
		3,255,000	Weibo Corp. 1.25%, 11/15/2022(2)		3,393,338
					12,521,975
			Denmark - 0.3%
		10,650,000	Danske Bank A/S 3 mo. USD LIBOR + 0.580%, 1.90%, 09/06/2019(2)(3)		10,720,357
			France - 0.4%
		1,925,000	AXA S.A. 6.46%, 12/14/2018(3)(4)(5)(8)		1,971,931

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 16.3% - (continued)
			France - 0.4% - (continued)
	$	2,555,000	BNP Paribas S.A. 5 year USD Swap + 6.314%, 7.63%, 03/30/2021(2)(3)(8)	$	2,864,794
		2,050,000	Credit Agricole S.A. 5 year USD Swap + 6.185%, 8.13%, 12/23/2025(2)(3)(8)		2,467,532
			Societe Generale S.A.
		1,975,000	5 year USD Swap + 6.238%, 7.38%, 09/13/2021(3)(4)(8)		2,177,437
		7,200,000	5 year USD Swap + 6.394%, 8.25%, 11/29/2018(3)(4)(8)		7,623,000
					17,104,694
			Germany - 0.4%
		15,250,000	Deutsche Bank AG 3 mo. USD LIBOR + 0.970%, 2.33%, 07/13/2020(3)		15,310,404
			Ireland - 0.1%
			Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
	EUR	2,450,000	6.75%, 05/15/2024(4)		3,192,483
	$	1,636,000	7.25%, 05/15/2024(2)		1,797,555
					4,990,038
			Italy - 0.0%
			Intesa Sanpaolo S.p.A.
		430,000	5 year USD Swap + 5.462%, 7.70%, 09/17/2025(2)(3)(8)		469,775
	EUR	550,000	5 year EUR Swap + 7.192%, 7.75%, 01/11/2027(3)(4)(8)		777,943
	$	435,000	UniCredit S.p.A. 5 year USD Swap + 5.180%, 8.00%, 06/03/2024(3)(4)(8)		481,535
					1,729,253
			Japan - 0.1%
	JPY	400,000,000	Toshiba Corp. 1.68%, 12/15/2020		3,318,700
			Luxembourg - 0.3%
			Altice Financing S.A.
	EUR	1,185,000	6.50%, 01/15/2022(4)		1,434,870
	$	1,845,000	7.50%, 05/15/2026(2)		2,022,581
	EUR	2,790,000	ARD Finance S.A. 6.63%, 09/15/2023(9)		3,492,408
	$	1,975,000	Camelot Finance S.A. 7.88%, 10/15/2024(2)		2,123,125
	EUR	1,005,000	Cirsa Funding Luxembourg S.A. 5.75%, 05/15/2021(2)		1,234,604
		1,666,000	Codere Finance 2 Luxembourg S.A. 6.75%, 11/01/2021(2)		2,028,046
					12,335,634
			Netherlands - 0.4%
			Constellium N.V.
		850,000	7.00%, 01/15/2023(4)		1,052,500
	$	1,445,000	7.88%, 04/01/2021(2)		1,535,746
		1,350,000	8.00%, 01/15/2023(2)		1,446,188
	EUR	2,090,000	Diamond (BC) B.V. 5.63%, 08/15/2025(2)		2,515,284
	$	905,000	NXP B.V. / NXP Funding LLC 3.75%, 06/01/2018(2)		910,656

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

231

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 16.3% - (continued)
			Netherlands - 0.4% - (continued)
	EUR	6,200,000	Volkswagen International Finance N.V. 3.88%, 06/14/2027(3)(4)(8)	$	7,556,087
					15,016,461
			Spain - 1.1%
			Banco Bilbao Vizcaya Argentaria S.A.
		7,200,000	5 year EUR Swap + 6.155%, 7.00%, 02/19/2019(3)(4)(8)		8,858,680
		1,200,000	5 year EUR Swap + 9.177%, 8.88%, 04/14/2021(3)(4)(8)		1,677,383
		11,600,000	Banco de Sabadell S.A. 5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(3)(4)(8)		14,163,275
		1,900,000	Banco Santander S.A. 5 year EUR Swap + 5.410%, 6.25%, 03/12/2019(3)(4)(8)		2,318,342
		7,800,000	CaixaBank S.A. 3.50%, 02/15/2027(3)(4)(5)		9,643,369
		5,700,000	Criteria Caixa SAU 1.50%, 05/10/2023(4)		6,749,907
					43,410,956
			Sweden - 0.4%
			Intrum Justitia AB
		4,995,000	2.75%, 07/15/2022(2)		5,961,050
		3,580,000	3.13%, 07/15/2024(2)		4,278,919
	$	7,820,000	Svenska Handelsbanken AB 3 mo. USD LIBOR + 0.490%, 1.81%, 09/06/2019(3)		7,860,680
					18,100,649
			Switzerland - 0.1%
		1,995,000	Credit Suisse Group AG 5 year USD Swap + 3.455%, 6.25%, 12/18/2024(3)(4)(8)		2,182,031
		875,000	UBS Group AG 5 year USD ICE Swap + 5.497%, 6.88%, 03/22/2021(3)(4)(8)		953,750
					3,135,781
			United Kingdom - 1.0%
		285,000	Anglo American Capital plc 9.38%, 04/08/2019(2)		313,583
		4,525,000	Aviva plc 8.25%, 11/03/2017(4)(8)		4,513,687
	GBP	550,000	Barclays Bank plc 3 mo. GBP LIBOR + 13.400%, 14.00%, 06/15/2019(3)(4)(8)		859,006
	$	1,825,000	Barclays plc 5 year USD Swap + 6.772%, 7.88%, 03/15/2022(3)(4)(8)		2,035,101
			BP Capital Markets plc
		4,225,000	1.38%, 11/06/2017		4,224,921
		6,475,000	3 mo. USD LIBOR + 0.630%, 1.96%, 09/26/2018(3)		6,509,687
		2,620,000	HSBC Bank plc 6 mo. USD LIBOR + 0.250%, 1.81%, 03/29/2018(3)(8)		2,253,200
		6,190,000	Imperial Brands Finance plc 2.05%, 02/11/2018(4)		6,192,414
			National Westminster Bank plc
		1,270,000	1.75%, 01/11/2018(3)(8)		1,106,488

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 16.3% - (continued)
			United Kingdom - 1.0% - (continued)
	EUR	725,000	3 mo. EUR LIBOR + 2.150%, 1.82%, 01/05/2018(3)(8)	$	818,893
			Royal Bank of Scotland Group plc
	$	1,000,000	3 mo. USD LIBOR + 2.320%, 3.66%, 09/30/2027(3)(8)		970,100
		925,000	5 year USD Swap + 7.598%, 8.63%, 08/15/2021(3)(8)		1,047,470
		6,775,000	Tesco plc 5.50%, 11/15/2017(2)		6,781,037
			Tullow Oil plc
		545,000	6.00%, 11/01/2020(2)		547,044
		520,000	6.25%, 04/15/2022(2)		518,700
					38,691,331
			United States - 10.8%
		4,096,000	AK Steel Corp. 7.63%, 10/01/2021		4,249,600
			Alere, Inc.
		1,970,000	6.50%, 06/15/2020		2,002,012
		1,050,000	7.25%, 07/01/2018		1,050,525
		6,125,000	Ally Financial, Inc. 3.25%, 02/13/2018		6,142,793
			American Builders & Contractors Supply Co., Inc.
		88,000	5.63%, 04/15/2021(2)		90,310
		680,000	5.75%, 12/15/2023(2)		722,500
		9,225,000	American Electric Power Co., Inc. 1.65%, 12/15/2017		9,225,901
		4,235,000	American Greetings Corp. 7.88%, 02/15/2025(2)		4,601,751
			APX Group, Inc.
		1,405,000	7.63%, 09/01/2023		1,478,762
		1,765,000	7.88%, 12/01/2022		1,903,994
		2,180,000	AV Homes, Inc. 6.63%, 05/15/2022		2,263,821
			Avis Budget Car Rental LLC / Avis Budget Finance, Inc.
		1,625,000	5.25%, 03/15/2025(2)		1,588,437
		465,000	5.50%, 04/01/2023		470,813
			Bank of America Corp.
		8,500,000	2.00%, 01/11/2018		8,506,545
		4,700,000	6.88%, 04/25/2018		4,814,236
		1,085,000	Beacon Escrow Corp. 4.88%, 11/01/2025(2)		1,098,237
		3,321,000	Beacon Roofing Supply, Inc. 6.38%, 10/01/2023		3,570,075
		1,650,000	Beazer Homes USA, Inc. 5.88%, 10/15/2027(2)		1,647,937
		2,380,000	BlueLine Rental Finance Corp. / BlueLine Rental LLC 9.25%, 03/15/2024(2)		2,582,300
		4,275,000	BMW US Capital LLC 1.50%, 04/11/2019(2)		4,257,121
			Boyd Gaming Corp.
		930,000	6.38%, 04/01/2026		1,020,675
		6,820,000	6.88%, 05/15/2023		7,322,975
		2,350,000	Brand Industrial Services, Inc. 8.50%, 07/15/2025(2)		2,485,125
		3,355,000	California Resources Corp. 8.00%, 12/15/2022(2)		2,214,300
		460,000	Catalent Pharma Solutions, Inc. 4.88%, 01/15/2026(2)		466,900

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

232

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 16.3% - (continued)
			United States - 10.8% - (continued)
	$	1,485,000	CEC Entertainment, Inc. 8.00%, 02/15/2022	$	1,535,119
		4,090,000	Celgene Corp. 2.25%, 05/15/2019		4,105,422
		2,713,000	Cequel Communications Holdings I LLC / Cequel Capital Corp. 6.38%, 09/15/2020(2)		2,767,586
			Chemours Co.
		3,430,000	6.63%, 05/15/2023		3,635,800
		2,130,000	7.00%, 05/15/2025		2,374,950
		13,650,000	Citigroup, Inc. 1.70%, 04/27/2018		13,643,980
		2,345,000	Cloud Crane LLC 10.13%, 08/01/2024(2)		2,649,850
		1,790,000	Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp. 12.00%, 11/01/2021		1,929,799
		3,760,000	CNH Industrial Capital LLC 4.38%, 11/06/2020		3,942,172
		1,700,000	Conduent Finance, Inc. / Conduent Business Services LLC 10.50%, 12/15/2024(2)		2,001,750
			Continental Resources, Inc.
		1,585,000	3.80%, 06/01/2024		1,539,431
		200,000	4.50%, 04/15/2023		202,500
		2,070,000	4.90%, 06/01/2044		1,927,687
		480,000	5.00%, 09/15/2022		485,400
			CSC Holdings LLC
		1,455,000	7.88%, 02/15/2018		1,477,000
		1,830,000	10.13%, 01/15/2023(2)		2,095,350
		1,424,000	10.88%, 10/15/2025(2)		1,744,400
		2,140,000	Denbury Resources, Inc. 9.00%, 05/15/2021(2)		2,091,850
		8,615,000	DISH DBS Corp. 4.25%, 04/01/2018		8,681,335
		2,160,000	Dominion Resources, Inc. 1.90%, 06/15/2018		2,164,052
		1,480,000	Eldorado Resorts, Inc. 6.00%, 04/01/2025		1,561,400
			Endo Finance LLC
		1,935,000	6.00%, 07/15/2023(2)		1,567,350
		3,675,000	6.00%, 02/01/2025(2)		2,921,625
		2,570,000	Energy Transfer Equity L.P. 4.25%, 03/15/2023		2,615,001
		575,000	Envision Healthcare Corp. 5.63%, 07/15/2022		585,063
		1,960,000	FBM Finance, Inc. 8.25%, 08/15/2021(2)		2,084,950
		3,460,000	FelCor Lodging L.P. 6.00%, 06/01/2025		3,728,150
			Ferrellgas L.P. / Ferrellgas Finance Corp.
		1,336,000	6.50%, 05/01/2021		1,269,200
		865,000	6.75%, 01/15/2022		819,588
		1,340,000	First Data Corp. 7.00%, 12/01/2023(2)		1,433,827
		2,170,000	Flex Acquisition Co., Inc. 6.88%, 01/15/2025(2)		2,243,237
		2,030,000	Foresight Energy LLC / Foresight Energy Finance Corp. 11.50%, 04/01/2023(2)		1,806,700

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 16.3% - (continued)
			United States - 10.8% - (continued)
	$	435,000	Fresenius Medical Care U.S. Finance II, Inc. 5.63%, 07/31/2019(2)	$	459,675
		1,000,000	General Cable Corp. 5.75%, 10/01/2022		1,025,000
			General Motors Financial Co., Inc.
		8,500,000	2.40%, 04/10/2018		8,519,158
		7,100,000	3 mo. USD LIBOR + 1.450%, 2.76%, 05/09/2019(3)		7,202,607
			Genworth Holdings, Inc.
		210,000	4.80%, 02/15/2024		178,647
		1,425,000	4.90%, 08/15/2023		1,207,260
		450,000	7.63%, 09/24/2021		434,250
		4,310,000	GLP Capital L.P. / GLP Financing II, Inc. 4.38%, 11/01/2018		4,348,790
			Goldman Sachs Group, Inc.
		1,165,000	2.00%, 04/25/2019		1,164,302
		7,050,000	5.95%, 01/18/2018		7,114,507
			Gray Television, Inc.
		1,785,000	5.13%, 10/15/2024(2)		1,780,002
		220,000	5.88%, 07/15/2026(2)		225,500
		1,800,000	HCA Healthcare, Inc. 6.25%, 02/15/2021		1,937,250
		2,530,000	HCA, Inc. 7.50%, 11/15/2095		2,589,961
			Herc Rentals, Inc.
		728,000	7.50%, 06/01/2022(2)		787,914
		671,000	7.75%, 06/01/2024(2)		736,423
			Hertz Corp.
		1,550,000	5.50%, 10/15/2024(2)		1,395,000
		1,650,000	6.25%, 10/15/2022		1,579,875
		946,000	7.38%, 01/15/2021(2)		948,365
		1,420,000	7.63%, 06/01/2022(2)		1,480,634
		95,000	Hexion, Inc. 13.75%, 02/01/2022(2)		76,238
		767,000	II-VI, Inc. 0.25%, 09/01/2022(2)		893,555
		585,000	Infor Software Parent LLC (cash) 7.13%, 05/01/2021(2)(9)		601,088
		1,730,000	Infor U.S., Inc. 6.50%, 05/15/2022		1,803,525
		1,450,000	International Lease Finance Corp. 3.88%, 04/15/2018		1,463,324
		1,233,000	inVentiv Group Holdings Inc/inVentiv Health Inc/inVentiv Health Clinical, Inc. 7.50%, 10/01/2024(2)		1,359,382
		4,135,000	iStar, Inc. 4.63%, 09/15/2020		4,222,869
		1,490,000	Jack Ohio Finance LLC / Jack Ohio Finance Corp. 6.75%, 11/15/2021(2)		1,590,575
		2,835,000	Jacobs Entertainment, Inc. 7.88%, 02/01/2024(2)		3,061,800
		10,400,000	JPMorgan Chase Bank NA 3 mo. USD LIBOR + 0.450%, 1.78%, 09/21/2018(3)		10,421,918
		1,500,000	Kaiser Aluminum Corp. 5.88%, 05/15/2024		1,614,375
		2,550,000	Kinder Morgan, Inc. 2.00%, 12/01/2017		2,550,331

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

233

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 16.3% - (continued)
			United States - 10.8% - (continued)
			Laredo Petroleum, Inc.
	$	1,065,000	5.63%, 01/15/2022	$	1,084,969
		2,095,000	6.25%, 03/15/2023		2,173,562
		430,000	7.38%, 05/01/2022		447,738
		1,255,000	Lithia Motors, Inc. 5.25%, 08/01/2025(2)		1,316,181
		1,690,000	Manitowoc Co., Inc. 12.75%, 08/15/2021(2)		1,943,500
		3,075,000	MDC Holdings, Inc. 5.50%, 01/15/2024		3,309,469
		1,025,000	MGIC Investment Corp. 5.75%, 08/15/2023		1,127,500
		3,750,000	Molson Coors Brewing Co. 1.45%, 07/15/2019		3,719,789
	EUR	7,225,000	Morgan Stanley 1.88%, 04/27/2027		8,719,806
	$	1,720,000	Multi-Color Corp. 4.88%, 11/01/2025(2)		1,737,200
		2,900,000	National Rural Utilities Cooperative Finance Corp. 10.38%, 11/01/2018		3,143,885
			Nationstar Mortgage LLC / Nationstar Capital Corp.
		1,045,000	6.50%, 08/01/2018		1,047,612
		750,000	6.50%, 07/01/2021		761,250
		456,000	7.88%, 10/01/2020		466,260
			Navient Corp.
		1,002,000	5.50%, 01/25/2023		1,014,525
		165,000	5.63%, 08/01/2033		142,313
		386,000	5.88%, 10/25/2024		391,790
		2,350,000	6.13%, 03/25/2024		2,411,687
		1,020,000	6.50%, 06/15/2022		1,082,475
		422,000	7.25%, 09/25/2023		457,079
		2,825,000	Netflix, Inc. 5.88%, 02/15/2025		3,049,870
			NextEra Energy Capital Holdings, Inc.
		2,190,000	1.65%, 09/01/2018		2,186,961
		5,190,000	2.30%, 04/01/2019		5,206,559
			Nissan Motor Acceptance Corp.
		15,300,000	3 mo. USD LIBOR + 0.520%, 1.84%, 09/13/2019(2)(3)		15,365,943
		15,775,000	2.00%, 03/08/2019(2)		15,769,704
		9,430,000	3 mo. USD LIBOR + 0.800%, 2.15%, 04/06/2018(2)(3)		9,451,115
			Novelis Corp.
		615,000	5.88%, 09/30/2026(2)		633,831
		1,700,000	6.25%, 08/15/2024(2)		1,793,500
		320,000	OneMain Financial Holdings LLC 6.75%, 12/15/2019(2)		332,000
		1,430,000	Party City Holdings, Inc. 6.13%, 08/15/2023(2)		1,483,625
		1,535,000	Penn National Gaming, Inc. 5.63%, 01/15/2027(2)		1,588,725
		1,190,000	Penske Automotive Group, Inc. 3.75%, 08/15/2020		1,213,800
		3,880,000	Pitney Bowes, Inc. 3.63%, 09/15/2020		3,883,709
		880,000	Plastipak Holdings, Inc. 6.25%, 10/15/2025(2)		897,424
		3,240,000	Platform Specialty Products Corp. 6.50%, 02/01/2022(2)		3,357,450

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 16.3% - (continued)
			United States - 10.8% - (continued)
	$	1,701,000	PRA Holdings, Inc. 9.50%, 10/01/2023(2)	$	1,832,827
		2,965,000	QEP Resources, Inc. 5.25%, 05/01/2023		2,927,937
		865,000	Radian Group, Inc. 4.50%, 10/01/2024		886,625
		3,070,000	Revlon Consumer Products Corp. 6.25%, 08/01/2024		2,264,125
		12,040,000	Reynolds American, Inc. 8.13%, 06/23/2019		13,199,494
			Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
		1,660,000	5.13%, 07/15/2023(2)		1,728,226
		645,000	7.00%, 07/15/2024(2)		688,538
		1,915,000	SBA Tower Trust 2.88%, 07/10/2046(2)		1,900,637
			Scientific Games International, Inc.
		235,000	5.00%, 10/15/2025(2)		238,525
		795,000	6.63%, 05/15/2021		821,831
		1,440,000	10.00%, 12/01/2022		1,592,899
		415,000	Signode Industrial Group U.S., Inc. 6.38%, 05/01/2022(2)		431,081
		1,055,000	Sinclair Television Group, Inc. 5.13%, 02/15/2027(2)		1,003,569
			SM Energy Co.
		1,310,000	5.00%, 01/15/2024		1,251,050
		265,000	6.13%, 11/15/2022		266,325
		125,000	6.50%, 11/15/2021		126,250
		5,235,000	Southern Co. 2.45%, 09/01/2018		5,262,628
		10,060,000	Southern Power Co. 1.85%, 12/01/2017		10,062,777
		1,840,000	Sprint Corp. 7.63%, 02/15/2025		2,017,100
		1,920,000	Sterigenics-Nordion Holdings LLC 6.50%, 05/15/2023(2)		2,001,600
		430,000	Sterigenics-Nordion Topco LLC (cash) 8.13%, 11/01/2021(2)(9)		438,063
		1,410,000	Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp. 5.88%, 05/15/2025(2)		1,374,750
		925,000	Texas Competitive Electric Holdings Co. LLC 11.50%, 10/01/2020*(1)(10)(11)(12)		0
			Time Warner Cable LLC
		9,695,000	6.75%, 07/01/2018		10,003,749
		4,680,000	8.25%, 04/01/2019		5,067,505
		4,685,000	8.75%, 02/14/2019		5,068,733
		2,030,000	TreeHouse Foods, Inc. 6.00%, 02/15/2024(2)		2,172,100
		825,000	Tribune Media Co. 5.88%, 07/15/2022		855,937
		410,000	TriMas Corp. 4.88%, 10/15/2025(2)		414,613
		1,940,000	United States Steel Corp. 8.38%, 07/01/2021(2)		2,117,025
		2,015,000	USIS Merger Sub, Inc. 6.88%, 05/01/2025(2)		2,090,562

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

234

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 16.3% - (continued)
			United States - 10.8% - (continued)
	$	5,025,000	Ventas Realty L.P. / Ventas Capital Corp. 2.00%, 02/15/2018	$	5,028,926
		3,050,000	Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp. 8.75%, 04/15/2023(2)		2,975,885
		2,515,000	Warrior Met Coal, Inc. 8.00%, 11/01/2024(2)		2,576,743
		4,085,000	West Street Merger Sub, Inc. 6.38%, 09/01/2025(2)		4,141,169
		950,000	Workday, Inc. 0.25%, 10/01/2022(2)		960,094
			WPX Energy, Inc.
		2,305,000	6.00%, 01/15/2022		2,400,081
		900,000	8.25%, 08/01/2023		1,013,625
			Zayo Group LLC / Zayo Capital, Inc.
		1,600,000	6.00%, 04/01/2023		1,682,000
		1,280,000	6.38%, 05/15/2025		1,377,741
					439,159,420
			Total Corporate Bonds (cost $646,453,652)	$	661,044,872
FOREIGN GOVERNMENT OBLIGATIONS - 54.5%
			Australia - 3.7%
			Australia Government Bond
	AUD	38,695,000	2.75%, 11/21/2027(4)	$	29,791,038
		17,380,000	3.00%, 03/21/2047(4)		12,204,331
		66,045,000	5.75%, 05/15/2021(4)		56,926,478
		56,835,000	5.75%, 07/15/2022(4)		50,370,664
					149,292,511
			Canada - 14.2%
			Canadian Government Bond
	CAD	71,300,000	0.75%, 03/01/2021		53,928,466
		117,290,000	0.75%, 09/01/2021		88,291,614
		56,595,000	1.00%, 09/01/2022		42,596,500
		177,040,000	1.25%, 02/01/2018		137,314,754
		161,655,000	1.25%, 09/01/2018		125,277,926
		160,855,000	1.75%, 09/01/2019		125,530,738
					572,939,998
			Denmark - 14.0%
			Denmark Government Bond
	DKK	977,195,000	0.25%, 11/15/2018		154,335,546
		381,495,000	0.25%, 11/15/2020		61,060,460
		682,610,000	4.00%, 11/15/2017		107,032,650
		1,433,475,000	4.00%, 11/15/2019		245,507,319
					567,935,975
			France - 0.6%
	EUR	18,720,000	French Republic Government Bond OAT 2.00%, 05/25/2048(2)(4)		23,178,451
			Germany - 0.4%
		11,830,000	Bundesrepublik Deutschland 2.50%, 07/04/2044(4)		18,090,276
			Ireland - 0.4%
		11,805,000	Ireland Government Bond 2.00%, 02/18/2045(4)		14,538,406

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 54.5% - (continued)
			New Zealand - 5.5%
			New Zealand Government Bond
	NZD	144,155,000	2.75%, 04/15/2025(4)	$	98,743,542
		154,375,000	5.50%, 04/15/2023(4)		121,954,229
					220,697,771
			Norway - 7.2%
			Norway Government Bond
	NOK	255,620,000	1.75%, 02/17/2027(2)(4)		31,673,972
		283,385,000	2.00%, 05/24/2023(2)(4)		36,160,106
		1,676,115,000	3.75%, 05/25/2021(2)(4)		225,339,380
					293,173,458
			Singapore - 6.0%
			Singapore Government Bond
	SGD	35,140,000	0.50%, 04/01/2018		25,696,979
		140,870,000	1.63%, 10/01/2019		103,738,028
		34,225,000	1.75%, 04/01/2022		25,182,530
		117,910,000	2.25%, 06/01/2021		88,352,486
					242,970,023
			Spain - 2.5%
	EUR	88,055,000	Spain Government Bond 1.45%, 10/31/2027(2)(4)		102,486,304
			Total Foreign Government Obligations (cost $2,202,159,485)	$	2,205,303,173
MUNICIPAL BONDS - 0.1%
			General Obligation - 0.1%
	$	2,515,000	City of Detroit MI 5.00%, 12/10/2026	$	2,478,784
			Total Municipal Bonds (cost $2,390,461)	$	2,478,784
SENIOR FLOATING RATE INTERESTS - 2.2%(13)
			Canada - 0.1%
		2,401,287	B.C. Unlimited Liability Co. 1 mo. USD LIBOR + 2.250%, 3.53%, 02/16/2024	$	2,403,689
			Germany - 0.2%
		8,125,000	Unitymedia Finance LLC 1 mo. USD LIBOR + 2.250%, 3.49%, 09/30/2025		8,118,094
			Luxembourg - 0.1%
		5,625,000	Almonde, Inc. 3 mo. USD LIBOR + 3.500%, 4.82%, 06/13/2024		5,602,275
			United Kingdom - 0.1%
		4,762,020	Camelot UK Holdco Ltd. 1 mo. USD LIBOR + 3.500%, 4.74%, 10/03/2023		4,793,783
			United States - 1.7%
		931,656	American Builders & Contractors Supply Co., Inc. 1 mo. USD LIBOR + 2.500%, 3.74%, 10/31/2023		936,994
		3,034,792	Asurion LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 11/03/2023		3,059,465

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

235

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 2.2%(13) - (continued)
			United States - 1.7% - (continued)
	$	2,827,913	BCP Raptor LLC 1 Week USD LIBOR + 4.250%, 5.52%, 06/24/2024	$	2,857,068
		1,217,526	Berlin Packaging LLC 1 mo. USD LIBOR + 3.250%, 4.53%, 10/01/2021		1,225,903
		4,870,525	Clark Equipment Co. 4.08%, 05/18/2024		4,903,401
		128,101	Community Health Systems, Inc. 3 mo. USD LIBOR + 2.750%, 4.07%, 12/31/2019		125,023
		585,000	Core & Main LP 6 mo. USD LIBOR + 3.000%, 4.46%, 08/01/2024		588,656
		1,140,000	Diamond (BC) B.V. 3 mo. USD LIBOR + 3.000%, 4.32%, 09/06/2024		1,144,480
			First Data Corp.
		2,459,975	1 mo. USD LIBOR + 2.250%, 3.49%, 07/08/2022		2,465,830
		2,174,386	1 mo. USD LIBOR + 2.500%, 3.74%, 04/26/2024		2,182,931
		6,345,000	Golden Entertainment, Inc. 0.00%, 08/15/2024(14)		6,347,665
		3,286,463	Harbor Freight Tools USA, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 08/18/2023		3,304,735
		3,494,895	Hostess Brands LLC 1 mo. USD LIBOR + 2.500%, 3.74%, 08/03/2022		3,512,370
		1,940,640	Hyland Software, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 07/01/2022		1,958,435
		3,976,875	INC Research LLC 1 mo. USD LIBOR + 2.250%, 3.49%, 08/01/2024		3,997,396
		2,775,329	Lands' End, Inc. 1 mo. USD LIBOR + 3.250%, 4.49%, 04/04/2021		2,313,930
		4,075,000	Level 3 Financing, Inc. 1 mo. USD LIBOR + 2.250%, 3.49%, 02/22/2024		4,088,814
		2,860,678	LTS Buyer LLC PRIME + 2.250%, 6.50%, 04/13/2020		2,866,056
		1,365,000	Multi Color Corp. 0.00%, 09/20/2024(14)		1,373,531
		3,276,788	Post Holdings, Inc. 1 mo. USD LIBOR + 2.250%, 3.49%, 05/24/2024		3,292,582
		5,240,400	Quikrete Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 3.99%, 11/15/2023		5,263,667
		2,256,586	Rexnord LLC 3 mo. USD LIBOR + 2.750%, 4.09%, 08/21/2023		2,269,291
		3,397,925	Sterigenics-Nordion Holdings LLC 1 mo. USD LIBOR + 3.000%, 4.24%, 05/15/2022		3,397,925

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 2.2%(13) - (continued)
			United States - 1.7% - (continued)
			Tribune Media Co.
	$	79,474	4.24%, 12/27/2020	$	79,549
		990,554	1 mo. USD LIBOR + 3.000%, 4.24%, 01/27/2024		992,100
		1,960,000	USI Holdings Corp. 0.00%, 07/26/2024(14)		1,957,550
		1,835,000	USI, Inc. 3 mo. USD LIBOR + 3.000%, 4.31%, 05/16/2024		1,838,817
					68,344,164
			Total Senior Floating Rate Interests (cost $89,259,958)	$	89,262,005
U.S. GOVERNMENT AGENCIES - 0.6%
			United States - 0.6%
			FHLMC - 0.1%
	$	3,690,853	1.73%, 09/25/2041(3)(7)	$	314,776
		6,087,872	2.21%, 01/25/2042(3)(7)		716,986
		11,435,000	2.02%, 02/25/2041(3)(7)		722,313
		1,025,000	1 mo. USD LIBOR + 4.500%, 5.74%, 02/25/2024(3)		1,183,369
					2,937,444
			SLM Student Loan Trust - 0.5%
	$	2,325,600	Nelnet Student Loan Trust 3 mo. USD LIBOR + 1.480%, 2.85%, 04/25/2024(3)		2,345,721
		1,273,305	SLM Student Loan Trust 3 mo. USD LIBOR + 0.750%, 2.12%, 04/25/2023(3)		1,272,112
		2,342,216	Nelnet Student Loan Trust 3 mo. USD LIBOR + 0.350%, 1.68%, 03/25/2026(2)(3)		2,316,487
		2,692,935	SLM Student Loan Trust 3 mo. USD LIBOR + 0.650%, 2.02%, 01/25/2022(3)		2,684,369
		1,000,000	SLC Student Loan Trust 3 mo. USD LIBOR + 0.900%, 2.22%, 06/15/2021(3)		1,001,275
		1,128,384	1 mo. USD LIBOR + 0.400%, 1.64%, 03/25/2025(3)		1,117,100
		44,887	3 mo. USD LIBOR + 0.750%, 2.12%, 01/25/2019(3)		44,911
		1,437,012	Nelnet Student Loan Trust 3 mo. USD LIBOR + 1.650%, 2.97%, 11/25/2024(3)		1,461,414
		3,376,119	3 mo. USD LIBOR + 1.700%, 3.07%, 07/25/2023(3)		3,474,247
		3,892,303	2.87%, 04/25/2023(3)		3,988,354
		475,000	1 mo. USD LIBOR + 0.650%, 1.89%, 05/26/2026(3)		469,111
		1,852,672	1 mo. USD LIBOR + 0.700%, 1.94%, 01/25/2029(3)		1,869,834
					22,044,935
					24,982,379
			Total U.S. Government Agencies (cost $24,503,260)	$	24,982,379

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

236

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT SECURITIES - 14.2%
			United States - 14.2%
			U.S. Treasury Bonds - 2.3%
	$	46,045,000	0.00%, 08/15/2045(15)	$	20,386,446
		38,200,000	0.00%, 11/15/2045(15)(16)		16,783,958
		37,875,000	2.50%, 02/15/2046(16)		35,121,665
		19,080,000	3.00%, 02/15/2047		19,557,745
					91,849,814
			U.S. Treasury Notes - 11.9%
		110,470,000	0.63%, 04/30/2018(17)		110,094,574
		137,525,000	0.75%, 01/31/2018		137,371,647
		21,050,000	1.00%, 09/30/2019		20,818,944
		132,735,000	1.25%, 01/31/2019(17)		132,283,908
		82,860,000	1.38%, 04/30/2020(16)		82,241,787
					482,810,860
					574,660,674
			Total U.S. Government Securities (cost $575,573,735)	$	574,660,674
CONVERTIBLE BONDS - 0.5%
			Commercial Services - 0.0%
		1,600,000	Cardtronics, Inc. 1.00%, 12/01/2020	$	1,476,000
			Diversified Financial Services - 0.0%
		450,000	Blackhawk Network Holdings, Inc. 1.50%, 01/15/2022		450,281
			Media - 0.2%
			DISH Network Corp.
		3,780,000	2.38%, 03/15/2024(2)		3,631,163
		2,525,000	3.38%, 08/15/2026		2,715,953
		188,000	Liberty Media Corp-Liberty Formula One 1.00%, 01/30/2023(2)		224,190
					6,571,306
			Oil & Gas - 0.0%
		1,155,000	Cobalt International Energy, Inc. 2.63%, 12/01/2019		181,913
			Oil & Gas Services - 0.0%
		1,388,000	Weatherford International Ltd. 5.88%, 07/01/2021		1,400,145
			Semiconductors - 0.1%
			Microchip Technology, Inc.
		435,000	1.63%, 02/15/2025		799,584
		392,000	1.63%, 02/15/2027(2)		493,675
		450,000	2.25%, 02/15/2037(2)		570,375
					1,863,634
			Software - 0.2%
		2,189,000	salesforce.com, Inc. 0.25%, 04/01/2018		3,362,851
		4,397,000	ServiceNow, Inc. 0.00%, 06/01/2022(2)(15)		4,930,136
					8,292,987
			Total Convertible Bonds (cost $20,468,968)	$	20,236,266

Shares or Principal Amount			Market Value†
PREFERRED STOCKS - 0.0%
		United States - 0.0%
	21,100	GMAC Capital Trust Series 2 3 mo. USD LIBOR + 5.785%, 7.10%(3)	$	554,086
		Total Preferred Stocks (cost $552,899)	$	554,086
CONVERTIBLE PREFERRED STOCKS - 0.1%
		United States - 0.1%
	18,000	Mandatory Exchangeable Trust 5.75%(2)	$	3,771,450
		Total Convertible Preferred Stocks (cost $2,981,696)	$	3,771,450
		Total Long-Term Investments (cost $3,917,841,959)	$	3,935,661,300
SHORT-TERM INVESTMENTS - 0.7%
		Other Investment Pools & Funds - 0.7%
	28,231,644	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 0.94%(18)	$	28,231,644
		Total Short-Term Investments (cost $28,231,644)	$	28,231,644

Total Investments Excluding Purchased Options (cost $3,946,073,603)	98.0	%	$	3,963,892,944
Total Purchased Options (cost $2,637,920)	0.0	%	$	834,118
Total Investments (cost $3,948,711,523)	98.0	%	$	3,964,727,062
Other Assets and Liabilities	2.0	%		80,634,396
Total Net Assets	100.0	%	$	4,045,361,458

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

237

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

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

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

⁽¹⁾  Non-income producing.

⁽²⁾  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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $905,052,799, which represented 22.4% of total net assets.

⁽³⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2017.

⁽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 October 31, 2017, the aggregate value of these securities was $908,666,849, which represented 22.5% of total net assets.

⁽⁵⁾ Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

⁽⁶⁾ Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽⁷⁾ Securities disclosed are interest-only strips.

⁽⁸⁾ Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁹⁾ Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

⁽¹⁰⁾ Investment valued using significant unobservable inputs.

⁽¹¹⁾ 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 October 31, 2017, the aggregate fair value of this security was $0, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽¹²⁾ This security has been identified as 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. The identification of illiquid securities is unaudited. At October 31, 2017, the aggregate value of these securities was $0, which represents 0.0% of total net assets.

⁽¹³⁾ Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of October 31, 2017.

⁽¹⁴⁾ Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽¹⁵⁾ Security is a zero-coupon bond.

⁽¹⁶⁾ This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

⁽¹⁷⁾ This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

⁽¹⁸⁾  Current yield as of period end.

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

238

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

OTC Option Contracts Outstanding at October 31, 2017
Description	Counter- party		Exercise Price/ FX Rate/ Rate		Expiration Date		Number of Contracts				Notional Amount			Market Value†			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Purchased option contracts:
Calls
USD Call/CNH Put		JPM		8.00 CNH per USD		12/07/17		USD	575,000			575,000		$	—		$	64,975		$	(64,975	)
USD Call/CNH Put		JPM		8.00 CNH per USD		12/07/17		USD	575,000			575,000			—			64,688			(64,688	)
USD Call/CNH Put		SCB		8.00 CNH per USD		12/11/17		USD	774,000			774,000			—			103,716			(103,716	)
USD Call/JPY Put		GSC		115.00 JPY per USD		03/11/21		USD	4,151,000			4,151,000			127,934			198,377			(70,443	)
USD Call/JPY Put		GSC		115.00 JPY per USD		03/12/21		USD	4,151,000			4,151,000			127,950			198,002			(70,052	)
USD Call/JPY Put		BOA		115.00 JPY per USD		03/12/21		USD	5,530,000			5,530,000			170,457			243,320			(72,863	)
USD Call/JPY Put		GSC		115.00 JPY per USD		03/12/21		USD	5,531,000			5,531,000			170,487			216,981			(46,494	)
USD Call/SGD Put		JPM		1.50 SGD per USD		12/11/17		USD	3,788,000			3,788,000			4			52,653			(52,649	)
Total Calls												25,075,000		$	596,832		$	1,142,712		$	(545,880	)
Puts
EUR Put/USD Call		JPM		0.90 USD per EUR		01/08/18		EUR	68,696,000			68,696,000		$	—		$	143,873		$	(143,873	)
GBP Put/SEK Call		GSC		10.50 SEK per GBP		03/27/18		GBP	3,205,000			3,205,000			22,859			56,491			(33,632	)
GBP Put/SEK Call		GSC		10.50 SEK per GBP		03/27/18		GBP	3,205,000			3,205,000			22,858			53,478			(30,620	)
GBP Put/USD Call		GSC		1.15 USD per GBP		12/05/17		GBP	327,000			327,000			107			58,013			(57,906	)
GBP Put/USD Call		GSC		1.15 USD per GBP		12/05/17		GBP	328,000			328,000			107			59,061			(58,954	)
Total Puts												75,761,000		$	45,931		$	370,916		$	(324,985	)
Total purchased option contracts												100,836,000		$	642,763		$	1,513,628		$	(870,865	)
Written option contracts:
Calls
USD Call/JPY Put		GSC		140.00 JPY per USD		03/11/21		USD	(4,151,000	)		(4,151,000	)	$	(30,431	)	$	(82,771	)	$	52,340
USD Call/JPY Put		GSC		140.00 JPY per USD		03/12/21		USD	(5,531,000	)		(5,531,000	)		(40,581	)		(90,598	)		50,017
USD Call/JPY Put		BOA		140.00 JPY per USD		03/12/21		USD	(5,530,000)			(5,530,000	)		(40,574	)		(106,287	)		65,713
USD Call/JPY Put		GSC		140.00 JPY per USD		03/12/21		USD	(4,151,000)			(4,151,000	)		(30,456	)		(83,850	)		53,394
Total Calls												(19,363,000	)	$	(142,042	)	$	(363,506	)	$	221,464
Total written option contracts												(19,363,000	)	$	(142,042	)	$	(363,506	)	$	221,464

OTC Swaption Contracts Outstanding at October 31, 2017
Description	Counter- party		Exercise Price/ FX Rate/ Rate		Pay/Receive Floating Rate		Expiration Date		Notional Amount			Number of Contracts		Market Value †		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased swaption contracts:
Calls
3 Months LIBOR USD-BBA Interest Rate Swap Expiring 11/15/2027		MSC		2.40%		Pay		11/10/17		USD	8,350,000		8,350,000	$	55,150	$	148,630	$	(93,480	)
3 Months LIBOR USD-BBA Interest Rate Swap Expiring 11/15/2027		JPM		2.23%		Receive		11/13/17		USD	23,935,000		23,935,000		18,775		294,401		(275,626	)
Total Calls													32,285,000	$	73,925	$	443,031	$	(369,106	)
Puts
3 Months LIBOR USD BBA Interest Rate Swap Expiring 11/14/2027		MSC		2.40%		Pay		11/10/17		USD	8,350,000		8,350,000	$	11,858	$	148,630	$	(136,772	)
3 Months LIBOR USD-BBA Interest Rate Swap Expiring 11/15/2027		JPM		2.54%		Pay		11/13/17		USD	23,935,000		23,935,000		4,303		284,827		(280,524	)
6 Months LIBOR JPY-BBA Interest Rates Swap Expiring 11/26/2038		JPM		0.93%		Pay		11/21/18		JPY	1,100,450,000		1,100,450,000		101,269		247,804		(146,535	)
Total Puts													1,132,735,000	$	117,430	$	681,261	$	(563,831	)
Total purchased swaption contracts													1,165,020,000	$	191,355	$	1,124,292	$	(932,937	)

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

239

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Futures Contracts Outstanding at October 31, 2017
Description	Number of Contracts		Expiration Date		Current Notional Amount		Value and Unrealized Appreciation/ (Depreciation)
Long position contracts:
Australian 10-Year Bond Future		449		12/15/2017	$	44,279,327	$	385,252
Australian 3-Year Bond Future		6		12/15/2017		512,437		568
Canadian Government 10-Year Bond Future		2,982		12/18/2017		317,662,398		1,105,190
Euro BUXL 30-Year Bond Future		133		12/07/2017		25,736,138		364,661
Euro-BTP Future		431		12/07/2017		70,081,178		1,392,429
U.S. Treasury 10-Year Note Future		308		12/19/2017		38,480,750		31,077
U.S. Treasury Ultra Bond Future		175		12/19/2017		28,836,719		131,563
Total							$	3,410,740
Short position contracts:
Euro-BOBL Future		369		12/07/2017	$	56,642,927	$	(168,642	)
Euro-Bund Future		1,048		12/07/2017		198,679,061		(1,932,251	)
Euro-OAT Future		281		12/07/2017		51,540,234		(741,280	)
Eurodollar 3-Month Future		359		09/17/2018		88,094,113		143,205
Long Gilt Future		1,742		12/27/2017		287,654,527		(1,084,654	)
U.S. Treasury 10-Year Ultra Bond Future		472		12/19/2017		63,211,125		612,253
U.S. Treasury 2-Year Note Future		268		12/29/2017		57,716,313		7,699
U.S. Treasury 5-Year Note Future		8,905		12/29/2017		1,043,554,688		2,851,203
U.S. Treasury Long Bond Future		105		12/19/2017		16,009,219		16,215
Total							$	(296,252	)
Total futures contracts							$	3,114,488

OTC Credit Default Swap Contracts Outstanding at October 31, 2017
Reference Entity	Counter- party		Notional Amount (a)			(Pay)/Receive Fixed Rate		Expiration Date		Periodic Payment Frequency		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
CMBX.NA.A.7		JPM		USD	1,645,000		(2.00%)		01/17/47		Monthly	$	62,366	$	—		$	51,373		$	(10,993	)
CMBX.NA.AS.7		CSI		USD	9,350,000		(1.00%)		01/17/47		Monthly		166,794		—			(98,637	)		(265,431	)
CMBX.NA.BBB.7		CSI		USD	5,165,000		(3.00%)		01/17/47		Monthly		490,748		—			599,882			109,134
CMBX.NA.BBB.7		MSC		USD	1,105,000		(3.00%)		01/17/47		Monthly		105,000		—			128,339			23,339
ITRAXX.SEN.FIN.28		JPM		EUR	23,150,000		(1.00%)		12/20/22		Quarterly		—		(605,871	)		(695,855	)		(89,984	)
ITRAXX.SEN.FIN.28		JPM		EUR	23,150,000		(1.00%)		12/20/22		Quarterly		—		(593,386	)		(695,855	)		(102,469	)
Total												$	824,908	$	(1,199,257	)	$	(710,753	)	$	(336,404	)
Sell protection:
CMBX.NA.BB.6		MSC		USD	1,530,000		5.00%		05/11/63		Monthly	$	—	$	(278,072	)	$	(400,458	)	$	(122,386	)
CMBX.NA.BB.6		GSC		USD	4,125,000		5.00%		05/11/63		Monthly		—		(823,083	)		(1,080,363	)		(257,280	)
CMBX.NA.BB.6		JPM		USD	3,220,000		5.00%		05/11/63		Monthly		—		(546,282	)		(842,793	)		(296,511	)
CMBX.NA.BB.8		CSI		USD	2,645,000		5.00%		10/17/57		Monthly		—		(704,352	)		(648,837	)		55,515
CMBX.NA.BBB.6		CSI		USD	3,220,000		3.00%		05/11/63		Monthly		—		(455,262	)		(537,383	)		(82,121	)
CMBX.NA.BBB.6		CSI		USD	3,175,000		3.00%		05/11/63		Monthly		—		(436,984	)		(529,873	)		(92,889	)
ITRAXX.SEN.FIN.27		JPM		EUR	25,625,000		1.00%		06/20/22		Quarterly		750,964		—			857,829			106,865
ITRAXX.SEN.FIN.27		JPM		EUR	25,625,000		1.00%		06/20/22		Quarterly		760,327		—			857,829			97,502
Total												$	1,511,291	$	(3,244,035	)	$	(2,324,049	)	$	(591,305	)
Total traded indices												$	2,336,199	$	(4,443,292	)	$	(3,034,802	)	$	(927,709	)

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

240

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Schedule of Investments – (continued)

October 31, 2017

OTC Credit Default Swap Contracts Outstanding at October 31, 2017 - (continued)
Reference Entity	Counter- party		Notional Amount (a)			(Pay)/Receive Fixed Rate		Expiration Date		Periodic Payment Frequency		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on single-name issues:
Buy protection:
Alcoa, Inc.		GSC		USD	3,760,000		(1.00%)		12/20/21		Quarterly	$	212,934	$	—		$	(14,347	)	$	(227,281	)
American Axle & Manufacturing, Inc.		JPM		USD	1,860,000		(5.00%)		12/20/22		Quarterly		—		(128,402	)		(212,257	)		(83,855	)
Best Buy Co., Inc.		GSC		USD	3,585,000		(5.00%)		12/20/22		Quarterly		—		(651,000	)		(671,870	)		(20,870	)
BHP Billiton Ltd.		DEUT		USD	2,050,000		(1.00%)		12/20/22		Quarterly		—		(43,525	)		(51,129	)		(7,604	)
CenturyLink, Inc.		MSC		USD	1,980,000		(1.00%)		12/20/22		Quarterly		271,636		—			219,462			(52,174	)
Cox Communications, Inc.		BNP		USD	4,290,000		(1.00%)		12/20/22		Quarterly		—		(41,335	)		(63,528	)		(22,193	)
Danone S.A.		BCLY		EUR	5,275,000		(1.00%)		12/20/22		Quarterly		—		(175,457	)		(227,721	)		(52,264	)
Dell, Inc.		JPM		USD	7,130,000		(1.00%)		12/20/22		Quarterly		482,149		—			289,913			(192,236	)
Gap, Inc.		MSC		USD	1,825,000		(1.00%)		12/20/22		Quarterly		83,512		—			56,745			(26,767	)
Ineos Group Holdings S.A.		GSC		EUR	3,410,000		(5.00%)		12/20/22		Quarterly		—		(516,654	)		(638,953	)		(122,299	)
International Business Machines Corp.		BOA		USD	4,060,000		(1.00%)		12/20/22		Quarterly		—		(125,544	)		(139,445	)		(13,901	)
iStar, Inc.		GSC		USD	2,900,000		(5.00%)		12/20/22		Quarterly		—		(323,379	)		(409,603	)		(86,224	)
Kohl's Corp.		CBK		USD	2,030,000		(1.00%)		12/20/22		Quarterly		79,464		—			101,801			22,337
Kohl's Corp.		MSC		USD	1,850,000		(1.00%)		12/20/22		Quarterly		72,418		—			92,775			20,357
Koninklijke KPN N.V.		CSI		EUR	2,350,000		(1.00%)		06/20/22		Quarterly		—		(15,760	)		(67,751	)		(51,991	)
Macy's Inc.		CBK		USD	5,200,000		(1.00%)		12/20/22		Quarterly		375,510		—			505,146			129,636
MDC Holdings, Inc.		JPM		USD	3,075,000		(1.00%)		03/20/20		Quarterly		51,902		—			(61,007	)		(112,909	)
Peugeot S.A.		JPM		EUR	3,280,000		(5.00%)		12/20/22		Quarterly		—		(746,212	)		(801,203	)		(54,991	)
Pitney Bowes, Inc.		GSC		USD	3,830,000		(1.00%)		12/20/22		Quarterly		239,622		—			262,981			23,359
Target Corp.		CBK		USD	1,860,000		(1.00%)		12/20/22		Quarterly		—		(26,999	)		(46,887	)		(19,888	)
Telecom Italia S.p.A.		MSC		EUR	3,245,000		(1.00%)		12/20/22		Quarterly		90,674		—			14,690			(75,984	)
Tenet Healthcare Corp.		MSC		USD	3,275,000		(5.00%)		12/20/17		Quarterly		—		(13,374	)		(36,590	)		(23,216	)
Uniti Group, Inc.		JPM		USD	2,960,000		(5.00%)		12/20/20		Quarterly		129,249		—			28,744			(100,505	)
Verizon Communications, Inc.		CBK		USD	3,685,000		(1.00%)		12/20/22		Quarterly		—		(48,077	)		(65,333	)		(17,256	)
Vodafone Group plc		CSI		EUR	3,885,000		(1.00%)		06/20/22		Quarterly		—		(26,095	)		(112,005	)		(85,910	)
Vodafone Group plc		BNP		EUR	4,115,000		(1.00%)		06/20/22		Quarterly		—		(27,640	)		(118,637	)		(90,997	)
Windstream Corp.		BCLY		USD	3,760,000		(5.00%)		12/20/21		Quarterly		100,393		—			995,346			894,953
Total												$	2,189,463	$	(2,909,453	)	$	(1,170,663	)	$	(450,673	)
Credit default swaps on single-name issues:
Sell protection:
AcelorMittal		GSC		EUR	2,765,000		5.00%		06/20/22		Quarterly	$	327,044	$	—		$	581,621		$	254,577
AcelorMittal		BOA		EUR	1,195,000		5.00%		06/20/22		Quarterly		133,919		—			251,370			117,451
AcelorMittal		MSC		EUR	2,515,000		5.00%		06/20/22		Quarterly		420,276		—			529,034			108,758
CalAtlantic Group, Inc.		JPM		USD	4,230,000		5.00%		12/20/22		Quarterly		747,180		—			898,025			150,845
Koninklijke KPN N.V.		BCLY		EUR	4,115,000		1.00%		06/20/22		Quarterly		23,671		—			129,069			105,398
Koninklijke KPN N.V.		CSI		EUR	3,885,000		1.00%		06/20/22		Quarterly		22,347		—			121,854			99,507
Liberty Interactive LLC		GSC		USD	1,425,000		5.00%		03/20/20		Quarterly		78,889		—			160,373			81,484
Liberty Interactive LLC		BCLY		USD	850,000		5.00%		03/20/20		Quarterly		40,537		—			95,661			55,124
Vodafone Group plc		CSI		EUR	2,375,000		1.00%		06/20/22		Quarterly		13,640		—			74,493			60,853
Total												$	1,807,503	$	—		$	2,841,500		$	1,033,997
Total single-name issues												$	3,996,966	$	(2,909,453	)	$	1,670,837		$	583,324
Total OTC contracts												$	6,333,165	$	(7,352,745	)	$	(1,363,965	)	$	(344,385	)

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

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

241

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Centrally Cleared Credit Default Swap Contracts Outstanding at October 31, 2017
Reference Entity	Notional Amount (a)			(Pay)/Receive Fixed Rate		Expiration Date		Periodic Payment Frequency		Cost Basis			Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
CDX.NA.HY.29		USD	17,490,000		(5.00%)		12/20/22		Quarterly	$	(1,487,783	)	$	(1,526,811	)	$	(39,028	)
ITRAXX.EUR.27		EUR	74,875,000		(1.00%)		06/20/22		Quarterly		(1,442,346	)		(2,436,650	)		(994,304	)
ITRAXX.XOV.28		EUR	24,625,000		(5.00%)		12/20/22		Quarterly		(3,473,900	)		(3,801,851	)		(327,951	)
Total										$	(6,404,029	)	$	(7,765,312	)	$	(1,361,283	)
Credit default swaps on indices:
Sell protection:
CDX.NA.IG.29.V1		USD	70,475,000		1.00%		12/20/22		Quarterly	$	(1,405,781	)	$	(1,684,052	)	$	(278,271	)
ITRAXX.XOV.27		EUR	15,625,000		5.00%		06/20/22		Quarterly		2,228,595			2,542,349			313,754
Total										$	822,814		$	858,297		$	35,483
Total										$	(5,581,215	)	$	(6,907,015	)	$	(1,325,800	)

^(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 October 31, 2017
Counter- party	Payments made by Fund		Payments received by Fund		Notional Amount			Expiration Date		Periodic Payment Frequency		Upfront Premiums Paid		Upfront Premiums Received		Value†			Unrealized Appreciation/ (Depreciation)
CBK		3M SEK STIBOR		0.38% Fixed		SEK	149,845,000		03/20/22		Annual	$	—	$	—	$	(74,366	)	$	(74,366	)
DEUT		1.94% Fixed		3M KRW KSDA		KRW	14,034,130,000		03/21/28		Quarterly		26,550		—		410,267			383,717
DEUT		1.94% Fixed		3M KRW KSDA		KRW	14,064,025,000		03/21/28		Quarterly		122,959		—		411,141			288,182
DEUT		3M NZD Bank Bill		2.31% Fixed		NZD	26,605,000		03/20/22		Semi-Annual		—		—		(228,956	)		(228,956	)
JPM		1.94% Fixed		3M KRW KSDA		KRW	10,526,095,000		03/21/28		Quarterly		19,971		—		307,714			287,743
JPM		1.94% Fixed		3M KRW KSDA		KRW	10,777,265,000		03/21/28		Quarterly		93,254		—		315,057			221,803
Total												$	262,734	$	—	$	1,140,857		$	878,123

Centrally Cleared Interest Rate Swap Contracts Outstanding at October 31, 2017
Payments made by Fund	Payments received by Fund	Notional Amount			Expiration Date		Periodic Payment Frequency		Upfront Premiums Paid		Upfront Premiums Received			Value†			Unrealized Appreciation/ (Depreciation)
3M CAD CDOR	1.83% Fixed		CAD	24,589,000		09/18/22		Semi-Annual	$	—	$	—		$	185,825		$	185,825
3M CAD CDOR	2.25% Fixed		CAD	17,445,000		03/21/23		Semi-Annual		—		(37,018	)		(104,343	)		(67,325	)
3M CAD CDOR	2.17% Fixed		CAD	58,485,000		09/20/27		Semi-Annual		—		(106,796	)		(444,796	)		(338,000	)
3M CAD CDOR	2.21% Fixed		CAD	19,060,000		09/21/27		Semi-Annual		—		—			227,367			227,367
3M CAD CDOR	1.75% Fixed		CAD	8,055,000		03/21/28		Semi-Annual		381,899		—			335,404			(46,495	)
3M NZD Bank Bill	2.90% Fixed		NZD	156,630,000		12/18/21		Semi-Annual		109,415		—			(5,447	)		(114,862	)
3M NZD Bank Bill	2.71% Fixed		NZD	38,975,000		03/21/23		Semi-Annual		—		—			(19,333	)		(19,333	)
3M NZD Bank Bill	3.16% Fixed		NZD	9,405,000		03/21/28		Semi-Annual		—		—			(36,217	)		(36,217	)
3M SEK STIBOR	2.13% Fixed		SEK	99,808,000		09/21/27		Annual		—		—			82,022			82,022
3M SEK STIBOR	0.52% Fixed		SEK	212,130,000		03/21/23		Annual		—		—			14,610			14,610
3M SEK STIBOR	1.29% Fixed		SEK	48,580,000		03/21/28		Annual		—		—			14,921			14,921
3M USD LIBOR	1.81% Fixed		USD	46,350,000		11/30/21		Semi-Annual		31,954		—			(304,348	)		(336,302	)
3M USD LIBOR	2.42% Fixed		USD	19,099,000		09/18/22		Semi-Annual		—		—			(90,876	)		(90,876	)
3M USD LIBOR	1.86% Fixed		USD	13,800,000		03/21/23		Semi-Annual		—		(1,014	)		190,474			191,488
3M USD LIBOR	2.64% Fixed		USD	13,600,000		03/16/27		Semi-Annual		—		—			(31,727	)		(31,727	)
3M USD LIBOR	2.14% Fixed		USD	6,615,000		03/21/28		Semi-Annual		1,242		—			150,098			148,856
3M USD LIBOR	2.43% Fixed		USD	19,340,000		02/15/46		Semi-Annual		16,566		—			576,492			559,926
3M USD LIBOR	2.51% Fixed		USD	15,480,000		02/15/46		Semi-Annual		—		—			189,875			189,875
6M AUD BBSW	2.77% Fixed		AUD	547,885,000		12/18/21		Semi-Annual		498,947		—			(198,663	)		(697,610	)
6M AUD BBSW	2.65% Fixed		AUD	18,905,000		03/21/23		Semi-Annual		—		—			87,650			87,650

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

242

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Centrally Cleared Interest Rate Swap Contracts Outstanding at October 31, 2017 - (continued)
Payments made by Fund	Payments received by Fund	Notional Amount			Expiration Date		Periodic Payment Frequency		Upfront Premiums Paid		Upfront Premiums Received			Value†			Unrealized Appreciation/ (Depreciation)
6M AUD BBSW	2.55% Fixed		AUD	17,410,000		03/21/23		Semi-Annual	$	—	$	—		$	20,678		$	20,678
6M AUD BBSW	3.10% Fixed		AUD	20,280,000		09/21/27		Semi-Annual		—		—			125,052			125,052
6M EUR EURIBOR	0.62% Fixed		EUR	16,558,000		09/18/22		Annual		—		—			117,347			117,347
6M EUR EURIBOR	0.27% Fixed		EUR	10,970,000		03/21/23		Annual		—		—			12,202			12,202
6M EUR EURIBOR	0.72% Fixed		EUR	14,900,000		08/14/26		Annual		—		—			20,902			20,902
6M EUR EURIBOR	0.92% Fixed		EUR	13,980,000		12/20/27		Annual		—		—			(93,463	)		(93,463	)
6M EUR EURIBOR	0.90% Fixed		EUR	5,050,000		03/21/28		Annual		—		—			(9,302	)		(9,302	)
6M GBP LIBOR	1.25% Fixed		GBP	156,005,000		12/18/21		Semi-Annual		96,995		—			(39,038	)		(136,033	)
6M GBP LIBOR	1.28% Fixed		GBP	14,450,000		03/20/22		Semi-Annual		—		—			(47,231	)		(47,231	)
6M GBP LIBOR	0.89% Fixed		GBP	10,170,000		03/21/23		Semi-Annual		—		—			187,934			187,934
6M GBP LIBOR	1.56% Fixed		GBP	10,760,000		03/15/28		Semi-Annual		—		—			86,156			86,156
6M GBP LIBOR	1.20% Fixed		GBP	4,730,000		03/21/28		Semi-Annual		—		—			133,439			133,439
6M JPY LIBOR	0.15% Fixed		JPY	1,823,130,000		03/20/22		Semi-Annual		—		—			124,585			124,585
6M JPY LIBOR	0.27% Fixed		JPY	642,805,000		03/22/28		Semi-Annual		—		—			24,444			24,444
6M JPY LIBOR	1.09% Fixed		JPY	4,649,055,000		12/15/37		Semi-Annual		402,096		—			512,727			110,631
6M NOK NIBOR	1.80% Fixed		NOK	166,100,000		09/18/22		Annual		—		—			47,628			47,628
6M NOK NIBOR	1.47% Fixed		NOK	106,030,000		03/21/23		Annual		—		—			(57,753	)		(57,753	)
6M NOK NIBOR	1.98% Fixed		NOK	141,295,000		12/20/27		Annual		—		—			41,719			41,719
6M NOK NIBOR	1.89% Fixed		NOK	49,860,000		03/21/28		Annual		—		—			(57,569	)		(57,569	)
6M PLN WIBOR	2.32% Fixed		PLN	198,800,000		12/20/22		Annual		121,993		—			628,624			506,631
6M PLN WIBOR	2.28% Fixed		PLN	90,200,000		12/20/22		Annual		—		—			337,099			337,099
Total									$	1,661,107	$	(144,828	)	$	2,935,168		$	1,418,889

Foreign Currency Contracts Outstanding at October 31, 2017
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty	Settlement Date		Appreciation		Depreciation
	2,075,000	AUD		1,608,366	USD	JPM		11/07/17	$	—	$	(20,369)
	1,435,000	AUD		1,131,538	USD	CIBC		11/07/17		—		(33,332)
	1,885,000	AUD		1,476,561	USD	BCLY		11/07/17		—		(33,971)
	5,185,000	AUD		4,040,142	USD	SSG		11/07/17		—		(72,062)
	197,126,000	AUD		150,939,378	USD	DEUT		11/07/17		—		(78,879)
	4,938,000	AUD		3,860,049	USD	JPM		11/07/17		—		(80,999)
	5,126,000	AUD		4,007,302	USD	HSBC		11/07/17		—		(84,375)
	5,145,000	AUD		4,023,097	USD	CBK		11/07/17		—		(85,629)
	54,860,000	AUD		42,982,810	USD	JPM		11/07/17		—		(998,460)
	198,000	AUD		151,561	USD	DEUT		12/06/17		—		(78)
	9,585,000	BRL		2,925,021	USD	MSC		11/03/17		3,473		—
	7,040,000	BRL		2,148,372	USD	HSBC		11/03/17		2,551		—
	381,000	BRL		116,268	USD	GSC		11/03/17		138		—
	9,169,000	BRL		2,821,231	USD	GSC		11/03/17		—		(19,838)
	3,586,000	BRL		1,123,610	USD	JPM		11/03/17		—		(27,983)
	4,435,000	BRL		1,407,936	USD	DEUT		11/03/17		—		(52,916)
	13,530,000	BRL		4,218,304	USD	DEUT		11/03/17		—		(84,500)
	2,480,000	CAD		1,935,126	USD	BOA		11/07/17		—		(12,676)
	1,260,000	CAD		1,009,687	USD	MSC		11/07/17		—		(32,958)
	2,512,000	CAD		2,016,495	USD	JPM		11/07/17		—		(69,238)
	2,512,000	CAD		2,017,580	USD	JPM		11/07/17		—		(70,323)
	5,110,000	CAD		4,040,021	USD	RBC		11/07/17		—		(78,842)
	3,730,000	CAD		2,989,331	USD	UBS		11/07/17		—		(97,903)
	5,055,000	CAD		4,046,458	USD	GSC		11/07/17		—		(127,914)
	17,160,000	CAD		13,755,588	USD	GSC		11/07/17		—		(453,469)
	4,030,000	CHF		4,031,847	USD	JPM		11/07/17		9,388		—
	7,863,000	CHF		8,069,913	USD	JPM		11/07/17		—		(184,992)
	1,111,800,000	CLP		1,778,880	USD	HSBC		11/07/17		—		(32,209)
	8,057,000	CNH		1,209,288	USD	JPM		12/20/17		1,433		—

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

243

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017 - (continued)
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty	Settlement Date		Appreciation		Depreciation
	7,961,000	CNH		1,206,925	USD	JPM		12/20/17	$	—	$	(10,631)
	8,000,000	CNH		1,213,445	USD	JPM		12/20/17		—		(11,290)
	113,329,000	CNH		17,152,349	USD	JPM		12/20/17		—		(122,473)
	2,369,200,000	COP		805,166	USD	HSBC		11/07/17		—		(26,885)
	2,968,100,000	COP		1,007,160	USD	UBS		11/07/17		—		(32,141)
	2,968,100,000	COP		1,007,502	USD	GSC		11/07/17		—		(32,482)
	4,172,600,000	COP		1,414,393	USD	DEUT		11/07/17		—		(43,696)
	220,000	CZK		9,959	USD	CBK		11/07/17		32		—
	26,650,000	CZK		1,217,278	USD	CBK		11/07/17		—		(7,076)
	35,100,000	CZK		1,611,607	USD	CBK		11/07/17		—		(17,681)
	2,130,135,000	DKK		332,444,011	USD	CBK		11/07/17		1,132,311		—
	173,033,000	EUR		201,514,232	USD	CBK		11/07/17		115,846		—
	14,300,000	EUR		16,608,735	USD	JPM		11/07/17		54,619		—
	9,763,000	EUR		11,329,874	USD	JPM		11/07/17		46,652		—
	3,455,000	EUR		4,013,867	USD	JPM		11/07/17		12,139		—
	1,704,000	EUR		1,985,024	USD	BNP		11/07/17		596		—
	1,704,000	EUR		1,996,200	USD	JPM		11/07/17		—		(10,581)
	1,704,000	EUR		2,003,025	USD	JPM		11/07/17		—		(17,406)
	1,704,000	EUR		2,003,884	USD	CBK		11/07/17		—		(18,264)
	1,838,000	EUR		2,160,683	USD	JPM		11/07/17		—		(18,918)
	1,375,000	EUR		1,622,482	USD	JPM		11/07/17		—		(20,237)
	1,641,000	EUR		1,932,742	USD	CBK		11/07/17		—		(20,535)
	1,719,000	EUR		2,025,994	USD	CBK		11/07/17		—		(22,896)
	1,719,000	EUR		2,027,041	USD	JPM		11/07/17		—		(23,943)
	5,136,000	EUR		6,011,554	USD	JPM		11/07/17		—		(26,730)
	1,719,000	EUR		2,030,808	USD	JPM		11/07/17		—		(27,709)
	5,136,000	EUR		6,014,728	USD	CBK		11/07/17		—		(29,904)
	1,704,000	EUR		2,016,720	USD	CBK		11/07/17		—		(31,101)
	1,719,000	EUR		2,034,758	USD	JPM		11/07/17		—		(31,660)
	3,440,000	EUR		4,046,586	USD	JPM		11/07/17		—		(38,058)
	3,430,000	EUR		4,057,693	USD	JPM		11/07/17		—		(60,819)
	3,438,000	EUR		4,075,003	USD	JPM		11/07/17		—		(68,806)
	5,140,000	EUR		6,059,688	USD	MSC		11/07/17		—		(70,203)
	5,135,000	EUR		6,064,614	USD	CBK		11/07/17		—		(80,955)
	9,846,000	EUR		11,597,850	USD	JPM		11/07/17		—		(124,606)
	13,750,000	EUR		16,170,619	USD	JPM		11/07/17		—		(148,163)
	10,273,000	EUR		12,141,525	USD	CBK		11/07/17		—		(170,712)
	24,063,000	EUR		28,281,485	USD	JPM		11/07/17		—		(241,605)
	22,974,000	EUR		27,046,647	USD	JPM		11/07/17		—		(275,745)
	32,820,000	EUR		38,658,514	USD	JPM		11/07/17		—		(414,369)
	68,873,000	EUR		81,376,893	USD	CBK		11/07/17		—		(1,121,287)
	68,872,000	EUR		81,494,929	USD	BCLY		11/07/17		—		(1,240,488)
	35,705,000	EUR		41,644,348	USD	CBK		12/06/17		31,983		—
	3,435,000	EUR		4,004,018	USD	JPM		12/06/17		5,454		—
	3,475,000	EUR		4,050,986	USD	CBK		12/06/17		5,176		—
	24,518,000	GBP		32,208,022	USD	CBK		11/07/17		361,935		—
	12,259,000	GBP		16,091,298	USD	HSBC		11/07/17		193,680		—
	6,130,000	GBP		8,030,907	USD	CBK		11/07/17		112,246		—
	76,514,000	GBP		101,549,381	USD	DEUT		11/07/17		92,582		—
	6,130,000	GBP		8,051,246	USD	JPM		11/07/17		91,907		—
	19,717,000	GBP		26,115,107	USD	JPM		11/07/17		77,153		—
	3,066,000	GBP		4,021,258	USD	CBK		11/07/17		51,647		—
	3,065,000	GBP		4,025,850	USD	CBK		11/07/17		45,727		—
	5,610,000	GBP		7,409,015	USD	JPM		11/07/17		43,365		—
	2,405,000	GBP		3,172,209	USD	CBK		11/07/17		22,617		—
	1,533,000	GBP		2,017,377	USD	JPM		11/07/17		19,075		—
	3,065,000	GBP		4,053,201	USD	BNP		11/07/17		18,375		—
	1,533,000	GBP		2,020,877	USD	HSBC		11/07/17		15,575		—
	1,533,000	GBP		2,021,728	USD	JPM		11/07/17		14,724		—

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

244

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017 - (continued)
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty	Settlement Date		Appreciation		Depreciation
	3,080,000	GBP		4,082,386	USD	BOA		11/07/17	$	9,117	$	—
	7,072,000	GBP		9,390,530	USD	JPM		11/07/17		3,986		—
	1,533,000	GBP		2,034,003	USD	JPM		11/07/17		2,450		—
	8,015,000	GBP		10,659,148	USD	CBK		11/07/17		—		(11,942)
	323,000	GBP		423,320	USD	SSG		11/30/17		6,048		—
	2,385,000	GBP		3,145,290	USD	BMO		12/06/17		25,824		—
	3,080,000	GBP		4,072,515	USD	JPM		12/06/17		22,677		—
	1,164,700,000	HUF		4,355,647	USD	CBK		11/07/17		2,639		—
	315,000,000	HUF		1,205,150	USD	MSC		11/07/17		—		(26,426)
	289,900,000	HUF		1,111,693	USD	BCLY		11/07/17		—		(26,893)
	353,300,000	HUF		1,320,859	USD	CBK		12/06/17		2,921		—
	58,318,000,000	IDR		4,294,087	USD	BCLY		11/07/17		3,481		—
	10,547,000	ILS		2,980,455	USD	CBK		11/07/17		15,375		—
	2,830,000	ILS		807,446	USD	CBK		11/07/17		—		(3,596)
	3,535,000	ILS		1,013,420	USD	CBK		11/07/17		—		(9,318)
	9,847,000	ILS		2,797,642	USD	GSC		12/06/17		2,164		—
	79,130,000	INR		1,205,423	USD	JPM		11/07/17		15,130		—
	65,350,000	INR		1,003,686	USD	SCB		11/07/17		4,315		—
	262,510,000	INR		4,047,177	USD	SCB		11/07/17		1,951		—
	223,140,000	INR		3,440,413	USD	UBS		11/07/17		1,446		—
	169,429,000	INR		2,600,639	USD	JPM		12/06/17		2,667		—
	117,865,000	INR		1,814,134	USD	UBS		12/06/17		—		(3,118)
	117,865,000	INR		1,814,173	USD	HSBC		12/06/17		—		(3,157)
	460,800,000	JPY		4,049,914	USD	SSG		11/07/17		3,823		—
	458,600,000	JPY		4,035,970	USD	CBK		11/07/17		—		(1,587)
	453,620,000	JPY		4,012,882	USD	MSC		11/07/17		—		(22,309)
	453,300,000	JPY		4,025,968	USD	BCLY		11/07/17		—		(38,210)
	452,300,000	JPY		4,028,494	USD	JPM		11/07/17		—		(49,533)
	877,220,000	JPY		7,779,014	USD	JPM		11/07/17		—		(61,960)
	1,315,830,000	JPY		11,658,235	USD	JPM		11/07/17		—		(82,653)
	137,800,000	JPY		1,215,879	USD	CBK		12/06/17		—		(1,908)
	621,840,000	JPY		5,489,620	USD	BOA		12/06/17		—		(11,420)
	459,400,000	JPY		4,066,995	USD	CBK		12/06/17		—		(19,837)
	1,847,080,000	KRW		1,613,170	USD	CBK		11/07/17		35,552		—
	2,059,530,000	KRW		1,818,248	USD	UBS		11/07/17		20,109		—
	1,265,810,000	KRW		1,111,481	USD	SCB		11/07/17		18,394		—
	2,049,030,000	KRW		1,810,897	USD	HSBC		11/07/17		18,088		—
	914,470,000	KRW		807,479	USD	BOA		11/07/17		8,786		—
	1,828,340,000	KRW		1,623,748	USD	CSFB		11/07/17		8,247		—
	1,223,790,000	KRW		1,088,133	USD	BCLY		11/07/17		4,235		—
	2,334,000	MXN		127,530	USD	DEUT		11/07/17		—		(5,940)
	77,440,000	MXN		4,042,493	USD	CBK		11/07/17		—		(8,245)
	28,575,000	MXN		1,497,771	USD	BNP		11/07/17		—		(9,153)
	30,480,000	MXN		1,597,258	USD	JPM		11/07/17		—		(9,399)
	28,575,000	MXN		1,498,246	USD	CBK		11/07/17		—		(9,628)
	41,620,000	MXN		2,200,343	USD	BNP		11/07/17		—		(32,143)
	77,440,000	MXN		4,071,018	USD	SSG		11/07/17		—		(36,770)
	220,745,000	MXN		11,579,883	USD	SSG		11/07/17		—		(80,143)
	220,745,000	MXN		11,694,771	USD	CBK		11/07/17		—		(195,030)
	209,548,000	MXN		11,405,509	USD	SSG		11/07/17		—		(489,077)
	11,520,000	NOK		1,406,805	USD	JPM		11/07/17		3,810		—
	3,279,000	NOK		398,806	USD	UBS		11/07/17		2,705		—
	2,423,454,000	NOK		296,766,427	USD	MSC		11/07/17		—		(16,352)
	6,420,000	NOK		804,369	USD	GSC		11/07/17		—		(18,245)
	8,230,000	NOK		1,036,668	USD	CBK		11/07/17		—		(28,911)
	16,082,000	NOK		2,007,302	USD	JPM		11/07/17		—		(38,073)
	50,610,000	NOK		6,235,694	USD	JPM		11/07/17		—		(38,538)
	14,830,000	NOK		1,861,788	USD	CBK		11/07/17		—		(45,866)
	17,195,000	NOK		2,158,817	USD	JPM		11/07/17		—		(53,303)

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

245

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017 - (continued)
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty	Settlement Date		Appreciation		Depreciation
	32,164,000	NOK		4,012,697	USD	JPM		11/07/17	$	—	$	(74,240)
	32,164,000	NOK		4,042,593	USD	JPM		11/07/17		—		(104,136)
	30,824,000	NOK		3,881,480	USD	JPM		11/07/17		—		(107,105)
	1,011,166,000	NOK		127,473,699	USD	BOA		11/07/17		—		(3,657,202)
	1,032,052,000	NOK		126,463,013	USD	MSC		12/06/17		4,897		—
	2,945,000	NZD		2,018,038	USD	SSG		11/07/17		—		(3,068)
	2,905,000	NZD		2,008,003	USD	JPM		11/07/17		—		(20,401)
	1,130,000	NZD		797,904	USD	CBK		11/07/17		—		(24,758)
	365,105,000	NZD		249,830,763	USD	MSC		11/07/17		—		(25,861)
	967,000	NZD		693,755	USD	HSBC		11/07/17		—		(32,133)
	2,015,000	NZD		1,423,870	USD	MSC		11/07/17		—		(45,206)
	2,973,000	NZD		2,087,991	USD	BNP		11/07/17		—		(53,864)
	1,717,000	NZD		1,229,475	USD	HSBC		11/07/17		—		(54,703)
	2,972,000	NZD		2,088,930	USD	JPM		11/07/17		—		(55,487)
	4,028,000	NZD		2,853,081	USD	CBK		11/07/17		—		(97,122)
	4,185,000	NZD		2,987,512	USD	CBK		11/07/17		—		(124,135)
	5,695,000	NZD		4,033,415	USD	CSFB		11/07/17		—		(136,895)
	5,371,000	NZD		3,839,685	USD	CBK		11/07/17		—		(164,846)
	5,370,000	NZD		3,849,146	USD	CBK		11/07/17		—		(174,991)
	5,580,000	NZD		4,002,596	USD	CBK		11/07/17		—		(184,759)
	13,549,000	NZD		9,688,754	USD	JPM		11/07/17		—		(418,526)
	3,386,000	PEN		1,033,893	USD	HSBC		11/07/17		7,376		—
	7,240,000	PEN		2,224,097	USD	HSBC		11/07/17		2,362		—
	9,200,000	PEN		2,829,959	USD	HSBC		11/07/17		—		(757)
	8,520,000	PEN		2,623,557	USD	DEUT		11/07/17		—		(3,469)
	290,216,000	PLN		79,476,394	USD	GSC		11/07/17		251,962		—
	6,585,000	PLN		1,805,693	USD	MSC		11/07/17		3,343		—
	2,905,000	PLN		807,514	USD	BCLY		11/07/17		—		(9,450)
	2,890,000	PLN		804,758	USD	BCLY		11/07/17		—		(10,815)
	44,210,000	PLN		12,224,770	USD	DEUT		11/07/17		—		(79,366)
	237,974,000	PLN		65,254,761	USD	MSC		12/06/17		126,807		—
	69,850,000	RUB		1,203,688	USD	BOA		11/07/17		—		(10,697)
	93,280,000	RUB		1,605,508	USD	BCLY		11/07/17		—		(12,349)
	359,942,000	RUB		6,166,188	USD	BCLY		11/07/17		—		(18,625)
	69,750,000	RUB		1,211,358	USD	SCB		11/07/17		—		(20,076)
	104,270,000	RUB		1,809,301	USD	CBK		11/07/17		—		(28,440)
	162,990,000	RUB		2,838,064	USD	MSC		11/07/17		—		(54,306)
	209,532,000	RUB		3,584,378	USD	BCLY		12/06/17		—		(24,079)
	16,830,000	SEK		2,009,982	USD	CBK		11/07/17		1,107		—
	89,431,000	SEK		10,688,168	USD	JPM		11/07/17		—		(1,673)
	1,959,000	SEK		240,827	USD	JPM		11/07/17		—		(6,738)
	32,508,000	SEK		3,896,081	USD	JPM		11/07/17		—		(11,560)
	17,925,000	SEK		2,201,623	USD	CBK		11/07/17		—		(59,688)
	16,254,000	SEK		2,003,958	USD	JPM		11/07/17		—		(61,697)
	14,401,000	SEK		1,792,733	USD	JPM		11/07/17		—		(71,896)
	16,254,000	SEK		2,014,254	USD	JPM		11/07/17		—		(71,994)
	18,329,000	SEK		2,280,154	USD	JPM		11/07/17		—		(89,943)
	31,310,000	SEK		3,849,174	USD	JPM		11/07/17		—		(107,808)
	47,410,000	SEK		5,773,482	USD	CBK		11/07/17		—		(108,257)
	32,508,000	SEK		4,031,183	USD	JPM		11/07/17		—		(146,662)
	62,390,000	SEK		7,662,890	USD	HSBC		11/07/17		—		(207,640)
	65,335,000	SEK		8,021,177	USD	CBK		11/07/17		—		(214,017)
	65,335,000	SEK		8,023,634	USD	CBK		11/07/17		—		(216,474)
	63,376,000	SEK		7,792,819	USD	JPM		11/07/17		—		(219,748)
	83,111,000	SEK		10,202,374	USD	JPM		11/07/17		—		(271,084)
	76,540,000	SEK		9,417,448	USD	BNP		11/07/17		—		(271,354)
	277,035,000	SEK		33,989,510	USD	JPM		11/07/17		—		(885,406)
	312,920,000	SEK		38,412,460	USD	JPM		11/07/17		—		(1,020,304)
	1,618,677,000	SEK		199,791,035	USD	BOA		11/07/17		—		(6,368,360)

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

246

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017 - (continued)
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty	Settlement Date		Appreciation		Depreciation
	12,045,000	SEK		1,439,351	USD	JPM		12/06/17	$	2,543	$	—
	20,685,000	SEK		2,474,616	USD	JPM		12/06/17		1,563		—
	32,506,000	SEK		3,892,798	USD	JPM		12/06/17		—		(1,540)
	1,289,003,000	SEK		154,554,398	USD	UBS		12/06/17		—		(249,234)
	4,945,000	SGD		3,627,504	USD	MSC		11/07/17		283		—
	1,370,000	SGD		1,005,378	USD	BCLY		11/07/17		—		(309)
	1,645,000	SGD		1,208,126	USD	JPM		11/07/17		—		(1,309)
	3,270,000	SGD		2,419,956	USD	SCB		11/07/17		—		(20,995)
	135,220,000	SGD		99,250,593	USD	CSFB		11/07/17		—		(49,513)
	46,880,000	THB		1,412,686	USD	JPM		11/07/17		—		(1,510)
	194,940,000	THB		5,873,898	USD	JPM		11/07/17		—		(5,835)
	76,615,000	THB		2,316,963	USD	JPM		11/07/17		—		(10,706)
	113,490,000	THB		3,437,216	USD	JPM		11/07/17		—		(20,952)
	167,925,000	THB		5,054,937	USD	CSFB		12/06/17		472		—
	3,675,000	TRY		997,039	USD	BCLY		11/07/17		—		(30,267)
	3,595,000	TRY		996,905	USD	GSC		11/07/17		—		(51,178)
	21,550,000	TRY		5,740,068	USD	JPM		11/07/17		—		(70,970)
	8,105,000	TRY		2,216,904	USD	JPM		11/07/17		—		(84,744)
	21,550,000	TRY		5,773,081	USD	JPM		11/07/17		—		(103,983)
	21,550,000	TRY		5,808,826	USD	JPM		11/07/17		—		(139,727)
	43,100,000	TRY		11,493,027	USD	HSBC		11/07/17		—		(154,830)
	21,550,000	TRY		5,866,500	USD	JPM		11/07/17		—		(197,401)
	21,550,000	TRY		5,885,630	USD	JPM		11/07/17		—		(216,532)
	21,550,000	TRY		5,891,687	USD	GSC		11/07/17		—		(222,589)
	120,804,000	TRY		32,026,511	USD	BCLY		11/07/17		—		(246,940)
	20,651,000	TRY		5,696,985	USD	GSC		11/07/17		—		(264,384)
	152,435,000	TWD		5,054,043	USD	BCLY		11/07/17		1,676		—
	5,365,000	TWD		177,820	USD	JPM		11/07/17		118		—
	63,885,000	TWD		2,123,314	USD	UBS		11/07/17		—		(4,479)
	63,885,000	TWD		2,124,048	USD	BCLY		11/07/17		—		(5,213)
	133,930,000	TWD		4,460,616	USD	JPM		11/07/17		—		(18,641	)
	36,945,640	USD		47,124,000	AUD	MSC		11/07/17		881,650		—
	36,921,654	USD		47,124,000	AUD	ANZ		11/07/17		857,664		—
	36,917,819	USD		47,125,000	AUD	NAB		11/07/17		853,063		—
	36,837,255	USD		47,124,000	AUD	BOA		11/07/17		773,264		—
	13,602,619	USD		17,335,000	AUD	GSC		11/07/17		336,145		—
	9,534,458	USD		12,185,000	AUD	JPM		11/07/17		209,279		—
	6,774,084	USD		8,629,000	AUD	DEUT		11/07/17		170,312		—
	5,122,210	USD		6,565,000	AUD	JPM		11/07/17		98,016		—
	3,859,057	USD		4,938,000	AUD	CBK		11/07/17		80,006		—
	4,002,123	USD		5,130,000	AUD	CSFB		11/07/17		76,135		—
	3,032,112	USD		3,866,000	AUD	CBK		11/07/17		73,462		—
	4,030,540	USD		5,180,000	AUD	MSC		11/07/17		66,287		—
	2,018,357	USD		2,563,000	AUD	JPM		11/07/17		56,894		—
	2,016,566	USD		2,563,000	AUD	JPM		11/07/17		55,102		—
	2,024,082	USD		2,580,000	AUD	HSBC		11/07/17		49,609		—
	2,876,053	USD		3,703,000	AUD	CBK		11/07/17		42,148		—
	2,014,980	USD		2,580,000	AUD	JPM		11/07/17		40,506		—
	1,239,831	USD		1,579,000	AUD	HSBC		11/07/17		31,422		—
	4,850,600	USD		6,305,000	AUD	JPM		11/07/17		25,385		—
	699,376	USD		889,000	AUD	HSBC		11/07/17		19,025		—
	1,920,079	USD		2,490,000	AUD	JPM		11/07/17		14,482		—
	151,609	USD		198,000	AUD	DEUT		11/07/17		79		—
	150,891,674	USD		197,126,000	AUD	DEUT		12/06/17		78,092		—
	3,011,499	USD		9,585,000	BRL	MSC		11/03/17		83,006		—
	2,978,790	USD		9,550,000	BRL	GSC		11/03/17		60,990		—
	2,211,403	USD		7,040,000	BRL	HSBC		11/03/17		60,480		—
	1,396,957	USD		4,545,000	BRL	DEUT		11/03/17		8,329		—
	1,094,327	USD		3,586,000	BRL	JPM		11/03/17		—		(1,299)

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

247

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017 - (continued)
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty	Settlement Date		Appreciation		Depreciation
	4,095,334	USD		13,420,000	BRL	DEUT		11/03/17	$	—	$	(4,862)
	2,810,077	USD		9,169,000	BRL	GSC		12/04/17		19,913		—
	390,563,737	USD		486,610,000	CAD	RBC		11/07/17		13,352,531		—
	16,684,476	USD		20,790,000	CAD	MSC		11/07/17		568,447		—
	15,232,929	USD		18,926,000	CAD	BMO		11/07/17		561,838		—
	4,023,159	USD		5,024,000	CAD	HSBC		11/07/17		128,646		—
	4,006,094	USD		5,025,000	CAD	BMO		11/07/17		110,806		—
	3,981,039	USD		5,045,000	CAD	CBK		11/07/17		70,247		—
	4,008,535	USD		5,125,000	CAD	BOA		11/07/17		35,728		—
	42,811,192	USD		54,889,000	CAD	JPM		11/30/17		254,322		—
	1,391,612	USD		1,796,000	CAD	DEUT		11/30/17		—		(874)
	43,176,876	USD		53,773,000	CAD	RBC		02/01/18		1,454,816		—
	97,025,105	USD		123,267,000	CAD	BCLY		02/01/18		1,383,180		—
	4,034,618	USD		3,985,000	CHF	JPM		11/07/17		38,509		—
	1,981,222	USD		1,966,000	CHF	CBK		11/07/17		9,741		—
	1,980,441	USD		1,966,000	CHF	JPM		11/07/17		8,961		—
	1,976,239	USD		1,966,000	CHF	JPM		11/07/17		4,758		—
	44,122	USD		44,000	CHF	JPM		11/07/17		—		(1)
	1,969,510	USD		1,966,000	CHF	BNP		11/07/17		—		(1,971)
	4,037,622	USD		4,025,000	CHF	CBK		12/06/17		—		(7,003)
	1,010,998	USD		643,500,000	CLP	HSBC		11/07/17		40		—
	914,568	USD		582,900,000	CLP	DEUT		11/07/17		—		(1,185)
	1,599,669	USD		1,023,900,000	CLP	HSBC		11/07/17		—		(8,909)
	1,199,308	USD		7,970,000	CNH	JPM		12/20/17		1,661		—
	2,336,506	USD		15,538,000	CNH	JPM		12/20/17		1,621		—
	2,335,909	USD		15,538,000	CNH	JPM		12/20/17		1,024		—
	1,405,779	USD		9,366,000	CNH	JPM		12/20/17		—		(1,644)
	1,005,808	USD		6,719,000	CNH	JPM		12/20/17		—		(3,852)
	3,319,611	USD		22,135,000	CNH	JPM		12/20/17		—		(6,601)
	2,192,342	USD		14,658,000	CNH	JPM		12/20/17		—		(10,306)
	3,185,777	USD		21,324,000	CNH	JPM		12/20/17		—		(18,567)
	1,204,010	USD		3,572,900,000	COP	SCB		11/07/17		30,314		—
	1,412,647	USD		4,211,100,000	COP	CBK		11/07/17		29,303		—
	1,202,997	USD		3,572,900,000	COP	BOA		11/07/17		29,301		—
	2,606,742	USD		7,848,900,000	COP	CBK		11/07/17		28,382		—
	1,406,574	USD		4,211,100,000	COP	JPM		11/07/17		23,230		—
	1,626,900	USD		35,320,000	CZK	CBK		11/07/17		22,984		—
	370,435	USD		8,110,000	CZK	JPM		11/07/17		2,151		—
	839,677	USD		18,540,000	CZK	MSC		11/07/17		—		(2,243)
	1,213,581	USD		26,740,000	CZK	CBK		12/06/17		—		(2,750)
	324,031,754	USD		2,031,290,000	DKK	MSC		11/07/17		5,934,428		—
	15,711,129	USD		98,845,000	DKK	MSC		11/07/17		232,133		—
	75,185,052	USD		473,349,000	DKK	DEUT		11/15/17		1,023,556		—
	33,396,949	USD		209,261,000	DKK	MSC		11/15/17		611,185		—
	332,984,477	USD		2,130,135,000	DKK	CBK		12/06/17		—		(1,191,879	)
	196,755,965	USD		166,280,000	EUR	BCLY		11/07/17		2,994,952		—
	196,470,497	USD		166,282,000	EUR	CBK		11/07/17		2,707,154		—
	28,407,334	USD		24,063,000	EUR	JPM		11/07/17		367,454		—
	38,592,546	USD		32,820,000	EUR	JPM		11/07/17		348,401		—
	25,334,428	USD		21,534,000	EUR	JPM		11/07/17		241,515		—
	16,254,563	USD		13,750,000	EUR	HSBC		11/07/17		232,107		—
	12,183,859	USD		10,275,000	EUR	DEUT		11/07/17		210,715		—
	8,122,250	USD		6,854,000	EUR	CBK		11/07/17		135,493		—
	8,111,682	USD		6,854,000	EUR	CBK		11/07/17		124,924		—
	9,110,249	USD		7,724,000	EUR	JPM		11/07/17		109,708		—
	7,853,980	USD		6,648,000	EUR	JPM		11/07/17		107,269		—
	8,050,013	USD		6,818,000	EUR	JPM		11/07/17		105,205		—
	4,049,428	USD		3,409,000	EUR	JPM		11/07/17		77,025		—
	77,374,603	USD		66,335,000	EUR	SSG		11/07/17		76,451		—

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

248

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017 - (continued)
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty	Settlement Date		Appreciation		Depreciation
	4,063,936	USD		3,438,000	EUR	JPM		11/07/17	$	57,739	$	—
	5,843,489	USD		4,973,000	EUR	CBK		11/07/17		48,604		—
	3,879,763	USD		3,291,000	EUR	CBK		11/07/17		44,861		—
	4,050,937	USD		3,438,000	EUR	JPM		11/07/17		44,740		—
	3,891,316	USD		3,305,000	EUR	MSC		11/07/17		40,101		—
	2,024,354	USD		1,704,000	EUR	JPM		11/07/17		38,734		—
	2,229,056	USD		1,881,000	EUR	CBK		11/07/17		37,185		—
	4,022,348	USD		3,420,000	EUR	CBK		11/07/17		37,126		—
	2,020,671	USD		1,704,000	EUR	JPM		11/07/17		35,052		—
	2,174,714	USD		1,838,000	EUR	JPM		11/07/17		32,949		—
	3,810,483	USD		3,245,000	EUR	UBS		11/07/17		29,184		—
	4,019,983	USD		3,425,000	EUR	CBK		11/07/17		28,935		—
	1,412,121	USD		1,195,000	EUR	UBS		11/07/17		19,624		—
	1,689,079	USD		1,435,000	EUR	CBK		11/07/17		16,917		—
	2,018,398	USD		1,719,000	EUR	JPM		11/07/17		15,300		—
	243,303	USD		206,000	EUR	JPM		11/07/17		3,258		—
	3,967,793	USD		3,409,000	EUR	JPM		11/07/17		—		(4,611)
	41,582,043	USD		35,705,000	EUR	CBK		11/07/17		—		(23,905)
	10,886,967	USD		9,382,000	EUR	JPM		11/07/17		—		(45,592)
	14,009,759	USD		12,095,000	EUR	MSC		11/07/17		—		(84,175)
	176,216,670	USD		148,978,612	EUR	DEUT		11/30/17		2,391,479		—
	12,709,680	USD		10,868,000	EUR	DEUT		11/30/17		29,121		—
	12,538,303	USD		10,810,000	EUR	UBS		11/30/17		—		(74,584)
	3,980,178	USD		3,409,000	EUR	JPM		12/06/17		1,054		—
	4,005,334	USD		3,435,000	EUR	JPM		12/06/17		—		(4,138)
	4,837,763	USD		4,160,000	EUR	CBK		12/06/17		—		(17,959)
	201,816,174	USD		173,033,000	EUR	CBK		12/06/17		—		(154,998)
	59,129,492	USD		44,173,000	GBP	SSG		11/07/17		449,637		—
	35,834,406	USD		26,715,000	GBP	JPM		11/07/17		345,932		—
	10,757,797	USD		8,015,000	GBP	JPM		11/07/17		110,591		—
	7,781,136	USD		5,820,000	GBP	CBK		11/07/17		49,790		—
	7,752,851	USD		5,820,000	GBP	HSBC		11/07/17		21,505		—
	10,261,461	USD		7,720,000	GBP	MSC		11/07/17		6,136		—
	1,787,509	USD		1,349,000	GBP	JPM		11/07/17		—		(4,516)
	2,272,193	USD		1,716,000	GBP	JPM		11/07/17		—		(7,358)
	4,025,273	USD		3,040,000	GBP	CBK		11/07/17		—		(13,093)
	7,717,923	USD		5,820,000	GBP	MSC		11/07/17		—		(13,423)
	2,021,488	USD		1,532,000	GBP	JPM		11/07/17		—		(13,636)
	2,019,314	USD		1,532,000	GBP	CBK		11/07/17		—		(15,810)
	3,989,735	USD		3,035,000	GBP	DEUT		11/07/17		—		(41,989)
	8,079,064	USD		6,130,000	GBP	HSBC		11/07/17		—		(64,089)
	8,078,604	USD		6,130,000	GBP	HSBC		11/07/17		—		(64,549)
	8,065,241	USD		6,130,000	GBP	JPM		11/07/17		—		(77,912)
	11,430,963	USD		8,704,000	GBP	JPM		11/07/17		—		(131,518)
	8,008,588	USD		6,130,000	GBP	CBK		11/07/17		—		(134,566)
	16,143,693	USD		12,259,000	GBP	JPM		11/07/17		—		(141,285)
	16,143,693	USD		12,259,000	GBP	JPM		11/07/17		—		(141,285)
	16,756,521	USD		12,749,000	GBP	JPM		11/07/17		—		(179,379)
	4,231,885	USD		3,229,000	GBP	SSG		11/30/17		—		(60,457)
	2,575,683	USD		1,937,000	GBP	JPM		12/06/17		233		—
	1,498,241	USD		1,128,000	GBP	JPM		12/06/17		—		(1,556)
	101,629,261	USD		76,514,000	GBP	DEUT		12/06/17		—		(104,345	)
	1,617,857	USD		420,500,000	HUF	MSC		11/07/17		44,354		—
	2,505,404	USD		660,200,000	HUF	JPM		11/07/17		34,948		—
	1,219,103	USD		317,100,000	HUF	JPM		11/07/17		32,521		—
	1,402,540	USD		371,800,000	HUF	MSC		11/07/17		11,271		—
	4,360,621	USD		1,164,700,000	HUF	CBK		12/06/17		—		(3,394)
	4,320,492	USD		58,318,000,000	IDR	SCB		11/07/17		22,924		—
	4,278,336	USD		58,318,000,000	IDR	BCLY		12/06/17		—		(8,145)

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

249

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017 - (continued)
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty	Settlement Date		Appreciation		Depreciation
	812,610	USD		2,835,000	ILS	CBK		11/07/17	$	7,340	$	—
	1,208,690	USD		4,230,000	ILS	CBK		11/07/17		7,176		—
	2,795,061	USD		9,847,000	ILS	GSC		11/07/17		—		(1,937)
	809,899	USD		2,855,000	ILS	CBK		12/06/17		—		(1,865)
	2,608,687	USD		169,429,000	INR	JPM		11/07/17		—		(4,698)
	1,008,105	USD		65,920,000	INR	DEUT		11/07/17		—		(8,688)
	6,023,053	USD		394,781,000	INR	BCLY		11/07/17		—		(66,310)
	7,877,535	USD		883,902,000	JPY	JPM		11/07/17		101,698		—
	7,866,845	USD		883,903,000	JPY	CIBC		11/07/17		90,999		—
	7,789,524	USD		877,225,000	JPY	JPM		11/07/17		72,425		—
	4,015,746	USD		450,900,000	JPY	GSC		11/07/17		49,101		—
	4,028,693	USD		452,900,000	JPY	SSG		11/07/17		44,454		—
	5,482,998	USD		621,840,000	JPY	BOA		11/07/17		12,565		—
	2,644,283	USD		301,000,000	JPY	BCLY		11/07/17		—		(3,666)
	3,242,462	USD		368,773,000	JPY	BCLY		11/30/17		—		(5,028)
	8,072,958	USD		914,700,000	JPY	SSG		12/06/17		14,760		—
	2,193,345	USD		2,510,700,000	KRW	BNP		11/07/17		—		(47,731)
	7,598,580	USD		8,677,350,000	KRW	UBS		11/07/17		—		(146,910)
	1,088,229	USD		1,223,790,000	KRW	BCLY		12/06/17		—		(4,294)
	15,586,075	USD		284,742,000	MXN	GSC		11/07/17		752,402		—
	2,589,019	USD		47,530,000	MXN	BNP		11/07/17		112,937		—
	985,296	USD		18,395,000	MXN	CBK		11/07/17		27,006		—
	1,832,303	USD		34,660,000	MXN	BNP		11/07/17		26,685		—
	984,237	USD		18,395,000	MXN	BNP		11/07/17		25,946		—
	2,219,748	USD		42,260,000	MXN	SSG		11/07/17		18,207		—
	2,245,116	USD		42,800,000	MXN	SSG		11/07/17		15,445		—
	808,419	USD		15,250,000	MXN	JPM		11/07/17		13,968		—
	2,019,265	USD		38,530,000	MXN	BNP		11/07/17		12,040		—
	796,802	USD		15,210,000	MXN	BNP		11/07/17		4,435		—
	11,450,908	USD		220,745,000	MXN	CBK		11/07/17		—		(48,833)
	1,001,791	USD		19,310,000	MXN	BNP		12/06/17		1,100		—
	305,928,634	USD		2,426,733,000	NOK	BOA		11/07/17		8,777,048		—
	4,074,903	USD		32,166,000	NOK	JPM		11/07/17		136,202		—
	3,876,901	USD		30,825,000	NOK	JPM		11/07/17		102,403		—
	2,042,499	USD		16,083,000	NOK	JPM		11/07/17		73,148		—
	1,930,391	USD		15,353,000	NOK	CBK		11/07/17		50,428		—
	2,019,212	USD		16,083,000	NOK	JPM		11/07/17		49,861		—
	2,017,109	USD		16,083,000	NOK	CBK		11/07/17		47,758		—
	2,150,798	USD		17,195,000	NOK	JPM		11/07/17		45,284		—
	2,009,802	USD		16,083,000	NOK	JPM		11/07/17		40,451		—
	806,204	USD		6,360,000	NOK	BCLY		11/07/17		27,427		—
	4,038,533	USD		32,922,000	NOK	JPM		11/07/17		7,259		—
	126,380,936	USD		1,032,052,000	NOK	MSC		11/07/17		6,964		—
	296,959,159	USD		2,423,454,000	NOK	MSC		12/06/17		—		(11,499)
	61,019,376	USD		84,518,000	NZD	JPM		11/07/17		3,192,146		—
	54,819,267	USD		75,899,000	NZD	GSC		11/07/17		2,889,158		—
	54,802,114	USD		75,899,000	NZD	DEUT		11/07/17		2,872,005		—
	54,796,725	USD		75,899,000	NZD	JPM		11/07/17		2,866,616		—
	54,772,421	USD		75,897,000	NZD	CBK		11/07/17		2,843,681		—
	16,902,704	USD		23,475,000	NZD	DEUT		11/07/17		841,105		—
	4,019,771	USD		5,570,000	NZD	BNP		11/07/17		208,776		—
	3,863,452	USD		5,370,000	NZD	JPM		11/07/17		189,297		—
	2,014,504	USD		2,805,000	NZD	MSC		11/07/17		95,322		—
	808,402	USD		1,175,000	NZD	DEUT		11/07/17		4,467		—
	249,685,087	USD		365,105,000	NZD	MSC		12/06/17		14,552		—
	1,232,190	USD		4,030,000	PEN	DEUT		11/07/17		—		(7,124)
	12,318,170	USD		44,209,000	PLN	CBK		11/07/17		173,040		—
	1,624,627	USD		5,815,000	PLN	MSC		11/07/17		27,126		—
	6,083,210	USD		22,104,000	PLN	CBK		11/07/17		10,782		—

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

250

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017 - (continued)
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty	Settlement Date		Appreciation		Depreciation
	6,082,624	USD		22,104,000	PLN	JPM		11/07/17	$	10,197	$	—
	987,321	USD		3,575,000	PLN	MSC		11/07/17		5,195		—
	1,815,513	USD		6,620,000	PLN	MSC		11/07/17		—		(3,138)
	1,200,896	USD		4,405,000	PLN	JPM		11/07/17		—		(9,249)
	65,255,567	USD		237,974,000	PLN	MSC		11/07/17		—		(120,828	)
	1,805,670	USD		6,585,000	PLN	MSC		12/06/17		—		(3,509)
	3,601,753	USD		209,532,000	RUB	BCLY		11/07/17		23,090		—
	1,009,784	USD		58,310,000	RUB	MSC		11/07/17		13,889		—
	1,000,686	USD		58,370,000	RUB	MSC		11/07/17		3,766		—
	1,397,741	USD		81,670,000	RUB	DEUT		11/07/17		2,873		—
	2,984,312	USD		175,015,000	RUB	BCLY		11/07/17		—		(4,824)
	1,739,360	USD		102,170,000	RUB	CBK		11/07/17		—		(5,634)
	2,983,295	USD		175,015,000	RUB	BCLY		11/07/17		—		(5,842)
	1,490,059	USD		87,690,000	RUB	BCLY		12/06/17		60		—
	1,487,784	USD		87,690,000	RUB	BCLY		12/06/17		—		(2,216)
	38,646,073	USD		312,920,000	SEK	JPM		11/07/17		1,253,917		—
	27,038,537	USD		219,044,000	SEK	JPM		11/07/17		864,027		—
	11,594,309	USD		93,876,000	SEK	JPM		11/07/17		376,662		—
	10,267,951	USD		83,111,000	SEK	CBK		11/07/17		336,660		—
	154,316,174	USD		1,289,003,000	SEK	UBS		11/07/17		287,662		—
	7,195,292	USD		58,178,000	SEK	JPM		11/07/17		243,352		—
	6,026,065	USD		49,130,000	SEK	MSC		11/07/17		155,310		—
	3,861,742	USD		31,310,000	SEK	JPM		11/07/17		120,375		—
	3,080,525	USD		24,933,000	SEK	CBK		11/07/17		101,174		—
	1,983,200	USD		16,254,000	SEK	CBK		11/07/17		40,940		—
	1,996,335	USD		16,367,000	SEK	JPM		11/07/17		40,572		—
	4,723,635	USD		39,230,000	SEK	MSC		11/07/17		35,874		—
	1,989,904	USD		16,367,000	SEK	JPM		11/07/17		34,140		—
	4,417,122	USD		36,955,000	SEK	CBK		11/07/17		1,210		—
	80,256,569	USD		673,160,000	SEK	JPM		11/07/17		—		(182,214)
	168,009,613	USD		227,900,000	SGD	JPM		11/07/17		815,958		—
	71,908,537	USD		97,672,000	SGD	BNP		11/07/17		253,694		—
	9,746,379	USD		13,243,000	SGD	JPM		11/07/17		30,953		—
	1,213,158	USD		1,645,000	SGD	SCB		11/07/17		6,341		—
	1,007,225	USD		1,365,000	SGD	SCB		11/07/17		5,823		—
	1,032,663	USD		1,405,000	SGD	BCLY		11/07/17		1,917		—
	1,412,741	USD		1,925,000	SGD	CBK		11/07/17		509		—
	1,403,265	USD		1,920,000	SGD	MSC		11/07/17		—		(5,299)
	1,608,706	USD		2,205,000	SGD	MSC		11/07/17		—		(8,942)
	99,273,181	USD		135,220,000	SGD	CSFB		12/06/17		43,710		—
	5,054,632	USD		167,925,000	THB	CSFB		11/07/17		—		(228)
	4,508,901	USD		150,320,000	THB	JPM		11/07/17		—		(16,016)
	3,398,404	USD		113,680,000	THB	JPM		11/07/17		—		(23,580)
	46,946,969	USD		169,022,000	TRY	DEUT		11/07/17		2,482,824		—
	5,739,418	USD		20,651,000	TRY	GSC		11/07/17		306,817		—
	5,939,104	USD		21,461,000	TRY	GSC		11/07/17		293,419		—
	5,928,944	USD		21,461,000	TRY	JPM		11/07/17		283,259		—
	5,838,863	USD		21,550,000	TRY	HSBC		11/07/17		169,765		—
	5,834,911	USD		21,550,000	TRY	HSBC		11/07/17		165,812		—
	5,376,341	USD		20,201,000	TRY	JPM		11/07/17		62,121		—
	995,343	USD		3,585,000	TRY	MSC		11/07/17		52,247		—
	1,178,249	USD		4,310,000	TRY	MSC		11/07/17		44,429		—
	1,598,036	USD		5,910,000	TRY	JPM		11/07/17		43,309		—
	1,625,489	USD		6,015,000	TRY	JPM		11/07/17		43,139		—
	1,787,864	USD		6,734,000	TRY	JPM		11/07/17		16,370		—
	1,791,395	USD		6,780,000	TRY	JPM		11/07/17		7,799		—
	31,752,924	USD		120,804,000	TRY	BCLY		12/06/17		246,355		—
	1,000,976	USD		3,835,000	TRY	GSC		12/06/17		780		—
	4,835,047	USD		146,045,000	TWD	BCLY		11/07/17		—		(8,740)

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

251

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017 - (continued)
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty	Settlement Date		Appreciation		Depreciation
	9,004,116	USD		273,455,000	TWD	DEUT		11/07/17	$	—	$	(65,401)
	12,547,055	USD		167,320,000	ZAR	JPM		11/07/17		727,750		—
	6,186,314	USD		83,660,000	ZAR	JPM		11/07/17		276,661		—
	6,181,012	USD		83,660,000	ZAR	JPM		11/07/17		271,359		—
	11,972,477	USD		167,125,000	ZAR	GSC		11/07/17		166,946		—
	11,949,791	USD		167,125,000	ZAR	GSC		11/07/17		144,260		—
	1,414,879	USD		19,190,000	ZAR	GSC		11/07/17		59,318		—
	1,988,171	USD		27,350,000	ZAR	JPM		11/07/17		56,196		—
	1,199,670	USD		16,280,000	ZAR	GSC		11/07/17		49,668		—
	994,918	USD		13,410,000	ZAR	BCLY		11/07/17		47,650		—
	1,001,155	USD		13,610,000	ZAR	GSC		11/07/17		39,759		—
	1,017,110	USD		13,940,000	ZAR	MSC		11/07/17		32,404		—
	5,934,324	USD		83,563,000	ZAR	GSC		11/07/17		31,523		—
	1,189,435	USD		16,460,000	ZAR	GSC		11/07/17		26,718		—
	177,894	USD		2,460,000	ZAR	HSBC		11/07/17		4,122		—
	1,276,452	USD		18,090,000	ZAR	GSC		11/07/17		—		(1,407)
	30,933,065	USD		437,873,000	ZAR	GSC		12/06/17		164,542		—
	110,000	ZAR		8,022	USD	JPM		11/07/17		—		(252)
	13,830,000	ZAR		995,462	USD	GSC		11/07/17		—		(18,525)
	16,056,000	ZAR		1,180,322	USD	JPM		11/07/17		—		(46,144)
	44,570,000	ZAR		3,195,096	USD	GSC		11/07/17		—		(46,719)
	32,530,000	ZAR		2,390,616	USD	JPM		11/07/17		—		(92,732)
	27,170,000	ZAR		2,033,378	USD	GSC		11/07/17		—		(114,119)
	83,660,000	ZAR		6,055,715	USD	GSC		11/07/17		—		(146,062)
	437,873,000	ZAR		31,087,895	USD	GSC		11/07/17		—		(157,015)
	83,660,000	ZAR		6,071,646	USD	JPM		11/07/17		—		(161,993)
	153,784,000	ZAR		11,259,958	USD	GSC		11/07/17		—		(396,821)
	Total								$	84,657,780	$	(32,302,849	)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
ANZ	Australia and New Zealand Banking Group
BCLY	Barclays
BMO	Bank of Montreal
BNP	BNP Paribas Securities Services
BOA	Banc of America Securities LLC
CBK	Citibank NA
CIBC	Canadian Imperial Bank of Commerce
CSFB	Credit Suisse First Boston Corp.
CSI	Credit Suisse International
DEUT	Deutsche Bank Securities, Inc.
GSC	Goldman Sachs & Co.
HSBC	HSBC Bank USA
JPM	JP Morgan Chase & Co.
MSC	Morgan Stanley
NAB	National Australia Bank Limited
RBC	RBC Dominion Securities, Inc.
SCB	Standard Chartered Bank
SSG	State Street Global Markets LLC
UBS	UBS AG

Currency Abbreviations:
AUD	Australian Dollar
BRL	Brazilian Real
CAD	Canadian Dollar
CHF	Swiss Franc
CLP	Chilean Peso
CNH	Chinese Renminbi
COP	Colombian Peso
CZK	Czech Koruna
DKK	Danish Krone
EUR	Euro
GBP	British Pound
HUF	Hungarian Forint
IDR	Indonesian Rupiah
ILS	Israeli Shekel
INR	Indian Rupee
JPY	Japanese Yen
KRW	South Korean Won
MXN	Mexican Peso
NOK	Norwegian Krone
NZD	New Zealand Dollar
PEN	Peruvian Sol
PLN	Polish Zloty
RUB	Russian Ruble
SEK	Swedish Krona
SGD	Singapore Dollar

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

252

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

GLOSSARY: (abbreviations used in preceding Schedule of Investments) - (continued)
Currency Abbreviations: - (continued)
THB	Thai Baht
TRY	Turkish Lira
TWD	Taiwanese Dollar
USD	United States Dollar
ZAR	South African Rand
Index Abbreviations:
CDX.NA.HY	Credit Derivatives North American High Yield
CDX.NA.IG	Credit Derivatives North American Investment Grade
CMBX.NA	Markit Commercial Mortgage Backed North American
ITRAXX.EUR	Markit iTraxx - Europe
ITRAXX.SEN.FIN	Markit iTraxx - Europe Senior Financials
ITRAXX.XOV	Markit iTraxx Index - Europe Crossover
CMT	Constant Maturity Treasury

Other Abbreviations:
BBSW	Bank Bill Swap Referance Rate
CDOR	Canadian Dollar Offered Rate
CLO	Collateralized Loan Obligation
CMO	Collateralized Mortgage Obligation
EURIBOR	Euro Interbank Offered Rate
FHLMC	Federal Home Loan Mortgage Corp.
KSDA	Korea Securities Dealers Association
LIBOR	London Interbank Offered Rate
NIBOR	Norwegian Interbank Offered Rate
OTC	Over-the-Counter
PAC	Planned Amortization Class
STIBOR	Stockholm Interbank Offered Rate
WIBOR	Warsaw Interbank Offered Rate
PIK	Payment-in-kind

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

253

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total			Level 1(1)			Level 2(1)			Level 3(1)
Assets
Common Stocks
Banks	$	1,355,240		$	1,355,240		$	—		$	—
Energy		15,842			—			15,842			—
Utilities		801,458			—			801,458			—
Asset & Commercial Mortgage Backed Securities		351,195,071			—			351,195,071			—
Corporate Bonds		661,044,872			—			661,044,872			—
Foreign Government Obligations		2,205,303,173			—			2,205,303,173			0
Municipal Bonds		2,478,784			—			2,478,784			—
Senior Floating Rate Interests		89,262,005			—			89,262,005			—
U.S. Government Agencies		24,982,379			—			24,982,379			—
U.S. Government Securities		574,660,674			—			574,660,674			—
Convertible Bonds		20,236,266			—			20,236,266			—
Preferred Stocks		554,086			554,086			—			—
Convertible Preferred Stocks		3,771,450			—			3,771,450			—
Short-Term Investments		28,231,644			28,231,644			—			—
Purchased Options		834,118			—			834,118			—
Foreign Currency Contracts(2)		84,657,780			—			84,657,780			—
Futures Contracts(2)		7,041,315			7,041,315			—			—
Swaps - Credit Default(2)		2,830,748			—			2,830,748			—
Swaps - Interest Rate(2)		4,780,432			—			4,780,432			—
Total	$	4,064,037,337		$	37,182,285		$	4,026,855,052		$	0
Liabilities
Foreign Currency Contracts(2)	$	(32,302,849	)	$	—		$	(32,302,849	)	$	—
Futures Contracts(2)		(3,926,827	)		(3,926,827	)		—			—
Swaps - Credit Default(2)		(4,500,933	)		—			(4,500,933	)		—
Swaps - Interest Rate(2)		(2,483,420	)		—			(2,483,420	)		—
Written Options		(142,042	)		—			(142,042	)		—
Total	$	(43,356,071	)	$	(3,926,827	)	$	(39,429,244	)	$	—

⁽¹⁾  For the year ended October 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 year ended October 31, 2017 is not presented.

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

254

[This page is intentionally left blank]

255

Fixed Income Funds

Statements of Assets and Liabilities

October 31, 2017

	The Hartford Emerging Markets Local Debt Fund			The Hartford Floating Rate Fund			The Hartford Floating Rate High Income Fund
Assets:
Investments in securities, at market value	$	154,433,912		$	4,344,488,181		$	556,457,775
Cash		—			22,271,579			—
Cash collateral due from broker on futures contracts		—			—			—
Cash collateral due from broker on swap contracts		218,078			—			—
Foreign currency		483,445			30,356,436			7,993,694
Unrealized appreciation on OTC swap contracts		41,167			—			—
Unrealized appreciation on foreign currency contracts		4,298,238			1,812,006			415,134
Unrealized appreciation on bond forward contracts		—			—			—
Receivables:
Investment securities sold		1,740,810			65,637,570			17,112,116
Fund shares sold		286,432			2,696,076			683,797
Dividends and interest		2,336,049			23,629,945			2,969,215
Variation margin on futures contracts		62,783			—			—
Variation margin on centrally cleared swap contracts		—			—			—
Other assets		75,726			157,266			110,079
Total assets		163,976,640			4,491,049,059			585,741,810
Liabilities:
Unrealized depreciation on foreign currency contracts		6,324,399			528,692			64,233
Bank overdraft		4,266			—			4,886,397
Unrealized depreciation on OTC swap contracts		11,235			—			—
Cash collateral due to broker on swap contracts		350,000			—			—
Payables:
Investment securities purchased		1,585,995			358,997,905			67,052,371
Fund shares redeemed		73,757			11,664,598			1,462,373
Investment management fees		107,890			2,113,434			304,674
Transfer agent fees		9,764			246,749			36,538
Accounting services fees		2,285			61,032			7,849
Board of Directors’ fees		405			18,423			2,080
Variation margin on centrally cleared swap contracts		7,839			—			—
Foreign taxes		21,033			—			—
Distribution fees		4,094			1,071,217			106,833
Distributions payable		—			1,628,000			37,622
Litigation		—			1,972,740			—
Written options		481,256			—			—
Accrued expenses		42,963			232,041			53,975
OTC swap contracts premiums received		—			—			—
Total liabilities		9,027,181			378,534,831			74,014,945
Net assets	$	154,949,459		$	4,112,514,228		$	511,726,865
Summary of Net Assets:
Capital stock and paid-in-capital	$	183,925,613		$	4,372,186,271		$	543,090,903
Undistributed (distributions in excess of) net investment income		26,496,381			(2,949,559	)		(306,337	)
Accumulated net realized gain (loss)		(51,120,096	)		(228,844,550	)		(28,021,878	)
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency		(4,352,439	)		(27,877,934	)		(3,035,823	)
Net assets	$	154,949,459		$	4,112,514,228		$	511,726,865
Shares authorized		610,000,000			3,310,000,000			610,000,000
Par value	$	0.0010		$	0.0010		$	0.0010
Class A:     Net asset value per share	$	7.62		$	8.74		$	10.06
Maximum offering price per share	$	7.98		$	9.01		$	10.37
Shares outstanding		1,091,770			92,259,528			14,425,967
Net Assets	$	8,324,244		$	806,758,869		$	145,098,527

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

256

Fixed Income Funds

Statements of Assets and Liabilities – (continued)

October 31, 2017

The Hartford High Yield Fund			The Hartford Inflation Plus Fund			Hartford Municipal Income Fund			The Hartford Municipal Opportunities Fund			The Hartford Municipal Real Return Fund			Hartford Municipal Short Duration Fund
$	368,317,428		$	587,640,435		$	23,250,444		$	683,899,145		$	178,985,553		$	20,139,199
	4,147			—			—			—			—			—
	—			659,000			—			—			—			—
	—			—			—			—			—			—
	—			120,234			—			—			—			—
	—			126,945			—			—			2,187,888			—
	80,439			694,896			—			—			—			—
	—			194,795			—			—			—			—
	1,117,365			398,865			—			410,988			1,147,546			—
	516,588			195,201			3,720			1,281,521			32,557			—
	5,705,177			1,157,922			310,040			8,956,663			2,294,312			224,538
	—			11,828			—			—			—			—
	121,117			—			—			—			—			—
	87,247			344,752			30,140			41,363			46,414			30,165
	375,949,508			591,544,873			23,594,344			694,589,680			184,694,270			20,393,902
	—			151,256			—			—			—			—
	—			260,000			—			—			—			—
	—			540,634			—			—			1,053,993			—
	—			260,000			—			—			949,000			—
	5,913,385			2,630,310			252,180			12,703,293			1,463,508			611,135
	659,429			1,102,014			26,051			1,442,821			166,965			9,669
	203,498			246,590			6,791			194,293			54,445			5,841
	38,418			48,668			635			22,966			7,306			363
	5,635			9,014			272			8,076			2,178			234
	1,526			2,595			89			2,808			798			77
	—			28,525			—			—			—			—
	—			5,591			—			—			—			—
	97,717			160,895			2,798			139,460			36,394			2,237
	40,984			—			6			236,919			43,812			—
	—			—			—			—			—			—
	—			—			—			—			—			—
	64,882			82,435			32,367			53,727			33,935			32,494
	—			15,520			—			—			—			—
	7,025,474			5,544,047			321,189			14,804,363			3,812,334			662,050
$	368,924,034		$	586,000,826		$	23,273,155		$	679,785,317		$	180,881,936		$	19,731,852
$	377,194,769		$	636,619,002		$	22,915,693		$	682,490,387		$	190,747,619		$	19,700,814
	(179,467	)		21,724,821			7,425			166,371			(444,868	)		6,107
	(17,087,865	)		(75,579,957	)		(71,050	)		(17,598,532	)		(16,134,247	)		(54,077	)
	8,996,597			3,236,960			421,087			14,727,091			6,713,432			79,008
$	368,924,034		$	586,000,826		$	23,273,155		$	679,785,317		$	180,881,936		$	19,731,852
	610,000,000			6,355,000,000			350,000,000			850,000,000			19,400,000,000			350,000,000
$	0.0010		$	0.0010		$	0.0010		$	0.0010		$	0.0001		$	0.0010
$	7.49		$	10.95		$	10.32		$	8.60		$	9.24		$	10.04
$	7.84		$	11.47		$	10.81		$	9.01		$	9.68		$	10.51
	29,998,261			18,621,181			1,251,382			29,211,003			10,429,949			832,622
$	224,824,215		$	203,962,333		$	12,913,170		$	251,142,908		$	96,337,566		$	8,363,133

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

257

Fixed Income Funds

Statements of Assets and Liabilities – (continued)

October 31, 2017

	The Hartford Emerging Markets Local Debt Fund		The Hartford Floating Rate Fund		The Hartford Floating Rate High Income Fund
Class C:     Net asset value per share	$	7.62	$	8.73	$	10.06
Shares outstanding		364,478		119,893,284		8,847,513
Net Assets	$	2,777,348	$	1,046,989,546	$	89,003,173
Class I:      Net asset value per share	$	7.61	$	8.75	$	10.07
Shares outstanding		6,147,572		207,564,387		24,881,863
Net Assets	$	46,767,988	$	1,817,212,841	$	250,467,835
Class R3:   Net asset value per share	$	7.60	$	8.76	$	10.05
Shares outstanding		1,550		1,140,066		33,726
Net Assets	$	11,775	$	9,993,077	$	338,938
Class R4:   Net asset value per share	$	7.60	$	8.73	$	10.04
Shares outstanding		6,030		727,710		70,601
Net Assets	$	45,827	$	6,358,878	$	708,793
Class R5:   Net asset value per share	$	7.38	$	8.74	$	10.03
Shares outstanding		1,454		251,641		184,466
Net Assets	$	10,735	$	2,199,713	$	1,850,736
Class Y:     Net asset value per share	$	7.57	$	8.73	$	10.04
Shares outstanding		12,523,590		42,896,252		709,186
Net Assets	$	94,801,563	$	374,593,904	$	7,121,107
Class F:     Net asset value per share	$	7.61	$	8.76	$	10.07
Shares outstanding		290,447		5,526,567		1,702,618
Net Assets	$	2,209,979	$	48,407,400	$	17,137,756
Cost of investments	$	156,757,027	$	4,373,831,050	$	559,898,684
Cost of foreign currency	$	490,620	$	30,357,788	$	7,994,183
Proceeds of written option contracts	$	607,486	$	—	$	—

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

258

Fixed Income Funds

Statements of Assets and Liabilities – (continued)

October 31, 2017

The Hartford High Yield Fund		The Hartford Inflation Plus Fund		Hartford Municipal Income Fund		The Hartford Municipal Opportunities Fund		The Hartford Municipal Real Return Fund		Hartford Municipal Short Duration Fund
$	7.47	$	10.47	$	10.32	$	8.60	$	9.18	$	10.04
	7,651,068		10,522,139		321,413		11,682,720		1,954,903		359,943
$	57,139,471	$	110,181,514	$	3,316,803	$	100,507,090	$	17,945,981	$	3,613,788
$	7.54	$	11.15	$	10.32	$	8.61	$	9.26	$	10.05
	3,847,111		5,119,256		573,341		35,155,484		4,781,708		721,319
$	28,998,318	$	57,101,168	$	5,916,626	$	302,855,086	$	44,276,340	$	7,245,762
$	7.49	$	10.74	$	—	$	—	$	—	$	—
	345,149		4,557,955		—		—		—		—
$	2,585,529	$	48,952,992	$	—	$	—	$	—	$	—
$	7.51	$	10.94	$	—	$	—	$	—	$	—
	194,893		1,030,696		—		—		—		—
$	1,462,680	$	11,277,706	$	—	$	—	$	—	$	—
$	7.49	$	11.12	$	—	$	—	$	—	$	—
	118,095		262,845		—		—		—		—
$	884,620	$	2,923,795	$	—	$	—	$	—	$	—
$	7.48	$	11.18	$	—	$	—	$	9.21	$	—
	980,433		2,857,031		—		—		1,755,603		—
$	7,330,349	$	31,947,066	$	—	$	—	$	16,169,072	$	—
$	7.53	$	11.16	$	10.32	$	8.61	$	9.25	$	10.05
	6,067,218		10,725,421		109,191		2,935,023		664,910		50,688
$	45,698,852	$	119,654,252	$	1,126,556	$	25,280,233	$	6,152,977	$	509,169
$	359,440,149	$	586,215,441	$	22,829,357	$	669,172,054	$	173,406,016	$	20,060,191
$	—	$	121,128	$	—	$	—	$	—	$	—
$	—	$	—	$	—	$	—	$	—	$	—

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

259

Fixed Income Funds

Statements of Assets and Liabilities – (continued)

October 31, 2017

	The Hartford Quality Bond Fund			The Hartford Short Duration Fund			The Hartford Strategic Income Fund
Assets:
Investments in securities, at market value	$	184,109,354		$	948,455,171		$	516,372,884
Cash		213			2,944,413			7,644
Cash collateral due from broker on futures contracts		—			—			180,898
Foreign currency		6,068,159			945,125			1,156,187
Unrealized appreciation on OTC swap contracts		—			—			—
Unrealized appreciation on foreign currency contracts		79,576			30,901			804,725
Receivables:
Investment securities sold		64,122,149			293,433			22,623,191
Fund shares sold		31,780			1,813,751			624,747
Dividends and interest		348,083			4,767,656			4,326,078
Variation margin on futures contracts		2,376			558,547			—
Variation margin on centrally cleared swap contracts		801,965			—			—
OTC swap contracts premiums paid		—			—			2,548,699
Other assets		70,895			89,226			156,539
Total assets		255,634,550			959,898,223			548,801,592
Liabilities:
Unrealized depreciation on foreign currency contracts		3,564			140			527,159
Bank overdraft		—			—			—
Bank overdraft - foreign cash		—			—			—
Unrealized depreciation on OTC swap contracts		—			—			912,788
Cash collateral due to broker on futures contracts		—			—			118,638
Cash collateral due to broker on swap contracts		—			—			331,000
TBA sale commitments, at market value		48,305,932			—			20,560,156
Payables:
Investment securities purchased		70,069,990			31,471,806			18,558,825
Fund shares redeemed		86,335			2,708,370			440,583
Investment management fees		58,050			333,581			234,458
Transfer agent fees		1,801			70,082			40,984
Accounting services fees		2,090			14,056			9,382
Board of Directors’ fees		546			3,862			1,941
Variation margin on centrally cleared swap contracts		—			—			157,430
Variation margin on futures contracts		—			—			107,569
Foreign taxes		—			—			118
Distribution fees		5,054			186,968			97,785
Distributions payable		69			101,458			44
Written options		—			—			—
Accrued expenses		34,410			77,832			67,989
OTC swap contracts premiums received		—			—			3,928,871
Total liabilities		118,567,841			34,968,155			46,095,720
Net assets	$	137,066,709		$	924,930,068		$	502,705,872
Summary of Net Assets:
Capital stock and paid-in-capital	$	139,063,749		$	923,559,626		$	512,769,545
Undistributed (distributions in excess of) net investment income		329,502			639,165			11,350,015
Accumulated net realized gain (loss)		(2,012,717	)		(3,360,112	)		(22,952,507	)
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency		(313,825	)		4,091,389			1,538,819
Net assets	$	137,066,709		$	924,930,068		$	502,705,872
Shares authorized		560,000,000			760,000,000			1,050,000,000
Par value	$	0.0010		$	0.0010		$	0.0010
Class A:     Net asset value per share	$	9.95		$	9.87		$	9.00
Maximum offering price per share	$	10.42		$	10.07		$	9.42
Shares outstanding		1,348,035			53,077,022			18,001,637
Net Assets	$	13,410,005		$	523,916,126		$	161,969,101

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

260

Fixed Income Funds

Statements of Assets and Liabilities – (continued)

October 31, 2017

The Hartford Total Return Bond Fund			The Hartford World Bond Fund
$	2,906,588,109		$	3,964,727,062
	—			—
	—			—
	295,443			490,750
	1,128,966			3,698,439
	1,359,240			84,657,780
	585,350,290			254,288
	2,635,879			9,874,305
	12,244,373			34,073,301
	4,008,178			1,116,751
	—			—
	5,275,320			6,595,899
	106,869			273,178
	3,518,992,667			4,105,761,753
	109,895			32,302,849
	—			29,623
	13,191,927			—
	4,051,760			3,164,701
	—			—
	940,000			891,000
	305,327,452			—
	913,730,335			8,413,851
	1,738,392			3,771,928
	737,374			2,089,571
	123,712			257,886
	42,076			73,622
	9,020			16,914
	217,375			1,217,990
	3,976,351			—
	—			—
	218,183			158,838
	53,262			—
	—			142,042
	155,961			516,735
	8,958,186			7,352,745
	1,253,581,261			60,400,295
$	2,265,411,406		$	4,045,361,458
$	2,244,916,875		$	4,047,419,347
	15,046,078			(45,098,181	)
	(4,928,623	)		(29,435,407	)
	10,377,076			72,475,699
$	2,265,411,406		$	4,045,361,458
	1,150,000,000			1,400,000,000
$	0.0010		$	0.0010
$	10.44		$	10.45
$	10.93		$	10.94
	73,975,648			31,676,052
$	772,485,739		$	331,083,912

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

261

Fixed Income Funds

Statements of Assets and Liabilities – (continued)

October 31, 2017

	The Hartford Quality Bond Fund		The Hartford Short Duration Fund		The Hartford Strategic Income Fund
Class C:     Net asset value per share	$	9.87	$	9.87	$	9.03
Shares outstanding		259,113		10,439,039		8,194,928
Net Assets	$	2,558,489	$	103,013,268	$	74,016,549
Class I:      Net asset value per share	$	9.95	$	9.89	$	9.03
Shares outstanding		387,002		18,805,480		9,233,292
Net Assets	$	3,851,977	$	185,947,547	$	83,344,836
Class R3:   Net asset value per share	$	9.93	$	9.84	$	8.98
Shares outstanding		25,303		119,380		36,636
Net Assets	$	251,226	$	1,175,186	$	329,025
Class R4:   Net asset value per share	$	9.96	$	9.85	$	8.99
Shares outstanding		1,127		63,538		83,227
Net Assets	$	11,223	$	626,158	$	748,451
Class R5:   Net asset value per share	$	9.96	$	9.86	$	8.99
Shares outstanding		2,990		81,862		163,186
Net Assets	$	29,795	$	806,994	$	1,467,207
Class R6:   Net asset value per share	$	—	$	—	$	8.99
Shares outstanding		—		—		1,265
Net Assets	$	—	$	—	$	11,371
Class Y:     Net asset value per share	$	10.04	$	9.84	$	8.99
Shares outstanding		1,472		563,614		73,022
Net Assets	$	14,775	$	5,548,605	$	656,737
Class F:     Net asset value per share	$	9.96	$	9.89	$	9.02
Shares outstanding		11,740,613		10,503,860		19,966,021
Net Assets	$	116,939,219	$	103,896,184	$	180,162,595
Cost of investments	$	184,152,553	$	945,135,905	$	513,097,407
Cost of foreign currency	$	6,177,358	$	945,206	$	1,149,354
Proceeds receivable of TBA sale commitments	$	48,347,118	$	—	$	20,552,350
Proceeds of written option contracts	$	—	$	—	$	—

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

262

Fixed Income Funds

Statements of Assets and Liabilities – (continued)

October 31, 2017

The Hartford Total Return Bond Fund		The Hartford World Bond Fund
$	10.46	$	10.31
	5,660,145		9,882,010
$	59,204,237	$	101,881,934
$	10.45	$	10.50
	3,366,273		179,019,744
$	35,182,205	$	1,880,345,314
$	10.64	$	10.41
	549,977		205,450
$	5,851,231	$	2,138,557
$	10.62	$	10.46
	1,345,509		63,464
$	14,290,320	$	664,048
$	10.62	$	10.51
	145,747		198,640
$	1,547,631	$	2,087,039
$	10.61	$	10.53
	102,903		111,688
$	1,091,556	$	1,176,306
$	10.61	$	10.53
	41,331,296		46,572,921
$	438,588,579	$	490,320,621
$	10.46	$	10.51
	89,635,533		117,555,640
$	937,169,908	$	1,235,663,727
$	2,893,194,145	$	3,948,711,523
$	324,028	$	489,282
$	305,652,137	$	—
$	—	$	363,506

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

263

Fixed Income Funds

Statements of Operations

For the Year Ended October 31, 2017

	The Hartford Emerging Markets Local Debt Fund			The Hartford Floating Rate Fund			The Hartford Floating Rate High Income Fund
Investment Income:
Dividends	$	—		$	5,968,342		$	772,550
Interest		6,851,236			188,176,222			22,728,857
Other income		1,292			447			419
Less: Foreign tax withheld		(123,453	)		—			—
Total investment income, net		6,729,075			194,145,011			23,501,826
Expenses:
Investment management fees		933,496			25,088,583			3,283,063
Administrative services fees
Class R3		26			21,671			666
Class R4		76			10,994			1,132
Class R5		11			2,014			1,434
Transfer agent fees
Class A		9,026			733,504			104,093
Class B		—			4,467			—
Class C		3,317			847,153			77,866
Class I		38,514			1,189,598			235,224
Class R3		27			2,874			193
Class R4		27			1,200			107
Class R5		7			1,177			27
Class Y		17,634			101,062			1,322
Class F		—			—			—
Distribution fees
Class A		15,272			2,120,767			336,298
Class B		—			18,685			—
Class C		21,338			11,445,303			898,986
Class R3		65			54,178			1,666
Class R4		126			18,324			1,887
Custodian fees		21,522			36,387			5,881
Registration and filing fees		112,999			288,287			119,549
Accounting services fees		19,768			723,458			84,497
Board of Directors’ fees		3,034			124,149			13,638
Audit fees		31,953			36,542			29,202
Other expenses		23,853			591,454			80,437
Total expenses (before waivers and fees paid indirectly)		1,252,091			43,461,831			5,277,168
Expense waivers		(189,870	)		(22,206	)		(286,869	)
Transfer agent fee waivers		—			—			—
Distribution fee reimbursements		(280	)		(5,964	)		(295	)
Total waivers and fees paid indirectly		(190,150	)		(28,170	)		(287,164	)
Total expenses, net		1,061,941			43,433,661			4,990,004
Net Investment Income (Loss)		5,667,134			150,711,350			18,511,822
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:
Net realized gain (loss) on investments		578,567			6,307,330			1,231,352
Less: Foreign taxes paid on realized capital gains		(41,741	)		—			—
Net realized gain (loss) on purchased options contracts		(336,482	)		—			—
Net realized gain (loss) on futures contracts		(40,108	)		—			—
Net realized gain (loss) on written options contracts		707,778			—			—
Net realized gain (loss) on swap contracts		236,749			—			—
Net realized gain (loss) on bond forward contracts		—			—			—
Net realized gain (loss) on foreign currency contracts		3,176,574			(10,455,069	)		(1,741,041	)
Net realized gain (loss) on other foreign currency transactions		(215,087	)		755,203			102,889
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		4,066,250			(3,392,536	)		(406,800	)

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

264

Fixed Income Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2017

The Hartford High Yield Fund			The Hartford Inflation Plus Fund			Hartford Municipal Income Fund			The Hartford Municipal Opportunities Fund			The Hartford Municipal Real Return Fund			Hartford Municipal Short Duration Fund
$	187,830		$	—		$	—		$	—		$	—		$	—
	21,770,219			13,428,763			609,261			21,342,522			6,235,937			344,970
	493			—			—			—			436			718
	—			(5,930	)		—			—			—			—
	21,958,542			13,422,833			609,261			21,342,522			6,236,373			345,688
	2,346,682			2,936,440			73,629			2,246,091			636,493			64,428
	5,916			104,672			—			—			—			—
	2,400			20,606			—			—			—			—
	743			2,916			—			—			—			—
	401,045			307,407			6,275			92,628			50,325			3,161
	3,073			7,996			—			381			292			—
	59,362			150,521			467			51,849			10,725			798
	98,074			113,173			652			141,003			18,811			500
	1,079			6,150			—			—			—			—
	561			1,860			—			—			—			—
	189			990			—			—			—			—
	725			8,663			—			—			4,247			—
	—			—			—			—			—			—
	577,016			538,965			28,879			630,924			253,497			19,851
	7,335			23,461			—			3,454			1,324			—
	586,837			1,275,356			31,587			1,105,468			208,197			37,075
	14,789			261,681			—			—			—			—
	4,000			34,343			—			—			—			—
	4,560			11,191			—			2,537			415			—
	135,554			119,854			55,298			128,506			84,347			54,948
	64,985			107,458			2,945			93,151			25,460			2,577
	10,795			17,747			507			20,318			5,316			422
	31,791			32,217			27,684			32,193			28,396			27,687
	94,328			97,819			8,195			83,948			27,729			7,923
	4,451,839			6,181,486			236,118			4,632,451			1,355,574			219,370
	(385,562	)		(460,113	)		(77,735	)		(306	)		(91,265	)		(77,629	)
	(878	)		(1,025	)		—			—			—			—
	(3,533	)		(5,241	)		(24,456	)		(1,423	)		(1,878	)		(23,573	)
	(389,973	)		(466,379	)		(102,191	)		(1,729	)		(93,143	)		(101,202	)
	4,061,866			5,715,107			133,927			4,630,722			1,262,431			118,168
	17,896,676			7,707,726			475,334			16,711,800			4,973,942			227,520
	1,592,146			(1,375,921	)		(33,991	)		(931,780	)		(540,798	)		(38,769	)
	—			—			—			—			—			—
	—			—			—			—			—			—
	—			744,926			—			(23	)		—			—
	—			—			—			—			—			—
	657,172			967,725			—			—			(461,773	)		—
	—			12,982			—			—			—			—
	(171,380	)		600,472			—			—			—			—
	(8,672	)		1,352,865			—			—			—			—
	2,069,266			2,303,049			(33,991	)		(931,803	)		(1,002,571	)		(38,769	)

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

265

Fixed Income Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2017

	The Hartford Emerging Markets Local Debt Fund			The Hartford Floating Rate Fund		The Hartford Floating Rate High Income Fund
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments	$	(2,118,319	)	$	75,639,591	$	9,245,538
Net unrealized appreciation (depreciation) of purchased options contracts		(60,321	)		—		—
Net unrealized appreciation (depreciation) of futures contracts		84			—		—
Net unrealized appreciation (depreciation) of written options contracts		44,169			—		—
Net unrealized appreciation (depreciation) of swap contracts		29,529			—		—
Net unrealized appreciation (depreciation) of bond forward contracts		—			—		—
Net unrealized appreciation (depreciation) of foreign currency contracts		(1,492,151	)		1,977,667		395,407
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		(100,067	)		87,577		46,065
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions		(3,697,076	)		77,704,835		9,687,010
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		369,174			74,312,299		9,280,210
Net Increase (Decrease) in Net Assets Resulting from Operations	$	6,036,308		$	225,023,649	$	27,792,032

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

266

Fixed Income Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2017

The Hartford High Yield Fund		The Hartford Inflation Plus Fund			Hartford Municipal Income Fund		The Hartford Municipal Opportunities Fund			The Hartford Municipal Real Return Fund			Hartford Municipal Short Duration Fund
$	8,180,773	$	(9,629,741	)	$	74,593	$	(8,804,907	)	$	(1,411,104	)	$	(30,423	)
	—		—			—		—			—			—
	—		(211,039	)		—		—			—			—
	—		—			—		—			—			—
	96,284		444,778			—		—			1,250,724			—
	—		307,451			—		—			—			—
	124,371		141,665			—		—			—			—
	53		(9,380	)		—		—			—			—
	8,401,481		(8,956,266	)		74,593		(8,804,907	)		(160,380	)		(30,423	)
	10,470,747		(6,653,217	)		40,602		(9,736,710	)		(1,162,951	)		(69,192	)
$	28,367,423	$	1,054,509		$	515,936	$	6,975,090		$	3,810,991		$	158,328

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

267

Fixed Income Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2017

	The Hartford Quality Bond Fund			The Hartford Short Duration Fund			The Hartford Strategic Income Fund
Investment Income:
Dividends	$	—		$	—		$	54,200
Interest		3,237,441			25,928,923			19,824,952
Other income		360			473			1,069
Less: Foreign tax withheld		—			—			(19,640	)
Total investment income, net		3,237,801			25,929,396			19,860,581
Expenses:
Investment management fees		632,098			3,870,614			2,201,674
Administrative services fees
Class R3		510			2,579			480
Class R4		20			944			300
Class R5		41			545			524
Transfer agent fees
Class A		14,195			638,602			164,644
Class B		—			3,307			2,391
Class C		3,713			100,905			66,200
Class I		6,770			174,961			57,252
Class R3		44			377			249
Class R4		7			194			81
Class R5		7			61			51
Class R6		—			—			7
Class Y		568			1,354			1,072
Class F		—			—			—
Distribution fees
Class A		34,869			1,316,576			302,944
Class B		—			2,667			2,742
Class C		31,794			1,139,040			694,312
Class R3		1,275			6,448			1,201
Class R4		33			1,573			501
Custodian fees		1,501			5,022			33,466
Registration and filing fees		116,044			200,429			140,976
Accounting services fees		22,755			162,928			88,071
Board of Directors’ fees		3,687			26,992			11,421
Audit fees		31,500			32,456			39,040
Other expenses		19,650			129,401			61,802
Total expenses (before waivers and fees paid indirectly)		921,081			7,817,975			3,871,401
Expense waivers		(100,470	)		(2,727	)		(228,897	)
Transfer agent fee waivers		—			(110	)		(7	)
Distribution fee reimbursements		(501	)		(116,074	)		(523	)
Total waivers and fees paid indirectly		(100,971	)		(118,911	)		(229,427	)
Total expenses, net		820,110			7,699,064			3,641,974
Net Investment Income (Loss)		2,417,691			18,230,332			16,218,607
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:
Net realized gain (loss) on investments		(1,041,525	)		1,216,252			4,886,006
Less: Foreign taxes paid on realized capital gains		—			—			(1,095	)
Net realized gain (loss) on purchased options contracts		—			—			49,849
Net realized gain (loss) on futures contracts		(665,769	)		1,171,153			(1,216,134	)
Net realized gain (loss) on written options contracts		—			—			367,194
Net realized gain (loss) on swap contracts		18,217			—			3,643,108
Net realized gain (loss) on foreign currency contracts		57,742			(133,055	)		(2,988,216	)
Net realized gain (loss) on other foreign currency transactions		31,544			(1,926	)		(88,514	)
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		(1,599,791	)		2,252,424			4,652,198

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

268

Fixed Income Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2017

The Hartford Total Return Bond Fund			The Hartford World Bond Fund
$	67,965		$	213,076
	71,660,632			77,290,424
	1,534			1,084
	(52,752	)		(72,628	)
	71,677,379			77,431,956
	8,176,824			23,088,588
	11,941			3,958
	21,608			1,385
	1,459			1,802
	1,105,269			571,953
	11,366			—
	90,133			125,275
	496,533			4,210,214
	1,820			437
	942			221
	130			269
	24			253
	116,455			106,923
	—			—
	1,872,282			961,720
	18,599			—
	637,009			1,245,257
	29,853			9,896
	36,013			2,309
	33,552			271,661
	230,771			332,006
	465,379			820,395
	63,099			113,307
	36,896			36,053
	360,455			1,003,972
	13,818,412			32,907,854
	(190,908	)		(1,252,547	)
	(41,662	)		(194	)
	(8,451	)		(1,474	)
	(241,021	)		(1,254,215	)
	13,577,391			31,653,639
	58,099,988			45,778,317
	5,651,378			37,764,831
	—			—
	404,318			(3,035,106	)
	1,882,441			(10,459,863	)
	197,291			1,846,892
	5,232,817			2,419,229
	(62,117	)		(96,419,849	)
	(36,773	)		(9,967,459	)
	13,269,355			(77,851,325	)

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

269

Fixed Income Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2017

	The Hartford Quality Bond Fund			The Hartford Short Duration Fund			The Hartford Strategic Income Fund
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments	$	(789,796	)	$	(3,783,418	)	$	5,463,913
Net unrealized appreciation (depreciation) of purchased options contracts		(55,065	)		—			18,187
Net unrealized appreciation (depreciation) of futures contracts		41,295			171,038			(449	)
Net unrealized appreciation (depreciation) of written options contracts		—			—			—
Net unrealized appreciation (depreciation) of swap contracts		(14,221	)		—			(1,104,165	)
Net unrealized appreciation (depreciation) of foreign currency contracts		76,012			30,761			1,434,339
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		(109,229	)		(1,623	)		33,446
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions		(851,004	)		(3,583,242	)		5,845,271
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		(2,450,795	)		(1,330,818	)		10,497,469
Net Increase (Decrease) in Net Assets Resulting from Operations	$	(33,104	)	$	16,899,514		$	26,716,076

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

270

Fixed Income Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2017

The Hartford Total Return Bond Fund		The Hartford World Bond Fund
$	(15,679,319)	$	46,764,990
	(153,095)		(35,647)
	(668,556)		(2,445,520)
	—		494,199
	(3,330,759)		2,678,918
	1,515,197		31,518,670
	17,214		297,269
	(18,299,318)		79,272,879
	(5,029,963)		1,421,554
$	53,070,025	$	47,199,871

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

271

Fixed Income Funds

Statements of Changes in Net Assets

	The Hartford Emerging Markets Local Debt Fund						The Hartford Floating Rate Fund
	For the Year Ended October 31, 2017			For the Year Ended October 31, 2016			For the Year Ended October 31, 2017			For the Year Ended October 31, 2016
Operations:
Net investment income (loss)	$	5,667,134		$	6,308,397		$	150,711,350		$	169,349,410
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		4,066,250			(19,608,998	)		(3,392,536	)		(172,776,553	)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		(3,697,076	)		19,354,382			77,704,835			217,049,671
Net Increase (Decrease) in Net Assets Resulting from Operations		6,036,308			6,053,781			225,023,649			213,622,528
Distributions to Shareholders:
From net investment income
Class A		(284,894	)		—			(30,382,592	)		(39,154,884	)
Class B		—			—			(54,241	)		(192,432	)
Class C		(82,993	)		—			(32,799,511	)		(44,415,416	)
Class I		(1,425,078	)		—			(67,793,244	)		(62,929,243	)
Class R3		(523	)		—			(359,006	)		(463,178	)
Class R4		(2,266	)		—			(260,730	)		(368,379	)
Class R5		(518	)		—			(77,544	)		(109,584	)
Class Y		(3,612,576	)		—			(14,437,545	)		(14,164,583	)
Class F(1)		(21,990	)		—			(366,550	)		—
Total from net investment income		(5,430,838	)		—			(146,530,963	)		(161,797,699	)
From tax return of capital
Class A		—			(256,662	)		(774,083	)		—
Class B		—			—			(1,382	)		—
Class C		—			(47,082	)		(835,661	)		—
Class I		—			(188,061	)		(1,727,224	)		—
Class R3		—			(8,101	)		(9,147	)		—
Class R4		—			(9,329	)		(6,643	)		—
Class R5		—			(8,690	)		(1,976	)		—
Class Y		—			(5,551,762	)		(367,837	)		—
Class F		—			—			(9,339	)		—
Total from tax return of capital		—			(6,069,687	)		(3,733,292	)		—
Total distributions		(5,430,838	)		(6,069,687	)		(150,264,255	)		(161,797,699	)
Capital Share Transactions:
Sold		103,321,647			97,933,115			1,260,184,449			862,103,146
Issued on reinvestment of distributions		4,085,101			4,292,442			127,895,198			138,161,316
Redeemed		(58,239,914	)		(190,815,730)			(1,249,839,582)			(1,856,800,375)
Net increase (decrease) from capital share transactions		49,166,834			(88,590,173	)		138,240,065			(856,535,913	)
Net Increase (Decrease) in Net Assets		49,772,304			(88,606,079	)		212,999,459			(804,711,084	)
Net Assets:
Beginning of period		105,177,155			193,783,234			3,899,514,769			4,704,225,853
End of period	$	154,949,459		$	105,177,155		$	4,112,514,228		$	3,899,514,769
Undistributed (distributions in excess of) net investment income	$	26,496,381		$	(34,447	)	$	(2,949,559	)	$	3,831,360

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

272

Fixed Income Funds

Statements of Changes in Net Assets – (continued)

The Hartford Floating Rate High Income Fund				The Hartford High Yield Fund				The Hartford Inflation Plus Fund
For the Year Ended October 31, 2017		For the Year Ended October 31, 2016		For the Year Ended October 31, 2017		For the Year Ended October 31, 2016		For the Year Ended October 31, 2017		For the Year Ended October 31, 2016
$	18,511,822	$	16,486,876	$	17,896,676	$	16,096,843	$	7,707,726	$	4,543,331
	(406,800)		(18,365,609)		2,069,266		(8,907,040)		2,303,049		(6,352,015)
	9,687,010		20,373,363		8,401,481		14,345,777		(8,956,266)		27,860,806
	27,792,032		18,494,630		28,367,423		21,535,580		1,054,509		26,052,122
	(5,055,054)		(5,548,256)		(11,318,029)		(11,325,752)		(2,601,063)		—
	—		—		(30,943)		(95,921)		—		—
	(2,715,436)		(3,586,846)		(2,448,924)		(2,557,825)		(541,095)		—
	(9,365,955)		(5,380,942)		(2,469,522)		(1,470,860)		(854,272)		—
	(11,591)		(19,121)		(136,427)		(129,452)		(474,320)		—
	(28,094)		(37,746)		(78,351)		(81,865)		(171,472)		—
	(57,141)		(30,449)		(38,596)		(28,165)		(40,443)		—
	(170,847)		(171,308)		(335,845)		(410,386)		(1,657,653)		—
	(125,899)		—		(571,508)		—		—		—
	(17,530,017)		(14,774,668)		(17,428,145)		(16,100,226)		(6,340,318)		—
	—		(323,009)		(287,064)		—		—		—
	—		—		(785)		—		—		—
	—		(208,820)		(62,113)		—		—		—
	—		(313,269)		(62,636)		—		—		—
	—		(1,113)		(3,460)		—		—		—
	—		(2,198)		(1,987)		—		—		—
	—		(1,773)		(979)		—		—		—
	—		(9,973)		(8,518)		—		—		—
	—		—		(14,496)		—		—		—
	—		(860,155)		(442,038)		—		—		—
	(17,530,017)		(15,634,823)		(17,870,183)		(16,100,226)		(6,340,318)		—
	329,108,046		165,092,975		227,268,443		141,567,718		239,539,317		85,844,243
	17,071,310		15,232,336		17,214,991		15,471,526		5,982,150		—
	(209,894,227)		(212,502,398)		(246,968,583)		(160,899,936)		(273,901,799)		(283,909,962)
	136,285,129		(32,177,087)		(2,485,149)		(3,860,692)		(28,380,332)		(198,065,719)
	146,547,144		(29,317,280)		8,012,091		1,574,662		(33,666,141)		(172,013,597)
	365,179,721		394,497,001		360,911,943		359,337,281		619,666,967		791,680,564
$	511,726,865	$	365,179,721	$	368,924,034	$	360,911,943	$	586,000,826	$	619,666,967
$	(306,337)	$	9,058	$	(179,467)	$	9,847	$	21,724,821	$	4,565,756

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

273

Fixed Income Funds

Statements of Changes in Net Assets – (continued)

	Hartford Municipal Income Fund				The Hartford Municipal Opportunities Fund
	For the Year Ended October 31, 2017		For the Year Ended October 31, 2016		For the Year Ended October 31, 2017		For the Year Ended October 31, 2016
Operations:
Net investment income (loss)	$	475,334	$	288,568	$	16,711,800	$	15,399,890
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		(33,991)		28,833		(931,803)		1,308,946
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		74,593		186,099		(8,804,907)		7,244,667
Net Increase (Decrease) in Net Assets Resulting from Operations		515,936		503,500		6,975,090		23,953,503
Distributions to Shareholders:
From net investment income
Class A		(254,920)		(123,379)		(6,384,521)		(6,213,645)
Class B		—		—		(6,196)		(29,748)
Class C		(64,978)		(36,875)		(1,960,067)		(1,968,141)
Class I		(150,585)		(128,370)		(8,227,242)		(7,188,531)
Class R3		—		—		—		—
Class R4		—		—		—		—
Class R5		—		—		—		—
Class Y		—		—		—		—
Class F(1)		(4,852)		—		(133,771)		—
Total from net investment income		(475,335)		(288,624)		(16,711,797)		(15,400,065)
From net realized gain on investments
Class A		—		—		—		—
Class C		—		—		—		—
Class I		—		—		—		—
Class R3		—		—		—		—
Class R4		—		—		—		—
Class R5		—		—		—		—
Class Y		—		—		—		—
Total from net realized gain on investments		—		—		—		—
Total distributions		(475,335)		(288,624)		(16,711,797)		(15,400,065)
Capital Share Transactions:
Sold		7,652,129		9,048,711		243,412,258		402,122,445
Issued on reinvestment of distributions		475,259		288,491		13,876,035		12,496,919
Redeemed		(4,001,328)		(1,160,378)		(317,864,298)		(152,092,290)
Net increase (decrease) from capital share transactions		4,126,060		8,176,824		(60,576,005)		262,527,074
Net Increase (Decrease) in Net Assets		4,166,661		8,391,700		(70,312,712)		271,080,512
Net Assets:
Beginning of period		19,106,494		10,714,794		750,098,029		479,017,517
End of period	$	23,273,155	$	19,106,494	$	679,785,317	$	750,098,029
Undistributed (distributions in excess of) net investment income	$	7,425	$	7,426	$	166,371	$	166,368

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

274

Fixed Income Funds

Statements of Changes in Net Assets – (continued)

The Hartford Municipal Real Return Fund						Hartford Municipal Short Duration Fund						The Hartford Quality Bond Fund
For the Year Ended October 31, 2017			For the Year Ended October 31, 2016			For the Year Ended October 31, 2017			For the Year Ended October 31, 2016			For the Year Ended October 31, 2017			For the Year Ended October 31, 2016
$	4,973,942		$	4,614,387		$	227,520		$	138,197		$	2,417,691		$	1,618,873
	(1,002,571	)		(7,434,123	)		(38,769	)		6,374			(1,599,791	)		2,454,818
	(160,380	)		10,315,120			(30,423	)		22,410			(851,004	)		489,474
	3,810,991			7,495,384			158,328			166,981			(33,104	)		4,563,165
	(2,779,180	)		(2,963,967	)		(95,952	)		(65,194	)		(262,923	)		(175,535	)
	(2,661	)		(12,408	)		—			—			—			—
	(415,924	)		(555,954	)		(34,369	)		(8,168	)		(35,886	)		(20,048	)
	(1,231,585	)		(565,976	)		(95,767	)		(64,918	)		(136,565	)		(132,649	)
	—			—			—			—			(4,127	)		(2,746	)
	—			—			—			—			(243	)		(2,363	)
	—			—			—			—			(893	)		(3,261	)
	(499,407	)		(543,686	)		—			—			(904,814	)		(1,543,733	)
	(45,237	)		—			(1,563	)		—			(1,435,773	)		—
	(4,973,994	)		(4,641,991	)		(227,651	)		(138,280	)		(2,781,224	)		(1,880,335	)
	—			—			—			—			(245,660	)		(79,188	)
	—			—			—			—			(64,716	)		(17,226	)
	—			—			—			—			(178,941	)		(15,237	)
	—			—			—			—			(3,019	)		(13,943	)
	—			—			—			—			(365	)		(14,040	)
	—			—			—			—			(689	)		(14,140	)
	—			—			—			—			(1,403,142	)		(308,235	)
	—			—			—			—			(1,896,532	)		(462,009	)
	(4,973,994	)		(4,641,991	)		(227,651	)		(138,280	)		(4,677,756	)		(2,342,344	)
	62,347,413			44,471,582			6,123,085			9,775,348			155,767,045			134,137,823
	4,405,415			4,037,252			227,448			138,272			4,612,247			2,336,679
	(56,430,728	)		(48,428,031	)		(4,914,795	)		(3,812,141	)		(143,115,901	)		(46,278,066	)
	10,322,100			80,803			1,435,738			6,101,479			17,263,391			90,196,436
	9,159,097			2,934,196			1,366,415			6,130,180			12,552,531			92,417,257
	171,722,839			168,788,643			18,365,437			12,235,257			124,514,178			32,096,921
$	180,881,936		$	171,722,839		$	19,731,852		$	18,365,437		$	137,066,709		$	124,514,178
$	(444,868	)	$	16,957		$	6,107		$	6,238		$	329,502		$	355

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

275

Fixed Income Funds

Statements of Changes in Net Assets – (continued)

	The Hartford Short Duration Fund				The Hartford Strategic Income Fund
	For the Year Ended October 31, 2017		For the Year Ended October 31, 2016		For the Year Ended October 31, 2017		For the Year Ended October 31, 2016
Operations:
Net investment income (loss)	$	18,230,332	$	13,894,536	$	16,218,607	$	18,208,372
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		2,252,424		(3,188,145)		4,652,198		(905,907)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		(3,583,242)		11,679,085		5,845,271		11,816,842
Net Increase (Decrease) in Net Assets Resulting from Operations		16,899,514		22,385,476		26,716,076		29,119,307
Distributions to Shareholders:
From net investment income
Class A		(10,660,453)		(8,732,000)		(5,222,326)		(4,918,160)
Class B		(21,062)		(57,238)		(50,657)		(116,866)
Class C		(1,469,129)		(1,222,176)		(2,428,318)		(2,572,890)
Class I		(4,622,741)		(3,249,572)		(2,049,875)		(1,189,518)
Class R3		(22,839)		(17,204)		(10,154)		(11,080)
Class R4		(12,675)		(11,580)		(9,550)		(8,341)
Class R5		(12,682)		(2,831)		(25,258)		(18,141)
Class R6		—		—		(507)		(452)
Class Y		(514,860)		(839,690)		(3,885,223)		(7,800,015)
Class F(1)		(895,311)		—		(3,521,055)		—
Total from net investment income		(18,231,752)		(14,132,291)		(17,202,923)		(16,635,463)
From net realized gain on investments
Class A		—		—		—		—
Class B		—		—		—		—
Class C		—		—		—		—
Class I		—		—		—		—
Class R3		—		—		—		—
Class R4		—		—		—		—
Class R5		—		—		—		—
Class R6		—		—		—		—
Class Y		—		—		—		—
Total from net realized gain on investments		—		—		—		—
From tax return of capital
Class A		—		—		—		—
Class B		—		—		—		—
Class C		—		—		—		—
Class I		—		—		—		—
Class R3		—		—		—		—
Class R4		—		—		—		—
Class R5		—		—		—		—
Class R6		—		—		—		—
Class Y		—		—		—		—
Class F		—		—		—		—
Total from tax return of capital		—		—		—		—
Total distributions		(18,231,752)		(14,132,291)		(17,202,923)		(16,635,463)
Capital Share Transactions:
Sold		602,010,398		568,131,590		337,731,647		131,626,176
Issued in merger		—		—		53,944,994		—
Issued on reinvestment of distributions		16,737,863		12,564,026		16,643,340		16,155,072
Redeemed		(588,054,151)		(424,146,283)		(308,320,630)		(122,758,705)
Net increase (decrease) from capital share transactions		30,694,110		156,549,333		99,999,351		25,022,543
Net Increase (Decrease) in Net Assets		29,361,872		164,802,518		109,512,504		37,506,387
Net Assets:
Beginning of period		895,568,196		730,765,678		393,193,368		355,686,981
End of period	$	924,930,068	$	895,568,196	$	502,705,872	$	393,193,368
Undistributed (distributions in excess of) net investment income	$	639,165	$	198,813	$	11,350,015	$	1,990,768

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

276

Fixed Income Funds

Statements of Changes in Net Assets – (continued)

The Hartford Total Return Bond Fund						The Hartford World Bond Fund
For the Year Ended October 31, 2017			For the Year Ended October 31, 2016			For the Year Ended October 31, 2017			For the Year Ended October 31, 2016
$	58,099,988		$	55,834,263		$	45,778,317		$	46,807,333
	13,269,355			(12,037,178	)		(77,851,325	)		(98,827,498	)
	(18,299,318	)		50,351,436			79,272,879			117,103,014
	53,070,025			94,148,521			47,199,871			65,082,849
	(19,090,930	)		(17,749,073	)		—			—
	(33,906	)		(131,101	)		—			—
	(1,154,490	)		(1,230,789	)		—			—
	(4,256,995	)		(1,046,215	)		—			—
	(132,547	)		(122,431	)		—			—
	(365,819	)		(369,231	)		—			—
	(41,344	)		(40,601	)		—			—
	(12,470	)		(284	)		—			—
	(20,674,042	)		(29,448,677	)		—			—
	(12,245,097	)		—			—			—
	(58,007,640	)		(50,138,402	)		—			—
	—			(1,174,791	)		—			(14,873,653	)
	—			(17,345	)		—			—
	—			(115,651	)		—			(4,341,666	)
	—			(38,967	)		—			(56,379,832	)
	—			(10,192	)		—			(20,717	)
	—			(26,350	)		—			(120,520	)
	—			(2,383	)		—			(8,420	)
	—			(17	)		—			(4,594	)
	—			(1,890,131	)		—			(16,158,895	)
	—			(3,275,827	)		—			(91,908,297	)
	—			(1,905,065	)		—			(1,735,638	)
	—			(14,071	)		—			—
	—			(132,104	)		—			(102,460	)
	—			(112,294	)		—			(9,759,287	)
	—			(13,141	)		—			(1,805	)
	—			(39,631	)		—			(14,944	)
	—			(4,358	)		—			(1,457	)
	—			(31	)		—			(1,727	)
	—			(3,160,821	)		—			(2,542,428	)
	—			—			—			—
	—			(5,381,516	)		—			(14,159,746	)
	(58,007,640	)		(58,795,745	)		—			(106,068,043	)
	1,477,785,914			462,316,024			3,492,944,156			1,710,906,217
	—			—			—			—
	56,833,846			58,028,355			—			96,140,611
	(1,295,623,880	)		(424,275,240	)		(3,113,007,805	)		(1,872,031,155	)
	238,995,880			96,069,139			379,936,351			(64,984,327	)
	234,058,265			131,421,915			427,136,222			(105,969,521	)
	2,031,353,141			1,899,931,226			3,618,225,236			3,724,194,757
$	2,265,411,406		$	2,031,353,141		$	4,045,361,458		$	3,618,225,236
$	15,046,078		$	(764,538	)	$	(45,098,181	)	$	(16,647,727	)

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

277

Fixed Income Funds

Financial Highlights

	— Selected Per-Share Data(1) —																											— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distri- butions from Capital Gains			Returns of Capital			Total Dividends and Distri- butions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford Emerging Markets Local Debt Fund
For the Year Ended October 31, 2017
A	$	7.48	$	0.37	$	0.11		$	0.48		$	(0.34	)	$	—		$	—		$	(0.34	)	$	7.62		6.80	%	$	8,324		1.44	%		1.25	%		4.87	%		151	%
C		7.47		0.31		0.13			0.44			(0.29	)		—			—			(0.29	)		7.62		5.98			2,777		2.20			2.00			4.13			151
I		7.46		0.39		0.13			0.52			(0.37	)		—			—			(0.37	)		7.61		7.11			46,768		1.18			1.00			5.10			151
R3		7.43		0.35		0.13			0.48			(0.31	)		—			—			(0.31	)		7.60		6.61			12		1.96			1.50			4.67			151
R4		7.45		0.37		0.12			0.49			(0.34	)		—			—			(0.34	)		7.60		6.73			46		1.50			1.25			4.86			151
R5		7.24		0.38		0.11			0.49			(0.35	)		—			—			(0.35	)		7.38		7.00			11		1.21			0.95			5.22			151
Y		7.43		0.39		0.12			0.51			(0.37	)		—			—			(0.37	)		7.57		7.11			94,802		1.07			0.90			5.24			151
F(5)		7.29		0.26		0.31			0.57			(0.25	)		—			—			(0.25	)		7.61		7.87	(6)		2,210		1.04	(7)		0.90	(7)		4.99	(7)		151
For the Year Ended October 31, 2016
A	$	7.09	$	0.35	$	0.38		$	0.73		$	—		$	—		$	(0.34	)	$	(0.34	)	$	7.48		10.62	%	$	5,804		1.64	%		1.26	%(8)		4.91	%		187	%
C		7.08		0.30		0.37			0.67			—			—			(0.28	)		(0.28	)		7.47		9.78			1,895		2.43			2.01	(8)		4.14			187
I		7.07		0.37		0.38			0.75			—			—			(0.36	)		(0.36	)		7.46		10.93			9,871		1.41			1.01	(8)		5.08			187
R3		7.08		0.32		0.35			0.67			—			—			(0.32	)		(0.32	)		7.43		9.80			20		1.92			1.56	(8)		4.44			187
R4		7.08		0.34		0.38			0.72			—			—			(0.35	)		(0.35	)		7.45		10.51			31		1.61			1.26	(8)		4.76			187
R5		7.08		0.36		0.34			0.70			—			—			(0.54	)		(0.54	)		7.24		10.44			12		1.30			0.96	(8)		5.04			187
Y		7.05		0.37		0.38			0.75			—			—			(0.37	)		(0.37	)		7.43		10.96			87,545		1.20			0.91	(8)		5.26			187
For the Year Ended October 31, 2015
A	$	9.00	$	0.36	$	(1.87	)	$	(1.51	)	$	—		$	—		$	(0.40	)	$	(0.40	)	$	7.09		(17.13	)%	$	5,827		1.53	%		1.25	%		4.56	%		122	%
C		8.99		0.32		(1.90	)		(1.58	)		—			—			(0.33	)		(0.33	)		7.08		(17.81	)		1,289		2.29			2.00			3.99			122
I		8.98		0.38		(1.87	)		(1.49	)		—			—			(0.42	)		(0.42	)		7.07		(16.95	)		3,716		1.18			0.97			4.57			122
R3		8.99		0.34		(1.88	)		(1.54	)		—			—			(0.37	)		(0.37	)		7.08		(17.40	)		1,688		1.81			1.55			4.33			122
R4		8.99		0.37		(1.88	)		(1.51	)		—			—			(0.40	)		(0.40	)		7.08		(17.14	)		1,741		1.51			1.25			4.63			122
R5		8.99		0.39		(1.88	)		(1.49	)		—			—			(0.42	)		(0.42	)		7.08		(16.89	)		1,726		1.21			0.95			4.93			122
Y		8.96		0.40		(1.89	)		(1.49	)		—			—			(0.42	)		(0.42	)		7.05		(16.90	)		177,798		1.11			0.90			5.02			122
For the Year Ended October 31, 2014
A	$	9.51	$	0.42	$	(0.52	)	$	(0.10	)	$	(0.04	)	$	(0.01)		$	(0.36)		$	(0.41	)	$	9.00		(1.10	)%	$	9,792		1.47	%		1.25	%		4.57	%		144	%
C		9.50		0.35		(0.52	)		(0.17	)		(0.03	)		(0.01	)		(0.30	)		(0.34	)		8.99		(1.85	)		3,208		2.23			2.00			3.78			144
I		9.50		0.44		(0.52	)		(0.08	)		(0.04	)		(0.01	)		(0.39	)		(0.44	)		8.98		(0.91	)		43,683		1.19			0.98			4.78			144
R3		9.50		0.39		(0.52	)		(0.13	)		(0.03	)		(0.01	)		(0.34	)		(0.38	)		8.99		(1.38	)		2,041		1.81			1.55			4.23			144
R4		9.50		0.42		(0.52	)		(0.10	)		(0.04	)		(0.01	)		(0.36	)		(0.41	)		8.99		(1.09	)		2,101		1.51			1.25			4.53			144
R5		9.51		0.45		(0.53	)		(0.08	)		(0.04	)		(0.01	)		(0.39	)		(0.44	)		8.99		(0.89	)		2,078		1.20			0.95			4.83			144
Y		9.47		0.45		(0.52	)		(0.07	)		(0.04	)		(0.01	)		(0.39	)		(0.44	)		8.96		(0.74	)		257,218		1.11			0.90			4.86			144
For the Year Ended October 31, 2013
A	$	10.02	$	0.41	$	(0.47	)	$	(0.06	)	$	(0.39	)	$	(0.06	)	$	—		$	(0.45	)	$	9.51		(0.70	)%	$	24,773		1.49	%		1.25	%		4.16	%		95	%
C		10.01		0.34		(0.47	)		(0.13	)		(0.32	)		(0.06	)		—			(0.38	)		9.50		(1.40	)		6,280		2.22			1.99			3.43			95
I		10.01		0.43		(0.47	)		(0.04	)		(0.41	)		(0.06	)		—			(0.47	)		9.50		(0.45	)		33,259		1.25			1.00			4.41			95
R3		10.01		0.38		(0.47	)		(0.09	)		(0.36	)		(0.06	)		—			(0.42	)		9.50		(1.01	)		2,097		1.84			1.55			3.86			95
R4		10.01		0.41		(0.47	)		(0.06	)		(0.39	)		(0.06	)		—			(0.45	)		9.50		(0.71	)		2,165		1.54			1.25			4.16			95
R5		10.01		0.44		(0.46	)		(0.02	)		(0.42	)		(0.06	)		—			(0.48	)		9.51		(0.31	)		2,095		1.24			0.95			4.46			95
Y		9.98		0.44		(0.47	)		(0.03	)		(0.42	)		(0.06	)		—			(0.48	)		9.47		(0.36	)		178,911		1.14			0.90			4.50			95

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

278

Fixed Income Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																										— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distri- butions from Capital Gains		Returns of Capital			Total Dividends and Distri- butions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford Floating Rate Fund
For the Year Ended October 31, 2017
A	$	8.58	$	0.32	$	0.16		$	0.48		$	(0.31	)	$	—	$	(0.01	)	$	(0.32	)	$	8.74		5.66	%	$	806,759		0.98	%		0.98	%		3.68	%		62	%
C		8.57		0.26		0.15			0.41			(0.24	)		—		(0.01	)		(0.25	)		8.73		4.89			1,046,990		1.72			1.72			2.95			62
I		8.59		0.34		0.16			0.50			(0.33	)		—		(0.01	)		(0.34	)		8.75		5.95			1,817,213		0.71			0.71			3.94			62
R3		8.61		0.30		0.15			0.45			(0.29	)		—		(0.01	)		(0.30	)		8.76		5.25			9,993		1.37			1.25			3.41			62
R4		8.58		0.32		0.15			0.47			(0.31	)		—		(0.01	)		(0.32	)		8.73		5.52			6,359		1.06			1.00			3.65			62
R5		8.58		0.34		0.16			0.50			(0.33	)		—		(0.01	)		(0.34	)		8.74		5.96			2,200		0.80			0.70			3.96			62
Y		8.57		0.35		0.16			0.51			(0.34	)		—		(0.01	)		(0.35	)		8.73		5.99			374,594		0.67			0.67			3.98			62
F(5)		8.74		0.23		0.02			0.25			(0.22	)		—		(0.01	)		(0.23	)		8.76		2.78	(6)		48,407		0.65	(7)		0.65	(7)		3.95	(7)		62
For the Year Ended October 31, 2016
A	$	8.41	$	0.36	$	0.16		$	0.52		$	(0.35	)	$	—	$	—		$	(0.35	)	$	8.58		6.38	%	$	875,037		1.02	%		1.01	%(9)		4.40	%		40	%
B		8.40		0.30		0.15			0.45			(0.28	)		—		—			(0.28	)		8.57		5.59			3,696		1.90			1.76	(9)		3.66			40
C		8.40		0.30		0.16			0.46			(0.29	)		—		—			(0.29	)		8.57		5.62			1,213,760		1.74			1.74	(9)		3.67			40
I		8.42		0.39		0.15			0.54			(0.37	)		—		—			(0.37	)		8.59		6.67			1,466,928		0.74			0.74	(9)		4.66			40
R3		8.43		0.34		0.17			0.51			(0.33	)		—		—			(0.33	)		8.61		6.24			10,618		1.38			1.26	(9)		4.15			40
R4		8.40		0.36		0.17			0.53			(0.35	)		—		—			(0.35	)		8.58		6.51			8,781		1.07			1.01	(9)		4.39			40
R5		8.41		0.39		0.15			0.54			(0.37	)		—		—			(0.37	)		8.58		6.70			1,941		0.80			0.71	(9)		4.69			40
Y		8.40		0.39		0.16			0.55			(0.38	)		—		—			(0.38	)		8.57		6.76			318,753		0.66			0.66	(9)		4.73			40
For the Year Ended October 31, 2015
A	$	8.88	$	0.36	$	(0.46	)	$	(0.10	)	$	(0.33	)	$	—	$	(0.04	)	$	(0.37	)	$	8.41		(1.20	)%	$	1,109,960		0.98	%		0.98	%		4.19	%		30	%
B		8.86		0.30		(0.46	)		(0.16	)		(0.27	)		—		(0.03	)		(0.30	)		8.40		(1.85	)		7,942		1.84			1.75			3.42			30
C		8.86		0.30		(0.46	)		(0.16	)		(0.27	)		—		(0.03	)		(0.30	)		8.40		(1.94	)		1,463,472		1.73			1.73			3.44			30
I		8.89		0.39		(0.47	)		(0.08	)		(0.35	)		—		(0.04	)		(0.39	)		8.42		(0.92	)		1,698,313		0.71			0.71			4.45			30
R3		8.89		0.34		(0.46	)		(0.12	)		(0.31	)		—		(0.03	)		(0.34	)		8.43		(1.46	)		13,707		1.37			1.25			3.92			30
R4		8.87		0.36		(0.47	)		(0.11	)		(0.32	)		—		(0.04	)		(0.36	)		8.40		(1.22	)		9,264		1.06			1.00			4.16			30
R5		8.87		0.39		(0.46	)		(0.07	)		(0.35	)		—		(0.04	)		(0.39	)		8.41		(0.81	)		2,818		0.78			0.70			4.46			30
Y		8.86		0.39		(0.46	)		(0.07	)		(0.35	)		—		(0.04	)		(0.39	)		8.40		(0.76	)		398,751		0.65			0.65			4.51			30
For the Year Ended October 31, 2014
A	$	9.01	$	0.34	$	(0.13	)	$	0.21		$	(0.34	)	$	—	$	—		$	(0.34	)	$	8.88		2.35	%	$	1,459,463		0.96	%		0.96	%		3.80	%		75	%
B		9.00		0.27		(0.14	)		0.13			(0.27	)		—		—			(0.27	)		8.86		1.44			18,681		1.81			1.75			3.01			75
C		9.00		0.28		(0.14	)		0.14			(0.28	)		—		—			(0.28	)		8.86		1.48			1,900,141		1.71			1.71			3.06			75
I		9.02		0.37		(0.13	)		0.24			(0.37	)		—		—			(0.37	)		8.89		2.62			2,325,212		0.70			0.70			4.08			75
R3		9.03		0.32		(0.14	)		0.18			(0.32	)		—		—			(0.32	)		8.89		1.94			17,970		1.35			1.25			3.52			75
R4		9.01		0.34		(0.14	)		0.20			(0.34	)		—		—			(0.34	)		8.87		2.20			11,663		1.05			1.00			3.77			75
R5		9.01		0.37		(0.14	)		0.23			(0.37	)		—		—			(0.37	)		8.87		2.50			3,753		0.77			0.70			4.07			75
Y		9.00		0.37		(0.14	)		0.23			(0.37	)		—		—			(0.37	)		8.86		2.57			413,511		0.64			0.64			4.13			75
For the Year Ended October 31, 2013
A	$	8.93	$	0.36	$	0.09		$	0.45		$	(0.37	)	$	—	$	—		$	(0.37	)	$	9.01		5.08	%	$	2,064,701		0.96	%		0.96	%		4.04	%		78	%
B		8.92		0.29		0.09			0.38			(0.30	)		—		—			(0.30	)		9.00		4.27			30,017		1.80			1.75			3.28			78
C		8.92		0.30		0.08			0.38			(0.30	)		—		—			(0.30	)		9.00		4.31			2,195,858		1.71			1.71			3.30			78
I		8.94		0.39		0.08			0.47			(0.39	)		—		—			(0.39	)		9.02		5.35			2,772,328		0.70			0.70			4.29			78
R3		8.95		0.34		0.08			0.42			(0.34	)		—		—			(0.34	)		9.03		4.77			18,334		1.36			1.25			3.76			78
R4		8.92		0.36		0.09			0.45			(0.36	)		—		—			(0.36	)		9.01		5.17			13,255		1.04			1.00			4.01			78
R5		8.93		0.39		0.08			0.47			(0.39	)		—		—			(0.39	)		9.01		5.36			3,942		0.76			0.70			4.33			78
Y		8.92		0.39		0.09			0.48			(0.40	)		—		—			(0.40	)		9.00		5.43			79,142		0.64			0.64			4.39			78

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

279

Fixed Income Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																											— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distri- butions from Capital Gains			Returns of Capital			Total Dividends and Distri- butions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford Floating Rate High Income Fund
For the Year Ended October 31, 2017
A	$	9.82	$	0.40	$	0.22		$	0.62		$	(0.38	)	$	—		$	—		$	(0.38	)	$	10.06		6.38	%	$	145,099		1.10	%		1.05	%		3.97	%		77	%
C		9.82		0.32		0.22			0.54			(0.30	)		—			—			(0.30	)		10.06		5.59			89,003		1.86			1.80			3.23			77
I		9.83		0.42		0.22			0.64			(0.40	)		—			—			(0.40	)		10.07		6.64			250,468		0.87			0.80			4.19			77
R3		9.81		0.37		0.22			0.59			(0.35	)		—			—			(0.35	)		10.05		6.07			339		1.53			1.35			3.69			77
R4		9.80		0.39		0.23			0.62			(0.38	)		—			—			(0.38	)		10.04		6.38			709		1.18			1.05			3.94			77
R5		9.80		0.42		0.22			0.64			(0.41	)		—			—			(0.41	)		10.03		6.59			1,851		0.87			0.75			4.17			77
Y		9.80		0.43		0.22			0.65			(0.41	)		—			—			(0.41	)		10.04		6.71			7,121		0.80			0.75			4.28			77
F(5)		10.03		0.29		0.01			0.30			(0.26	)		—			—			(0.26	)		10.07		2.98	(6)		17,138		0.77	(7)		0.75	(7)		4.27	(7)		77
For the Year Ended October 31, 2016
A	$	9.59	$	0.51	$	0.20		$	0.71		$	(0.45	)	$	—		$	(0.03	)	$	(0.48	)	$	9.82		7.81	%	$	123,600		1.15	%		1.07	%(10)		5.43	%		75	%
C		9.60		0.44		0.19			0.63			(0.39	)		—			(0.02	)		(0.41	)		9.82		6.90			83,318		1.91			1.82	(10)		4.70			75
I		9.60		0.53		0.21			0.74			(0.48	)		—			(0.03	)		(0.51	)		9.83		8.07			151,912		0.91			0.82	(10)		5.65			75
R3		9.58		0.49		0.20			0.69			(0.43	)		—			(0.03	)		(0.46	)		9.81		7.50			319		1.55			1.37	(10)		5.18			75
R4		9.58		0.51		0.20			0.71			(0.46	)		—			(0.03	)		(0.49	)		9.80		7.77			507		1.23			1.07	(10)		5.40			75
R5		9.57		0.53		0.31			0.84			(0.58	)		—			(0.03	)		(0.61	)		9.80		9.27			592		0.92			0.77	(10)		5.55			75
Y		9.57		0.54		0.20			0.74			(0.48	)		—			(0.03	)		(0.51	)		9.80		8.14			4,932		0.81			0.77	(10)		5.75			75
For the Year Ended October 31, 2015
A	$	10.54	$	0.51	$	(0.81	)	$	(0.30	)	$	(0.41	)	$	(0.15)		$	(0.09	)	$	(0.65	)	$	9.59		(3.00	)%	$	134,991		1.11	%		1.05	%		5.06	%		55	%
C		10.54		0.43		(0.79	)		(0.36	)		(0.35	)		(0.15	)		(0.08	)		(0.58	)		9.60		(3.63	)		99,723		1.88			1.80			4.31			55
I		10.55		0.53		(0.80	)		(0.27	)		(0.43	)		(0.15	)		(0.10	)		(0.68	)		9.60		(2.75	)		148,276		0.86			0.80			5.30			55
R3		10.52		0.48		(0.80	)		(0.32	)		(0.39	)		(0.15	)		(0.08	)		(0.62	)		9.58		(3.21	)		807		1.48			1.35			4.73			55
R4		10.52		0.51		(0.80	)		(0.29	)		(0.41	)		(0.15	)		(0.09	)		(0.65	)		9.58		(2.91	)		2,889		1.18			1.05			5.06			55
R5		10.52		0.54		(0.81	)		(0.27	)		(0.43	)		(0.15	)		(0.10	)		(0.68	)		9.57		(2.63	)		2,823		0.88			0.75			5.35			55
Y		10.52		0.54		(0.81	)		(0.27	)		(0.43	)		(0.15	)		(0.10	)		(0.68	)		9.57		(2.72	)		4,989		0.77			0.75			5.33			55
For the Year Ended October 31, 2014
A	$	10.70	$	0.47	$	(0.13	)	$	0.34		$	(0.47	)	$	(0.03)		$	—		$	(0.50	)	$	10.54		3.23	%	$	191,162		1.10	%		1.05	%		4.35	%		100	%
C		10.70		0.39		(0.13	)		0.26			(0.39	)		(0.03	)		—			(0.42	)		10.54		2.47			118,465		1.87			1.80			3.61			100
I		10.71		0.50		(0.14	)		0.36			(0.49	)		(0.03	)		—			(0.52	)		10.55		3.49			207,458		0.84			0.80			4.62			100
R3		10.68		0.43		(0.13	)		0.30			(0.43	)		(0.03	)		—			(0.46	)		10.52		2.93			2,886		1.48			1.35			4.06			100
R4		10.68		0.47		(0.13	)		0.34			(0.47	)		(0.03	)		—			(0.50	)		10.52		3.24			3,015		1.18			1.05			4.35			100
R5		10.68		0.50		(0.13	)		0.37			(0.50	)		(0.03	)		—			(0.53	)		10.52		3.45			2,515		0.88			0.75			4.65			100
Y		10.68		0.50		(0.13	)		0.37			(0.50	)		(0.03	)		—			(0.53	)		10.52		3.55			13,269		0.78			0.75			4.66			100
For the Year Ended October 31, 2013
A	$	10.60	$	0.48	$	0.22		$	0.70		$	(0.50	)	$	(0.10	)	$	—		$	(0.60	)	$	10.70		6.78	%	$	163,631		1.13	%		1.05	%		4.53	%		59	%
C		10.60		0.40		0.22			0.62			(0.42	)		(0.10	)		—			(0.52	)		10.70		5.98			89,287		1.88			1.80			3.78			59
I		10.60		0.50		0.23			0.73			(0.52	)		(0.10	)		—			(0.62	)		10.71		7.15			119,549		0.84			0.80			4.73			59
R3		10.58		0.46		0.21			0.67			(0.47	)		(0.10	)		—			(0.57	)		10.68		6.47			2,560		1.50			1.35			4.32			59
R4		10.58		0.49		0.21			0.70			(0.50	)		(0.10	)		—			(0.60	)		10.68		6.79			2,642		1.19			1.05			4.62			59
R5		10.58		0.52		0.21			0.73			(0.53	)		(0.10	)		—			(0.63	)		10.68		7.11			2,427		0.89			0.75			4.93			59
Y		10.58		0.52		0.21			0.73			(0.53	)		(0.10	)		—			(0.63	)		10.68		7.11			10,907		0.80			0.75			4.92			59

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

280

Fixed Income Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																										— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distri- butions from Capital Gains		Returns of Capital			Total Dividends and Distri- butions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford High Yield Fund
For the Year Ended October 31, 2017
A	$	7.28	$	0.37	$	0.21		$	0.58		$	(0.36	)	$	—	$	(0.01	)	$	(0.37	)	$	7.49		8.16	%	$	224,824		1.17	%		1.05	%		5.04	%		49	%
C		7.25		0.32		0.22			0.54			(0.31	)		—		(0.01	)		(0.32	)		7.47		7.52			57,139		1.85			1.80			4.29			49
I		7.31		0.39		0.23			0.62			(0.38	)		—		(0.01	)		(0.39	)		7.54		8.70			28,998		0.95			0.80			5.28			49
R3		7.27		0.35		0.22			0.57			(0.34	)		—		(0.01	)		(0.35	)		7.49		7.99			2,586		1.48			1.35			4.74			49
R4		7.28		0.37		0.23			0.60			(0.36	)		—		(0.01	)		(0.37	)		7.51		8.45			1,463		1.18			1.05			5.03			49
R5		7.27		0.39		0.22			0.61			(0.38	)		—		(0.01	)		(0.39	)		7.49		8.63			885		0.87			0.75			5.33			49
Y		7.26		0.40		0.22			0.62			(0.39	)		—		(0.01	)		(0.40	)		7.48		8.69			7,330		0.75			0.70			5.40			49
F(5)		7.48		0.27		0.05			0.32			(0.26	)		—		(0.01	)		(0.27	)		7.53		4.33	(6)		45,699		0.75	(7)		0.70	(7)		5.31	(7)		49
For the Year Ended October 31, 2016
A	$	7.14	$	0.35	$	0.14		$	0.49		$	(0.35	)	$	—	$	—		$	(0.35	)	$	7.28		7.10	%	$	247,549		1.23	%		1.07	%(11)		4.93	%		47	%
B		7.10		0.29		0.13			0.42			(0.29	)		—		—			(0.29	)		7.23		6.17			1,509		2.12			1.82	(11)		4.19			47
C		7.12		0.29		0.13			0.42			(0.29	)		—		—			(0.29	)		7.25		6.16			61,297		1.88			1.82	(11)		4.18			47
I		7.18		0.36		0.14			0.50			(0.37	)		—		—			(0.37	)		7.31		7.20			37,099		0.88			0.82	(11)		5.14			47
R3		7.14		0.33		0.13			0.46			(0.33	)		—		—			(0.33	)		7.27		6.64			3,153		1.50			1.37	(11)		4.63			47
R4		7.15		0.35		0.12			0.47			(0.34	)		—		—			(0.34	)		7.28		6.92			1,681		1.20			1.07	(11)		5.01			47
R5		7.14		0.37		0.13			0.50			(0.37	)		—		—			(0.37	)		7.27		7.27			665		0.90			0.77	(11)		5.23			47
Y		7.13		0.37		0.13			0.50			(0.37	)		—		—			(0.37	)		7.26		7.32			7,957		0.77			0.72	(11)		5.28			47
For the Year Ended October 31, 2015
A	$	7.68	$	0.35	$	(0.54	)	$	(0.19	)	$	(0.35	)	$	—	$	—	(12)	$	(0.35	)	$	7.14		(2.52	)%	$	245,946		1.16	%		1.05	%		4.64	%		40	%
B		7.64		0.30		(0.55	)		(0.25	)		(0.29	)		—		—	(12)		(0.29	)		7.10		(3.27	)		3,274		2.06			1.80			3.99			40
C		7.65		0.30		(0.54	)		(0.24	)		(0.29	)		—		—	(12)		(0.29	)		7.12		(3.13	)		67,854		1.84			1.80			4.00			40
I		7.72		0.37		(0.54	)		(0.17	)		(0.37	)		—		—	(12)		(0.37	)		7.18		(2.25	)		30,492		0.84			0.80			4.99			40
R3		7.68		0.33		(0.54	)		(0.21	)		(0.33	)		—		—	(12)		(0.33	)		7.14		(2.81	)		2,178		1.48			1.35			4.45			40
R4		7.68		0.35		(0.53	)		(0.18	)		(0.35	)		—		—	(12)		(0.35	)		7.15		(2.38	)		1,377		1.17			1.05			4.75			40
R5		7.68		0.37		(0.54	)		(0.17	)		(0.37	)		—		—	(12)		(0.37	)		7.14		(2.22	)		489		0.86			0.75			5.05			40
Y		7.67		0.38		(0.54	)		(0.16	)		(0.38	)		—		—	(12)		(0.38	)		7.13		(2.18	)		7,728		0.74			0.70			5.10			40
For the Year Ended October 31, 2014
A	$	7.66	$	0.38	$	0.02		$	0.40		$	(0.38	)	$	—	$	—		$	(0.38	)	$	7.68		5.35	%	$	262,960		1.14	%		1.05	%		4.90	%		54	%
B		7.62		0.32		0.02			0.34			(0.32	)		—		—			(0.32	)		7.64		4.60			5,683		2.02			1.80			4.17			54
C		7.63		0.32		0.02			0.34			(0.32	)		—		—			(0.32	)		7.65		4.60			95,449		1.83			1.80			4.15			54
I		7.70		0.40		0.03			0.43			(0.41	)		—		—			(0.41	)		7.72		5.60			46,691		0.81			0.78			5.17			54
R3		7.65		0.36		0.03			0.39			(0.36	)		—		—			(0.36	)		7.68		5.18			2,487		1.47			1.35			4.60			54
R4		7.66		0.38		0.03			0.41			(0.39	)		—		—			(0.39	)		7.68		5.35			1,367		1.16			1.05			4.91			54
R5		7.65		0.40		0.04			0.44			(0.41	)		—		—			(0.41	)		7.68		5.81			522		0.85			0.75			5.21			54
Y		7.65		0.41		0.01			0.42			(0.40	)		—		—			(0.40	)		7.67		5.73			8,415		0.73			0.70			5.25			54

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

281

Fixed Income Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																											— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distri- butions from Capital Gains			Returns of Capital		Total Dividends and Distri- butions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford High Yield Fund - (continued)
For the Year Ended October 31, 2013
A	$	7.53	$	0.40		$	0.14		$	0.54		$	(0.41	)	$	—		$	—	$	(0.41	)	$	7.66		7.33	%	$	295,950		1.15	%		1.05	%		5.29	%		58	%
B		7.50		0.34			0.13			0.47			(0.35	)		—			—		(0.35	)		7.62		6.43			8,242		1.99			1.80			4.54			58
C		7.51		0.34			0.13			0.47			(0.35	)		—			—		(0.35	)		7.63		6.42			105,204		1.81			1.80			4.54			58
I		7.57		0.42			0.14			0.56			(0.43	)		—			—		(0.43	)		7.70		7.56			65,060		0.81			0.79			5.54			58
R3		7.53		0.38			0.13			0.51			(0.39	)		—			—		(0.39	)		7.65		6.87			2,872		1.47			1.35			4.96			58
R4		7.54		0.40			0.13			0.53			(0.41	)		—			—		(0.41	)		7.66		7.18			1,323		1.14			1.05			5.30			58
R5		7.53		0.42			0.13			0.55			(0.43	)		—			—		(0.43	)		7.65		7.51			609		0.84			0.75			5.57			58
Y		7.53		0.43			0.13			0.56			(0.44	)		—			—		(0.44	)		7.65		7.57			8,599		0.72			0.70			5.65			58
The Hartford Inflation Plus Fund
For the Year Ended October 31, 2017
A	$	11.05	$	0.15		$	(0.12	)	$	0.03		$	(0.13	)	$	—		$	—	$	(0.13	)	$	10.95		0.27	%	$	203,962		0.95	%		0.85	%		1.39	%		72	%
C		10.56		0.07			(0.12	)		(0.05	)		(0.04	)		—			—		(0.04	)		10.47		(0.46	)		110,182		1.67			1.60			0.65			72
I		11.25		0.18			(0.12	)		0.06			(0.16	)		—			—		(0.16	)		11.15		0.53			57,101		0.74			0.60			1.66			72
R3		10.84		0.11			(0.12	)		(0.01	)		(0.09	)		—			—		(0.09	)		10.74		(0.07	)		48,953		1.27			1.20			1.05			72
R4		11.04		0.15			(0.13	)		0.02			(0.12	)		—			—		(0.12	)		10.94		0.22			11,278		0.97			0.90			1.33			72
R5		11.22		0.18			(0.12	)		0.06			(0.16	)		—			—		(0.16	)		11.12		0.54			2,924		0.69			0.60			1.67			72
Y		11.28		0.19			(0.13	)		0.06			(0.16	)		—			—		(0.16	)		11.18		0.59			31,947		0.57			0.55			1.75			72
F(5)		11.08		0.12			(0.04	)		0.08			—			—			—		—			11.16		0.72	(6)		119,654		0.55	(7)		0.55	(7)		1.65	(7)		72
For the Year Ended October 31, 2016
A	$	10.57	$	0.09		$	0.39		$	0.48		$	—		$	—		$	—	$	—		$	11.05		4.54	%	$	229,329		0.98	%		0.87	%(13)		0.87	%		70	%
B		10.18		(0.01	)		0.40			0.39			—			—			—		—			10.57		3.83			5,154		1.83			1.62	(13)		(0.07	)		70
C		10.17		0.01			0.38			0.39			—			—			—		—			10.56		3.83			146,289		1.69			1.62	(13)		0.10			70
I		10.73		0.13			0.39			0.52			—			—			—		—			11.25		4.85			62,726		0.76			0.62	(13)		1.16			70
R3		10.40		0.06			0.38			0.44			—			—			—		—			10.84		4.23			56,150		1.28			1.22	(13)		0.53			70
R4		10.56		0.08			0.40			0.48			—			—			—		—			11.04		4.55			15,684		0.98			0.92	(13)		0.79			70
R5		10.71		0.11			0.40			0.51			—			—			—		—			11.22		4.76			2,392		0.70			0.62	(13)		1.03			70
Y		10.75		0.11			0.42			0.53			—			—			—		—			11.28		4.93			101,942		0.57			0.57	(13)		0.99			70
For the Year Ended October 31, 2015
A	$	10.79	$	(0.04	)	$	(0.17	)	$	(0.21	)	$	(0.01	)	$	—		$	—	$	(0.01	)	$	10.57		(1.99	)%	$	257,100		0.94	%		0.85	%		(0.34	)%		155	%
B		10.47		(0.13	)		(0.16	)		(0.29	)		—			—			—		—			10.18		(2.75	)		10,385		1.78			1.60			(1.22	)		155
C		10.47		(0.12	)		(0.18	)		(0.30	)		—			—			—		—			10.17		(2.84	)		178,363		1.66			1.60			(1.13	)		155
I		10.94		(0.02	)		(0.18	)		(0.20	)		(0.01	)		—			—		(0.01	)		10.73		(1.85	)		63,658		0.73			0.60			(0.18	)		155
R3		10.66		(0.06	)		(0.20	)		(0.26	)		—			—			—		—			10.40		(2.40	)		61,292		1.25			1.20			(0.60	)		155
R4		10.79		(0.03	)		(0.19	)		(0.22	)		(0.01	)		—			—		(0.01	)		10.56		(2.08	)		19,243		0.95			0.90			(0.30	)		155
R5		10.91		(0.01	)		(0.18	)		(0.19	)		(0.01	)		—			—		(0.01	)		10.71		(1.77	)		3,757		0.66			0.60			(0.12	)		155
Y		10.95		—			(0.19	)		(0.19	)		(0.01	)		—			—		(0.01	)		10.75		(1.76	)		197,882		0.54			0.54			0.03			155
For the Year Ended October 31, 2014
A	$	11.32	$	0.05		$	(0.10	)	$	(0.05	)	$	(0.07	)	$	(0.41	)	$	—	$	(0.48	)	$	10.79		(0.43	)%	$	339,993		0.92	%		0.85	%		0.48	%		108	%
B		11.05		(0.04	)		(0.09	)		(0.13	)		(0.04	)		(0.41	)		—		(0.45	)		10.47		(1.16	)		16,784		1.74			1.60			(0.35	)		108
C		11.05		(0.04	)		(0.09	)		(0.13	)		(0.04	)		(0.41	)		—		(0.45	)		10.47		(1.16	)		240,647		1.63			1.60			(0.33	)		108
I		11.45		0.06			(0.08	)		(0.02	)		(0.08	)		(0.41	)		—		(0.49	)		10.94		(0.16	)		91,095		0.67			0.60			0.58			108
R3		11.21		0.02			(0.11	)		(0.09	)		(0.05	)		(0.41	)		—		(0.46	)		10.66		(0.74	)		69,577		1.23			1.20			0.19			108
R4		11.33		0.05			(0.12	)		(0.07	)		(0.06	)		(0.41	)		—		(0.47	)		10.79		(0.54	)		22,639		0.92			0.90			0.43			108
R5		11.42		0.09			(0.11	)		(0.02	)		(0.08	)		(0.41	)		—		(0.49	)		10.91		(0.16	)		5,119		0.64			0.60			0.79			108
Y		11.46		0.09			(0.11	)		(0.02	)		(0.08	)		(0.41	)		—		(0.49	)		10.95		(0.13	)		231,771		0.52			0.52			0.84			108

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

282

Fixed Income Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																											— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distri- butions from Capital Gains			Returns of Capital		Total Dividends and Distri- butions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford Inflation Plus Fund - (continued)
For the Year Ended October 31, 2013
A	$	12.65	$	0.04		$	(0.91	)	$	(0.87	)	$	(0.04	)	$	(0.42	)	$	—	$	(0.46	)	$	11.32		(7.15	)%	$	507,889		0.88	%		0.85	%		0.34	%		82	%
B		12.44		(0.05	)		(0.90	)		(0.95	)		(0.02	)		(0.42	)		—		(0.44	)		11.05		(7.88	)		28,633		1.69			1.60			(0.43	)		82
C		12.43		(0.05	)		(0.89	)		(0.94	)		(0.02	)		(0.42	)		—		(0.44	)		11.05		(7.81	)		375,906		1.60			1.60			(0.42	)		82
I		12.76		0.06			(0.91	)		(0.85	)		(0.04	)		(0.42	)		—		(0.46	)		11.45		(6.88	)		124,329		0.65			0.60			0.51			82
R3		12.57		—			(0.91	)		(0.91	)		(0.03	)		(0.42	)		—		(0.45	)		11.21		(7.49	)		73,380		1.22			1.20			0.01			82
R4		12.66		0.04			(0.91	)		(0.87	)		(0.04	)		(0.42	)		—		(0.46	)		11.33		(7.15	)		29,584		0.91			0.90			0.30			82
R5		12.73		0.08			(0.93	)		(0.85	)		(0.04	)		(0.42	)		—		(0.46	)		11.42		(6.90	)		6,219		0.63			0.60			0.69			82
Y		12.76		0.07			(0.90	)		(0.83	)		(0.05	)		(0.42	)		—		(0.47	)		11.46		(6.79	)		287,361		0.51			0.51			0.60			82
Hartford Municipal Income Fund
For the Year Ended October 31, 2017
A	$	10.34	$	0.22		$	(0.02	)	$	0.20		$	(0.22	)	$	—		$	—	$	(0.22	)	$	10.32		2.03	%	$	12,913		1.10	%		0.69	%		2.21	%		10	%
C		10.34		0.21			(0.02	)		0.19			(0.21	)		—			—		(0.21	)		10.32		1.87			3,317		1.81			0.84			2.06			10
I		10.34		0.25			(0.02	)		0.23			(0.25	)		—			—		(0.25	)		10.32		2.29			5,917		0.81			0.44			2.46			10
F(5)		10.04		0.17			0.28			0.45			(0.17	)		—			—		(0.17	)		10.32		4.52	(6)		1,127		0.80	(7)		0.39	(7)		2.48	(7)		10
For the Year Ended October 31, 2016
A	$	10.09	$	0.21		$	0.25		$	0.46		$	(0.21	)	$	—		$	—	$	(0.21	)	$	10.34		4.62	%	$	9,933		1.70	%		0.70	%(14)		2.06	%		13	%
C		10.09		0.14			0.25			0.39			(0.14	)		—			—		(0.14	)		10.34		3.86			3,034		2.39			1.45	(14)		1.33			13
I		10.09		0.24			0.25			0.49			(0.24	)		—			—		(0.24	)		10.34		4.89			6,140		1.39			0.45	(14)		2.33			13
For the Period Ended October 31, 2015
A(15)	$	10.00	$	0.08		$	0.09		$	0.17		$	(0.08	)	$	—		$	—	$	(0.08	)	$	10.09		1.67	%(6)	$	3,075		1.11	%(7)		0.69	%(7)		1.83	%(7)		21	%
C(15)		10.00		0.04			0.09			0.13			(0.04	)		—			—		(0.04	)		10.09		1.35	(6)		2,533		1.83	(7)		1.44	(7)		1.07	(7)		21
I(15)		10.00		0.09			0.09			0.18			(0.09	)		—			—		(0.09	)		10.09		1.77	(6)		5,107		0.83	(7)		0.44	(7)		2.07	(7)		21
The Hartford Municipal Opportunities Fund
For the Year Ended October 31, 2017
A	$	8.69	$	0.22		$	(0.09	)	$	0.13		$	(0.22	)	$	—		$	—	$	(0.22	)	$	8.60		1.50	%	$	251,143		0.68	%		0.68	%		2.53	%		23	%
C		8.69		0.15			(0.09	)		0.06			(0.15	)		—			—		(0.15	)		8.60		0.73			100,507		1.44			1.44			1.77			23
I		8.71		0.24			(0.10	)		0.14			(0.24	)		—			—		(0.24	)		8.61		1.63			302,855		0.44			0.44			2.77			23
F(15)		8.46		0.16			0.15			0.31			(0.16	)		—			—		(0.16	)		8.61		3.69	(6)		25,280		0.39	(7)		0.39	(7)		2.77	(7)		23
For the Year Ended October 31, 2016
A	$	8.53	$	0.21		$	0.16		$	0.37		$	(0.21	)	$	—		$	—	$	(0.21	)	$	8.69		4.40	%	$	283,275		0.70	%		0.70	%(16)		2.44	%		22	%
B		8.53		0.15			0.15			0.30			(0.15	)		—			—		(0.15	)		8.68		3.50			964		1.51			1.45	(16)		1.74			22
C		8.54		0.15			0.15			0.30			(0.15	)		—			—		(0.15	)		8.69		3.50			127,960		1.46			1.45	(16)		1.69			22
I		8.55		0.23			0.17			0.40			(0.24	)		—			—		(0.24	)		8.71		4.66			337,900		0.46			0.45	(16)		2.68			22
For the Year Ended October 31, 2015
A	$	8.53	$	0.24		$	—		$	0.24		$	(0.24	)	$	—		$	—	$	(0.24	)	$	8.53		2.85	%	$	212,254		0.81	%		0.75	%		2.82	%		21	%
B		8.53		0.18			(0.01	)		0.17			(0.17	)		—			—		(0.17	)		8.53		2.08			2,425		1.63			1.51			2.06			21
C		8.54		0.18			(0.01	)		0.17			(0.17	)		—			—		(0.17	)		8.54		2.08			97,729		1.57			1.51			2.07			21
I		8.55		0.26			—			0.26			(0.26	)		—			—		(0.26	)		8.55		3.10			166,610		0.56			0.50			3.08			21
For the Year Ended October 31, 2014
A	$	8.24	$	0.25		$	0.30		$	0.55		$	(0.26	)	$	—		$	—	$	(0.26	)	$	8.53		6.70	%	$	192,531		0.90	%		0.85	%		3.03	%		29	%
B		8.23		0.19			0.30			0.49			(0.19	)		—			—		(0.19	)		8.53		6.04			3,216		1.72			1.60			2.30			29
C		8.24		0.19			0.30			0.49			(0.19	)		—			—		(0.19	)		8.54		6.03			91,177		1.66			1.60			2.29			29
I		8.25		0.27			0.31			0.58			(0.28	)		—			—		(0.28	)		8.55		7.08			102,341		0.65			0.60			3.26			29

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

283

Fixed Income Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distri- butions from Capital Gains		Returns of Capital		Total Dividends and Distri- butions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford Municipal Opportunities Fund - (continued)
For the Year Ended October 31, 2013
A	$	8.66	$	0.29	$	(0.42	)	$	(0.13	)	$	(0.29	)	$	—	$	—	$	(0.29	)	$	8.24		(1.58	)%	$	153,818		0.91	%		0.91	%		3.35	%		37	%
B		8.66		0.22		(0.43	)		(0.21	)		(0.22	)		—		—		(0.22	)		8.23		(2.44	)		4,161		1.72			1.66			2.60			37
C		8.67		0.22		(0.43	)		(0.21	)		(0.22	)		—		—		(0.22	)		8.24		(2.44	)		86,844		1.66			1.66			2.60			37
I		8.68		0.31		(0.43	)		(0.12	)		(0.31	)		—		—		(0.31	)		8.25		(1.45	)		58,996		0.66			0.66			3.60			37
The Hartford Municipal Real Return Fund
For the Year Ended October 31, 2017
A	$	9.31	$	0.25	$	(0.07	)	$	0.18		$	(0.25	)	$	—	$	—	$	(0.25	)	$	9.24		2.00	%	$	96,338		0.74	%		0.69	%		2.74	%		15	%
C		9.26		0.18		(0.08	)		0.10			(0.18	)		—		—		(0.18	)		9.18		1.13			17,946		1.50			1.44			2.00			15
I		9.34		0.27		(0.07	)		0.20			(0.28	)		—		—		(0.28	)		9.26		2.15			44,276		0.49			0.44			2.98			15
Y		9.29		0.27		(0.08	)		0.19			(0.27	)		—		—		(0.27	)		9.21		2.15			16,169		0.47			0.44			2.99			15
F(5)		9.21		0.19		0.04	(17)		0.23			(0.19	)		—		—		(0.19	)		9.25		2.49	(6)		6,153		0.45	(7)		0.39	(7)		3.02	(7)		15
For the Year Ended October 31, 2016
A	$	9.16	$	0.26	$	0.15		$	0.41		$	(0.26	)	$	—	$	—	$	(0.26	)	$	9.31		4.52	%	$	104,013		0.77	%		0.70	%(18)		2.79	%		21	%
B		9.07		0.19		0.16			0.35			(0.19	)		—		—		(0.19	)		9.23		3.88			320		1.60			1.45	(18)		2.08			21
C		9.10		0.19		0.16			0.35			(0.19	)		—		—		(0.19	)		9.26		3.88			25,611		1.51			1.45	(18)		2.05			21
I		9.18		0.28		0.16			0.44			(0.28	)		—		—		(0.28	)		9.34		4.89			24,545		0.53			0.45	(18)		3.02			21
Y		9.13		0.28		0.16			0.44			(0.28	)		—		—		(0.28	)		9.29		4.90			17,233		0.46			0.45	(18)		3.04			21
For the Year Ended October 31, 2015
A	$	9.50	$	0.26	$	(0.33	)	$	(0.07	)	$	(0.27	)	$	—	$	—	$	(0.27	)	$	9.16		(0.77	)%	$	106,809		0.88	%		0.74	%		2.85	%		26	%
B		9.41		0.19		(0.33	)		(0.14	)		(0.20	)		—		—		(0.20	)		9.07		(1.54	)		813		1.70			1.50			2.09			26
C		9.45		0.19		(0.34	)		(0.15	)		(0.20	)		—		—		(0.20	)		9.10		(1.63	)		27,452		1.63			1.49			2.10			26
I		9.53		0.29		(0.35	)		(0.06	)		(0.29	)		—		—		(0.29	)		9.18		(0.62	)		15,495		0.65			0.50			3.09			26
Y		9.48		0.29		(0.35	)		(0.06	)		(0.29	)		—		—		(0.29	)		9.13		(0.64	)		18,220		0.58			0.49			3.10			26
For the Year Ended October 31, 2014
A	$	9.27	$	0.27	$	0.23		$	0.50		$	(0.27	)	$	—	$	—	$	(0.27	)	$	9.50		5.46	%	$	115,957		0.90	%		0.85	%		2.89	%		31	%
B		9.19		0.20		0.22			0.42			(0.20	)		—		—		(0.20	)		9.41		4.62			1,497		1.73			1.60			2.15			31
C		9.22		0.20		0.23			0.43			(0.20	)		—		—		(0.20	)		9.45		4.71			32,022		1.64			1.60			2.14			31
I		9.29		0.29		0.25			0.54			(0.30	)		—		—		(0.30	)		9.53		5.82			16,682		0.66			0.60			3.12			31
Y		9.25		0.29		0.23			0.52			(0.29	)		—		—		(0.29	)		9.48		5.74			20,941		0.60			0.60			3.14			31
For the Year Ended October 31, 2013
A	$	9.73	$	0.24	$	(0.46	)	$	(0.22	)	$	(0.24	)	$	—	$	—	$	(0.24	)	$	9.27		(2.30	)%	$	124,008		0.88	%		0.85	%		2.51	%		20	%
B		9.65		0.17		(0.46	)		(0.29	)		(0.17	)		—		—		(0.17	)		9.19		(3.05	)		2,194		1.71			1.60			1.76			20
C		9.68		0.17		(0.46	)		(0.29	)		(0.17	)		—		—		(0.17	)		9.22		(3.05	)		38,185		1.62			1.60			1.76			20
I		9.75		0.26		(0.46	)		(0.20	)		(0.26	)		—		—		(0.26	)		9.29		(2.05	)		12,776		0.64			0.60			2.75			20
Y		9.70		0.26		(0.44	)		(0.18	)		(0.27	)		—		—		(0.27	)		9.25		(1.94	)		22,365		0.58			0.58			2.78			20
Hartford Municipal Short Duration Fund
For the Year Ended October 31, 2017
A	$	10.08	$	0.12	$	(0.04	)	$	0.08		$	(0.12	)	$	—	$	—	$	(0.12	)	$	10.04		0.81	%	$	8,363		1.15	%		0.67	%		1.21	%		20	%
C		10.08		0.09		(0.04	)		0.05			(0.09	)		—		—		(0.09	)		10.04		0.54			3,614		1.88			0.95			0.92			20
I		10.08		0.14		(0.03	)		0.11			(0.14	)		—		—		(0.14	)		10.05		1.15			7,246		0.87			0.44			1.44			20
F(5)		9.96		0.10		0.09			0.19			(0.10	)		—		—		(0.10	)		10.05		1.91	(6)		509		0.87	(7)		0.39	(7)		1.53	(7)		20

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

284

Fixed Income Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																											— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distri- butions from Capital Gains			Returns of Capital		Total Dividends and Distri- butions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
Hartford Municipal Short Duration Fund - (continued)
For the Year Ended October 31, 2016
A	$	10.06	$	0.10		$	0.02		$	0.12		$	(0.10	)	$	—		$	—	$	(0.10	)	$	10.08		1.15	%	$	8,383		1.55	%		0.70	%(19) %		0.95	%		12	%
C		10.05		0.02			0.03			0.05			(0.02	)		—			—		(0.02	)		10.08		0.50			4,067		2.29			1.45	(19)		0.20			12
I		10.06		0.12			0.02			0.14			(0.12	)		—			—		(0.12	)		10.08		1.40			5,915		1.27			0.45	(19)		1.20			12
For the Period Ended October 31, 2015
A(15)	$	10.00	$	0.03		$	0.06		$	0.09		$	(0.03	)	$	—		$	—	$	(0.03	)	$	10.06		0.91	%(6)	$	3,993		1.12	%		0.69	%(7)		0.75	%(7)		6	%
C(15)		10.00		—			0.05			0.05			—			—			—		—			10.05		0.53	(6)		3,137		1.82	(7)		1.44	(7)		(0.02	)(7)		6
I(15)		10.00		0.04			0.06			0.10			(0.04	)		—			—		(0.04	)		10.06		1.01	(6)		5,106		0.78			0.44	(7)		0.97	(7)		6
The Hartford Quality Bond Fund
For the Year Ended October 31, 2017
A	$	10.34	$	0.16		$	(0.20	)	$	(0.04	)	$	(0.19	)	$	(0.16	)	$	—	$	(0.35	)	$	9.95		(0.35	)%	$	13,410		1.01	%		0.95	%		1.59	%		94	%
C		10.26		0.08			(0.20	)		(0.12	)		(0.11	)		(0.16	)		—		(0.27	)		9.87		(1.11	)		2,558		1.77			1.70			0.82			94
I		10.35		0.18			(0.21	)		(0.03	)		(0.21	)		(0.16	)		—		(0.37	)		9.95		(0.20	)		3,852		0.76			0.70			1.77			94
R3		10.32		0.13			(0.20	)		(0.07	)		(0.16	)		(0.16	)		—		(0.32	)		9.93		(0.66	)		251		1.37			1.25			1.34			94
R4		10.35		0.16			(0.20	)		(0.04	)		(0.19	)		(0.16	)		—		(0.35	)		9.96		(0.30	)		11		1.12			0.91			1.59			94
R5		10.35		0.19			(0.20	)		(0.01	)		(0.22	)		(0.16	)		—		(0.38	)		9.96		(0.05	)		30		0.77			0.65			1.89			94
Y		10.36		0.18			(0.18	)		—			(0.16	)		(0.16	)		—		(0.32	)		10.04		0.01			15		0.65			0.60			1.80			94
F(5)		9.94		0.14			0.04			0.18			(0.16	)		—			—		(0.16	)		9.96		1.80	(6)		116,939		0.66	(7)		0.55	(7)		2.14	(7)		94
For the Year Ended October 31, 2016
A	$	10.19	$	0.12		$	0.24		$	0.36		$	(0.14	)	$	(0.07	)	$	—	$	(0.21	)	$	10.34		3.54	%	$	14,294		1.04	%		0.96	%(20)		1.14	%		84	%
C		10.12		0.04			0.23			0.27			(0.06	)		(0.07	)		—		(0.13	)		10.26		2.70			3,890		1.78			1.71	(20)		0.40			84
I		10.21		0.14			0.24			0.38			(0.17	)		(0.07	)		—		(0.24	)		10.35		3.73			12,254		0.78			0.71	(20)		1.40			84
R3		10.17		0.06			0.31			0.37			(0.15	)		(0.07	)		—		(0.22	)		10.32		3.66			198		1.38			1.26	(20)		0.57			84
R4		10.19		0.08			0.33			0.41			(0.18	)		(0.07	)		—		(0.25	)		10.35		4.08			24		1.07			0.96	(20)		0.75			84
R5		10.21		0.11			0.33			0.44			(0.23	)		(0.07	)		—		(0.30	)		10.35		4.37			45		0.77			0.66	(20)		1.05			84
Y		10.21		0.16			0.24			0.40			(0.18	)		(0.07	)		—		(0.25	)		10.36		3.90			93,809		0.67			0.61	(20)		1.53			84
For the Year Ended October 31, 2015
A	$	10.19	$	0.04		$	0.16		$	0.20		$	(0.05	)	$	(0.15	)	$	—	$	(0.20	)	$	10.19		2.01	%	$	11,513		1.18	%		0.90	%		0.43	%		20	%
C		10.15		(0.03	)		0.16			0.13			(0.01	)		(0.15	)		—		(0.16	)		10.12		1.28			2,453		1.93			1.64			(0.31	)		20
I		10.20		0.07			0.17			0.24			(0.08	)		(0.15	)		—		(0.23	)		10.21		2.37			2,283		0.89			0.61			0.71			20
R3		10.17		0.01			0.16			0.17			(0.02	)		(0.15	)		—		(0.17	)		10.17		1.69			2,082		1.58			1.25			0.07			20
R4		10.19		0.04			0.16			0.20			(0.05	)		(0.15	)		—		(0.20	)		10.19		1.95			2,100		1.28			0.95			0.37			20
R5		10.20		0.07			0.16			0.23			(0.07	)		(0.15	)		—		(0.22	)		10.21		2.32			2,119		0.98			0.65			0.67			20
Y		10.20		0.07			0.17			0.24			(0.08	)		(0.15	)		—		(0.23	)		10.21		2.36			9,547		0.89			0.60			0.72			20
For the Year Ended October 31, 2014
A	$	9.82	$	0.05		$	0.39		$	0.44		$	(0.07	)	$	—		$	—	$	(0.07	)	$	10.19		4.48	%	$	8,568		1.26	%		0.86	%		0.52	%		27	%
C		9.79		(0.02	)		0.39			0.37			(0.01	)		—			—		(0.01	)		10.15		3.75			1,882		2.01			1.61			(0.22	)		27
I		9.82		0.08			0.39			0.47			(0.09	)		—			—		(0.09	)		10.20		4.83			2,119		0.98			0.58			0.81			27
R3		9.80		0.02			0.39			0.41			(0.04	)		—			—		(0.04	)		10.17		4.17			2,048		1.68			1.23			0.17			27
R4		9.81		0.05			0.39			0.44			(0.06	)		—			—		(0.06	)		10.19		4.53			2,060		1.38			0.93			0.47			27
R5		9.82		0.08			0.39			0.47			(0.09	)		(0.00	)		—		(0.09	)		10.20		4.79			2,072		1.08			0.63			0.77			27
Y		9.82		0.08			0.39			0.47			(0.09	)		(0.00	)		—		(0.09	)		10.20		4.84			9,333		0.98			0.58			0.82			27

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

285

Fixed Income Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																											— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distri- butions from Capital Gains			Returns of Capital		Total Dividends and Distri- butions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford Quality Bond Fund - (continued)
For the Year Ended October 31, 2013(21)
A(21)	$	10.00	$	0.05		$	(0.18	)	$	(0.13	)	$	(0.05	)	$	—		$	—	$	(0.05	)	$	9.82		(1.29	)%(6) %	$	6,849		1.28	%(7) %		0.81	%(7) %		0.52	%(7) %		83	%(6) %
C(21)		10.00		(0.02	)		(0.18	)		(0.20	)		(0.01	)		—			—		(0.01	)		9.79		(1.99	)(6)		2,239		2.03	(7)		1.56	(7)		(0.23	)(7)		83	(6)
I(21)		10.00		0.07			(0.18	)		(0.11	)		(0.07	)		—			—		(0.07	)		9.82		(1.14	)(6)		2,036		1.03	(7)		0.55	(7)		0.76	(7)		83	(6)
R3(21)		10.00		0.01			(0.18	)		(0.17	)		(0.03	)		—			—		(0.03	)		9.80		(1.69	)(6)		1,966		1.72	(7)		1.20	(7)		0.12	(7)		83	(6)
R4(21)		10.00		0.04			(0.18	)		(0.14	)		(0.05	)		—			—		(0.05	)		9.81		(1.43	)(6)		1,972		1.42	(7)		0.90	(7)		0.41	(7)		83	(6)
R5(21)		10.00		0.07			(0.19	)		(0.12	)		(0.06	)		(0.00	)		—		(0.06	)		9.82		(1.16	)(6)		1,977		1.12	(7)		0.60	(7)		0.71	(7)		83	(6)
Y(21)		10.00		0.07			(0.18	)		(0.11	)		(0.07	)		(0.00	)		—		(0.07	)		9.82		(1.13	)(6)		8,902		1.02	(7)		0.55	(7)		0.76	(7)		83	(6)
The Hartford Short Duration Fund
For the Year Ended October 31, 2017
A	$	9.88	$	0.20		$	(0.01	)	$	0.19		$	(0.20	)	$	—		$	—	$	(0.20	)	$	9.87		1.94	%	$	523,916		0.86	%		0.84	%		2.02	%		42	%
C		9.88		0.13			(0.01	)		0.12			(0.13	)		—			—		(0.13	)		9.87		1.20			103,013		1.58			1.57			1.29			42
I		9.90		0.23			(0.01	)		0.22			(0.23	)		—			—		(0.23	)		9.89		2.21			185,948		0.58			0.58			2.29			42
R3		9.86		0.17			(0.02	)		0.15			(0.17	)		—			—		(0.17	)		9.84		1.58			1,175		1.22			1.09			1.77			42
R4		9.87		0.20			(0.02	)		0.18			(0.20	)		—			—		(0.20	)		9.85		1.83			626		0.92			0.85			2.01			42
R5		9.86		0.23			—			0.23			(0.23	)		—			—		(0.23	)		9.86		2.33			807		0.60			0.55			2.33			42
Y		9.86		0.23			(0.02	)		0.21			(0.23	)		—			—		(0.23	)		9.84		2.17			5,549		0.50			0.50			2.32			42
F(5)		9.88		0.16			0.01			0.17			(0.16	)		—			—		(0.16	)		9.89		1.73	(6)		103,896		0.49	(7)		0.49	(7)		2.45	(7)		42
For the Year Ended October 31, 2016
A	$	9.80	$	0.17		$	0.08		$	0.25		$	(0.17	)	$	—		$	—	$	(0.17	)	$	9.88		2.56	%	$	530,178		0.90	%		0.86	%(22)		1.69	%		41	%
B		9.85		0.16			0.10			0.26			(0.17	)		—			—		(0.17	)		9.94		2.66			2,393		1.04			0.86	(22)		1.67			41
C		9.80		0.09			0.09			0.18			(0.10	)		—			—		(0.10	)		9.88		1.80			125,548		1.61			1.61	(22)		0.94			41
I		9.82		0.19			0.09			0.28			(0.20	)		—			—		(0.20	)		9.90		2.86			189,645		0.57			0.57	(22)		1.98			41
R3		9.78		0.14			0.08			0.22			(0.14	)		—			—		(0.14	)		9.86		2.26			1,167		1.24			1.16	(22)		1.38			41
R4		9.79		0.17			0.08			0.25			(0.17	)		—			—		(0.17	)		9.87		2.56			661		0.94			0.86	(22)		1.68			41
R5		9.78		0.20			0.08			0.28			(0.20	)		—			—		(0.20	)		9.86		2.87			209		0.63			0.56	(22)		2.02			41
Y		9.78		0.20			0.08			0.28			(0.20	)		—			—		(0.20	)		9.86		2.92			45,768		0.51			0.51	(22)		2.05			41
For the Year Ended October 31, 2015
A	$	9.91	$	0.15		$	(0.07	)	$	0.08		$	(0.16	)	$	(0.03	)	$	—	$	(0.19	)	$	9.80		0.80	%	$	469,337		0.90	%		0.85	%		1.51	%		31	%
B		9.96		0.16			(0.08	)		0.08			(0.16	)		(0.03	)		—		(0.19	)		9.85		0.80			4,450		1.03			0.85			1.56			31
C		9.91		0.08			(0.07	)		0.01			(0.09	)		(0.03	)		—		(0.12	)		9.80		0.05			120,116		1.60			1.60			0.81			31
I		9.93		0.19			(0.08	)		0.11			(0.19	)		(0.03	)		—		(0.22	)		9.82		1.11			126,578		0.54			0.54			1.87			31
R3		9.88		0.12			(0.06	)		0.06			(0.13	)		(0.03	)		—		(0.16	)		9.78		0.60			1,084		1.23			1.15			1.26			31
R4		9.89		0.15			(0.06	)		0.09			(0.16	)		(0.03	)		—		(0.19	)		9.79		0.90			677		0.92			0.85			1.56			31
R5		9.89		0.18			(0.07	)		0.11			(0.19	)		(0.03	)		—		(0.22	)		9.78		1.10			111		0.62			0.55			1.86			31
Y		9.88		0.19			(0.06	)		0.13			(0.20	)		(0.03	)		—		(0.23	)		9.78		1.25			8,412		0.51			0.51			1.91			31
For the Year Ended October 31, 2014
A	$	9.98	$	0.15		$	(0.03	)	$	0.12		$	(0.15	)	$	(0.04	)	$	—	$	(0.19	)	$	9.91		1.23	%	$	469,415		0.91	%		0.85	%		1.50	%		50	%
B		10.02		0.15			(0.02	)		0.13			(0.15	)		(0.04	)		—		(0.19	)		9.96		1.33			6,510		1.01			0.85			1.51			50
C		9.98		0.08			(0.03	)		0.05			(0.08	)		(0.04	)		—		(0.12	)		9.91		0.48			128,158		1.60			1.60			0.76			50
I		10.00		0.18			(0.03	)		0.15			(0.18	)		(0.04	)		—		(0.22	)		9.93		1.52			208,183		0.55			0.55			1.79			50
R3		9.96		0.12			(0.04	)		0.08			(0.12	)		(0.04	)		—		(0.16	)		9.88		0.84			879		1.23			1.15			1.20			50
R4		9.97		0.15			(0.04	)		0.11			(0.15	)		(0.04	)		—		(0.19	)		9.89		1.14			997		0.92			0.85			1.50			50
R5		9.96		0.18			(0.03	)		0.15			(0.18	)		(0.04	)		—		(0.22	)		9.89		1.54			109		0.61			0.55			1.80			50
Y		9.96		0.18			(0.03	)		0.15			(0.19	)		(0.04	)		—		(0.23	)		9.88		1.49			5,134		0.50			0.50			1.83			50

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

286

Fixed Income Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																										— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distri- butions from Capital Gains			Returns of Capital		Total Dividends and Distri- butions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford Short Duration Fund - (continued)
For the Year Ended October 31, 2013
A	$	10.05	$	0.17	$	(0.05	)	$	0.12		$	(0.17	)	$	(0.02	)	$	—	$	(0.19	)	$	9.98		1.20	%	$	451,357		0.88	%		0.85	%		1.66	%		51	%
B		10.05		0.17		(0.01	)		0.16			(0.17	)		(0.02	)		—		(0.19	)		10.02		1.60			9,589		0.99			0.85			1.67			51
C		10.05		0.09		(0.05	)		0.04			(0.09	)		(0.02	)		—		(0.11	)		9.98		0.44			133,623		1.60			1.60			0.93			51
I		10.07		0.20		(0.05	)		0.15			(0.20	)		(0.02	)		—		(0.22	)		10.00		1.48			105,812		0.57			0.57			1.96			51
R3		10.03		0.13		(0.04	)		0.09			(0.14	)		(0.02	)		—		(0.16	)		9.96		0.90			527		1.23			1.15			1.35			51
R4		10.04		0.17		(0.05	)		0.12			(0.17	)		(0.02	)		—		(0.19	)		9.97		1.20			928		0.92			0.85			1.69			51
R5		10.03		0.20		(0.05	)		0.15			(0.20	)		(0.02	)		—		(0.22	)		9.96		1.51			112		0.61			0.55			1.98			51
Y		10.03		0.20		(0.05	)		0.15			(0.20	)		(0.02	)		—		(0.22	)		9.96		1.55			3,002		0.51			0.51			2.03			51
The Hartford Strategic Income Fund
For the Year Ended October 31, 2017
A	$	8.76	$	0.36	$	0.26		$	0.62		$	(0.38	)	$	—		$	—	$	(0.38	)	$	9.00		7.26	%	$	161,969		1.03	%		0.95	%		4.02	%		82	%
C		8.79		0.29		0.26			0.55			(0.31	)		—			—		(0.31	)		9.03		6.38			74,017		1.74			1.70			3.29			82
I		8.79		0.37		0.27			0.64			(0.40	)		—			—		(0.40	)		9.03		7.51			83,345		0.76			0.70			4.11			82
R3		8.75		0.33		0.25			0.58			(0.35	)		—			—		(0.35	)		8.98		6.83			329		1.45			1.25			3.70			82
R4		8.76		0.35		0.26			0.61			(0.38	)		—			—		(0.38	)		8.99		7.13			748		1.08			0.95			4.00			82
R5		8.76		0.38		0.26			0.64			(0.41	)		—			—		(0.41	)		8.99		7.48			1,467		0.75			0.65			4.25			82
R6		8.75		0.39		0.26			0.65			(0.41	)		—			—		(0.41	)		8.99		7.66			11		0.70			0.60			4.41			82
Y		8.75		0.42		0.23			0.65			(0.41	)		—			—		(0.41	)		8.99		7.67			657		0.64			0.60			4.79			82
F(5)		8.79		0.25		0.20			0.45			(0.22	)		—			—		(0.22	)		9.02		5.21	(6)		180,163		0.64	(7)		0.60	(7)		4.08	(7)		82
For the Year Ended October 31, 2016
A	$	8.53	$	0.39	$	0.19		$	0.58		$	(0.35	)	$	—		$	—	$	(0.35	)	$	8.76		7.02	%	$	120,051		1.05	%		0.96	%(23)		4.54	%		55	%
B		8.53		0.37		0.21			0.58			(0.33	)		—			—		(0.33	)		8.78		6.98			2,205		1.27			1.11	(23)		4.37			55
C		8.55		0.32		0.20			0.52			(0.28	)		—			—		(0.28	)		8.79		6.27			74,607		1.75			1.71	(23)		3.78			55
I		8.55		0.41		0.21			0.62			(0.38	)		—			—		(0.38	)		8.79		7.29			31,317		0.75			0.71	(23)		4.79			55
R3		8.51		0.36		0.20			0.56			(0.32	)		—			—		(0.32	)		8.75		6.81			267		1.42			1.26	(23)		4.23			55
R4		8.52		0.39		0.20			0.59			(0.35	)		—			—		(0.35	)		8.76		7.15			224		1.08			0.96	(23)		4.55			55
R5		8.52		0.42		0.20			0.62			(0.38	)		—			—		(0.38	)		8.76		7.49			413		0.76			0.66	(23)		4.87			55
R6		8.52		0.42		0.19			0.61			(0.38	)		—			—		(0.38	)		8.75		7.43			11		0.65			0.61	(23)		4.88			55
Y		8.52		0.42		0.19			0.61			(0.38	)		—			—		(0.38	)		8.75		7.43			164,098		0.65			0.61	(23)		4.89			55
For the Year Ended October 31, 2015
A	$	9.30	$	0.37	$	(0.57	)	$	(0.20	)	$	(0.37	)	$	(0.20	)	$	—	$	(0.57	)	$	8.53		(2.23	)%	$	123,510		1.03	%		0.95	%		4.23	%		66	%
B		9.30		0.32		(0.59	)		(0.27	)		(0.30	)		(0.20	)		—		(0.50	)		8.53		(3.00	)		4,019		1.85			1.70			3.60			66
C		9.32		0.32		(0.59	)		(0.27	)		(0.30	)		(0.20	)		—		(0.50	)		8.55		(2.97	)		86,887		1.74			1.70			3.61			66
I		9.33		0.41		(0.60	)		(0.19	)		(0.39	)		(0.20	)		—		(0.59	)		8.55		(1.97	)		29,189		0.73			0.70			4.61			66
R3		9.29		0.35		(0.59	)		(0.24	)		(0.34	)		(0.20	)		—		(0.54	)		8.51		(2.64	)		314		1.41			1.25			4.04			66
R4		9.30		0.38		(0.59	)		(0.21	)		(0.37	)		(0.20	)		—		(0.57	)		8.52		(2.34	)		175		1.08			0.95			4.37			66
R5		9.30		0.41		(0.60	)		(0.19	)		(0.39	)		(0.20	)		—		(0.59	)		8.52		(2.05	)		306		0.75			0.65			4.70			66
R6(24)		9.27		0.41		(0.56	)		(0.15	)		(0.40	)		(0.20	)		—		(0.60	)		8.52		(1.66	)(6)		10		0.69	(7)		0.59	(7)		4.78	(7)		66
Y		9.30		0.41		(0.59	)		(0.18	)		(0.40	)		(0.20	)		—		(0.60	)		8.52		(1.99	)		111,277		0.64			0.60			4.70			66

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

287

Fixed Income Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																										— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations		Dividends from Net Investment Income			Distri- butions from Capital Gains			Returns of Capital			Total Dividends and Distri- butions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford Strategic Income Fund - (continued)
For the Year Ended October 31, 2014
A	$	9.21	$	0.36	$	0.10		$	0.46	$	(0.37	)	$	—		$	—		$	(0.37	)	$	9.30		5.06	%	$	144,172		1.01	%		0.95	%		3.82	%		71	%
B		9.21		0.29		0.10			0.39		(0.30	)		—			—			(0.30	)		9.30		4.25			6,367		1.82			1.70			3.10			71
C		9.23		0.29		0.10			0.39		(0.30	)		—			—			(0.30	)		9.32		4.26			109,960		1.72			1.69			3.08			71
I		9.24		0.38		0.10			0.48		(0.39	)		—			—			(0.39	)		9.33		5.32			48,809		0.71			0.68			4.09			71
R3		9.21		0.33		0.09			0.42		(0.34	)		—			—			(0.34	)		9.29		4.64			213		1.40			1.25			3.54			71
R4		9.21		0.36		0.10			0.46		(0.37	)		—			—			(0.37	)		9.30		5.06			131		1.05			0.95			3.83			71
R5		9.21		0.38		0.11			0.49		(0.40	)		—			—			(0.40	)		9.30		5.38			120		0.73			0.65			4.10			71
Y		9.20		0.39		0.11			0.50		(0.40	)		—			—			(0.40	)		9.30		5.55			113,356		0.63			0.60			4.25			71
For the Year Ended October 31, 2013
A	$	9.70	$	0.36	$	(0.21	)	$	0.15	$	(0.36	)	$	(0.28	)	$	—		$	(0.64	)	$	9.21		1.67	%	$	160,916		0.99	%		0.95	%		3.93	%		55	%
B		9.70		0.29		(0.21	)		0.08		(0.29	)		(0.28	)		—			(0.57	)		9.21		0.91			9,233		1.79			1.70			3.09			55
C		9.72		0.29		(0.21	)		0.08		(0.29	)		(0.28	)		—			(0.57	)		9.23		0.90			129,507		1.69			1.68			3.07			55
I		9.73		0.37		(0.19	)		0.18		(0.39	)		(0.28	)		—			(0.67	)		9.24		1.93			50,963		0.70			0.69			4.00			55
R3		9.70		0.35		(0.22	)		0.13		(0.34	)		(0.28	)		—			(0.62	)		9.21		1.40			242		1.39			1.25			3.74			55
R4		9.70		0.36		(0.21	)		0.15		(0.36	)		(0.28	)		—			(0.64	)		9.21		1.68			143		1.03			0.95			3.91			55
R5		9.70		0.39		(0.21	)		0.18		(0.39	)		(0.28	)		—			(0.67	)		9.21		1.98			114		0.71			0.65			4.20			55
Y		9.69		0.40		(0.21	)		0.19		(0.40	)		(0.28	)		—			(0.68	)		9.20		2.04			214,550		0.61			0.60			4.30			55
The Hartford Total Return Bond Fund
For the Year Ended October 31, 2017
A	$	10.48	$	0.26	$	(0.04	)	$	0.22	$	(0.26	)	$	—		$	—		$	(0.26	)	$	10.44		2.19	%	$	772,486		0.84	%		0.84	%		2.55	%		56	%
C		10.50		0.19		(0.04	)		0.15		(0.19	)		—			—			(0.19	)		10.46		1.43			59,204		1.58			1.58			1.82			56
I		10.49		0.29		(0.04	)		0.25		(0.29	)		—			—			(0.29	)		10.45		2.41			35,182		0.77			0.62			2.78			56
R3		10.68		0.23		(0.04	)		0.19		(0.23	)		—			—			(0.23	)		10.64		1.86			5,851		1.17			1.17			2.22			56
R4		10.66		0.27		(0.04	)		0.23		(0.27	)		—			—			(0.27	)		10.62		2.18			14,290		0.85			0.85			2.54			56
R5		10.65		0.30		(0.03	)		0.27		(0.30	)		—			—			(0.30	)		10.62		2.48			1,548		0.55			0.55			2.84			56
R6		10.64		0.30		(0.02	)		0.28		(0.31	)		—			—			(0.31	)		10.61		2.69			1,092		0.45			0.44			2.87			56
Y		10.65		0.31		(0.04	)		0.27		(0.31	)		—			—			(0.31	)		10.61		2.57			438,589		0.46			0.46			2.96			56
F(5)		10.32		0.20		0.14			0.34		(0.20	)		—			—			(0.20	)		10.46		3.36	(6)		937,170		0.44	(7)		0.44	(7)		2.88	(7)		56
For the Year Ended October 31, 2016
A	$	10.28	$	0.28	$	0.22		$	0.50	$	(0.25	)	$	(0.02	)	$	(0.03	)	$	(0.30	)	$	10.48		4.77	%	$	782,964		0.87	%		0.87	%(25)		2.68	%		41	%
B		10.20		0.20		0.21			0.41		(0.18	)		(0.02	)		(0.02	)		(0.22	)		10.39		4.09			4,406		1.89			1.63	(25)		1.92			41
C		10.30		0.20		0.22			0.42		(0.18	)		(0.02	)		(0.02	)		(0.22	)		10.50		4.10			73,841		1.60			1.60	(25)		1.95			41
I		10.30		0.30		0.22			0.52		(0.28	)		(0.02	)		(0.03	)		(0.33	)		10.49		5.08			115,889		0.61			0.61	(25)		2.86			41
R3		10.48		0.25		0.22			0.47		(0.23	)		(0.02	)		(0.02	)		(0.27	)		10.68		4.51			5,943		1.18			1.18	(25)		2.37			41
R4		10.46		0.28		0.22			0.50		(0.25	)		(0.02	)		(0.03	)		(0.30	)		10.66		4.85			15,348		0.86			0.86	(25)		2.69			41
R5		10.46		0.32		0.20			0.52		(0.28	)		(0.02	)		(0.03	)		(0.33	)		10.65		5.16			1,473		0.56			0.56	(25)		3.00			41
R6		10.45		0.32		0.21			0.53		(0.29	)		(0.02	)		(0.03	)		(0.34	)		10.64		5.15			11		0.45			0.45	(25)		3.07			41
Y		10.45		0.33		0.21			0.54		(0.29	)		(0.02	)		(0.03	)		(0.34	)		10.65		5.27			1,031,478		0.45			0.45	(25)		3.10			41

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

288

Fixed Income Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																										— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distri- butions from Capital Gains			Returns of Capital		Total Dividends and Distri- butions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford Total Return Bond Fund - (continued)
For the Year Ended October 31, 2015
A	$	10.71	$	0.23	$	(0.21	)	$	0.02		$	(0.22	)	$	(0.23	)	$	—	$	(0.45	)	$	10.28		0.35	%	$	672,638		0.87	%		0.87	%		2.20	%		57	%
B		10.63		0.15		(0.20	)		(0.05	)		(0.15	)		(0.23	)		—		(0.38	)		10.20		(0.50	)		10,528		1.86			1.62			1.43			57
C		10.72		0.16		(0.20	)		(0.04	)		(0.15	)		(0.23	)		—		(0.38	)		10.30		(0.38	)		67,147		1.59			1.59			1.50			57
I		10.72		0.27		(0.20	)		0.07			(0.26	)		(0.23	)		—		(0.49	)		10.30		0.67			23,201		0.56			0.56			2.60			57
R3		10.90		0.21		(0.21	)		—			(0.19	)		(0.23	)		—		(0.42	)		10.48		0.07			6,198		1.16			1.16			1.93			57
R4		10.88		0.24		(0.20	)		0.04			(0.23	)		(0.23	)		—		(0.46	)		10.46		0.39			15,610		0.84			0.84			2.25			57
R5		10.88		0.27		(0.20	)		0.07			(0.26	)		(0.23	)		—		(0.49	)		10.46		0.68			1,423		0.55			0.55			2.57			57
R6(24)		10.87		0.27		(0.20	)		0.07			(0.26	)		(0.23	)		—		(0.49	)		10.45		0.65	(6)		10		0.50	(7)		0.50	(7)		2.61	(7)		57
Y		10.87		0.28		(0.20	)		0.08			(0.27	)		(0.23	)		—		(0.50	)		10.45		0.79			1,103,177		0.44			0.44			2.67			57
For the Year Ended October 31, 2014
A	$	10.48	$	0.24	$	0.22		$	0.46		$	(0.23	)	$	—		$	—	$	(0.23	)	$	10.71		4.46	%	$	602,306		1.00	%		0.91	%		2.26	%		84	%
B		10.40		0.16		0.22			0.38			(0.15	)		—			—		(0.15	)		10.63		3.72			19,329		1.93			1.65			1.52			84
C		10.49		0.16		0.22			0.38			(0.15	)		—			—		(0.15	)		10.72		3.68			70,539		1.72			1.65			1.51			84
I		10.49		0.27		0.22			0.49			(0.26	)		—			—		(0.26	)		10.72		4.75			11,737		0.67			0.62			2.51			84
R3		10.66		0.21		0.23			0.44			(0.20	)		—			—		(0.20	)		10.90		4.16			6,868		1.28			1.21			1.96			84
R4		10.64		0.24		0.23			0.47			(0.23	)		—			—		(0.23	)		10.88		4.48			16,342		0.96			0.90			2.26			84
R5		10.64		0.27		0.24			0.51			(0.27	)		—			—		(0.27	)		10.88		4.79			978		0.67			0.60			2.55			84
Y		10.63		0.29		0.22			0.51			(0.27	)		—			—		(0.27	)		10.87		4.89			1,003,275		0.56			0.51			2.66			84
For the Year Ended October 31, 2013
A	$	11.16	$	0.23	$	(0.32	)	$	(0.09	)	$	(0.26	)	$	(0.33	)	$	—	$	(0.59	)	$	10.48		(0.83	)%	$	586,762		0.99	%		0.95	%		2.15	%		106	%
B		11.08		0.15		(0.32	)		(0.17	)		(0.18	)		(0.33	)		—		(0.51	)		10.40		(1.58	)		31,258		1.88			1.70			1.39			106
C		11.18		0.15		(0.33	)		(0.18	)		(0.18	)		(0.33	)		—		(0.51	)		10.49		(1.66	)		78,034		1.70			1.70			1.40			106
I		11.17		0.26		(0.32	)		(0.06	)		(0.29	)		(0.33	)		—		(0.62	)		10.49		(0.55	)		6,771		0.68			0.68			2.42			106
R3		11.35		0.20		(0.33	)		(0.13	)		(0.23	)		(0.33	)		—		(0.56	)		10.66		(1.21	)		7,655		1.28			1.25			1.85			106
R4		11.33		0.23		(0.33	)		(0.10	)		(0.26	)		(0.33	)		—		(0.59	)		10.64		(0.92	)		15,725		0.96			0.95			2.15			106
R5		11.33		0.26		(0.33	)		(0.07	)		(0.29	)		(0.33	)		—		(0.62	)		10.64		(0.61	)		664		0.67			0.65			2.44			106
Y		11.32		0.28		(0.34	)		(0.06	)		(0.30	)		(0.33	)		—		(0.63	)		10.63		(0.52	)		883,706		0.55			0.55			2.55			106
The Hartford World Bond Fund
For the Year Ended October 31, 2017
A	$	10.36	$	0.11	$	(0.02	)(17)	$	0.09		$	—		$	—		$	—	$	—		$	10.45		0.87	%	$	331,084		1.08	%		1.05	%		1.02	%		100	%
C		10.29		0.03		(0.01	)(17)		0.02			—			—			—		—			10.31		0.19			101,882		1.78			1.78			0.30			100
I		10.39		0.13		(0.02	)(17)		0.11			—			—			—		—			10.50		1.16			1,880,345		0.85			0.80			1.26			100
R3		10.35		0.07		(0.01	)(17)		0.06			—			—			—		—			10.41		0.58			2,139		1.40			1.35			0.70			100
R4		10.37		0.11		(0.02	)(17)		0.09			—			—			—		—			10.46		0.87			664		1.10			1.05			1.03			100
R5		10.38		0.13		—			0.13			—			—			—		—			10.51		1.25			2,087		0.79			0.75			1.27			100
R6		10.40		0.14		(0.01	)(17)		0.13			—			—			—		—			10.53		1.25			1,176		0.71			0.69			1.36			100
Y		10.40		0.14		(0.01	)(17)		0.13			—			—			—		—			10.53		1.25			490,321		0.70			0.70			1.37			100
F(5)		10.32		0.08		0.11			0.19			—			—			—		—			10.51		1.84	(6)		1,235,664		0.68	(7)		0.68	(7)		1.14	(7)		100

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

289

Fixed Income Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																										— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations		Dividends from Net Investment Income			Distri- butions from Capital Gains			Returns of Capital			Total Dividends and Distri- butions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford World Bond Fund - (continued)
For the Year Ended October 31, 2016
A	$	10.47	$	0.11	$	0.07		$	0.18	$	—		$	(0.26	)	$	(0.03	)	$	(0.29	)	$	10.36		1.78	%	$	481,126		1.13	%		1.07	%(26) %		1.12	%		122	%
C		10.46		0.04		0.06			0.10		—			(0.26	)		(0.01	)		(0.27	)		10.29		0.95			155,828		1.79			1.79	(26)		0.40			122
I		10.49		0.14		0.06			0.20		—			(0.26	)		(0.04	)		(0.30	)		10.39		1.91			2,407,302		0.81			0.81	(26)		1.39			122
R3		10.48		0.09		0.06			0.15		—			(0.26	)		(0.02	)		(0.28	)		10.35		1.48			1,882		1.41			1.37	(26)		0.85			122
R4		10.48		0.11		0.07			0.18		—			(0.26	)		(0.03	)		(0.29	)		10.37		1.79			1,228		1.10			1.07	(26)		1.11			122
R5		10.48		0.15		0.06			0.21		—			(0.26	)		(0.05	)		(0.31	)		10.38		2.02			1,137		0.83			0.77	(26)		1.46			122
R6		10.49		0.16		0.06			0.22		—			(0.26	)		(0.05	)		(0.31	)		10.40		2.14			790		0.74			0.72	(26)		1.52			122
Y		10.49		0.15		0.07			0.22		—			(0.26	)		(0.05	)		(0.31	)		10.40		2.15			568,934		0.69			0.69	(26)		1.50			122
For the Year Ended October 31, 2015
A	$	10.76	$	0.09	$	—		$	0.09	$	(0.38	)	$	—		$	—		$	(0.38	)	$	10.47		0.82	%	$	624,111		1.08	%		1.05	%		0.84	%		99	%
C		10.74		0.01		0.01	(17)		0.02		(0.30	)		—			—			(0.30	)		10.46		0.17			175,560		1.77			1.77			0.13			99
I		10.77		0.12		—			0.12		(0.40	)		—			—			(0.40	)		10.49		1.16			2,283,590		0.77			0.77			1.13			99
R3		10.77		0.06		(0.01	)		0.05		(0.34	)		—			—			(0.34	)		10.48		0.48			810		1.39			1.35			0.55			99
R4		10.78		0.10		(0.02	)		0.08		(0.38	)		—			—			(0.38	)		10.48		0.71			4,850		1.08			1.05			0.98			99
R5		10.76		0.12		—			0.12		(0.40	)		—			—			(0.40	)		10.48		1.19			297		0.83			0.75			1.17			99
R6(24)		10.78		0.14		(0.02	)		0.12		(0.41	)		—			—			(0.41	)		10.49		1.18	(6)		188		0.74	(7)		0.70	(7)		1.32	(7)		99
Y		10.77		0.13		—			0.13		(0.41	)		—			—			(0.41	)		10.49		1.27			634,789		0.67			0.67			1.24			99
For the Year Ended October 31, 2014
A	$	10.63	$	0.12	$	0.17		$	0.29	$	(0.13	)	$	(0.03	)	$	—		$	(0.16	)	$	10.76		2.74	%	$	422,689		1.02	%		0.99	%		1.15	%		140	%
C		10.61		0.04		0.17			0.21		(0.05	)		(0.03	)		—			(0.08	)		10.74		2.00			179,147		1.76			1.73			0.41			140
I		10.64		0.15		0.17			0.32		(0.16	)		(0.03	)		—			(0.19	)		10.77		3.03			1,966,455		0.76			0.74			1.40			140
R3		10.64		0.09		0.17			0.26		(0.10	)		(0.03	)		—			(0.13	)		10.77		2.42			759		1.39			1.32			0.82			140
R4		10.64		0.12		0.18			0.30		(0.13	)		(0.03	)		—			(0.16	)		10.78		2.80			725		1.07			1.02			1.12			140
R5		10.63		0.15		0.17			0.32		(0.16	)		(0.03	)		—			(0.19	)		10.76		3.03			226		0.79			0.70			1.42			140
Y		10.64		0.16		0.17			0.33		(0.17	)		(0.03	)		—			(0.20	)		10.77		3.11			517,167		0.67			0.64			1.50			140
For the Year Ended October 31, 2013
A	$	10.77	$	0.10	$	0.06		$	0.16	$	(0.18	)	$	(0.12	)	$	—		$	(0.30	)	$	10.63		1.47	%	$	481,684		1.03	%		0.93	%		0.95	%		129	%
C		10.76		0.02		0.05			0.07		(0.10	)		(0.12	)		—			(0.22	)		10.61		0.67			177,802		1.77			1.67			0.21			129
I		10.78		0.13		0.05			0.18		(0.20	)		(0.12	)		—			(0.32	)		10.64		1.71			891,048		0.79			0.69			1.19			129
R3		10.78		0.06		0.05			0.11		(0.13	)		(0.12	)		—			(0.25	)		10.64		1.03			519		1.40			1.25			0.60			129
R4		10.78		0.10		0.05			0.15		(0.17	)		(0.12	)		—			(0.29	)		10.64		1.40			976		1.08			0.95			0.92			129
R5		10.77		0.13		0.06			0.19		(0.21	)		(0.12	)		—			(0.33	)		10.63		1.73			372		0.79			0.65			1.18			129
Y		10.78		0.14		0.05			0.19		(0.21	)		(0.12	)		—			(0.33	)		10.64		1.81			340,669		0.68			0.58			1.30			129

⁽¹⁾  Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.

⁽²⁾ Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.

⁽³⁾  Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).

⁽⁴⁾  Ratios do not include expenses of the Underlying Funds and/or other investment companies, if applicable.

⁽⁵⁾  Commenced operations on February 28, 2017.

⁽⁶⁾  Not annualized.

⁽⁷⁾  Annualized.

⁽⁸⁾  Excluding the expenses not subject to cap, the ratios would have been 1.25%, 2.00%, 1.00%, 1.55%, 1.25%, 0.95% and 0.90% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽⁹⁾  Excluding the expenses not subject to cap, the ratios would have been 1.00%, 1.75%, 1.73%, 0.73%, 1.25%, 1.00%, 0.70% and 0.65% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

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

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Financial Highlights – (continued)

⁽¹⁰⁾  Excluding the expenses not subject to cap, the ratios would have been 1.05%, 1.80%, 0.80%, 1.35%, 1.05%, 0.75% and 0.75% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹¹⁾  Excluding the expenses not subject to cap, the ratios would have been 1.05%, 1.80%, 1.80%, 0.80%, 1.35%, 1.05%, 0.75% and 0.70% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹²⁾  Included in this amount are tax distributions from capital of less than ($0.01).

⁽¹³⁾  Excluding the expenses not subject to cap, the ratios would have been 0.85%, 1.60%, 1.60%, 0.60%, 1.20%, 0.90%, 0.60% and 0.55% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹⁴⁾  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44% and 0.44% for Class A, Class C and Class I, respectively.

⁽¹⁵⁾  Commenced operations on May 29, 2015.

⁽¹⁶⁾  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44%, 1.44% and 0.44% for Class A, Class B, Class C and Class I, respectively.

⁽¹⁷⁾  Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.

⁽¹⁸⁾  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44%, 1.44%, 0.44% and 0.44% for Class A, Class B, Class C, Class I and Class Y, respectively.

⁽¹⁹⁾  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44% and 0.44%, for Class A, Class C and Class I, respectively.

⁽²⁰⁾  Excluding the expenses not subject to cap, the ratios would have been 0.95%, 1.70%, 0.70%, 1.25%, 0.95%, 0.65% and 0.60% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽²¹⁾  Commenced operations on November 30, 2012.

⁽²²⁾  Excluding the expenses not subject to cap, the ratios would have been 0.85%, 0.85%, 1.60%, 0.56%, 1.15%, 0.85%, 0.55% and 0.50% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽²³⁾  Excluding the expenses not subject to cap, the ratios would have been 0.95%, 1.10%, 1.70%, 0.70%, 1.25%, 0.95%, 0.65%, 0.60% and 0.60% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

⁽²⁴⁾  Commenced operations on November 7, 2014.

⁽²⁵⁾  Excluding the expenses not subject to cap, the ratios would have been 0.86%, 1.62%, 1.59%, 0.60%, 1.17%, 0.85%, 0.55%, 0.44% and 0.44% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

⁽²⁶⁾  Excluding the expenses not subject to cap, the ratios would have been 1.05%, 1.77%, 0.79%, 1.35%, 1.05%, 0.75%, 0.70% and 0.67% for Class A, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

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

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Notes to Financial Statements

October 31, 2017

1. Organization:

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each, a “Company” and collectively, the “Companies”) are each an open-end registered management investment company comprised of forty-three and thirteen series, respectively, as of October 31, 2017. Financial statements for the series of each Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds, Inc.:

The Hartford Emerging Markets Local Debt Fund (the “Emerging Markets Local Debt Fund”)

The Hartford Floating Rate Fund (the “Floating Rate Fund”)

The Hartford Floating Rate High Income Fund (the “Floating Rate High Income Fund”)

The Hartford High Yield Fund (the “High Yield Fund”)

The Hartford Inflation Plus Fund (the “Inflation Plus Fund”)

Hartford Municipal Income Fund (the “Municipal Income Fund”)

The Hartford Municipal Opportunities Fund (the “Municipal Opportunities Fund”)

Hartford Municipal Short Duration Fund (the “Municipal Short Duration Fund”)

The Hartford Quality Bond Fund (the “Quality Bond Fund”)

The Hartford Short Duration Fund (the “Short Duration Fund”)

The Hartford Strategic Income Fund (the “Strategic Income Fund”)

The Hartford Total Return Bond Fund (the “Total Return Bond Fund”)

The Hartford World Bond Fund (the “World Bond Fund”)

The Hartford Mutual Funds II, Inc.:

The Hartford Municipal Real Return Fund (the “Municipal Real Return Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. Each Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund, except Emerging Markets Local Debt Fund and World Bond Fund, is a diversified open-end management investment company. Emerging Markets Local Debt Fund and World Bond Fund, are non-diversified open-end management investment companies. Each Fund applies specialized accounting and reporting standards under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.

Each Fund has registered for sale Class A, Class T, Class C, Class I and Class F shares. As of October 31, 2017, Class T shares have not commenced operations. In addition, each Fund, except Municipal Income Fund, Municipal Opportunities Fund, Municipal Real Return Fund and Municipal Short Duration Fund, offer Class R3, Class R4 and Class R5 shares. Each Fund has registered for sale Class Y shares, except Municipal Income Fund, Municipal Opportunities Fund and Municipal Short Duration Fund. Strategic Income Fund, Total Return Bond Fund and World Bond Fund has registered for sale Class R6 shares. Class A shares of each Fund, except Floating Rate Fund, Floating Rate High Income Fund and Short Duration Fund, are sold with a front-end sales charge of up to 4.50%. Class T shares of each Fund have a front-end sales charge of up to 2.50%. Class A shares are sold with a front-end sales charge of up to 3.00% for Floating Rate Fund and Floating Rate High Income Fund and up to 2.00% for Short Duration Fund. Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Classes I, R3, R4, R5, R6, Y and F shares are sold without a sales charge. All classes of shares have identical voting, redemption, dividend, liquidation and other rights and the same terms and conditions, with the exceptions that each class may have different expenses, which may affect performance.

Any remaining Class B shares converted to Class A shares on September 19, 2017. Class B shares are no longer offered for sale. Class B shares were sold with a contingent deferred sales charge which was assessed on the lesser of the per share net asset value (“NAV”) of the shares at the time of redemption or the original purchase price, and declined from 5.00% to zero, depending on the period of time the shares were held.

2. Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

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October 31, 2017

a) Determination of Net Asset Value – The NAV of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

b) Investment Valuation and Fair Value Measurements – Investments in open-end mutual funds are valued at the respective NAV of each Underlying Fund as determined as of the NYSE Close on the Valuation Date. Such open-end mutual funds may use fair value pricing as disclosed in their prospectuses. For purposes of calculating the NAV of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the respective Company’s Board of Directors. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the respective Company’s 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 interests), 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 respective Company’s Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange-traded options, futures and options on futures are valued at the settlement price or last trade price determined by the relevant exchange as of the NYSE Close. If a last trade price is not available, the value will be the mean of the bid and ask prices as of the NYSE Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the bid price as of the NYSE Close. In the case of options privately negotiated in the OTC market (“OTC options”) and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the NYSE is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

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October 31, 2017

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with procedures established by the respective Company’s Board of Directors.

U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

• Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange-traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange-traded funds, rights and warrants.

• Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange-traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

• Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Directors of each Company generally reviews and approves the “Procedures for Valuation of Portfolio Investments” at least once a year. These procedures define how investments are to be valued, including the formation and activities of a Valuation Committee. The Valuation Committee is responsible for determining in good faith the fair value of investments when the value cannot be obtained from primary pricing services or alternative sources or if the valuation of an investment as provided by the primary pricing service or alternative source is believed not to reflect the investment’s fair value as of the Valuation Date. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of each Company’s Board of Directors. The Audit Committee receives quarterly written reports which include details of all fair-valued investments, including the reason for the fair valuation, and an indication, when possible, of the accuracy of the valuation by disclosing the next available reliable public price quotation or the disposition price of such investments (the “lookback” test). The Board of Directors of each Company then must consider for ratification all of the fair value determinations made during the previous quarter.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.

c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

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October 31, 2017

Trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. Trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage related and other asset backed securities are included in interest income in the Statements of Operations, as applicable.

d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends from securities in which the Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.

e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the respective Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. Normally, for each Fund, except Emerging Markets Local Debt Fund, Strategic Income Fund, and World Bond Fund, dividends from net investment income are declared daily and paid monthly. The policy of Emerging Markets Local Debt Fund and Strategic Income Fund is to declare and pay dividends from net investment income, if any, monthly. The policy of World Bond Fund is to declare and pay dividends from net investment income, if any, quarterly. Dividends from realized gains, if any, are paid at least once a year.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

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October 31, 2017

3. Securities and Other Investments:

a) Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the respective Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of October 31, 2017.

b) Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of October 31, 2017.

In connection with a Fund’s ability to purchase investments on a when-issued or forward commitment basis, the Fund may enter into to-be announced (“TBA”) commitments. TBA commitments are forward agreements for the purchase or sale of mortgage backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. These transactions are excluded from a Fund’s portfolio turnover rate. See each Fund’s Schedule of Investments, if applicable, for TBA commitments as of October 31, 2017.

c) Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests generally hold the most senior position in the capital structure of a business entity (the “Borrower”), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debtholders and stockholders of the Borrower. Senior floating rate interests are typically structured and administered by a financial institution that acts as the agent of the lenders participating in the senior floating rate interest. A Fund may invest in multiple series or tranches of a senior floating rate interest, which may have varying terms and carry different associated risks. A Fund may also enter into unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate the Fund to supply additional cash to the borrower on demand. Unfunded loan commitments represent a future obligation in full. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a senior floating rate interest. In certain circumstances, a Fund may receive various fees upon the restructure of a senior floating rate interest by a borrower. Fees earned/paid may be recorded as a component of income or realized gain/loss in the Statements of Operations.

Senior floating rate interests are typically rated below-investment-grade, which suggests they are more likely to default and generally pay higher interest rates than investment-grade loans. A default could lead to non-payment of income, which would result in a reduction of income to a Fund, and there can be no assurance that the liquidation of any collateral would satisfy the Borrower’s obligation in the event of non-payment of scheduled interest or principal payments, or that such collateral could be readily liquidated. See each Fund’s Schedule of Investments, if applicable, for outstanding senior floating rate interests as of October 31, 2017.

d) Mortgage Related and Other Asset Backed Securities – A Fund may invest in mortgage related and other asset backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage backed securities, stripped mortgage backed securities, asset backed securities, collateralized debt obligations and other securities that

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October 31, 2017

directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage related securities is guaranteed by the full faith and credit of the United States Government. Mortgage related and other asset backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund’s Schedule of Investments, if applicable, for mortgage related and other asset backed securities as of October 31, 2017.

e) Inflation Indexed Bonds – A Fund may invest in inflation indexed bonds. Inflation indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation indexed bond will be included as interest income on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund’s Schedule of Investments, if applicable, for inflation indexed bonds as of October 31, 2017.

4. Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund uses derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

a) Bond Forwards – A Fund may enter into bond forwards. A bond forward is a contractual agreement between a Fund and another party to buy or sell an underlying asset at an agreed-upon future price and date. In a bond forward transaction, no cash premium is paid when the parties enter into the bond forward. If the transaction is collateralized, an exchange of margin collateral will take place according to an agreed-upon schedule. Otherwise, no asset of any kind changes hands until the bond forward matures (typically in 30 days) or is rolled over for another agreed-upon period. Generally, the value of the bond forward will change based on changes in the value of the underlying asset. Bond forwards are subject to market risk (the risk that the market value of the underlying bond may change), non-correlation risk (the risk that the market value of the bond forward might move independently of the market value of the underlying bond) and counterparty credit risk (the risk that a counterparty will be unable to meet its obligation under the contract). If there is no cash exchanged at the time a Fund enters into the bond forward, counterparty risk may be limited to the loss of any marked-to-market profit on the contract and any delays or limitations on the Fund’s ability to sell or otherwise use the investments used as collateral for the bond forward.

During the fiscal year ended October 31, 2017, Inflation Plus Fund had engaged in Bond Forwards.

b) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

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During the fiscal year ended October 31, 2017, Emerging Markets Local Debt Fund, Floating Rate Fund, Floating Rate High Income Fund, High Yield Fund, Inflation Plus Fund, Quality Bond Fund, Short Duration Fund Strategic Income Fund, Total Return Bond Fund and World Bond Fund had engaged in Foreign Currency Contracts.

c) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund uses futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the fiscal year ended October 31, 2017, Emerging Markets Local Debt Fund, Inflation Plus Fund, Quality Bond Fund, Short Duration Fund, Strategic Income Fund, Total Return Bond Fund and World Bond Fund had engaged in Futures Contracts.

d) Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either OTC options or executed in a registered exchange (“exchange-traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and, for written put options, a value equal to the exercise price. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swap, investment or currency transaction to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.

During the fiscal year ended October 31, 2017, Emerging Markets Local Debt Fund, Strategic Income Fund, Total Return Bond Fund and World Bond Fund had engaged in Options Contracts.

e) Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified, future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.

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October 31, 2017

Swaps are valued based on custom valuations furnished by an independent pricing service. Swaps for which prices are not available from an independent pricing service are valued in accordance with procedures established by the respective Company’s Board of Directors. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swap. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.

Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).

A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.

Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.

Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute

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October 31, 2017

terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.

During the fiscal year ended October 31, 2017, High Yield Fund, Inflation Plus Fund, Strategic Income Fund, Total Return Bond Fund and World Bond Fund had engaged in Credit Default Swap Contracts.

Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.

If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.

During the fiscal year ended October 31, 2017, Emerging Markets Local Debt Fund, Inflation Plus Fund, Municipal Real Return Fund, Strategic Income Fund, Total Return Bond Fund and World Bond Fund had engaged in Interest Rate Swap Contracts.

Total Return Swap Contracts – Certain Funds may invest in total return swap contracts in pursuit of the Fund’s investment objective or for hedging purposes. An investment in a total return swap allows a Fund to gain or mitigate exposure to underlying reference assets. Total return swap contracts involve commitments where cash flows are exchanged based on the price of underlying reference assets and based on a fixed or variable interest rate. One party receives payments based on the price appreciation or depreciation of the underlying reference asset, in exchange for paying to or receiving from the counterparty seller an agreed-upon interest rate. A variable interest rate may be correlated to a base rate, such as the LIBOR, and is adjusted each reset period, which is defined at the beginning of the contract. Therefore, if interest rates increase over the term of the swap contract, the party paying the rate may be required to pay a higher rate at each swap reset date.

Total return swap contracts on indices involve commitments to pay interest in exchange for a market-linked return. One party pays out the total return of a specific reference asset, which may be an equity, index, or bond, and in return receives a regular stream of payments. To the extent the total return of the security or index underlying the transaction exceeds or falls short of the offsetting interest rate obligation, a Fund will receive a payment from or make a payment to the counterparty. If the Fund is a payer in a total return swap, it may be subject to unlimited losses. They are also subject to counterparty risk. If the counterparty fails to meet its obligations, the Fund may lose money.

During the fiscal year ended October 31, 2017, World Bond Fund had engaged in Total Return Swap Contracts.

Cross Currency Swaps – Certain Funds may enter into cross currency swap agreements to gain or mitigate exposure to currency risk. A cross currency swap is an agreement to exchange cash flows on a notional amount of two or more currencies based on the relative value differential among them. Such swaps may involve initial and final exchanges that correspond to the agreed upon notional amount. Cross currency swaps usually involve the delivery of the entire principal value of one designated currency in exchange for the other designated currency. Therefore, the entire principal value of a cross currency swap is subject to the risk that the other party to the swap will default on its contractual delivery obligations. If there is a default by the counterparty, the Fund may have contractual remedies pursuant to the agreements related to the transaction.

During the fiscal year ended October 31, 2017, Emerging Markets Local Debt Fund, Strategic Income Fund and Total Return Bond Fund had engaged in Cross Currency Swaps.

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October 31, 2017

Additional Derivative Instrument Information:

Emerging Markets Local Debt Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2017:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	141,896	$	660,911	$	—	$	—	$	—	$	—	$	802,807
Unrealized appreciation on futures contracts(1)		43,611		—		—		—		—		—		43,611
Unrealized appreciation on foreign currency contracts		—		4,298,238		—		—		—		—		4,298,238
Unrealized appreciation on swap contracts(2)		89,811		—		—		—		—		—		89,811
Total	$	275,318	$	4,959,149	$	—	$	—	$	—	$	—	$	5,234,467
Liabilities:
Unrealized depreciation on futures contracts(1)	$	36,840	$	—	$	—	$	—	$	—	$	—	$	36,840
Unrealized depreciation on foreign currency contracts		—		6,324,399		—		—		—		—		6,324,399
Written options, market value		—		481,256		—		—		—		—		481,256
Unrealized depreciation on swap contracts(2)		111,496		—		—		—		—		—		111,496
Total	$	148,336	$	6,805,655	$	—	$	—	$	—	$	—	$	6,953,991

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2017

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	(48,944	)	$	(287,538	)	$	—	$	—	$	—	$	—	$	(336,482	)
Net realized gain (loss) on futures contracts		(40,108	)		—			—		—		—		—		(40,108	)
Net realized gain (loss) on written options contracts		—			707,778			—		—		—		—		707,778
Net realized gain (loss) on swap contracts		238,311			(1,562	)		—		—		—		—		236,749
Net realized gain (loss) on foreign currency contracts		—			3,176,574			—		—		—		—		3,176,574
Total	$	149,259		$	3,595,252		$	—	$	—	$	—	$	—	$	3,744,511
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	(2,289	)	$	(58,032	)	$	—	$	—	$	—	$	—	$	(60,321	)
Net change in unrealized appreciation (depreciation) of futures contracts		84			—			—		—		—		—		84
Net change in unrealized appreciation (depreciation) of written options contracts		—			44,169			—		—		—		—		44,169
Net change in unrealized appreciation (depreciation) of swap contracts		44,124			(14,595	)		—		—		—		—		29,529
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			(1,492,151	)		—		—		—		—		(1,492,151	)
Total	$	41,919		$	(1,520,609	)	$	—	$	—	$	—	$	—	$	(1,478,690	)

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October 31, 2017

Emerging Markets Local Debt Fund – (continued)

For the year ended October 31, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts at Number of Contracts		6,240,811,417
Futures Contracts Long at Number of Contracts		15
Futures Contracts Short at Number of Contracts		(26	)
Written Options Contracts at Number of Contracts		(28,424,667	)
Swap Contracts at Notional Amount	$	7,031,370,052
Foreign Currency Contracts Purchased at Contract Amount	$	158,159,750
Foreign Currency Contracts Sold at Contract Amount	$	124,500,424

Floating Rate Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2017:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	1,812,006	$	—	$	—	$	—	$	—	$	1,812,006
Total	$	—	$	1,812,006	$	—	$	—	$	—	$	—	$	1,812,006
Liabilities:
Unrealized depreciation on foreign currency contracts	$	—	$	528,692	$	—	$	—	$	—	$	—	$	528,692
Total	$	—	$	528,692	$	—	$	—	$	—	$	—	$	528,692

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2017

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts			Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on foreign currency contracts	$	—	$	(10,455,069	)	$	—	$	—	$	—	$	—	$	(10,455,069	)
Total	$	—	$	(10,455,069	)	$	—	$	—	$	—	$	—	$	(10,455,069	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of foreign currency contracts	$	—	$	1,977,667		$	—	$	—	$	—	$	—	$	1,977,667
Total	$	—	$	1,977,667		$	—	$	—	$	—	$	—	$	1,977,667

For the year ended October 31, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Foreign Currency Contracts Purchased at Contract Amount	$	2,949,082
Foreign Currency Contracts Sold at Contract Amount	$	133,959,257

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October 31, 2017

Floating Rate High Income Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2017:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	415,134	$	—	$	—	$	—	$	—	$	415,134
Total	$	—	$	415,134	$	—	$	—	$	—	$	—	$	415,134
Liabilities:
Unrealized depreciation on foreign currency contracts	$	—	$	64,233	$	—	$	—	$	—	$	—	$	64,233
Total	$	—	$	64,233	$	—	$	—	$	—	$	—	$	64,233

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2017

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts			Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on foreign currency contracts	$	—	$	(1,741,041	)	$	—	$	—	$	—	$	—	$	(1,741,041	)
Total	$	—	$	(1,741,041	)	$	—	$	—	$	—	$	—	$	(1,741,041	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of foreign currency contracts	$	—	$	395,407		$	—	$	—	$	—	$	—	$	395,407
Total	$	—	$	395,407		$	—	$	—	$	—	$	—	$	395,407

For the year ended October 31, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Foreign Currency Contracts Purchased at Contract Amount	$	1,296,349
Foreign Currency Contracts Sold at Contract Amount	$	18,967,797

High Yield Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2017:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	80,439	$	—	$	—	$	—	$	—	$	80,439
Unrealized appreciation on swap contracts(2)		—		—		39,864		—		—		—		39,864
Total	$	—	$	80,439	$	39,864	$	—	$	—	$	—	$	120,303

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Notes to Financial Statements – (continued)

October 31, 2017

High Yield Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2017

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts			Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on swap contracts	$	—	$	—		$	657,172	$	—	$	—	$	—	$	657,172
Net realized gain (loss) on foreign currency contracts		—		(171,380	)		—		—		—		—		(171,380)
Total	$	—	$	(171,380)		$	657,172	$	—	$	—	$	—	$	485,792
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of swap contracts	$	—	$	—		$	96,284	$	—	$	—	$	—	$	96,284
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—		124,371			—		—		—		—		124,371
Total	$	—	$	124,371		$	96,284	$	—	$	—	$	—	$	220,655

For the year ended October 31, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Swap Contracts at Notional Amount	$	6,512,667
Foreign Currency Contracts Purchased at Contract Amount	$	637,942
Foreign Currency Contracts Sold at Contract Amount	$	3,991,361

Inflation Plus Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2017:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on futures contracts(1)	$	417,997	$	—	$	—	$	—	$	—	$	—	$	417,997
Unrealized appreciation on bond forward contracts		194,795		—		—		—		—		—		194,795
Unrealized appreciation on foreign currency contracts		—		694,896		—		—		—		—		694,896
Unrealized appreciation on swap contracts(2)		1,772,837		—		126,945		—		—		—		1,899,782
Total	$	2,385,629	$	694,896	$	126,945	$	—	$	—	$	—	$	3,207,470
Liabilities:
Unrealized depreciation on futures contracts(1)	$	694,700	$	—	$	—	$	—	$	—	$	—	$	694,700
Unrealized depreciation on foreign currency contracts		—		151,256		—		—		—		—		151,256
Unrealized depreciation on swap contracts(2)		540,634		—		—		—		—		—		540,634
Total	$	1,235,334	$	151,256	$	—	$	—	$	—	$	—	$	1,386,590

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Notes to Financial Statements – (continued)

October 31, 2017

Inflation Plus Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2017

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts		Credit Contracts			Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	744,926		$	—	$	—		$	—	$	—	$	—	$	744,926
Net realized gain (loss) on swap contracts		310,713			—		657,012			—		—		—		967,725
Net realized gain (loss) on bond forward contracts		12,982			—		—			—		—		—		12,982
Net realized gain (loss) on foreign currency contracts		—			600,472		—			—		—		—		600,472
Total	$	1,068,621		$	600,472	$	657,012		$	—	$	—	$	—	$	2,326,105
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	(211,039	)	$	—	$	—		$	—	$	—	$	—	$	(211,039)
Net change in unrealized appreciation (depreciation) of swap contracts		829,085			—		(384,307)			—		—		—		444,778
Net change in unrealized appreciation (depreciation) of bond forward contracts		307,451			—		—			—		—		—		307,451
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			141,665		—			—		—		—		141,665
Total	$	925,497		$	141,665	$	(384,307	)	$	—	$	—	$	—	$	682,855

For the year ended October 31, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long at Number of Contracts		303
Futures Contracts Short at Number of Contracts		(260	)
Swap Contracts at Notional Amount	$	121,462,017
Foreign Currency Contracts Purchased at Contract Amount	$	15,897,107
Foreign Currency Contracts Sold at Contract Amount	$	68,130,564

Municipal Real Return Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2017:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on swap contracts(2)	$	2,187,889	$	—	$	—	$	—	$	—	$	—	$	2,187,889
Total	$	2,187,889	$	—	$	—	$	—	$	—	$	—	$	2,187,889
Liabilities:
Unrealized depreciation on swap contracts(2)	$	1,053,993	$	—	$	—	$	—	$	—	$	—	$	1,053,993
Total	$	1,053,993	$	—	$	—	$	—	$	—	$	—	$	1,053,993

305

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

Municipal Real Return Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2017

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on swap contracts	$	(461,773	)	$	—	$	—	$	—	$	—	$	—	$	(461,773	)
Total	$	(461,773	)	$	—	$	—	$	—	$	—	$	—	$	(461,773	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of swap contracts	$	1,250,724		$	—	$	—	$	—	$	—	$	—	$	1,250,725
Total	$	1,250,724		$	—	$	—	$	—	$	—	$	—	$	1,250,725

For the year ended October 31, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Swap Contracts at Notional Amount	$	141,305,167

Quality Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2017:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	808,185	$	—	$	—	$	—	$	—	$	—	$	808,185
Unrealized appreciation on foreign currency contracts		—		79,576		—		—		—		—		79,576
Unrealized appreciation on swap contracts(2)		30,277		—		—		—		—		—		30,277
Total	$	838,462	$	79,576	$	—	$	—	$	—	$	—	$	918,038
Liabilities:
Unrealized depreciation on futures contracts(1)	$	264,374	$	—	$	—	$	—	$	—	$	—	$	264,374
Unrealized depreciation on foreign currency contracts		—		3,564		—		—		—		—		3,564
Unrealized depreciation on swap contracts(2)		44,498		—		—		—		—		—		44,498
Total	$	308,872	$	3,564	$	—	$	—	$	—	$	—	$	312,436

306

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

Quality Bond Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2017

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	(665,769)		$	—	$	—	$	—	$	—	$	—	$	(665,769)
Net realized gain (loss) on swap contracts		18,217			—		—		—		—		—		18,217
Net realized gain (loss) on foreign currency contracts		—			57,742		—		—		—		—		57,742
Total	$	(647,552	)	$	57,742	$	—	$	—	$	—	$	—	$	(589,810	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	(55,065	)	$	—	$	—	$	—	$	—	$	—	$	(55,065	)
Net change in unrealized appreciation (depreciation) of futures contracts		41,295			—		—		—		—		—		41,295
Net change in unrealized appreciation (depreciation) of swap contracts		(14,221	)		—		—		—		—		—		(14,221	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			76,012		—		—		—		—		76,012
Total	$	(27,991	)	$	76,012	$	—	$	—	$	—	$	—	$	48,021

For the year ended October 31, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts at Number of Contracts		5,000,000
Futures Contracts Long at Number of Contracts		209
Futures Contracts Short at Number of Contracts		(64	)
Swap Contracts at Notional Amount	$	13,947,083
Foreign Currency Contracts Purchased at Contract Amount	$	1,218,116
Foreign Currency Contracts Sold at Contract Amount	$	5,977,370

Short Duration Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2017:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on futures contracts(1)	$	1,044,511	$	—	$	—	$	—	$	—	$	—	$	1,044,511
Unrealized appreciation on foreign currency contracts		—		30,901		—		—		—		—		30,901
Total	$	1,044,511	$	30,901	$	—	$	—	$	—	$	—	$	1,075,412
Liabilities:
Unrealized depreciation on futures contracts(1)	$	310,285	$	—	$	—	$	—	$	—	$	—	$	310,285
Unrealized depreciation on foreign currency contracts		—		140		—		—		—		—		140
Total	$	310,285	$	140	$	—	$	—	$	—	$	—	$	310,425

307

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

Short Duration Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2017

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts			Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	1,171,153	$	—		$	—	$	—	$	—	$	—	$	1,171,153
Net realized gain (loss) on foreign currency contracts		—		(133,055	)		—		—		—		—		(133,055	)
Total	$	1,171,153	$	(133,055	)	$	—	$	—	$	—	$	—	$	1,038,098
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	171,038	$	—		$	—	$	—	$	—	$	—	$	171,038
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—		30,761			—		—		—		—		30,761
Total	$	171,038	$	30,761		$	—	$	—	$	—	$	—	$	201,799

For the year ended October 31, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long at Number of Contracts		427
Futures Contracts Short at Number of Contracts		(939	)
Foreign Currency Contracts Sold at Contract Amount	$	1,570,543

Strategic Income Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2017:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on futures contracts(1)	$	408,043	$	698,400	$	—	$	—	$	—	$	—	$	1,106,443
Unrealized appreciation on foreign currency contracts		—		804,725		—		—		—		—		804,725
Unrealized appreciation on swap contracts(2)		209,859		—		937,145		—		—		—		1,147,004
Total	$	617,902	$	1,503,125	$	937,145	$	—	$	—	$	—	$	3,058,172
Liabilities:
Unrealized depreciation on futures contracts(1)	$	1,638,464	$	765,247	$	—	$	—	$	—	$	—	$	2,403,711
Unrealized depreciation on foreign currency contracts		—		527,159		—		—		—		—		527,159
Unrealized depreciation on swap contracts(2)		52,936		—		1,804,390		—		—		—		1,857,326
Total	$	1,691,400	$	1,292,406	$	1,804,390	$	—	$	—	$	—	$	4,788,196

308

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

Strategic Income Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2017

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts			Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	—		$	49,849		$	—		$	—	$	—	$	—	$	49,849
Net realized gain (loss) on futures contracts		(1,323,139	)		107,005			—			—		—		—		(1,216,134	)
Net realized gain (loss) on written options contracts		285,082			82,112			—			—		—		—		367,194
Net realized gain (loss) on swap contracts		686,592			(45,004	)		3,001,520			—		—		—		3,643,108
Net realized gain (loss) on foreign currency contracts		—			(2,988,216	)		—			—		—		—		(2,988,216	)
Total	$	(351,465	)	$	(2,794,254	)	$	3,001,520		$	—	$	—	$	—	$	(144,199	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	—		$	18,187		$	—		$	—	$	—	$	—	$	18,187
Net change in unrealized appreciation (depreciation) of futures contracts		6,178			(6,627	)		—			—		—		—		(449	)
Net change in unrealized appreciation (depreciation) of swap contracts		(4,403	)		(11,513	)		(1,088,249	)		—		—		—		(1,104,165	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			1,434,339			—			—		—		—		1,434,339
Total	$	1,775		$	1,434,386		$	(1,088,249	)	$	—	$	—	$	—	$	347,912

For the year ended October 31, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts at Number of Contracts		5,838,200
Futures Contracts Long at Number of Contracts		1,223
Futures Contracts Short at Number of Contracts		(514	)
Written Options Contracts at Number of Contracts		(29,059,500	)
Swap Contracts at Notional Amount	$	184,484,351
Foreign Currency Contracts Purchased at Contract Amount	$	53,079,787
Foreign Currency Contracts Sold at Contract Amount	$	61,714,284

309

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

Total Return Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2017:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	3,879,288	$	—	$	—	$	—	$	—	$	—	$	3,879,288
Unrealized appreciation on futures contracts(1)		1,366,912		—		—		—		—		—		1,366,912
Unrealized appreciation on foreign currency contracts		—		1,359,240		—		—		—		—		1,359,240
Unrealized appreciation on swap contracts(2)		708,533		—		1,994,961		—		—		—		2,703,494
Total	$	5,954,733	$	1,359,240	$	1,994,961	$	—	$	—	$	—	$	9,308,934
Liabilities:
Unrealized depreciation on futures contracts(1)	$	4,163,102	$	—	$	—	$	—	$	—	$	—	$	4,163,102
Unrealized depreciation on foreign currency contracts		—		109,895		—		—		—		—		109,895
Unrealized depreciation on swap contracts(2)		322,024		—		4,173,302		—		—		—		4,495,326
Total	$	4,485,126	$	109,895	$	4,173,302	$	—	$	—	$	—	$	8,768,323

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2017

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts			Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	203,852		$	200,466		$	—		$	—	$	—	$	—	$	404,318
Net realized gain (loss) on futures contracts		1,882,441			—			—			—		—		—		1,882,441
Net realized gain (loss) on written options contracts		(75,949	)		273,240			—			—		—		—		197,291
Net realized gain (loss) on swap contracts		5,388,970			(105,291	)		(50,862	)		—		—		—		5,232,817
Net realized gain (loss) on foreign currency contracts		—			(62,117	)		—			—		—		—		(62,117	)
Total	$	7,399,314		$	306,298		$	(50,862	)	$	—	$	—	$	—	$	7,654,750
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	(213,912	)	$	60,817		$	—		$	—	$	—	$	—	$	(153,095	)
Net change in unrealized appreciation (depreciation) of futures contracts		(668,556	)		—			—			—		—		—		(668,556	)
Net change in unrealized appreciation (depreciation) of swap contracts		(462,073	)		—			(2,868,686	)		—		—		—		(3,330,759	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			1,515,197			—			—		—		—		1,515,197
Total	$	(1,344,541	)	$	1,576,014		$	(2,868,686	)	$	—	$	—	$	—	$	(2,637,213	)

310

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

Total Return Bond Fund – (continued)

For the year ended October 31, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts at Number of Contracts	$	20,996,200
Futures Contracts Long at Number of Contracts	$	2,801
Futures Contracts Short at Number of Contracts	$	(2,119	)
Written Options Contracts at Number of Contracts	$	(34,021,000	)
Swap Contracts at Notional Amount	$	455,695,233
Foreign Currency Contracts Purchased at Contract Amount	$	35,215,523
Foreign Currency Contracts Sold at Contract Amount	$	86,588,986

World Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2017:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	191,355	$	642,763	$	—	$	—	$	—	$	—	$	834,118
Unrealized appreciation on futures contracts(1)		7,041,315		—		—		—		—		—		7,041,315
Unrealized appreciation on foreign currency contracts		—		84,657,780		—		—		—		—		84,657,780
Unrealized appreciation on swap contracts(2)		4,780,432		—		2,830,748		—		—		—		7,611,180
Total	$	12,013,102	$	85,300,543	$	2,830,748	$	—	$	—	$	—	$	100,144,393
Liabilities:
Unrealized depreciation on futures contracts(1)	$	3,926,827	$	—	$	—	$	—	$	—	$	—	$	3,926,827
Unrealized depreciation on foreign currency contracts		—		32,302,849		—		—		—		—		32,302,849
Written options, market value		—		142,042		—		—		—		—		142,042
Unrealized depreciation on swap contracts(2)		2,483,420		—		4,500,933		—		—		—		6,984,353
Total	$	6,410,247	$	32,444,891	$	4,500,933	$	—	$	—	$	—	$	43,356,071

311

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

World Bond Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2017

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts			Equity Contracts			Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	(1,647,766	)	$	(1,200,846	)	$	—		$	(186,494	)	$	—	$	—	$	(3,035,106	)
Net realized gain (loss) on futures contracts		(10,459,863	)		—			—			—			—		—		(10,459,863	)
Net realized gain (loss) on written options contracts		281,931			1,564,961			—			—			—		—		1,846,892
Net realized gain (loss) on swap contracts		11,374,670			—			(8,955,441	)		—			—		—		2,419,229
Net realized gain (loss) on foreign currency contracts		—			(96,419,849	)		—			—			—		—		(96,419,849	)
Total	$	(451,028	)	$	(96,055,734	)	$	(8,955,441	)	$	(186,494	)	$	—	$	—	$	(105,648,697	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	(687,544	)	$	651,897		$	—		$	—		$	—	$	—	$	(35,647	)
Net change in unrealized appreciation (depreciation) of futures contracts		(2,445,520	)		—			—			—			—		—		(2,445,520	)
Net change in unrealized appreciation (depreciation) of written options contracts		(63,988	)		558,187			—			—			—		—		494,199
Net change in unrealized appreciation (depreciation) of swap contracts		3,125,618			—			(446,700	)		—			—		—		2,678,918
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			31,518,670			—			—			—		—		31,518,670
Total	$	(71,434	)	$	32,728,754		$	(446,700	)	$	—		$	—	$	—	$	32,210,620

For the year ended October 31, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts at Number of Contracts		1,520,615,174
Futures Contracts Long at Number of Contracts		3,039
Futures Contracts Short at Number of Contracts		(7,503	)
Written Options Contracts at Number of Contracts		(95,004,382	)
Swap Contracts at Notional Amount	$	19,271,304,090
Foreign Currency Contracts Purchased at Contract Amount	$	3,223,100,710
Foreign Currency Contracts Sold at Contract Amount	$	5,358,786,918

⁽¹⁾  Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities.

⁽²⁾  Amount represents the cumulative appreciation (depreciation) on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation (depreciation) on OTC swap contracts, if applicable.

312

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

f) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of October 31, 2017:

Emerging Markets Local Debt Fund

Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	4,298,238		$	(6,324,399	)
Futures contracts		43,611			(36,840	)
Purchased options		696,203			(26,842	)
Swap contracts		89,811			(111,496	)
Written options		—			(481,256	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		5,127,863			(6,980,833	)
Derivatives not subject to a MNA		(92,255	)		137,101
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	5,035,608		$	(6,843,732)

Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*			Net Amount of Assets
Banc of America Securities LLC	$	574,986	$	(574,986	)	$	—	$	—		$	—
Barclays		634,370		(626,101	)		—		—			8,269
BNP Paribas Securities Services		83,306		(83,306	)		—		—			—
Canadian Imperial Bank of Commerce		1,373		—			—		—			1,373
Citibank NA		490,915		(490,915	)		—		—			—
Credit Suisse First Boston Corp.		75,002		(174	)		—		—			74,828
Deutsche Bank Securities, Inc.		682,133		(596,234	)		—		—			85,899
Goldman Sachs & Co.		671,900		(671,900	)		—		—			—
HSBC Bank USA		83,727		(83,727	)		—		—			—
JP Morgan Chase & Co.		550,629		(242,098	)		—		(308,531	)		—
Morgan Stanley		352,868		(352,868	)		—		—			—
RBC Dominion Securities, Inc.		177,770		(878	)		—		—			176,892
Standard Chartered Bank		28,012		(28,012	)		—		—			—
State Street Global Markets LLC		23,143		(23,143	)		—		—			—
UBS AG		605,474		(605,474	)		—		—			—
Total	$	5,035,608	$	(4,379,816)		$	—	$	(308,531)		$	347,261

313

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Notes to Financial Statements – (continued)

October 31, 2017

Emerging Markets Local Debt Fund – (continued)

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Banc of America Securities LLC	$	(686,415	)	$	574,986	$	—	$	—	$	(111,429	)
Barclays		(626,101	)		626,101		—		—		—
BNP Paribas Securities Services		(127,550	)		83,306		—		—		(44,244	)
Citibank NA		(535,308	)		490,915		—		—		(44,393	)
Credit Suisse First Boston Corp.		(174	)		174		—		—		—
Deutsche Bank Securities, Inc.		(596,234	)		596,234		—		—		—
Goldman Sachs & Co.		(1,286,378	)		671,900		—		—		(614,478	)
HSBC Bank USA		(147,413	)		83,727		—		—		(63,686	)
JP Morgan Chase & Co.		(242,098	)		242,098		—		—		—
Morgan Stanley		(1,781,985	)		352,868		1,429,117		—		—
RBC Dominion Securities, Inc.		(878	)		878		—		—		—
Standard Chartered Bank		(156,235	)		28,012		—		—		(128,223	)
State Street Global Markets LLC		(47,290	)		23,143		—		—		(24,147	)
UBS AG		(609,673)			605,474		—		—		(4,199	)
Total	$	(6,843,732)		$	4,379,816	$	1,429,117	$	—	$	(1,034,799)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Floating Rate Fund

Derivative Financial Instruments:	Assets		Liabilities
Foreign currency contracts	$	1,812,006	$	(528,692	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		1,812,006		(528,692	)
Derivatives not subject to a MNA		—		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	1,812,006	$	(528,692)

Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Deutsche Bank Securities, Inc.	$	1,812,006	$	—	$	—	$	—	$	1,812,006

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
State Street Global Markets LLC	$	(528,692	)	$	—	$	—	$	—	$	(528,692	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

314

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October 31, 2017

Floating Rate High Income Fund

Derivative Financial Instruments:	Assets		Liabilities
Foreign currency contracts	$	415,134	$	(64,233	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		415,134		(64,233	)
Derivatives not subject to a MNA		—		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	415,134	$	(64,233	)

Counterparty	Gross Amount of Assets			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Deutsche Bank Securities, Inc.	$	415,134		$	—	$	—	$	—	$	415,134
Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
State Street Global Markets LLC	$	(64,233	)	$	—	$	—	$	—	$	(64,233	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

High Yield Fund

Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	80,439		$	—
Swap contracts		39,864			—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		120,303			—
Derivatives not subject to a MNA		(39,864	)		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	80,439		$	—

Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Deutsche Bank Securities, Inc.	$	80,439	$	—	$	—	$	—	$	80,439

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Inflation Plus Fund

Derivative Financial Instruments:	Assets			Liabilities
Bond forward contracts	$	194,795		$	—
Foreign currency contracts		694,896			(151,256	)
Futures contracts		417,997			(694,700	)
Swap contracts		1,899,782			(540,634	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		3,207,470			(1,386,590	)
Derivatives not subject to a MNA		(2,190,834	)		694,700
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	1,016,636		$	(691,890	)

315

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Notes to Financial Statements – (continued)

October 31, 2017

Inflation Plus Fund – (continued)

Counterparty	Gross Amount of Assets			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*			Net Amount of Assets
Banc of America Securities LLC	$	194,795		$	(162,446	)	$	—	$	—		$	32,349
Barclays		123,683			(123,683	)		—		—			—
Citibank NA		49,912			—			—		—			49,912
Deutsche Bank Securities, Inc.		181,458			—			—		—			181,458
Goldman Sachs & Co.		169,738			—			—		—			169,738
JP Morgan Chase & Co.		20,202			—			—		—			20,202
Morgan Stanley		276,848			—			—		(260,000	)		16,848
Total	$	1,016,636		$	(286,129	)	$	—	$	(260,000	)	$	470,507
Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Pledged*		Cash Collateral Pledged*			Net Amount of Liabilities
Banc of America Securities LLC	$	(162,446	)	$	162,446		$	—	$	—		$	—
Barclays		(391,381	)		123,683			267,698		—			—
State Street Global Markets LLC		(138,063	)		—			—		—			(138,063	)
Total	$	(691,890	)	$	286,129		$	267,698	$	—		$	(138,063	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Municipal Opportunities Fund

Derivative Financial Instruments:	Assets		Liabilities
Derivatives not subject to a MNA		—		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—	$	—

Municipal Real Return Fund

Derivative Financial Instruments:	Assets		Liabilities
Swap contracts	$	2,187,888	$	(1,053,993	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		2,187,888		(1,053,993	)
Derivatives not subject to a MNA		—		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	2,187,888	$	(1,053,993	)

316

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Notes to Financial Statements – (continued)

October 31, 2017

Municipal Real Return Fund – (continued)

Counterparty	Gross Amount of Assets			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*			Net Amount of Assets
Banc of America Securities LLC	$	179,226		$	(61,739	)	$	—	$	—		$	117,487
Barclays		567,017			(84,303	)		—		(451,000	)		31,714
BNP Paribas Securities Services		613,810			(96,549	)		—		(490,000	)		27,261
Deutsche Bank Securities, Inc.		351,354			—			—		(295,000	)		56,354
JP Morgan Chase & Co.		430,850			(430,850	)		—		—			—
Morgan Stanley		45,631			—			—		—			45,631
Total	$	2,187,888		$	(673,441	)	$	—	$	(1,236,000	)	$	278,447
Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Pledged*		Cash Collateral Pledged*			Net Amount of Liabilities
Banc of America Securities LLC	$	(61,739	)	$	61,739		$	—	$	—		$	—
Barclays		(84,303	)		84,303			—		—			—
BNP Paribas Securities Services		(96,549	)		96,549			—		—			—
Citibank NA		(169,215	)		—			—		169,215			—
JP Morgan Chase & Co.		(642,187	)		430,850			211,337		—			—
Total	$	(1,053,993	)	$	673,441		$	211,337	$	169,215		$	—

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Quality Bond Fund

Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	79,576		$	(3,564	)
Futures contracts		—			(264,374	)
Purchased options		808,185			—
Swap contracts		30,277			(44,498	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		918,038			(312,436	)
Derivatives not subject to a MNA		(30,277	)		308,872
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	887,761		$	(3,564	)

Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Australia and New Zealand Banking Group	$	75,956	$	—		$	—	$	—	$	75,956
Citibank NA		3,620		(3,564	)		—		—		56
Morgan Stanley		808,185		—			—		—		808,185
Total	$	887,761	$	(3,564	)	$	—	$	—	$	884,197

317

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Notes to Financial Statements – (continued)

October 31, 2017

Quality Bond Fund – (continued)

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Citibank NA	$	(3,564	)	$	3,564	$	—	$	—	$	—

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Short Duration Fund

Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	30,901		$	(140	)
Futures contracts		1,044,511			(310,285	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		1,075,412			(310,425	)
Derivatives not subject to a MNA		(1,044,511	)		310,285
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	30,901		$	(140	)

Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Deutsche Bank Securities, Inc.	$	30,901	$	—	$	—	$	—	$	30,901

Counterparty	Gross Amount of Liabilities	Financial Instruments and Derivatives Available for Offset	Non-cash Collateral Pledged*	Cash Collateral Pledged*		Net Amount of Liabilities
State Street Global Markets LLC	$  (140)	$  —	$  —	$	—	$	(140	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Strategic Income Fund

Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	804,725		$	(527,159	)
Futures contracts		1,106,443			(2,403,711	)
Swap contracts		1,146,621			(1,856,943	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		3,057,789			(4,787,813	)
Derivatives not subject to a MNA		(1,493,830	)		2,588,632
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	1,563,959		$	(2,199,181	)

318

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Notes to Financial Statements – (continued)

October 31, 2017

Strategic Income Fund – (continued)

Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*			Net Amount of Assets
Australia and New Zealand Banking Group	$	5,251	$	(5,251	)	$	—	$	—		$	—
Banc of America Securities LLC		33,050		(33,050	)		—		—			—
Barclays		265,129		(140,419	)		—		(25,000	)		99,710
BNP Paribas Securities Services		31,559		(1,597	)		—		—			29,962
Canadian Imperial Bank of Commerce		12,098		(12,098	)		—		—			—
Citibank NA		313,772		(74,977	)		—		—			238,795
Credit Suisse First Boston Corp.		16		(16	)		—		—			—
Credit Suisse International		129,077		(129,077	)		—		—			—
Deutsche Bank Securities, Inc.		234,625		(94,488	)		—		(140,137	)		—
Goldman Sachs & Co.		169,102		(169,102	)		—		—			—
HSBC Bank USA		20,565		—			—		—			20,565
JP Morgan Chase & Co.		18,807		(18,807	)		—		—			—
Merrill Lynch International		49,935		—			—		—			49,935
Morgan Stanley		200,449		(200,449	)		—		—			—
National Australia Bank Limited		17,685		—			—		—			17,685
RBC Dominion Securities, Inc.		10,442		—			—		—			10,442
State Street Global Markets LLC		23,031		(16,402	)		—		—			6,629
Toronto-Dominion Bank		3,053		(3,053	)		—		—			—
UBS AG		26,313		(26,313	)		—		—			—
Total	$	1,563,959	$	(925,099	)	$	—	$	(165,137	)	$	473,723

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Australia and New Zealand Banking Group	$	(27,792	)	$	5,251	$	—	$	—	$	(22,541	)
Banc of America Securities LLC		(125,094	)		33,050		—		—		(92,044	)
Barclays		(140,419	)		140,419		—		—		—
BNP Paribas Securities Services		(1,597	)		1,597		—		—		—
Canadian Imperial Bank of Commerce		(62,491	)		12,098		—		—		(50,393	)
Citibank NA		(74,977	)		74,977		—		—		—
Credit Suisse First Boston Corp.		(3,504	)		16		3,488		—		—
Credit Suisse International		(800,317	)		129,077		—		—		(671,240	)
Deutsche Bank Securities, Inc.		(94,488	)		94,488		—		—		—
Goldman Sachs & Co.		(284,635	)		169,102		115,533		—		—
JP Morgan Chase & Co.		(160,486	)		18,807		—		—		(141,679	)
Morgan Stanley		(347,727	)		200,449		147,278		—		—
Standard Chartered Bank		(3,944	)		—		—		—		(3,944	)
State Street Global Markets LLC		(16,402	)		16,402		—		—		—
Toronto-Dominion Bank		(4,884	)		3,053		—		—		(1,831	)
UBS AG		(50,424	)		26,313		24,111		—		—
Total	$	(2,199,181	)	$	925,099	$	290,410	$	—	$	(983,672	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

319

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Notes to Financial Statements – (continued)

October 31, 2017

Total Return Bond Fund

Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	1,359,240		$	(109,895	)
Futures contracts		1,366,912			(4,163,102	)
Purchased options		—			(213,912	)
Swap contracts		2,703,449			(4,495,282	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		5,429,601			(8,982,191	)
Derivatives not subject to a MNA		(2,941,396	)		4,606,624
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	2,488,205		$	(4,375,567	)

Counterparty	Gross Amount of Assets			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*			Net Amount of Assets
Banc of America Securities LLC	$	9,187		$	(9,187	)	$	—	$	—		$	—
Barclays		122,929			(122,929	)		—		—			—
Citibank NA		226,189			(10,471	)		—		(120,000	)		95,718
Credit Suisse First Boston Corp.		39,736			—			—		—			39,736
Credit Suisse International		212,266			(212,266	)		—		—			—
Deutsche Bank Securities, Inc.		160,485			(125,367	)		—		(35,118	)		—
Goldman Sachs & Co.		495,256			(495,256	)		—		—			—
HSBC Bank USA		125,576			—			—		—			125,576
JP Morgan Chase & Co.		221,601			(68,595	)		—		(153,006	)		—
Merrill Lynch International		84,794			(84,794	)		—		—			—
Morgan Stanley		618,620			(464,459	)		—		—			154,161
RBC Dominion Securities, Inc.		95			—			—		—			95
State Street Global Markets LLC		171,471			(12,062	)		—		—			159,409
Total	$	2,488,205		$	(1,605,386	)	$	—	$	(308,124	)	$	574,695
Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Pledged*		Cash Collateral Pledged*			Net Amount of Liabilities
Banc of America Securities LLC	$	(195,028	)	$	9,187		$	185,841	$	—		$	—
Barclays		(363,618	)		122,929			240,689		—			—
Citibank NA		(10,471	)		10,471			—		—			—
Credit Suisse International		(1,816,514	)		212,266			—		—			(1,604,248	)
Deutsche Bank Securities, Inc.		(125,367	)		125,367			—		—			—
Goldman Sachs & Co.		(1,071,126	)		495,256			575,870		—			—
JP Morgan Chase & Co.		(68,595	)		68,595			—		—			—
Merrill Lynch International		(248,327	)		84,794			163,533		—			—
Morgan Stanley		(464,459	)		464,459			—		—			—
State Street Global Markets LLC		(12,062	)		12,062			—		—			—
Total	$	(4,375,567	)	$	1,605,386		$	1,165,933	$	—		$	(1,604,248	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

320

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Notes to Financial Statements – (continued)

October 31, 2017

World Bond Fund

Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	84,657,780		$	(32,302,849	)
Futures contracts		7,041,315			(3,926,827	)
Purchased options		642,763			(932,937	)
Swap contracts		7,611,180			(6,984,353	)
Written options		—			(142,042	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		99,953,038			(44,289,008	)
Derivatives not subject to a MNA		(10,954,056	)		7,746,479
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	88,998,982		$	(36,542,529	)

Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*			Net Amount of Assets
Australia and New Zealand Banking Group	$	857,664	$	—		$	—	$	—		$	857,664
Banc of America Securities LLC		9,933,717		(9,933,717	)		—		—			—
Bank of Montreal		698,468		—			—		—			698,468
Barclays		5,789,498		(1,858,938	)		—		—			3,930,560
BNP Paribas Securities Services		664,584		(529,406	)		—		—			135,178
Canadian Imperial Bank of Commerce		90,999		(33,332	)		—		—			57,667
Citibank NA		9,324,053		(5,072,594	)		—		—			4,251,459
Credit Suisse First Boston Corp.		128,564		(128,564	)		—		—			—
Credit Suisse International		325,009		(325,009	)		—		—			—
Deutsche Bank Securities, Inc.		10,879,438		(819,872	)		—		(200,000	)		9,859,566
Goldman Sachs & Co.		6,477,445		(2,888,126	)		—		—			3,589,319
HSBC Bank USA		1,122,165		(734,236	)		—		—			387,929
JP Morgan Chase & Co.		16,710,018		(11,178,902	)		—		(534,000	)		4,997,116
Morgan Stanley		9,257,333		(1,077,456	)		—		(417,000	)		7,762,877
National Australia Bank Limited		853,063		—			—		—			853,063
RBC Dominion Securities, Inc.		14,807,347		(78,842	)		—		—			14,728,505
Standard Chartered Bank		90,062		(41,071	)		—		—			48,991
State Street Global Markets LLC		628,825		(628,825	)		—		—			—
UBS AG		360,730		(360,730	)		—		—			—
Total	$	88,998,982	$	(35,689,620	)	$	—	$	(1,151,000	)	$	52,158,362

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October 31, 2017

World Bond Fund – (continued)

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Banc of America Securities LLC	$	(10,114,830	)	$	9,933,717	$	—	$	—	$	(181,113	)
Barclays		(1,858,938	)		1,858,938		—		—		—
BNP Paribas Securities Services		(529,406	)		529,406		—		—		—
Canadian Imperial Bank of Commerce		(33,332	)		33,332		—		—		—
Citibank NA		(5,072,594	)		5,072,594		—		—		—
Credit Suisse First Boston Corp.		(186,636	)		128,564		58,072		—		—
Credit Suisse International		(578,342	)		325,009		—		—		(253,333	)
Deutsche Bank Securities, Inc.		(819,872	)		819,872		—		—		—
Goldman Sachs & Co.		(2,888,126	)		2,888,126		—		—		—
HSBC Bank USA		(734,236	)		734,236		—		—		—
JP Morgan Chase & Co.		(11,178,902	)		11,178,902		—		—		—
Morgan Stanley		(1,077,456	)		1,077,456		—		—		—
RBC Dominion Securities, Inc.		(78,842	)		78,842		—		—		—
Standard Chartered Bank		(41,071	)		41,071		—		—		—
State Street Global Markets LLC		(741,577	)		628,825		—		—		(112,752	)
UBS AG		(608,369	)		360,730		—		—		(247,639	)
Total	$	(36,542,529	)	$	35,689,620	$	58,072	$	—	$	(794,837	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

6. Principal Risks:

A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

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October 31, 2017

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

7. Federal Income Taxes:

a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2017. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

b) Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to Passive Foreign Investment Companies (“PFICs”), Real Estate Investment Trusts (“REITs”), RICs, certain derivatives and partnerships. The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by each Fund.

c) Distributions and Components of Distributable Earnings – The tax character of distributions paid by each Fund for the years ended October 31, 2017 and October 31, 2016 are as follows (as adjusted for dividends payable, if applicable):

	For the Year Ended October 31, 2017								For the Year Ended October 31, 2016
Fund	Tax Exempt Income		Ordinary Income		Long-Term Capital Gains(1)		Tax Return of Capital		Tax Exempt Income		Ordinary Income		Long-Term Capital Gains(1)		Tax Return of Capital
Emerging Markets Local Debt Fund	$	—	$	5,430,838	$	—	$	—	$	—	$	—	$	—	$	6,069,687
Floating Rate Fund		—		146,530,963		—		3,733,292		—		161,797,699		—		—
Floating Rate High Income Fund		—		17,530,017		—		—		—		14,774,668		—		860,155
High Yield Fund		—		17,428,145		—		442,038		—		16,100,226		—		—
Inflation Plus Fund		—		6,340,318		—		—		—		—		—		—
Municipal Income Fund		469,355		5,980		—		—		287,104		1,520		—		—
Municipal Opportunities Fund		16,435,316		276,481		—		—		15,205,643		194,422		—		—
Municipal Real Return Fund		4,972,982		1,012		—		—		4,615,612		26,379		—		—
Municipal Short Duration Fund		221,363		6,288		—		—		137,798		482		—		—
Quality Bond Fund		—		4,467,994		209,762		—		—		2,265,082		77,262		—
Short Duration Fund		—		18,231,752		—		—		—		14,132,291		—		—
Strategic Income Fund		—		17,202,923		—		—		—		16,635,463		—		—
Total Return Bond Fund		—		58,007,640		—		—		—		50,139,442		3,274,787		5,381,516
World Bond Fund		—		—		—		—		—		—		91,908,297		14,159,746

⁽¹⁾ The Funds designate these distributions as long-term capital gain dividends pursuant to IRC Sec 852(b)(3)(c).

323

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Notes to Financial Statements – (continued)

October 31, 2017

As of October 31, 2017, the components of distributable earnings (deficit) for each Fund on a tax basis are as follows:

Fund	Undistributed Ordinary Income		Undistributed Tax Exempt Income		Undistributed Long-Term Capital Gain		Accumulated Capital and Other Losses(1)			Other Temporary Differences			Unrealized Appreciation (Depreciation) on Investments(2)			Total Accumulated Earnings (Deficit)
Emerging Markets Local Debt Fund	$	31,037,023	$	—	$	—	$	(56,599,010	)	$	(369,784	)	$	(3,044,383	)	$	(28,976,154	)
Floating Rate Fund		—		—		—		(228,490,022	)		(1,628,001	)		(29,554,020	)		(259,672,043	)
Floating Rate High Income Fund		91,148		—		—		(27,935,209	)		(37,622	)		(3,482,355	)		(31,364,038	)
High Yield Fund		—		—		—		(16,963,805	)		(56,472	)		8,749,542			(8,270,735	)
Inflation Plus Fund		23,035,120		—		—		(75,419,173	)		(24,279	)		1,790,156			(50,618,176	)
Municipal Income Fund		—		19,642		—		(71,050	)		(6	)		408,876			357,462
Municipal Opportunities Fund		—		960,007		—		(17,598,532	)		(236,919	)		14,170,374			(2,705,070	)
Municipal Real Return Fund		—		—		—		(16,535,303	)		(43,812	)		6,713,432			(9,865,683	)
Municipal Short Duration Fund		—		6,107		—		(54,077	)		—			79,008			31,038
Quality Bond Fund		358,714		—		—		(2,264,193	)		50,364			(141,925	)		(1,997,040	)
Short Duration Fund		779,810		—		—		(2,625,886	)		(101,458	)		3,317,976			1,370,442
Strategic Income Fund		11,312,079		—		—		(24,556,513	)		(97,413	)		3,278,174			(10,063,673	)
Total Return Bond Fund		13,984,783		—		—		(6,126,964	)		(1,285,006	)		13,921,718			20,494,531
World Bond Fund		624,720		—		—		(27,088,996	)		(1,138,041	)		25,544,428			(2,057,889	)

⁽¹⁾  The Funds have capital loss carryforwards that are identified in the Capital Loss Carryforward note that follows.

⁽²⁾  Differences between book-basis and tax-basis unrealized appreciation (depreciation) may be attributable to the losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to PFICs, REITs, RICs, certain derivatives and partnerships.

d) Reclassification of Capital Accounts – The Funds may record reclassifications in their capital accounts. These reclassifications have no impact on the total net assets of the Funds. The reclassifications are a result of permanent differences between U.S. GAAP and tax accounting for such items as foreign currency, PFICs, expiration of capital loss carryforwards and utilization or write-off of net operating losses. Adjustments are made to reflect the impact these items have on current and future distributions to shareholders. Therefore, the source of the Funds’ distributions may be shown in the accompanying Statements of Changes in Net Assets as from undistributed net investment income, from accumulated net realized gains on investments or from capital depending on the type of book and tax differences that exist. For the year ended October 31, 2017, the Funds recorded reclassifications to increase (decrease) the accounts listed below:

Fund	Capital Stock and Paid-in-Capital			Undistributed Net Investment Income (Loss)			Accumulated Net Realized Gain (Loss)
Emerging Markets Local Debt Fund	$	12,113		$	26,294,532		$	(26,306,645	)
Floating Rate Fund		(272,060,204	)		(10,961,306	)		283,021,510
Floating Rate High Income Fund		(2,507	)		(1,297,200	)		1,299,707
High Yield Fund		(18,103,625	)		(657,845	)		18,761,470
Inflation Plus Fund		—			15,791,657			(15,791,657	)
Municipal Income Fund		—			—			—
Municipal Opportunities Fund		(9,797,063	)		—			9,797,063
Municipal Real Return Fund		(16,621,393	)		(461,773	)		17,083,166
Municipal Short Duration Fund		—			—			—
Quality Bond Fund		—			692,680			(692,680	)
Short Duration Fund		—			441,772			(441,772	)
Strategic Income Fund		8,614,790			10,343,563			(18,958,353	)
Total Return Bond Fund		(136	)		15,718,268			(15,718,132	)
World Bond Fund		21,150			(74,228,771	)		74,207,621

e) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

324

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Notes to Financial Statements – (continued)

October 31, 2017

At October 31, 2017 (tax year end), the capital loss carryforwards for U.S. federal income tax purposes were as follows:

	Year of Expiration				Unlimited Short-Term Capital Loss Carryforward			Unlimited Long-Term Capital Loss Carryforward
Fund	2018		2019
Emerging Markets Local Debt Fund	$	—	$	—	$	12,636,349		$	43,962,661
Floating Rate Fund		—		—		—			228,490,022
Floating Rate High Income Fund		—		—		1,104,870			26,830,339
High Yield Fund		—		—		3,427,949			13,535,856
Inflation Plus Fund		—		—		22,019,702			53,399,471
Municipal Income Fund		—		—		48,126			22,924
Municipal Opportunities Fund		6,120,720		10,546,009		931,803			—
Municipal Real Return Fund		6,087,643		1,653,837		356,042			8,036,725
Municipal Short Duration Fund		—		—		44,311			9,766
Quality Bond Fund		—		—		1,751,142			513,051
Short Duration Fund		—		—		—			2,625,886
Strategic Income Fund		—		—		17,901,103	*		6,655,410	*
Total Return Bond Fund		—		—		6,126,964			—
World Bond Fund		—		—		3,147,520			23,941,476

* Future utilization maybe limited under the current tax law.

Under the current tax law, net investment losses realized after December 31 of a Fund’s fiscal year may be deferred and treated as occurring on the first business day of the following fiscal year for tax purposes, often referred to as Late-Year Ordinary Losses. At October 31, 2017, the following Funds elected to defer Late-Year Ordinary Losses:

Fund	Amount
Municipal Real Return Fund	$	401,056

During the fiscal year ended October 31, 2017, the High Yield Fund, Short Duration Fund, Floating Rate Fund and Floating Rate High Income Fund utilized $2,659,078, $1,981,690, $5,397,559 and $783,836 of prior year capital loss carryforwards, respectively.

During the fiscal year ended October 31, 2017, the Municipal Opportunities Fund, Municipal Real Return Fund, High Yield Fund and Floating Rate Fund, had expired $9,797,063, $16,621,393, $18,103,626 and $272,060,203 of prior year capital loss carryforwards, respectively.

f) Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at October 31, 2017 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below:

Fund	Tax Cost		Gross Unrealized Appreciation		Gross Unrealized Depreciation			Net Unrealized Appreciation/ (Depreciation)
Emerging Markets Local Debt Fund	$	157,425,664	$	3,083,220	$	(6,015,878	)	$	(2,932,658	)
Floating Rate Fund		4,374,223,822		42,825,828		(72,561,469	)		(29,735,641	)
Floating Rate High Income Fund		559,994,315		6,559,408		(10,095,947	)		(3,536,539	)
High Yield Fund		359,582,389		15,605,469		(6,870,430	)		8,735,039
Inflation Plus Fund		586,820,792		3,933,278		(2,136,098	)		1,797,180
Municipal Income Fund		22,841,568		573,856		(164,980	)		408,876
Municipal Opportunities Fund		669,728,771		21,167,819		(6,997,445	)		14,170,374
Municipal Real Return Fund		173,406,016		7,776,213		(1,062,781	)		6,713,432
Municipal Short Duration Fund		20,060,191		114,894		(35,886	)		79,008
Quality Bond Fund		184,169,715		936,819		(919,112	)		17,707
Short Duration Fund		945,144,331		6,730,444		(3,419,604	)		3,310,840
Strategic Income Fund		513,326,484		14,774,707		(11,583,605	)		3,191,102
Total Return Bond Fund		2,893,703,256		38,956,890		(25,087,066	)		13,869,823
World Bond Fund		3,951,516,596		57,068,188		(31,217,538	)		25,850,630

325

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Notes to Financial Statements – (continued)

October 31, 2017

f) Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, management reviews each Fund’s tax positions for all open tax years. As of October 31, 2017, management had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. Each Fund files U.S. tax returns. Although the statute of limitations for examining a Fund’s U.S. tax returns remains open for 3 years, no examination is currently in progress. Management is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months.

8. Expenses:

a) Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager. Each Company, on behalf of its respective Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC, a portion of which may be used to compensate Wellington Management.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of October 31, 2017; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

Fund	Management Fee Rates
Emerging Markets Local Debt Fund	0.8500% on first $250 million and;
	0.8000% on next $250 million and;
	0.7700% on next $500 million and;
	0.7600% over $1 billion
Floating Rate Fund	0.6500% on first $500 million and;
	0.6000% on next $2 billion and;
	0.5900% on next $2.5 billion and;
	0.5800% on next $5 billion and;
	0.5700% over $10 billion
Floating Rate High Income Fund	0.7000% on first $500 million and;
	0.6500% on next $2 billion and;
	0.6400% on next $2.5 billion and;
	0.6300% on next $5 billion and;
	0.6200% over $10 billion
High Yield Fund	0.6500% on first $500 million and;
	0.6000% on next $500 million and;
	0.5950% on next $1.5 billion and;
	0.5900% on next $2.5 billion and;
	0.5800% on next $5 billion and;
	0.5700% over $10 billion
Inflation Plus Fund	0.5000% on first $500 million and;
	0.4500% on next $500 million and;
	0.4450% on next $1.5 billion and;
	0.4400% on next $2.5 billion and;
	0.4300% on next $5 billion and;
	0.4200% over $10 billion

326

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Notes to Financial Statements – (continued)

October 31, 2017

Fund	Management Fee Rates
Municipal Income Fund	0.3500% on first $500 million and;
	0.3000% on next $500 million and;
	0.2900% on next $1.5 billion and;
	0.2850% on next $2.5 billion and;
	0.2800% over $5 billion
Municipal Opportunities Fund	0.3500% on first $500 million and;
	0.3000% on next $500 million and;
	0.2900% on next $1.5 billion and;
	0.2850% on next $2.5 billion and;
	0.2800% over $5 billion
Municipal Real Return Fund	0.3500% on first $500 million and;
	0.3000% on next $500 million and;
	0.2900% on next $1.5 billion and;
	0.2850% on next $2.5 billion and;
	0.2800% over $5 billion
Municipal Short Duration Fund	0.3500% on first $500 million and;
	0.3000% on next $500 million and;
	0.2900% on next $1.5 billion and;
	0.2850% on next $2.5 billion and;
	0.2800% over $5 billion
Quality Bond Fund	0.5000% on first $500 million and;
	0.4500% on next $500 million and;
	0.4450% on next $1.5 billion and;
	0.4400% on next $2.5 billion and;
	0.4300% on next $5 billion and;
	0.4200% over $10 billion
Short Duration Fund	0.4500% on first $500 million and;
	0.4000% on next $500 million and;
	0.3950% on next $1.5 billion and;
	0.3900% on next $2.5 billion and;
	0.3800% on next $5 billion and;
	0.3700% over $10 billion
Strategic Income Fund	0.5500% on first $500 million and;
	0.5000% on next $500 million and;
	0.4750% on next $1.5 billion and;
	0.4650% on next $2.5 billion and;
	0.4550% on next $5 billion and;
	0.4450% over $10 billion
Total Return Bond Fund	0.4300% on first $500 million and;
	0.3800% on next $500 million and;
	0.3700% on next $4 billion and;
	0.3600% on next $5 billion and;
	0.3500% over $10 billion
World Bond Fund	0.7000% on first $250 million and;
	0.6500% on next $250 million and;
	0.6000% on next $4.5 billion and;
	0.5750% on next $5 billion and;
	0.5725% on over $10 billion

327

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Notes to Financial Statements – (continued)

October 31, 2017

b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and each Company, on behalf of its respective Funds, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

Fund	Accounting Services Fee Rates
Emerging Markets Local Debt Fund	0.018% on first $3.5 billion and;
	0.014% on next $3.5 billion and;
	0.010% over $7 billion
Floating Rate Fund	0.018% on first $3.5 billion and;
	0.014% on next $3.5 billion and;
	0.010% over $7 billion
Floating Rate High Income Fund	0.018% on first $3.5 billion and;
	0.014% on next $3.5 billion and;
	0.010% over $7 billion
High Yield Fund	0.018% on first $3.5 billion and;
	0.014% on next $3.5 billion and;
	0.010% over $7 billion
Inflation Plus Fund	0.018% on first $3.5 billion and;
	0.014% on next $3.5 billion and;
	0.010% over $7 billion
Municipal Income Fund	0.014% on first $3.5 billion and;
	0.012% on next $3.5 billion and;
	0.010% over $7 billion
Municipal Opportunities Fund	0.014% on first $3.5 billion and;
	0.012% on next $3.5 billion and;
	0.010% over $7 billion
Municipal Real Return Fund	0.014% on first $3.5 billion and;
	0.012% on next $3.5 billion and;
	0.010% over $7 billion
Municipal Short Duration Fund	0.014% on first $3.5 billion and;
	0.012% on next $3.5 billion and;
	0.010% over $7 billion
Quality Bond Fund	0.018% on first $3.5 billion and;
	0.014% on next $3.5 billion and;
	0.010% over $7 billion
Short Duration Fund	0.018% on first $3.5 billion and;
	0.014% on next $3.5 billion and;
	0.010% over $7 billion
Strategic Income Fund	0.022% on first $3.5 billion and;
	0.018% on next $3.5 billion and;
	0.015% over $7 billion
Total Return Bond Fund	0.022% on first $3.5 billion and;
	0.018% on next $3.5 billion and;
	0.015% over $7 billion
World Bond Fund	0.022% on first $3.5 billion and;
	0.018% on next $3.5 billion and;
	0.015% over $7 billion

328

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

c) Operating Expenses – Allocable expenses incurred by a Company are allocated to each series within such Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of October 31, 2017, HFMC contractually limited the total operating expenses of each Fund (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses) through February 28, 2018 as follows:

	Expense Limit as a Percentage of Average Daily Net Assets
Fund	Class A			Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y			Class F
Emerging Markets Local Debt Fund		1.25	%		2.00	%		1.00	%		1.55	%		1.25	%		0.95	%		NA			0.90	%		0.90	%
Floating Rate Fund		1.00	%		1.75	%		0.75	%		1.25	%		1.00	%		0.70	%		NA			0.70	%		0.70	%
Floating Rate High Income Fund		1.05	%		1.80	%		0.80	%		1.35	%		1.05	%		0.75	%		NA			0.75	%		0.75	%
High Yield Fund		1.05	%		1.80	%		0.80	%		1.35	%		1.05	%		0.75	%		NA			0.70	%		0.70	%
Inflation Plus Fund		0.85	%		1.60	%		0.60	%		1.20	%		0.90	%		0.60	%		NA			0.55	%		0.55	%
Municipal Income Fund		0.69	%		1.44	%		0.44	%		NA			NA			NA			NA			NA			0.39	%
Municipal Opportunities Fund		0.69	%		1.44	%		0.44	%		NA			NA			NA			NA			NA			0.39	%
Municipal Real Return Fund		0.69	%		1.44	%		0.44	%		NA			NA			NA			NA			0.44	%		0.39	%
Municipal Short Duration Fund		0.69	%		1.44	%		0.44	%		NA			NA			NA			NA			NA			0.39	%
Quality Bond Fund		0.95	%		1.70	%		0.70	%		1.25	%		0.95	%		0.65	%		NA			0.60	%		0.55	%
Short Duration Fund		0.85	%		1.60	%		0.60	%		1.15	%		0.85	%		0.55	%		NA			0.55	%		0.55	%
Strategic Income Fund		0.95	%		1.70	%		0.70	%		1.25	%		0.95	%		0.65	%		0.60	%		0.60	%		0.60	%
Total Return Bond Fund		0.87	%		1.62	%		0.62	%		1.17	%		0.87	%		0.57	%		0.52	%		0.52	%		0.52	%
World Bond Fund		1.05	%		1.80	%		0.80	%		1.35	%		1.05	%		0.75	%		0.70	%		0.70	%		0.70	%

d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the fiscal year ended October 31, 2017, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

Fund	Class A			Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y			Class F
Emerging Markets Local Debt Fund		1.25	%		2.00	%		1.00	%		1.50	%		1.25	%		0.95	%		—			0.90	%		0.90	%
Floating Rate Fund		0.98	%		1.72	%		0.71	%		1.25	%		1.00	%		0.70	%		—			0.67	%		0.65	%
Floating Rate High Income Fund		1.05	%		1.80	%		0.80	%		1.35	%		1.05	%		0.75	%		—			0.75	%		0.75	%
High Yield Fund		1.05	%		1.80	%		0.80	%		1.35	%		1.05	%		0.75	%		—			0.70	%		0.70	%
Inflation Plus Fund		0.85	%		1.60	%		0.60	%		1.20	%		0.90	%		0.60	%		—			0.55	%		0.55	%
Municipal Income Fund		0.69	%		0.84	%		0.44	%		—			—			—			—			—			0.39	%
Municipal Opportunities Fund		0.68	%		1.44	%		0.44	%		—			—			—			—			—			0.39	%
Municipal Real Return Fund		0.69	%		1.44	%		0.44	%		—			—			—			—			0.44	%		0.39	%
Municipal Short Duration Fund		0.67	%		0.95	%		0.44	%		—			—			—			—			—			0.39	%
Quality Bond Fund		0.95	%		1.70	%		0.70	%		1.25	%		0.91	%		0.65	%		—			0.60	%		0.55	%
Short Duration Fund		0.84	%		1.57	%		0.58	%		1.09	%		0.85	%		0.55	%		—			0.50	%		0.49	%
Strategic Income Fund		0.95	%		1.70	%		0.70	%		1.25	%		0.95	%		0.65	%		0.60	%		0.60	%		0.60	%
Total Return Bond Fund		0.84	%		1.58	%		0.62	%		1.17	%		0.85	%		0.55	%		0.44	%		0.46	%		0.44	%
World Bond Fund		1.05	%		1.78	%		0.80	%		1.35	%		1.05	%		0.75	%		0.69	%		0.70	%		0.68	%

329

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

e) Sales Charges and Distribution and Service Plan for Class A, T, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the year ended October 31, 2017, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

Fund	Front-end Sales Charges		Contingent Deferred Sales Charges
Emerging Markets Local Debt Fund	$	46,821	$	1,625
Floating Rate Fund		650,711		87,729
Floating Rate High Income Fund		251,778		16,199
High Yield Fund		480,268		13,049
Inflation Plus Fund		197,361		—	*
Municipal Income Fund		45,910		—	*
Municipal Opportunities Fund		375,701		49,162
Municipal Real Return Fund		128,685		548
Municipal Short Duration Fund		20,207		—	*
Quality Bond Fund		30,531		—	*
Short Duration Fund		768,834		136,106
Strategic income Fund		316,171		5,084
Total Return Bond Fund		2,207,280		29,257
World Bond Fund		811,871		30,807

* Total CDSC includes Underwriter adjustment credits which may cause negative dollar amounts.

The Board of Directors of each Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for each of Class A, T, C, R3 and R4 shares. Under a Plan, Class A, Class T, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class T Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class T shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. As of October 31, 2017, Class T shares have not commenced operations. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the respective Company’s Board of Directors may determine.

As a result of all Class B shares of a Fund being redeemed or converted to Class A shares, September 17, 2017 was the last day such Fund paid 12b-1 fees for Class B shares. Prior to September 17, 2017, pursuant to the Class B Plan, a Fund paid HFD a fee of up to 1.00% of the average daily net assets attributable to Class B shares for distribution financing activities, and up to 0.25% could be used for shareholder account servicing activities. The Class B Plan also provided that HFD would receive all contingent deferred sales charges attributable to Class B shares. Effective January 1, 2011, there was a reduction in the amount charged in connection with Short Duration Fund’s Class B shares’ Rule 12b-1 fee from 1.00% to 0.25% in accordance with FINRA rules.

f) Other Related Party Transactions – Certain officers of each Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the year ended October 31, 2017, a portion of each Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

330

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Notes to Financial Statements – (continued)

October 31, 2017

Fund	CCO Compensation Paid by Fund
Hartford Emerging Mkt Local Debt Fund	$	238
Hartford Floating Rate Fund		9,019
Hartford Floating Rate High Income Fund		1,016
Hartford High Yield Fund		780
Hartford Inflation Plus Fund		1,287
Hartford Municipal Income Fund		46
Hartford Municipal Opportunities Fund		1,440
Hartford Municipal Real Return Fund		393
Hartford Municipal Short Duration Fund		40
Hartford Quality Bond Fund		274
Hartford Short Duration Fund		1,957
Hartford Strategic Income Fund		864
Hartford Total Return Bond Fund		4,576
Hartford World Bond Fund		8,196

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. During the fiscal year ended October 31, 2017, HASCO contractually agreed to reimburse any portion of the transfer agency fees over 0.30% of average daily net assets per fiscal year for each class. HASCO has contractually agreed to reimburse all transfer agency fees for Class F shares until February 28, 2018. HASCO has also contractually agreed to reimburse all transfer agency fees for Class R6 of Strategic Income Fund, Total Return Bond Fund, and World Bond Fund until February 28, 2018. Any transfer agency fee reimbursement is determined before considering the contractual operating expense limitation. For providing such services during the fiscal year ended October 31, 2017, HASCO was compensated on a per account basis that varies by account type, except with respect to Class Y, for which it was compensated based on average daily net assets. Prior to May 1, 2017, Class Y shares were subject to a fee cap on transfer agency fees. Pursuant to a sub-transfer agency agreement between HASCO and Boston Financial Data Services, Inc. (“BFDS”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to BFDS. The costs and expenses of such delegation are borne by HASCO, not by the Funds. The accrued amount shown in the Statements of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.

For the fiscal year ended October 31, 2017, the effective rate of compensation paid to HASCO for transfer agency before waivers and/or reimbursements services as a percentage of each Class’s average daily net assets is as follows:

Fund	Class A			Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y			Class F
Emerging Markets Local Debt Fund		0.15	%		0.16	%		0.14	%		0.21	%		0.05	%		0.06	%		—			0.02	%		—
Floating Rate Fund		0.09	%		0.07	%		0.07	%		0.03	%		0.02	%		0.06	%		—			0.03	%		—
Floating Rate High Income Fund		0.08	%		0.09	%		0.10	%		0.06	%		0.01	%		0.00	%		—			0.03	%		—
High Yield Fund		0.17	%		0.10	%		0.20	%		0.04	%		0.04	%		0.03	%		—			0.01	%		—
Inflation Plus Fund		0.14	%		0.12	%		0.18	%		0.01	%		0.01	%		0.03	%		—			0.01	%		—
Municipal Income Fund		0.05	%		0.01	%		0.01	%		—			—			—			—			—			—
Municipal Opportunities Fund		0.04	%		0.05	%		0.05	%		—			—			—			—			—			—
Municipal Real Return Fund		0.05	%		0.05	%		0.05	%		—			—			—			—			0.03	%		—
Municipal Short Duration Fund		0.04	%		0.02	%		0.01	%		—			—			—			—			—			—
Quality Bond Fund		0.10	%		0.12	%		0.10	%		0.02	%		0.05	%		0.02	%		—			0.00	%		—
Short Duration Fund		0.12	%		0.09	%		0.09	%		0.03	%		0.03	%		0.01	%		—			0.01	%		—
Strategic Income Fund		0.14	%		0.10	%		0.12	%		0.10	%		0.04	%		0.01	%		0.06	%		0.00	%		—
Total Return Bond Fund		0.15	%		0.14	%		0.32	%		0.03	%		0.01	%		0.01	%		0.01	%		0.02	%		—
World Bond Fund		0.15	%		0.10	%		0.17	%		0.02	%		0.02	%		0.01	%		0.03	%		0.02	%		—

331

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

For the fiscal year ended October 31, 2017, the effective rate of compensation paid to HASCO for transfer agency services after waivers and/or reimbursements as a percentage of each class’s average daily net assets is as follows:

Fund	Class A			Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y			Class F
Emerging Markets Local Debt Fund		0.15	%		0.16	%		0.14	%		0.21	%		0.05	%		0.06	%		—			0.02	%		—
Floating Rate Fund		0.09	%		0.07	%		0.07	%		0.03	%		0.02	%		0.06	%		—			0.03	%		—
Floating Rate High Income Fund		0.08	%		0.09	%		0.10	%		0.06	%		0.01	%		0.00	%		—			0.03	%		—
High Yield Fund		0.17	%		0.10	%		0.20	%		0.04	%		0.04	%		0.03	%		—			0.01	%		—
Inflation Plus Fund		0.14	%		0.12	%		0.18	%		0.01	%		0.01	%		0.03	%		—			0.01	%		—
Municipal Income Fund		0.05	%		0.01	%		0.01	%		—			—			—			—			—			—
Municipal Opportunities Fund		0.04	%		0.05	%		0.05	%		—			—			—			—			—			—
Municipal Real Return Fund		0.05	%		0.05	%		0.05	%		—			—			—			—			0.03	%		—
Municipal Short Duration Fund		0.04	%		0.02	%		0.01	%		—			—			—			—			—			—
Quality Bond Fund		0.10	%		0.12	%		0.10	%		0.02	%		0.05	%		0.02	%		—			0.00	%		—
Short Duration Fund		0.12	%		0.09	%		0.09	%		0.03	%		0.03	%		0.01	%		—			0.01	%		—
Strategic Income Fund		0.14	%		0.10	%		0.12	%		0.10	%		0.04	%		0.01	%		—			0.00	%		—
Total Return Bond Fund		0.15	%		0.14	%		0.30	%		0.03	%		0.01	%		0.01	%		—			0.02	%		—
World Bond Fund		0.15	%		0.10	%		0.17	%		0.02	%		0.02	%		0.01	%		0.01	%		0.02	%		—

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

9. Affiliate Holdings:

As of October 31, 2017, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

Fund	Class A			Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y			Class F
Emerging Markets Local Debt Fund		—			—			—			91	%		23	%		100	%		—			—			1	%
Floating Rate Fund		—			—			—			—			—			—			—			—			—	%*
Floating Rate High Income Fund		—			—			—			—			—			1	%		—			—			—	%*
High Yield Fund		—			—			—			—			—			—			—			—			—	%*
Inflation Plus Fund		—			—			—			—			—			—			—			—			—	%*
Municipal Income Fund		21	%		81	%		—	%*		—			—			—			—			—			1	%
Municipal Opportunities Fund		—			—			—			—			—			—			—			—			—	%*
Municipal Real Return Fund		—			—			—			—			—			—			—			—			—	%*
Municipal Short Duration Fund		31	%		70	%		—	%*		—			—			—			—			—			2	%
Quality Bond Fund		—			—			—			4	%		100	%		34	%		—			69	%		—	%*
Short Duration Fund		—			—			—			—			—			1	%		—			—			—	%*
Strategic Income Fund		—			—			—			—			1	%		1	%		100	%		2	%		—	%*
Total Return Bond Fund		—			—			—			—			—			—			1	%		—			—	%*
World Bond Fund		—			—			—			—			—			—			—			—			—	%*

332

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Notes to Financial Statements – (continued)

October 31, 2017

Percentage of Fund by Class:

Fund	Class A			Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y			Class F
Emerging Markets Local Debt Fund		—			—			—			—	%*		—	%*		—	%*		—			—			—	%*
Floating Rate Fund		—			—			—			—			—			—			—			—			—	%*
Floating Rate High Income Fund		—			—			—			—			—			—	%*		—			—			—	%*
High Yield Fund		—			—			—			—			—			—			—			—			—	%*
Inflation Plus Fund		—			—			—			—			—			—			—			—			—	%*
Municipal Income Fund		11.67	%		11.53	%		—	%*		—			—			—			—			—			0.04	%
Municipal Opportunities Fund		—			—			—			—			—			—			—			—			—	%*
Municipal Real Return Fund		—			—			—			—			—			—			—			—			—	%*
Municipal Short Duration Fund		13.05	%		12.88	%		—	%*		—			—			—			—			—			0.05	%
Quality Bond Fund		—			—			—			0.01	%		0.01	%		0.01	%		—			0.01	%		0.01	%*
Short Duration Fund		—			—			—			—			—			—	%*		—			—			—	%*
Strategic Income Fund		—			—			—			—			—	%*		—	%*		—	%*		—	%*		—	%*
Total Return Bond Fund		—			—			—			—			—			—			—	%*		—			—	%*
World Bond Fund		—			—			—			—			—			—			—			—			—	%*

* Percentage rounds to zero.

As of October 31, 2017, affiliated funds of funds in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares from these affiliated fund of funds. Affiliated funds of funds owned shares in the Funds listed below as follows:

Funds	Percentage of Fund*
High Yield Fund		2	%
Inflation Plus Fund		19	%
Quality Bond Fund		84	%
Short Duration Fund		4	%
Strategic Income Fund		34	%
Total Return Bond Fund		30	%
World Bond Fund		3	%

* As of October 31, 2017 affiliated funds of funds invest in Class F shares.

333

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October 31, 2017

10. Investment Transactions:

For the year ended October 31, 2017, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

Fund	Cost of Purchases Excluding U.S. Government Obligations		Sales Proceeds Excluding U.S. Government Obligations
Emerging Markets Local Debt Fund	$	199,845,886	$	150,662,016
Floating Rate Fund		3,101,209,800		2,521,660,009
Floating Rate High Income Fund		569,993,577		357,514,997
High Yield Fund		176,343,674		169,016,643
Inflation Plus Fund		44,678,079		53,157,782
Municipal Income Fund		6,872,784		2,106,839
Municipal Opportunities Fund		149,708,608		201,923,675
Municipal Real Return Fund		38,767,749		26,248,205
Municipal Short Duration Fund		5,259,802		3,418,516
Quality Bond Fund		52,865,289		31,968,926
Short Duration Fund		392,706,866		373,800,808
Strategic Income Fund		300,153,972		290,471,554
Total Return Bond Fund		1,238,260,361		1,263,852,586
World Bond Fund		3,194,261,479		3,129,966,238
Fund	Cost of Purchases For U.S. Government Obligations		Sales Proceeds For U.S. Government Obligations
Emerging Markets Local Debt Fund	$	—	$	—
Floating Rate Fund		—		—
Floating Rate High Income Fund		—		—
High Yield Fund		—		—
Inflation Plus Fund		364,291,423		371,812,761
Municipal Income Fund		—		—
Municipal Opportunities Fund		—		—
Municipal Real Return Fund		—		—
Municipal Short Duration Fund		—		—
Quality Bond Fund		100,652,358		87,239,104
Short Duration Fund		—		—
Strategic Income Fund		76,679,434		21,234,494
Total Return Bond Fund		532,204,621		198,503,858
World Bond Fund		356,053,570		269,447,386

334

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

Fund	Total Cost of Purchases		Total Sales Proceeds
Emerging Markets Local Debt Fund	$	199,845,886	$	150,662,016
Floating Rate Fund		3,101,209,800		2,521,660,009
Floating Rate High Income Fund		569,993,577		357,514,997
High Yield Fund		176,343,674		169,016,643
Inflation Plus Fund		408,969,502		424,970,543
Municipal Income Fund		6,872,784		2,106,839
Municipal Opportunities Fund		149,708,608		201,923,675
Municipal Real Return Fund		38,767,749		26,248,205
Municipal Short Duration Fund		5,259,802		3,418,516
Quality Bond Fund		153,517,647		119,208,030
Short Duration Fund		392,706,866		373,800,808
Strategic Income Fund		376,833,406		311,706,048
Total Return Bond Fund		1,770,464,982		1,462,356,444
World Bond Fund		3,550,315,049		3,399,413,624

11. Capital Share Transactions:

The following information is for the year ended October 31, 2017, and the year ended October 31, 2016:

Emerging Markets Local Debt Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		558,809		$	4,295,820			301,069		$	2,190,607
Shares Issued for Reinvested Dividends		37,806			284,258			36,021			256,316
Shares Redeemed		(280,790	)		(2,057,334	)		(383,209	)		(2,727,176	)
Net Increase (Decrease)		315,825			2,522,744			(46,119	)		(280,253	)
Class C
Shares Sold		214,621		$	1,632,344			175,462		$	1,312,107
Shares Issued for Reinvested Dividends		10,685			80,257			5,725			41,175
Shares Redeemed		(114,371	)		(851,381	)		(109,708	)		(762,599	)
Net Increase (Decrease)		110,935			861,220			71,479			590,683
Class I
Shares Sold		6,423,040		$	48,138,136			1,267,549		$	9,439,022
Shares Issued for Reinvested Dividends		187,016			1,415,527			24,140			176,248
Shares Redeemed		(1,785,161	)		(13,587,632	)		(494,365	)		(3,474,358	)
Net Increase (Decrease)		4,824,895			35,966,031			797,324			6,140,912
Class R3
Shares Sold		11		$	82			2,399		$	16,063
Shares Issued for Reinvested Dividends		59			441			1,087			7,561
Shares Redeemed		(1,197	)		(8,506	)		(239,237	)		(1,595,169	)
Net Increase (Decrease)		(1,127	)		(7,983	)		(235,751	)		(1,571,545	)

335

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

Emerging Markets Local Debt Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class R4
Shares Sold		4,392		$	32,115			293		$	2,074
Shares Issued for Reinvested Dividends		301			2,266			1,252			8,716
Shares Redeemed		(2,827	)		(21,870	)		(243,340	)		(1,622,587	)
Net Increase (Decrease)		1,866			12,511			(241,795	)		(1,611,797	)
Class R5
Shares Issued for Reinvested Dividends		71		$	518			1,253		$	8,690
Shares Redeemed		(231	)		(1,651	)		(243,446	)		(1,621,350	)
Net Increase (Decrease)		(160	)		(1,133	)		(242,193	)		(1,612,660	)
Class Y
Shares Sold		6,199,191		$	46,944,809			12,394,380		$	84,973,242
Shares Issued for Reinvested Dividends		306,184			2,279,844			545,522			3,793,736
Shares Redeemed		(5,763,326	)		(41,681,978	)		(26,382,650	)		(179,012,491	)
Net Increase (Decrease)		742,049			7,542,675			(13,442,748	)		(90,245,513	)
Class F(1)
Shares Sold		291,404		$	2,278,341			—		$	—
Shares Issued for Reinvested Dividends		2,840			21,990			—			—
Shares Redeemed		(3,797	)		(29,562	)		—			—
Net Increase (Decrease)		290,447			2,270,769			—			—
Total Net Increase (Decrease)		6,284,730		$	49,166,834			(13,339,803	)	$	(88,590,173	)
(1)      Inception date of class was February 28, 2017.
Floating Rate Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		19,128,465		$	166,235,789			19,533,154		$	161,879,416
Shares Issued for Reinvested Dividends		3,309,056			28,774,996			4,400,211			36,372,824
Shares Redeemed		(32,164,947	)		(279,525,534	)		(54,032,332	)		(445,282,805	)
Shares converted (from) Class B into Class A		49,291			428,871			29,633			243,520
Net Increase (Decrease)		(9,678,135	)		(84,085,878	)		(30,069,334	)		(246,787,045	)
Class B
Shares Sold		1,810		$	15,650			21,834		$	180,042
Shares Issued for Reinvested Dividends		5,586			48,412			20,358			167,554
Shares Redeemed		(389,268	)		(3,380,074	)		(527,261	)		(4,350,713	)
Shares converted (from) Class B into Class A		(49,377	)		(428,871	)		(29,682	)		(243,520	)
Net Increase (Decrease)		(431,249	)		(3,744,883	)		(514,751	)		(4,246,637	)
Class C
Shares Sold		8,285,122		$	71,850,761			7,526,901		$	62,343,007
Shares Issued for Reinvested Dividends		3,425,144			29,739,611			4,654,346			38,426,524
Shares Redeemed		(33,403,499	)		(290,015,969	)		(44,878,601	)		(369,212,899	)
Net Increase (Decrease)		(21,693,233	)		(188,425,597	)		(32,697,354	)		(268,443,368	)

336

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

Floating Rate Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class I
Shares Sold		93,292,478		$	811,195,279			60,508,586		$	502,721,539
Shares Issued for Reinvested Dividends		6,487,636			56,504,106			6,218,348			51,490,853
Shares Redeemed		(62,900,522	)		(547,609,980	)		(97,777,038	)		(802,851,504	)
Net Increase (Decrease)		36,879,592			320,089,405			(31,050,104	)		(248,639,112	)
Class R3
Shares Sold		319,612		$	2,783,518			310,576		$	2,586,028
Shares Issued for Reinvested Dividends		36,417			317,485			49,261			407,797
Shares Redeemed		(449,859	)		(3,920,408	)		(752,182	)		(6,225,546	)
Net Increase (Decrease)		(93,830	)		(819,405	)		(392,345	)		(3,231,721	)
Class R4
Shares Sold		290,461		$	2,522,472			182,748		$	1,510,970
Shares Issued for Reinvested Dividends		20,843			181,083			29,466			243,939
Shares Redeemed		(607,378	)		(5,264,232	)		(291,006	)		(2,408,597	)
Net Increase (Decrease)		(296,074	)		(2,560,677	)		(78,792	)		(653,688	)
Class R5
Shares Sold		46,096		$	401,622			33,349		$	274,836
Shares Issued for Reinvested Dividends		6,194			53,858			10,560			87,030
Shares Redeemed		(26,804	)		(233,166	)		(152,969	)		(1,267,699	)
Net Increase (Decrease)		25,486			222,314			(109,060	)		(905,833	)
Class Y
Shares Sold		17,959,268		$	155,861,316			15,853,480		$	130,607,308
Shares Issued for Reinvested Dividends		1,371,234			11,911,738			1,326,122			10,964,795
Shares Redeemed		(13,616,549	)		(118,327,090	)		(27,483,350	)		(225,200,612	)
Net Increase (Decrease)		5,713,953			49,445,964			(10,303,748	)		(83,628,509	)
Class F(1)
Shares Sold		5,664,111		$	49,318,042			—		$	—
Shares Issued for Reinvested Dividends		41,686			363,909			—			—
Shares Redeemed		(179,230	)		(1,563,129	)		—			—
Net Increase (Decrease)		5,526,567			48,118,822			—			—
Total Net Increase (Decrease)		15,953,077		$	138,240,065			(105,215,488	)	$	(856,535,913	)
(1)      Inception date of class was February 28, 2017.
Floating Rate High Income Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		6,220,456		$	62,075,957			4,678,693		$	44,332,723
Shares Issued for Reinvested Dividends		474,820			4,740,506			595,241			5,585,239
Shares Redeemed		(4,854,931	)		(48,213,170	)		(6,758,565	)		(62,978,984	)
Net Increase (Decrease)		1,840,345			18,603,293			(1,484,631	)		(13,061,022	)

337

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

Floating Rate High Income Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class C
Shares Sold		2,389,568		$	23,781,520			1,185,395		$	11,227,965
Shares Issued for Reinvested Dividends		266,267			2,657,565			396,086			3,715,593
Shares Redeemed		(2,290,857	)		(22,830,998	)		(3,491,523	)		(32,714,236	)
Net Increase (Decrease)		364,978			3,608,087			(1,910,042	)		(17,770,678	)
Class I
Shares Sold		21,611,017		$	215,252,038			11,118,195		$	106,585,842
Shares Issued for Reinvested Dividends		930,106			9,297,269			604,682			5,684,351
Shares Redeemed		(13,115,213	)		(131,018,220	)		(11,707,004	)		(108,663,587	)
Net Increase (Decrease)		9,425,910			93,531,087			15,873			3,606,606
Class R3
Shares Sold		6,185		$	61,560			4,483		$	41,845
Shares Issued for Reinvested Dividends		479			4,773			1,109			10,333
Shares Redeemed		(5,439	)		(54,204	)		(57,310	)		(529,145	)
Net Increase (Decrease)		1,225			12,129			(51,718	)		(476,967	)
Class R4
Shares Sold		60,736		$	603,786			3,044		$	28,751
Shares Issued for Reinvested Dividends		1,919			19,145			2,572			24,131
Shares Redeemed		(43,777	)		(435,803	)		(255,566	)		(2,346,980	)
Net Increase (Decrease)		18,878			187,128			(249,950	)		(2,294,098	)
Class R5
Shares Sold		257,243		$	2,564,185			54,777		$	513,912
Shares Issued for Reinvested Dividends		5,725			57,091			3,339			31,485
Shares Redeemed		(138,905	)		(1,388,876	)		(292,578	)		(2,685,878	)
Net Increase (Decrease)		124,063			1,232,400			(234,462	)		(2,140,481	)
Class Y
Shares Sold		706,322		$	7,053,434			241,947		$	2,361,937
Shares Issued for Reinvested Dividends		16,957			169,062			19,362			181,204
Shares Redeemed		(517,375	)		(5,123,098	)		(279,151	)		(2,583,588	)
Net Increase (Decrease)		205,904			2,099,398			(17,842	)		(40,447	)
Class F(1)
Shares Sold		1,772,935		$	17,715,566			—		$	—
Shares Issued for Reinvested Dividends		12,552			125,899			—			—
Shares Redeemed		(82,869	)		(829,858	)		—			—
Net Increase (Decrease)		1,702,618			17,011,607			—			—
Total Net Increase (Decrease)		13,683,921		$	136,285,129			(3,932,772	)	$	(32,177,087	)
(1)      Inception date of class was February 28, 2017.

338

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

High Yield Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		13,025,493		$	95,838,490			9,731,805		$	69,118,217
Shares Issued for Reinvested Dividends		1,524,793			11,311,924			1,560,436			10,983,338
Shares Redeemed		(18,626,963	)		(136,983,461	)		(11,729,734	)		(82,459,290	)
Shares converted (from) Class B into Class A		49,865			369,724			39,175			273,162
Net Increase (Decrease)		(4,026,812	)		(29,463,323	)		(398,318	)		(2,084,573	)
Class B
Shares Sold		3,213		$	23,244			21,471		$	149,501
Shares Issued for Reinvested Dividends		3,731			27,327			12,867			89,394
Shares Redeemed		(165,470	)		(1,213,814	)		(247,205	)		(1,724,751	)
Shares converted (from) Class B into Class A		(50,163	)		(369,724	)		(39,423	)		(273,162	)
Net Increase (Decrease)		(208,689	)		(1,532,967	)		(252,290	)		(1,759,018	)
Class C
Shares Sold		797,124		$	5,868,503			1,497,262		$	10,451,677
Shares Issued for Reinvested Dividends		317,767			2,349,178			336,208			2,356,009
Shares Redeemed		(1,919,593	)		(14,100,822	)		(2,909,501	)		(20,174,013	)
Net Increase (Decrease)		(804,702	)		(5,883,141	)		(1,076,031	)		(7,366,327	)
Class I
Shares Sold		8,603,493		$	63,641,209			6,452,685		$	45,660,350
Shares Issued for Reinvested Dividends		330,745			2,468,793			196,972			1,399,100
Shares Redeemed		(10,162,975	)		(75,386,997	)		(5,822,291	)		(40,916,714	)
Net Increase (Decrease)		(1,228,737	)		(9,276,995	)		827,366			6,142,736
Class R3
Shares Sold		69,508		$	513,551			164,463		$	1,130,943
Shares Issued for Reinvested Dividends		18,627			138,028			18,368			129,187
Shares Redeemed		(176,649	)		(1,307,049	)		(54,102	)		(374,159	)
Net Increase (Decrease)		(88,514	)		(655,470	)		128,729			885,971
Class R4
Shares Sold		71,101		$	523,013			1,901,488		$	13,595,173
Shares Issued for Reinvested Dividends		10,535			78,241			11,285			79,945
Shares Redeemed		(117,547	)		(870,680	)		(1,874,583	)		(13,579,358	)
Net Increase (Decrease)		(35,911	)		(269,426	)		38,190			95,760
Class R5
Shares Sold		59,380		$	439,846			28,430		$	198,010
Shares Issued for Reinvested Dividends		5,307			39,405			3,996			28,165
Shares Redeemed		(38,011	)		(280,118	)		(9,469	)		(65,466	)
Net Increase (Decrease)		26,676			199,133			22,957			160,709
Class Y
Shares Sold		1,825,904		$	13,399,235			181,803		$	1,263,847
Shares Issued for Reinvested Dividends		29,381			216,101			57,850			406,388
Shares Redeemed		(1,970,690	)		(14,493,499	)		(227,684	)		(1,606,185	)
Net Increase (Decrease)		(115,405	)		(878,163	)		11,969			64,050

339

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

High Yield Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class F(1)
Shares Sold		6,299,545		$	47,021,352			—		$	—
Shares Issued for Reinvested Dividends		77,851			585,994			—			—
Shares Redeemed		(310,178	)		(2,332,143	)		—			—
Net Increase (Decrease)		6,067,218			45,275,203			—			—
Total Net Increase (Decrease)		(414,876	)	$	(2,485,149	)		(697,428	)	$	(3,860,692	)
(1)      Inception date of class was February 28, 2017.
Inflation Plus Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		2,431,084		$	26,499,504			1,658,689		$	17,868,560
Shares Issued for Reinvested Dividends		232,571			2,497,811			—			—
Shares Redeemed		(4,846,303	)		(52,818,824	)		(5,312,064	)		(57,016,347	)
Shares converted (from) Class B into Class A		49,994			544,142			76,593			819,591
Net Increase (Decrease)		(2,132,654	)		(23,277,367	)		(3,576,782	)		(38,328,196	)
Class B
Shares Sold		—		$	—			7,917		$	81,225
Shares Redeemed		(435,742	)		(4,572,156	)		(460,553	)		(4,762,064	)
Shares converted (from) Class B into Class A		(51,928	)		(544,142	)		(79,738	)		(819,591	)
Net Increase (Decrease)		(487,670	)		(5,116,298	)		(532,374	)		(5,500,430	)
Class C
Shares Sold		485,267		$	5,067,603			417,967		$	4,304,006
Shares Issued for Reinvested Dividends		46,411			479,425			—			—
Shares Redeemed		(3,863,178	)		(40,374,593	)		(4,095,445	)		(42,184,919	)
Net Increase (Decrease)		(3,331,500	)		(34,827,565	)		(3,677,478	)		(37,880,913	)
Class I
Shares Sold		2,812,028		$	31,157,542			2,013,674		$	22,115,864
Shares Issued for Reinvested Dividends		67,022			731,885			—			—
Shares Redeemed		(3,333,977	)		(36,999,677	)		(2,369,861	)		(25,890,477	)
Net Increase (Decrease)		(454,927	)		(5,110,250	)		(356,187	)		(3,774,613	)
Class R3
Shares Sold		595,410		$	6,364,034			551,017		$	5,829,114
Shares Issued for Reinvested Dividends		43,572			460,125			—			—
Shares Redeemed		(1,261,849	)		(13,499,912	)		(1,263,243	)		(13,345,134	)
Net Increase (Decrease)		(622,867	)		(6,675,753	)		(712,226	)		(7,516,020	)
Class R4
Shares Sold		367,513		$	4,003,160			387,202		$	4,143,421
Shares Issued for Reinvested Dividends		14,965			160,571			—			—
Shares Redeemed		(772,600	)		(8,408,749	)		(788,301	)		(8,418,049	)
Net Increase (Decrease)		(390,122	)		(4,245,018	)		(401,099	)		(4,274,628	)

340

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

Inflation Plus Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class R5
Shares Sold		148,616		$	1,644,261			106,820		$	1,171,368
Shares Issued for Reinvested Dividends		3,714			40,443			—			—
Shares Redeemed		(102,620	)		(1,136,688	)		(244,548	)		(2,669,709	)
Net Increase (Decrease)		49,710			548,016			(137,728	)		(1,498,341	)
Class Y
Shares Sold		2,287,752		$	25,285,952			2,783,671		$	30,330,685
Shares Issued for Reinvested Dividends		147,339			1,611,890			—			—
Shares Redeemed		(8,615,366	)		(95,854,898	)		(12,146,549	)		(129,623,263	)
Net Increase (Decrease)		(6,180,275	)		(68,957,056	)		(9,362,878	)		(99,292,578	)
Class F(1)
Shares Sold		12,536,318		$	139,517,261			—		$	—
Shares Redeemed		(1,810,897	)		(20,236,302	)		—			—
Net Increase (Decrease)		10,725,421			119,280,959			—			—
Total Net Increase (Decrease)		(2,824,884	)	$	(28,380,332	)		(18,756,752	)	$	(198,065,719	)
(1)      Inception date of class was February 28, 2017.
Municipal Income Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		522,833		$	5,286,727			721,556		$	7,497,858
Shares Issued for Reinvested Dividends		25,061			254,851			11,868			123,308
Shares Redeemed		(257,540	)		(2,602,848	)		(77,173	)		(803,466	)
Net Increase (Decrease)		290,354			2,938,730			656,251			6,817,700
Class C
Shares Sold		28,194		$	285,081			54,676		$	569,025
Shares Issued for Reinvested Dividends		6,377			64,978			3,560			36,875
Shares Redeemed		(6,674	)		(68,639	)		(15,836	)		(164,815	)
Net Increase (Decrease)		27,897			281,420			42,400			441,085
Class I
Shares Sold		93,198		$	945,792			94,138		$	981,828
Shares Issued for Reinvested Dividends		14,819			150,578			12,387			128,308
Shares Redeemed		(128,716	)		(1,317,242	)		(18,684	)		(192,097	)
Net Increase (Decrease)		(20,699	)		(220,872	)		87,841			918,039
Class F(1)
Shares Sold		109,935		$	1,134,529			—		$	—
Shares Issued for Reinvested Dividends		470			4,852			—			—
Shares Redeemed		(1,214	)		(12,599	)		—			—
Net Increase (Decrease)		109,191			1,126,782			—			—
Total Net Increase (Decrease)		406,743		$	4,126,060			786,492		$	8,176,824
(1)     Inception date of class was February 28, 2017.

341

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Notes to Financial Statements – (continued)

October 31, 2017

Municipal Opportunities Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		5,633,739		$	47,940,227			14,582,818		$	126,868,821
Shares Issued for Reinvested Dividends		708,419			6,030,148			662,308			5,774,891
Shares Redeemed		(9,739,624	)		(82,411,622	)		(7,520,309	)		(65,536,354	)
Shares converted (from) Class B into Class A		5,032			43,072			4,490			39,007
Net Increase (Decrease)		(3,392,434	)		(28,398,175	)		7,729,307			67,146,365
Class B
Shares Sold		68		$	572			4,241		$	36,686
Shares Issued for Reinvested Dividends		647			5,446			2,744			23,839
Shares Redeemed		(106,652	)		(903,336	)		(175,910	)		(1,532,366	)
Shares converted (from) Class B into Class A		(5,035	)		(43,072	)		(4,495	)		(39,007	)
Net Increase (Decrease)		(110,972	)		(940,390	)		(173,420	)		(1,510,848	)
Class C
Shares Sold		1,104,646		$	9,378,129			5,507,746		$	47,992,016
Shares Issued for Reinvested Dividends		197,214			1,678,823			189,530			1,653,633
Shares Redeemed		(4,337,066	)		(36,835,547	)		(2,424,788	)		(21,167,464	)
Net Increase (Decrease)		(3,035,206	)		(25,778,595	)		3,272,488			28,478,185
Class I
Shares Sold		18,847,663		$	160,253,889			26,049,402		$	227,224,922
Shares Issued for Reinvested Dividends		706,639			6,027,847			576,540			5,044,556
Shares Redeemed		(23,210,720	)		(197,130,306	)		(7,299,417	)		(63,856,106	)
Net Increase (Decrease)		(3,656,418	)		(30,848,570	)		19,326,525			168,413,372
Class F(1)
Shares Sold		2,986,986		$	25,839,441			—		$	—
Shares Issued for Reinvested Dividends		15,500			133,771			—			—
Shares Redeemed		(67,463	)		(583,487	)		—			—
Net Increase (Decrease)		2,935,023			25,389,725			—			—
Total Net Increase (Decrease)		(7,260,007	)	$	(60,576,005	)		30,154,900		$	262,527,074
(1)     Inception date of class was February 28, 2017.
Municipal Real Return Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		1,745,729		$	15,964,627			2,426,069		$	22,451,815
Shares Issued for Reinvested Dividends		273,869			2,515,306			286,045			2,654,380
Shares Redeemed		(2,758,644	)		(25,330,770	)		(3,216,468	)		(29,780,234	)
Shares converted (from) Class B into Class A		1,177			10,727			8,460			78,852
Net Increase (Decrease)		(737,869	)		(6,840,110	)		(495,894	)		(4,595,187	)

342

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Notes to Financial Statements – (continued)

October 31, 2017

Municipal Real Return Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class B
Shares Sold		2		$	16			176		$	1,612
Shares Issued for Reinvested Dividends		274			2,488			1,298			11,911
Shares Redeemed		(33,822	)		(307,676	)		(47,844	)		(439,271	)
Shares converted (from) Class B into Class A		(1,188	)		(10,727	)		(8,542	)		(78,852	)
Net Increase (Decrease)		(34,734	)		(315,899	)		(54,912	)		(504,600	)
Class C
Shares Sold		147,625		$	1,345,763			267,711		$	2,455,745
Shares Issued for Reinvested Dividends		36,498			333,101			44,480			410,223
Shares Redeemed		(996,017	)		(9,073,717	)		(561,534	)		(5,172,580	)
Net Increase (Decrease)		(811,894	)		(7,394,853	)		(249,343	)		(2,306,612	)
Class I
Shares Sold		4,147,893		$	38,010,576			2,096,540		$	19,526,470
Shares Issued for Reinvested Dividends		116,709			1,075,533			53,522			498,244
Shares Redeemed		(2,111,604	)		(19,436,339	)		(1,209,176	)		(11,244,171	)
Net Increase (Decrease)		2,152,998			19,649,770			940,886			8,780,543
Class Y
Shares Sold		74,685		$	685,451			3,908		$	35,940
Shares Issued for Reinvested Dividends		47,381			433,749			50,021			462,494
Shares Redeemed		(222,180	)		(2,035,218	)		(193,696	)		(1,791,775	)
Net Increase (Decrease)		(100,114	)		(916,018	)		(139,767	)		(1,293,341	)
Class F(1)
Shares Sold		686,716		$	6,340,980			—		$	—
Shares Issued for Reinvested Dividends		4,894			45,238			—			—
Shares Redeemed		(26,700	)		(247,008	)		—			—
Net Increase (Decrease)		664,910			6,139,210			—			—
Total Net Increase (Decrease)		1,133,297		$	10,322,100			970		$	80,803
(1)      Inception date of class was February 28, 2017.
Municipal Short Duration Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		306,528		$	3,064,942			742,256		$	7,480,644
Shares Issued for Reinvested Dividends		9,593			95,930			6,456			65,194
Shares Redeemed		(315,190	)		(3,142,803	)		(314,000	)		(3,165,925	)
Net Increase (Decrease)		931			18,069			434,712			4,379,913
Class C
Shares Sold		48,770		$	484,994			139,144		$	1,399,350
Shares Issued for Reinvested Dividends		3,422			34,253			808			8,160
Shares Redeemed		(95,914	)		(953,334	)		(48,309	)		(487,603	)
Net Increase (Decrease)		(43,722	)		(434,087	)		91,643			919,907

343

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Notes to Financial Statements – (continued)

October 31, 2017

Municipal Short Duration Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class I
Shares Sold		205,252		$	2,052,679			88,495		$	895,354
Shares Issued for Reinvested Dividends		9,567			95,702			6,429			64,918
Shares Redeemed		(80,370	)		(807,445	)		(15,720	)		(158,613	)
Net Increase (Decrease)		134,449			1,340,936			79,204			801,659
Class F(1)
Shares Sold		51,646		$	520,470			—		$	—
Shares Issued for Reinvested Dividends		155			1,563			—			—
Shares Redeemed		(1,113	)		(11,213	)		—			—
Net Increase (Decrease)		50,688			510,820			—			—
Total Net Increase (Decrease)		142,346		$	1,435,738			605,559		$	6,101,479
(1)      Inception date of class was February 28, 2017.
Quality Bond Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		553,795		$	5,604,854			1,269,793		$	13,013,991
Shares Issued for Reinvested Dividends		51,254			506,316			24,416			250,322
Shares Redeemed		(639,805	)		(6,368,114	)		(1,041,169	)		(10,619,864	)
Net Increase (Decrease)		(34,756	)		(256,944	)		253,040			2,644,449
Class C
Shares Sold		121,503		$	1,217,675			360,632		$	3,665,875
Shares Issued for Reinvested Dividends		10,279			100,521			3,654			37,115
Shares Redeemed		(251,750	)		(2,487,150	)		(227,606	)		(2,293,625	)
Net Increase (Decrease)		(119,968	)		(1,168,954	)		136,680			1,409,365
Class I
Shares Sold		516,397		$	5,162,133			1,466,870		$	15,092,350
Shares Issued for Reinvested Dividends		31,926			315,315			14,200			146,780
Shares Redeemed		(1,344,825	)		(13,411,053	)		(521,238	)		(5,341,409	)
Net Increase (Decrease)		(796,502	)		(7,933,605	)		959,832			9,897,721
Class R3
Shares Sold		11,245		$	110,754			18,699		$	191,474
Shares Issued for Reinvested Dividends		724			7,147			1,650			16,690
Shares Redeemed		(5,830	)		(57,972	)		(205,986	)		(2,069,904	)
Net Increase (Decrease)		6,139			59,929			(185,637	)		(1,861,740	)
Class R4
Shares Sold		1		$	11			1,220		$	12,500
Shares Issued for Reinvested Dividends		61			597			1,621			16,403
Shares Redeemed		(1,249	)		(12,277	)		(206,713	)		(2,081,164	)
Net Increase (Decrease)		(1,187	)		(11,669	)		(203,872	)		(2,052,261	)

344

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Notes to Financial Statements – (continued)

October 31, 2017

Quality Bond Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class R5
Shares Sold		—		$	—			3,246		$	33,631
Shares Issued for Reinvested Dividends		160			1,582			1,717			17,401
Shares Redeemed		(1,544	)		(15,498	)		(208,186	)		(2,099,992	)
Net Increase (Decrease)		(1,384	)		(13,916	)		(203,223	)		(2,048,960	)
Class Y
Shares Sold		1,620,060		$	16,082,853			10,074,103		$	102,128,002
Shares Issued for Reinvested Dividends		227,578			2,244,997			179,790			1,851,968
Shares Redeemed		(10,901,734	)		(108,444,605	)		(2,133,567	)		(21,772,108	)
Net Increase (Decrease)		(9,054,096	)		(90,116,755	)		8,120,326			82,207,862
Class F(1)
Shares Sold		12,825,726		$	127,588,765			—		$	—
Shares Issued for Reinvested Dividends		143,569			1,435,772			—			—
Shares Redeemed		(1,228,682	)		(12,319,232	)		—			—
Net Increase (Decrease)		11,740,613			116,705,305			—			—
Total Net Increase (Decrease)		1,738,859		$	17,263,391			8,877,146		$	90,196,436
(1)      Inception date of class was February 28, 2017.
Short Duration Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		26,838,594		$	264,577,161			28,620,804		$	280,542,101
Shares Issued for Reinvested Dividends		1,017,775			10,034,949			828,535			8,139,754
Shares Redeemed		(28,460,431	)		(280,536,947	)		(23,744,996	)		(232,955,793	)
Shares converted (from) Class B into Class A		45,698			450,432			49,280			482,829
Net Increase (Decrease)		(558,364	)		(5,474,405	)		5,753,623			56,208,891
Class B
Shares Sold		13,307		$	133,708			85,977		$	845,123
Shares Issued for Reinvested Dividends		2,021			20,031			5,642			55,629
Shares Redeemed		(210,692	)		(2,088,656	)		(253,423	)		(2,497,182	)
Shares converted (from) Class B into Class A		(45,414	)		(450,432	)		(49,014	)		(482,829	)
Net Increase (Decrease)		(240,778	)		(2,385,349	)		(210,818	)		(2,079,259	)
Class C
Shares Sold		2,757,116		$	27,177,810			6,380,031		$	62,374,463
Shares Issued for Reinvested Dividends		138,710			1,367,501			113,369			1,113,094
Shares Redeemed		(5,161,585	)		(50,851,100	)		(6,046,343	)		(59,182,231	)
Net Increase (Decrease)		(2,265,759	)		(22,305,789	)		447,057			4,305,326

345

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Notes to Financial Statements – (continued)

October 31, 2017

Short Duration Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class I
Shares Sold		19,064,223		$	188,322,614			18,353,992		$	180,233,428
Shares Issued for Reinvested Dividends		394,419			3,897,530			242,826			2,391,275
Shares Redeemed		(19,802,518	)		(195,728,825	)		(12,336,026	)		(121,286,816	)
Net Increase (Decrease)		(343,876	)		(3,508,681	)		6,260,792			61,337,887
Class R3
Shares Sold		36,855		$	361,681			30,704		$	298,280
Shares Issued for Reinvested Dividends		1,769			17,395			1,331			13,029
Shares Redeemed		(37,643	)		(369,969	)		(24,521	)		(240,284	)
Net Increase (Decrease)		981			9,107			7,514			71,025
Class R4
Shares Sold		732		$	7,233			10,091		$	98,052
Shares Issued for Reinvested Dividends		1,051			10,353			919			9,014
Shares Redeemed		(5,261	)		(51,724	)		(13,186	)		(128,994	)
Net Increase (Decrease)		(3,478	)		(34,138	)		(2,176	)		(21,928	)
Class R5
Shares Sold		78,852		$	776,242			9,673		$	95,351
Shares Issued for Reinvested Dividends		1,287			12,682			288			2,830
Shares Redeemed		(19,439	)		(191,464	)		(153	)		(1,523	)
Net Increase (Decrease)		60,700			597,460			9,808			96,658
Class Y
Shares Sold		408,800		$	4,020,600			4,496,999		$	43,644,792
Shares Issued for Reinvested Dividends		49,945			490,538			85,571			839,401
Shares Redeemed		(4,537,796	)		(44,574,541	)		(800,270	)		(7,853,460	)
Net Increase (Decrease)		(4,079,051	)		(40,063,403	)		3,782,300			36,630,733
Class F(1)
Shares Sold		11,794,302		$	116,633,349			—		$	—
Shares Issued for Reinvested Dividends		89,647			886,884			—			—
Shares Redeemed		(1,380,089	)		(13,660,925)			—			—
Net Increase (Decrease)		10,503,860			103,859,308			—			—
Total Net Increase (Decrease)		3,074,235		$	30,694,110			16,048,100		$	156,549,333

⁽¹⁾  Inception date of class was February 28, 2017.

346

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Notes to Financial Statements – (continued)

October 31, 2017

Strategic Income Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		3,265,129		$	28,935,626			2,430,175		$	20,754,361
Issued in Merger		4,429,429			40,127,523			—			—
Shares Issued for Reinvested Dividends		576,470			5,062,880			558,593			4,753,884
Shares Redeemed		(4,005,424	)		(35,211,597	)		(3,810,905	)		(32,465,530	)
Shares converted (from) Class B into Class A		37,166			332,572			36,431			314,282
Net Increase (Decrease)		4,302,770			39,247,004			(785,706	)		(6,643,003	)
Class B
Shares Sold		128		$	1,382			6,748		$	58,946
Shares Issued for Reinvested Dividends		5,450			47,315			12,608			107,205
Shares Redeemed		(219,542	)		(1,943,428	)		(203,103	)		(1,740,003	)
Shares converted (from) Class B into Class A		(37,084	)		(332,572	)		(36,379	)		(314,282	)
Net Increase (Decrease)		(251,048	)		(2,227,303	)		(220,126	)		(1,888,134	)
Class C
Shares Sold		775,562		$	6,904,594			937,130		$	8,017,893
Issued in Merger		879,703			7,995,271			—			—
Shares Issued for Reinvested Dividends		264,057			2,319,846			285,373			2,431,645
Shares Redeemed		(2,211,076	)		(19,506,706	)		(2,899,897	)		(24,614,275	)
Net Increase (Decrease)		(291,754	)		(2,286,995	)		(1,677,394	)		(14,164,737	)
Class I
Shares Sold		7,918,792		$	70,702,971			1,728,431		$	14,983,812
Issued in Merger		444,149			4,037,178			—			—
Shares Issued for Reinvested Dividends		199,843			1,771,013			119,688			1,024,437
Shares Redeemed		(2,891,768	)		(25,863,941	)		(1,697,787	)		(14,479,582	)
Net Increase (Decrease)		5,671,016			50,647,221			150,332			1,528,667
Class R3
Shares Sold		10,498		$	92,311			6,439		$	54,119
Issued in Merger		6,717			60,732			—			—
Shares Issued for Reinvested Dividends		1,142			9,989			1,292			10,952
Shares Redeemed		(12,280	)		(105,173	)		(14,007	)		(120,115	)
Net Increase (Decrease)		6,077			57,859			(6,276	)		(55,044	)
Class R4
Shares Sold		19,498		$	175,467			11,208		$	95,132
Issued in Merger		62,760			568,454			—			—
Shares Issued for Reinvested Dividends		741			6,453			979			8,341
Shares Redeemed		(25,324	)		(224,242	)		(7,154	)		(61,556	)
Net Increase (Decrease)		57,675			526,132			5,033			41,917
Class R5
Shares Sold		6,615		$	59,381			21,555		$	179,293
Issued in Merger		121,631			1,101,282			—			—
Shares Issued for Reinvested Dividends		2,173			19,057			2,124			18,141
Shares Redeemed		(14,385	)		(128,782	)		(12,437	)		(109,572	)
Net Increase (Decrease)		116,034			1,050,938			11,242			87,862

347

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

Strategic Income Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class R6
Shares Issued for Reinvested Dividends		58		$	509			53		$	452
Net Increase (Decrease)		58			509			53			452
Class Y
Shares Sold		1,724,634		$	15,022,461			10,497,534		$	87,482,620
Issued in Merger		4,976			45,036			—			—
Shares Issued for Reinvested Dividends		451,178			3,885,223			917,538			7,800,015
Shares Redeemed		(20,852,824	)		(182,600,748	)		(5,730,541	)		(49,168,072	)
Net Increase (Decrease)		(18,672,036	)		(163,648,028	)		5,684,531			46,114,563
Class F(1)
Shares Sold		24,283,923		$	215,837,454			—		$	—
Issued in Merger		1,047			9,518			—			—
Shares Issued for Reinvested Dividends		391,846			3,521,055			—			—
Shares Redeemed		(4,710,795	)		(42,736,013	)		—			—
Net Increase (Decrease)		19,966,021			176,632,014			—			—
Total Net Increase (Decrease)		10,904,813		$	99,999,351			3,161,689		$	25,022,543
(1)      Inception date of class was February 28, 2017.
Total Return Bond Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		18,163,358		$	188,141,716			22,706,372		$	235,132,539
Shares Issued for Reinvested Dividends		1,823,225			18,889,233			1,987,703			20,606,042
Shares Redeemed		(20,792,172	)		(214,657,185	)		(15,459,224	)		(160,792,799	)
Shares converted (from) Class B into Class A		55,634			573,348			90,823			935,733
Net Increase (Decrease)		(749,955	)		(7,052,888	)		9,325,674			95,881,515
Class B
Shares Sold		12,689		$	130,934			58,556		$	600,491
Shares Issued for Reinvested Dividends		3,240			33,069			15,488			158,521
Shares Redeemed		(383,740	)		(3,934,500	)		(590,476	)		(6,069,898	)
Shares converted (from) Class B into Class A		(56,080	)		(573,348	)		(91,549	)		(935,733	)
Net Increase (Decrease)		(423,891	)		(4,343,845	)		(607,981	)		(6,246,619	)
Class C
Shares Sold		804,426		$	8,350,803			2,129,125		$	22,067,428
Shares Issued for Reinvested Dividends		105,962			1,099,083			134,454			1,395,050
Shares Redeemed		(2,285,659	)		(23,662,252	)		(1,745,773	)		(18,115,344	)
Net Increase (Decrease)		(1,375,271	)		(14,212,366	)		517,806			5,347,134
Class I
Shares Sold		18,750,633		$	193,708,102			11,869,848		$	124,707,572
Shares Issued for Reinvested Dividends		403,178			4,180,130			109,325			1,140,101
Shares Redeemed		(26,836,919	)		(280,361,346	)		(3,183,267	)		(33,264,213	)
Net Increase (Decrease)		(7,683,108	)		(82,473,114	)		8,795,906			92,583,460

348

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

Total Return Bond Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class R3
Shares Sold		171,287		$	1,804,987			131,737		$	1,396,140
Shares Issued for Reinvested Dividends		12,533			132,172			13,760			145,018
Shares Redeemed		(190,499	)		(2,008,904	)		(180,267	)		(1,897,346	)
Net Increase (Decrease)		(6,679	)		(71,745	)		(34,770	)		(356,188	)
Class R4
Shares Sold		190,198		$	2,001,668			290,133		$	3,053,938
Shares Issued for Reinvested Dividends		34,655			365,094			41,169			433,590
Shares Redeemed		(319,521	)		(3,355,591	)		(383,382	)		(4,023,093	)
Net Increase (Decrease)		(94,668	)		(988,829	)		(52,080	)		(535,565	)
Class R5
Shares Sold		13,751		$	144,975			25,337		$	265,391
Shares Issued for Reinvested Dividends		3,924			41,344			4,494			47,343
Shares Redeemed		(10,172	)		(105,172	)		(27,654	)		(295,184	)
Net Increase (Decrease)		7,503			81,147			2,177			17,550
Class R6
Shares Sold		105,192		$	1,110,306			—		$	—
Shares Issued for Reinvested Dividends		1,175			12,470			32			332
Shares Redeemed		(4,459	)		(47,702	)		—			—
Net Increase (Decrease)		101,908			1,075,074			32			332
Class Y
Shares Sold		11,186,504		$	116,784,565			7,199,633		$	75,092,525
Shares Issued for Reinvested Dividends		1,891,675			19,839,698			3,240,439			34,102,358
Shares Redeemed		(68,621,216	)		(718,275,784	)		(19,119,583	)		(199,817,363	)
Net Increase (Decrease)		(55,543,037	)		(581,651,521	)		(8,679,511	)		(90,622,480	)
Class F(1)
Shares Sold		93,173,588		$	965,607,858			—		$	—
Shares Issued for Reinvested Dividends		1,170,410			12,241,553			—			—
Shares Redeemed		(4,708,465	)		(49,215,444	)		—			—
Net Increase (Decrease)		89,635,533			928,633,967			—			—
Total Net Increase (Decrease)		23,868,335		$	238,995,880			9,267,253		$	96,069,139
(1)      Inception date of class was February 28, 2017.
World Bond Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		11,785,185		$	121,604,974			24,744,499		$	253,730,835
Shares Issued for Reinvested Dividends		—			—			1,585,611			16,002,267
Shares Redeemed		(26,554,215	)		(273,871,576	)		(39,477,592	)		(405,136,063	)
Net Increase (Decrease)		(14,769,030	)		(152,266,602	)		(13,147,482	)		(135,402,961	)

349

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

World Bond Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class C
Shares Sold		861,475		$	8,799,167			3,636,598		$	37,171,431
Shares Issued for Reinvested Dividends		—			—			375,455			3,777,808
Shares Redeemed		(6,119,429	)		(62,517,040	)		(5,661,929	)		(57,947,176	)
Net Increase (Decrease)		(5,257,954	)		(53,717,873	)		(1,649,876	)		(16,997,937	)
Class I
Shares Sold		168,305,112		$	1,738,828,328			106,414,804		$	1,094,710,289
Shares Issued for Reinvested Dividends		—			—			5,749,511			58,117,042
Shares Redeemed		(221,085,661	)		(2,298,327,137	)		(98,150,441	)		(1,008,809,604	)
Net Increase (Decrease)		(52,780,549	)		(559,498,809	)		14,013,874			144,017,727
Class R3
Shares Sold		58,471		$	603,734			136,049		$	1,401,222
Shares Issued for Reinvested Dividends		—			—			2,010			20,300
Shares Redeemed		(34,893	)		(360,377	)		(33,492	)		(344,178	)
Net Increase (Decrease)		23,578			243,357			104,567			1,077,344
Class R4
Shares Sold		24,807		$	255,370			70,598		$	724,345
Shares Issued for Reinvested Dividends		—			—			10,838			109,500
Shares Redeemed		(79,720	)		(822,780	)		(425,675	)		(4,402,709	)
Net Increase (Decrease)		(54,913	)		(567,410	)		(344,239	)		(3,568,864	)
Class R5
Shares Sold		167,311		$	1,729,850			120,729		$	1,253,095
Shares Issued for Reinvested Dividends		—			—			977			9,877
Shares Redeemed		(78,183	)		(812,982	)		(40,497	)		(419,035	)
Net Increase (Decrease)		89,128			916,868			81,209			843,937
Class R6
Shares Sold		90,913		$	947,663			67,536		$	692,760
Shares Issued for Reinvested Dividends		—			—			624			6,321
Shares Redeemed		(55,178	)		(571,080	)		(10,119	)		(104,223	)
Net Increase (Decrease)		35,735			376,583			58,041			594,858
Class Y
Shares Sold		28,754,002		$	299,232,482			31,082,348		$	321,222,240
Shares Issued for Reinvested Dividends		—			—			1,788,839			18,097,496
Shares Redeemed		(36,903,790	)		(382,734,621	)		(38,669,624	)		(394,868,167	)
Net Increase (Decrease)		(8,149,788	)		(83,502,139	)		(5,798,437	)		(55,548,431	)
Class F(1)
Shares Sold		126,436,442		$	1,320,942,588			—		$	—
Shares Redeemed		(8,880,802	)		(92,990,212	)		—			—
Net Increase (Decrease)		117,555,640			1,227,952,376			—			—
Total Net Increase (Decrease)		36,691,847		$	379,936,351			(6,682,343	)	$	(64,984,327	)

⁽¹⁾  Inception date of class was February 28, 2017.

350

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

12. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $375 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the year ended October 31, 2017, none of the Funds had borrowings under this facility.

13. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings. HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that, among other things, added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. A bench trial on the issue of liability was held in November 2016. On February 28, 2017, the court granted judgment for HIFSCO and HFMC as to all claims. On March 23, 2017, plaintiffs appealed to the United States Court of Appeals for the Third Circuit. No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.

In July 2007, the Floating Rate Fund and more than 60 other lenders (known collectively as the “Transeastern Lenders”) accepted the payoff of a guarantee from Tousa, Inc. (“Tousa”), a Florida homebuilder. In order to fund the payoff, Tousa borrowed money from certain new lenders and secured the loan by granting liens to the new lenders on the assets of certain Tousa subsidiaries (the “Subsidiaries”). In January 2008, Tousa filed petitions for relief under Chapter 11 of the U.S. Bankruptcy Code. In July 2008, a committee of creditors of the Subsidiaries (the “Committee”) brought suit in the Bankruptcy Court of the Southern District of Florida (the “Bankruptcy Court”) against the Transeastern Lenders alleging that the Subsidiaries had received no benefit in return for the liens on their assets, that the Subsidiaries were co-borrowers on the loan from the new lenders, and that the Transeastern Lenders received the value of the liens when the Transeastern Lenders accepted the payoff. The Subsidiaries sought the avoidance of their liens and the return of the value of those liens to the bankruptcy estate. On October 13, 2009, the Bankruptcy Court ruled in favor of the Committee, avoided the liens, and ordered the Transeastern Lenders to return the payoff amount to the bankruptcy estate. The Transeastern Lenders, together with the Fund, appealed the decision to the U.S. District Court for the Southern District of Florida (the “District Court”). On February 11, 2011, the District Court ruled in favor of the Transeastern Lenders (including the Fund) and quashed the Bankruptcy Court’s opinion. The Committee appealed to the U.S. Circuit Court of Appeals for the Eleventh Circuit (the “Eleventh Circuit”), which reinstated the Bankruptcy Court opinion, but remanded back to the District Court on the question of remedies. The District Court then in turn remanded one issue back to the Bankruptcy Court for a report and recommendation. On April 1, 2016, the Bankruptcy Court issued its report and recommendation, which was unfavorable in many respects to the Transeastern Lenders. On March 8, 2017, the District Court accepted the report and recommendation and ordered the Transeastern Lenders to disgorge and return the payoff amount, plus prejudgment interest. The Transeastern Lenders appealed the District Court’s decision to the Eleventh Circuit.

351

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

14. Indemnifications:

Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

15. Fund Reorganizations:

At a meeting held May 1-3, 2017, the Board of Directors of The Hartford Mutual Funds, Inc. (HMF) approved an Agreement and Plan of Reorganization that provided for the reorganization of The Hartford Unconstrained Bond Fund, a series of HMF, into the Strategic Income Fund, a separate series of HMF.

Pursuant to the terms of the Agreement and Plan of Reorganization, immediately before the opening of business on September 25, 2017, the Unconstrained Bond Fund transferred all of its assets to the Strategic Income Fund, in exchange for shares of the Strategic Income Fund and the assumption of all of the liabilities of the Unconstrained Bond Fund by the Strategic Income Fund.

Immediately before the opening of business on September 25, 2017, the consummation of the reorganization was accomplished by a tax-free exchange of shares of the Strategic Income Fund in the following amounts:

Share Class	Net assets of Unconstrained Bond Fund as of the close of business on September 22,  2017 ("Valuation Date")		Shares of the Unconstrained Bond Fund as of the Valuation Date		Value of Shares Issued by Strategic Income Fund		Shares Issued By Strategic Income Fund		Net Assets of the Strategic Income Fund immediately after the Reorganization
Class A	$	40,127,523		4,117,219	$	40,127,523		4,429,429	$	161,796,668
Class B		—		—		—		—		—
Class C		7,995,271		818,399		7,995,271		879,703		74,956,926
Class I		4,037,178		414,060		4,037,178		444,149		82,401,145
Class R3		60,732		6,233		60,732		6,717		324,711
Class R4		568,454		58,404		568,454		62,760		664,116
Class R5		1,101,282		113,105		1,101,282		121,631		1,531,149
Class R6		—		—		—		—		11,385
Class Y		45,036		4,634		45,036		4,976		666,205
Class F		9,518		1,054		9,518		1,047		178,141,489
	$	53,944,994		5,533,108	$	53,944,994		5,950,412	$	500,493,794

Each shareholder of a share class of Unconstrained Bond Fund received shares of the same share class of the Strategic Income Fund with the same class designation and at the respective Class NAV, as determined on the Valuation Date.

Some of the investments held by Unconstrained Bond Fund may have been purchased or sold prior to the acquisition for the purpose of complying with the anticipated investment policies or limitations of the Strategic Income Fund after the acquisition. The legal and shareholder communication expenses relating to the reorganization were borne by HFMC or its affiliates. All other expenses, including brokerage fees and brokerage-related expenses, incurred in connection with the reorganization were borne by each Fund.

As of the Valuation Date the Unconstrained Bond Fund had investments valued at $54,390,666 with a cost basis of $54,411,877. For financial reporting purposes, assets received, liabilities assumed and shares issued by the Strategic Income Fund were recorded at fair value; however, the cost basis of the investments received by the Strategic Income Fund from Unconstrained Bond Fund were carried forward to align ongoing reporting of the Strategic Income Fund’s realized and unrealized gains and losses with amounts distributable to shareholders for tax purposes.

352

Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2017

The aggregate net assets of the Strategic Income Fund immediately after the acquisition were $500,493,754, which included $21,211 of acquired unrealized depreciation.

Assuming the acquisition had been completed on November 1, 2016, the Strategic Income Fund’s pro-forma results of operations for the fiscal year ended October 31, 2017 (unaudited) are as follows:

Net investment income	$	18,248,550
Net realized and unrealized gain on investments	$	11,739,247
Net increase in net assets from operations	$	29,987,797

16. Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the year ended October 31, 2017, events and transactions subsequent to October 31, 2017, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. The following subsequent events requiring financial statement adjustment or disclosure have been identified.

Effective November 1, 2017, the management fee set forth in the investment management agreement with respect to the Quality Bond Fund is 0.4000% of the first $500 million, 0.3700% of the next $500 million, 0.3400% of the next $4 billion, 0.3300% of the next $5 billion, and 0.3200% in excess of $10 billion annually of the Quality Bond Fund’s average daily net assets. In addition, effective November 1, 2017, HFMC has also contractually agreed to reimburse expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses) to the extent necessary to maintain total annual fund operating expenses for the Quality Bond Fund as follows through February 28, 2019: 0.85% (Class A), 0.85% (Class T), 1.60% (Class C), 0.60% (Class I), 1.19% (Class R3), 0.94% (Class R4), 0.64% (Class R5), 0.54% (Class Y) and 0.44% (Class F). This contractual arrangement will renew automatically for one-year terms thereafter unless HFMC provides written notice of termination prior to the start of the next term or upon approval of the Board.

Effective November 1, 2017, the management fee set forth in the investment management agreement with respect to the World Bond Fund is 0.7000% of the first $250 million, 0.6500% of the next $250 million, 0.6000% of the next $3.5 billion, 0.5750% of the next $6 billion, and 0.5725% in excess of $10 billion annually of the World Bond Fund’s average daily net assets. Effective November 1, 2017, each Company, on behalf of its respective Funds, entered into an Amended and Restated Transfer Agency and Service Agreement (“Agreement”) with HASCO. Effective November 1, 2017, under the terms of the Agreement, each Fund pays HASCO a transfer agency fee payable monthly based on the costs of providing or overseeing transfer agency services provided to such Fund. Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to BFDS (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and BFDS (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the applicable Company’s Board; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin. Effective November 1, 2017 through February 28, 2019, HASCO has also contractually agreed to waive and/or reimburse a portion of the transfer agency fee to the extent necessary to maintain the transfer agency fees as follows: 0.25% (Class A), 0.25% (Class T), 0.25% (Class C), 0.20% (Class I), 0.02% (Class R3), 0.02% (Class R4), 0.02% (Class R5), and 0.06% (Class Y). HASCO has also contractually agreed to reimburse all transfer agency fees for each of Class R6 and Class F shares until February 28, 2018, and thereafter, has agreed to waive and/or reimburse a portion of the transfer agency fee to the extent necessary to maintain the transfer agency fee at 0.004% of the average daily net assets for each of Class R6 and Class F shares through February 28, 2019. Each contractual arrangement, except the reimbursement of the entire transfer agency fee for Class R6 and Class F, will automatically renew for one-year terms thereafter unless HASCO provides written notice of termination prior to start of the next term or upon approval of the applicable Board.

The Transeastern Lenders entered into settlement negotiations. On December 19, 2017, the parties to the Tousa matter entered into a settlement agreement. As part of that settlement agreement, the Floating Rate Fund agreed to pay $1,972,739.72, which represents a portion of the proceeds it received as part of the loan guarantee payments. Subject to final approval by the Bankruptcy Court, the settlement agreement will fully release the Floating Rate Fund from any further claims in this matter. Management of the Floating Rate Fund believes that the Bankruptcy Court will likely approve the settlement agreement in January 2018 and that the terms of the settlement agreement will not have a material impact on the Floating Rate Fund’s financial statements.

353

Report of Independent Registered Public Accounting Firm

The Board of Directors and Shareholders of

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc.

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of The Hartford Emerging Markets Local Debt Fund, The Hartford Floating Rate Fund, The Hartford Floating Rate High Income Fund, The Hartford High Yield Fund, The Hartford Inflation Plus Fund, Hartford Municipal Income Fund, The Hartford Municipal Opportunities Fund, Hartford Municipal Short Duration Fund, The Hartford Quality Bond Fund, The Hartford Short Duration Fund, The Hartford Strategic Income Fund, The Hartford Total Return Bond Fund, and The Hartford World Bond Fund (thirteen of the series constituting The Hartford Mutual Funds, Inc.) and The Hartford Municipal Real Return Fund (one of the series constituting The Hartford Mutual Funds II, Inc.) (collectively, together with The Hartford Mutual Funds, Inc., the “Companies”), as of October 31, 2017, and the related statements of operations for the year then ended, the statements of changes in net assets for each of the two years in the period then ended, and the financial highlights for each of the periods indicated therein. These financial statements and financial highlights are the responsibility of the Companies’ management. Our responsibility is to express an opinion on these financial statements and financial highlights based on our audits.

We conducted our audits in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements and financial highlights are free of material misstatement. We were not engaged to perform an audit of the Companies’ internal control over financial reporting. Our audits included consideration of internal control over financial reporting as a basis for designing audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the Companies’ internal control over financial reporting. Accordingly, we express no such opinion. An audit also includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements and financial highlights, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. Our procedures included confirmation of securities owned as of October 31, 2017, by correspondence with the custodian, brokers and others or by other appropriate auditing procedures where replies from brokers or others were not received. We believe that our audits provide a reasonable basis for our opinion.

In our opinion, the financial statements and financial highlights referred to above present fairly, in all material respects, the financial position The Hartford Emerging Markets Local Debt Fund, The Hartford Floating Rate Fund, The Hartford Floating Rate High Income Fund, The Hartford High Yield Fund, The Hartford Inflation Plus Fund, Hartford Municipal Income Fund, The Hartford Municipal Opportunities Fund, Hartford Municipal Short Duration Fund, The Hartford Quality Bond Fund, The Hartford Short Duration Fund, The Hartford Strategic Income Fund, The Hartford Total Return Bond Fund, and The Hartford World Bond Fund (thirteen of the series comprising The Hartford Mutual Funds, Inc.) and The Hartford Municipal Real Return Fund (one of the series comprising The Hartford Mutual Funds II, Inc.) at October 31, 2017, the results of their operations for the year then ended, and the changes in their net assets for each of the two years in the period then ended, and the financial highlights for each of the indicated periods, in conformity with U.S. generally accepted accounting principles.

Philadelphia, Pennsylvania

December 29, 2017

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Directors and Officers of the Companies (Unaudited)

DIRECTORS AND OFFICERS OF THE COMPANIES (Unaudited)

Each of The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each a, “Company” and collectively, the “Companies”) is governed by a Board of Directors (the “Directors”). The following tables present certain information regarding the Directors and officers of the Companies as of October 31, 2017. For more information regarding the Directors and officers, please refer to the Statement of Additional Information, which is available, without charge, upon request by calling 1-888-843-7824.

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
NON-INTERESTED DIRECTORS
HILARY E. ACKERMANN (1956)	Director	Since 2014	Ms. Ackermann served as Chief Risk Officer at Goldman Sachs Bank USA from October 2008 to November 2011. Ms. Ackermann has served as a Director of Dynegy, Inc. (an independent power company) from October 2012 to present and as a Director of Credit Suisse Holdings (USA), Inc. from January 2017 to present.	89	Ms. Ackermann serves as a Director of Dynegy, Inc. (a power company) (October 2012 to present) and as a Director of Credit Suisse Holdings (USA), Inc. from January 2017 to present.
ROBIN C. BEERY (1967)	Director	Since 2017	Ms. Beery has served as a Consultant of Arrowpoint Partners (an alternative asset manager) since March 2015. Previously, she was Executive Vice President, Head of Distribution, for Janus Capital Group, and Chief Executive Officer and President of the Janus Mutual Funds (a global asset manager) from September 2009 to August 2014.	89	Ms. Beery serves as a Director of UMB Financial Corporation (January 2015 to present).

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Directors and Officers of the Companies (Unaudited) – (continued)

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
LYNN S. BIRDSONG (1946)	Director	Since 2003	Mr. Birdsong currently serves as a Director of Aberdeen Global and Aberdeen Global II (investment funds) (September 2014 to present) and Aberdeen Islamic SICAV and Aberdeen Liquidity Fund (investment funds) (2016 to present). Mr. Birdsong served as an Independent Director of Nomura Partners Funds, Inc. (formerly, The Japan Fund) (April 2003 to February 2015) and as a Director of the Sovereign High Yield Investment Company (April 2010 to June 2014). From 2003 to March 2005, Mr. Birdsong was an Independent Director of the Atlantic Whitehall Funds. From 1979 to 2002, Mr. Birdsong was a Managing Director of Zurich Scudder Investments, an investment management firm. During his employment with Scudder, Mr. Birdsong was an Interested Director of The Japan Fund. From January 1981 through December 2013, Mr. Birdsong was a partner in Birdsong Company, an advertising specialty firm.	89	None
CHRISTINE R. DETRICK (1958)	Director	Since 2016	Ms. Detrick has served as a Director of Reinsurance Group of America since January 2014 and Forest City Realty Trust (a real estate company) since November 2014. Previously, she was a Director of Forethought Financial Group, Inc. (a financial services company) from January 2012 to January 2014 and a Senior Partner/ Advisor at Bain & Company (a management consulting firm) from September 2002 to December 2012.	89	Ms. Detrick serves as a Director of Reinsurance Group of America (January 2014 to present) and Forest City Realty Trust (a real estate company) (November 2014 to present).
DUANE E. HILL (1945)	Director	Since 2001(4) Since 2002(5)	Mr. Hill is a Partner of TSG Ventures L.P., a private equity investment company. Mr. Hill is a former partner of TSG Capital Group, a private equity investment firm that served as sponsor and lead investor in leveraged buyouts of middle market companies.	89	None

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Directors and Officers of the Companies (Unaudited) – (continued)

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
WILLIAM P. JOHNSTON (1944)	Director and Chairman of the Board	Director since 2005 and Chairman of the Board since 2015	In June 2006, Mr. Johnston was appointed as Senior Advisor to The Carlyle Group, a global private equity and other alternative asset investment firm and currently serves as an Operating Executive. In July 2006, Mr. Johnston was elected to the Board of Directors of MultiPlan, Inc. and served as a Director (July 2006 to August 2010). In August 2007, Mr. Johnston was elected to the Board of Directors of LifeCare Holdings, Inc. and served as a Director (August 2007 to June 2013). In February 2008, Mr. Johnston was elected to the Board of Directors of HCR-ManorCare, Inc. In May 2006, Mr. Johnston was elected to the Supervisory Board of Fresenius Medical Care AG & Co. KGaA, after its acquisition of Renal Care Group, Inc. in March 2006. Mr. Johnston joined Renal Care Group in November 2002 as a member of the Board of Directors and served as Chairman of the Board from March 2003 through March 2006. From 2002 through 2013, Mr. Johnston served as a Board member of the Georgia O’Keefe Museum. From September 1987 to December 2002, Mr. Johnston was with Equitable Securities Corporation (and its successors, SunTrust Equitable Securities and SunTrust Robinson Humphrey) serving in various investment banking and managerial positions, including Managing Director and Head of Investment Banking, Chief Executive Officer and Vice Chairman.	89	None

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Directors and Officers of the Companies (Unaudited) – (continued)

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
PHILLIP O. PETERSON (1944)	Director	Since 2002(4) Since 2000(5)	Mr. Peterson is a mutual fund industry consultant. He was a partner of KPMG LLP (an accounting firm) until July 1999. Mr. Peterson joined William Blair Funds in February 2007 as a member of the Board of Trustees. From February 2012 to February 2014, Mr. Peterson served as a Trustee of Symetra Variable Mutual Funds. From January 2004 to April 2005, Mr. Peterson served as Independent President of the Strong Mutual Funds.	89	Mr. Peterson is a Trustee of the William Blair Funds (February 2007 to current) (22 funds overseen).
LEMMA W. SENBET (1946)	Director	Since 2005	Dr. Senbet is the William E. Mayer Chair Professor of Finance and Founding Director, Center for Financial Policy, at the University of Maryland, Robert H. Smith School of Business. He was chair of the Finance Department of the University of Maryland, Robert H. Smith School of Business from 1998 to 2006. Since June 2013, he has been on leave from the University to serve as Executive Director of the African Economic Research Consortium which focuses on economic policy research and training. Previously, he was a chaired professor of finance at the University of Wisconsin-Madison. Also, he was a Director of the Fortis Funds from March 2000 to July 2002. Dr. Senbet served as Director of the American Finance Association and President of the Western Finance Association. In 2006, Dr. Senbet was inducted Fellow of Financial Management Association International for his career-long distinguished scholarship and professional service.	89	None

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Directors and Officers of the Companies (Unaudited) – (continued)

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
DAVID SUNG (1953)	Director	Since 2017	Mr. Sung has served as a Director of Nippon Wealth Bank since April 2015 and CITIC-Prudential Fund Management Company, Inc. since January 2016. Mr. Sung is a Director of four private investment pools. Previously, he was a Partner at Ernst & Young LLP from October 1995 to July 2014.	89	Mr. Sung serves as a Trustee of Ironwood Institutional Multi-Strategy Fund, LLC and Ironwood Multi-Strategy Fund, LLC (October 2015 to present) (2 portfolios).
OFFICERS(6) AND INTERESTED DIRECTORS
JAMES E. DAVEY(7) (1964)	Director, President and Chief Executive Officer	President and Chief Executive Officer since 2010; Director since 2012	Mr. Davey serves as Executive Vice President of The Hartford Financial Services Group, Inc. Additionally, Mr. Davey serves as Chairman of the Board, Manager and Senior Managing Director of Hartford Funds Distributors, LLC (“HFD”). He also currently serves as Director, Chairman of the Board, President and Senior Managing Director of Hartford Administrative Services Company (“HASCO”). Mr. Davey also serves as President, Manager, Chairman of the Board and Senior Managing Director for Hartford Funds Management Company, LLC (“HFMC”) and Director, Chairman of the Board and Senior Managing Director for Hartford Funds Management Group, Inc. (“HFMG”). Mr. Davey also serves as Chairman of the Board, President and Manager of Lattice Strategies LLC effective July 30, 2016. Mr. Davey has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Davey joined The Hartford in 2002.	89	N/A

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Directors and Officers of the Companies (Unaudited) – (continued)

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
ANDREW S. DECKER (1963)	AML Compliance Officer	Since 2015	Mr. Decker currently serves as Chief Compliance Officer and AML Compliance Officer of HASCO and as AML Officer of HFD. Prior to joining The Hartford, Mr. Decker served as Vice President and AML Officer at Janney Montgomery Scott (a broker dealer) from April 2011 to January 2015. Mr. Decker served as AML Compliance and Sanctions Enforcement Officer at SEI Investments from December 2007 to April 2011.	N/A	N/A
MICHAEL J. FLOOK (1965)	Vice President, Treasurer and Controller	Since 2015	Mr. Flook served as Assistant Treasurer for each Company, The Hartford Alternative Strategies Fund, Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. from February 2015 to March 2015. Mr. Flook joined The Hartford in 2014. Prior to joining The Hartford, Mr. Flook served as Director, Vice President and Assistant Treasurer at UBS Global Asset Management from May 2006 to November 2014. Mr. Flook currently serves as an employee of HFMC.	N/A	N/A
WALTER F. GARGER (1965)	Vice President and Chief Legal Officer	Since 2016	Mr. Garger currently serves as Secretary, Managing Director and General Counsel of HFD, HASCO, HFMC and HFMG. Mr. Garger also serves as Secretary and General Counsel of Lattice Strategies LLC effective July 30, 2016. Mr. Garger has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Garger joined The Hartford in 1995.	N/A	N/A

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Directors and Officers of the Companies (Unaudited) – (continued)

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
JOSEPH G. MELCHER (1973)	Vice President and Chief Compliance Officer	Since 2013	Mr. Melcher currently serves as Executive Vice President of HFD, HFMG and HASCO. Mr. Melcher also currently serves as Executive Vice President and Chief Compliance Officer of HFMC, Lattice Strategies, LLC and the Hartford Funds Exchange-Traded Trust. Mr. Melcher has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds since joining The Hartford in 2012. Prior to joining The Hartford, Mr. Melcher worked at Touchstone Investments, a member of the Western & Southern Financial Group, where he held the position of Vice President and Chief Compliance Officer from 2010 through 2012 and Assistant Vice President, Compliance from 2005 to 2010.	N/A	N/A
VERNON J. MEYER (1964)	Vice President	Since 2006	Mr. Meyer currently serves as Senior Vice President of Hartford Life Insurance Company (“HLIC”). He also currently serves as Managing Director and Chief Investment Officer of HFMC and Managing Director of HFMG. Mr. Meyer has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Meyer joined The Hartford in 2004.	N/A	N/A
ALICE A. PELLEGRINO (1960)	Vice President	Since 2016	Ms. Pellegrino currently serves as Vice President of HLIC and HFMG. Ms. Pellegrino is a Senior Counsel and has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Pellegrino joined The Hartford in 2007.	N/A	N/A

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Fixed Income Funds

Directors and Officers of the Companies (Unaudited) – (continued)

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
THOMAS R. PHILLIPS (1960)	Vice President and Secretary	Since 2017	Mr. Phillips currently serves as Vice President and Senior Counsel for HFMG. Prior to joining HFMG in 2017, Mr. Phillips was a Director and Chief Legal Officer of Saturna Capital Corporation from 2014–2016. Prior to that Mr. Phillips was a Partner and Deputy General Counsel of Lord, Abbett & Co. LLC.	N/A	N/A
LAURA S. QUADE (1969)	Vice President	Since 2012	Ms. Quade currently serves as Vice President of HASCO, HFD and HFMG. She is the Head of Operations of HASCO and formerly served as Director, Enterprise Operations of HLIC. Ms. Quade has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Quade joined The Hartford in 2001.	N/A	N/A

⁽¹⁾ The address for each officer and Director is c/o Hartford Funds 690 Lee Road, Wayne, PA 19087.

⁽²⁾ Each Director holds an indefinite term until the earlier of (i) the election and qualification of his or her successor or (ii) when the Director turns 75 years of age. Each officer shall serve until his or her successor is elected and qualifies.

⁽³⁾ The portfolios of the “Fund Complex” are series of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc., Hartford HLS Series Fund II, Inc., Hartford Funds Master Fund, Lattice Strategies Trust, Hartford Funds Exchange-Traded Trust, and Hartford Funds NextShares Trust.

⁽⁴⁾ For The Hartford Mutual Funds, Inc.

⁽⁵⁾ For The Hartford Mutual Funds II, Inc.

⁽⁶⁾ Effective November 7, 2017, Albert Lee and Theodore Lucas were elected as officers of the Companies. For more information, please see the most recent Statement of Additional Information.

⁽⁷⁾ “Interested person,” as defined in the 1940 Act, of each Company because of the person’s affiliation with, or equity ownership of, HFMC, HFD or affiliated companies.

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HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund‘s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

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Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited)

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc.

The Hartford Emerging Markets Local Debt Fund

The Hartford Floating Rate Fund

The Hartford Floating Rate High Income Fund

The Hartford High Yield Fund

The Hartford Inflation Plus Fund

Hartford Municipal Income Fund

The Hartford Municipal Opportunities Fund

The Hartford Municipal Real Return Fund

Hartford Municipal Short Duration Fund

The Hartford Quality Bond Fund

The Hartford Short Duration Fund

The Hartford Strategic Income Fund

The Hartford Total Return Bond Fund

The Hartford World Bond Fund

Section 15(c) of the Investment Company Act of 1940, as amended (the “1940 Act”), requires that each mutual fund’s board of directors, including a majority of those directors who are not “interested persons” of the mutual fund, as defined in the 1940 Act (the “Independent Directors”), annually review and consider the continuation of the mutual fund’s investment advisory and sub-advisory agreements. At their meeting held on August 1-2, 2017, the Boards of Directors (collectively, the “Board”) of The Hartford Mutual Funds, Inc. (“HMF”) and The Hartford Mutual Funds II, Inc. (“HMF II”), including each of the Independent Directors, unanimously voted to approve (i) the continuation of an investment management agreement (the “Management Agreement”) by and between HMF and HMF II, on behalf of each of their respective funds listed above (each a “Fund” and collectively, the “Funds”) except for The Hartford Floating Rate High Income Fund and The Hartford Municipal Opportunities Fund, and Hartford Funds Management Company, LLC (“HFMC”); (ii) the continuation of a separate investment management agreement by and between HMF, on behalf of The Hartford Floating Rate High Income Fund and The Hartford Municipal Opportunities Fund, and HFMC (the “2013 Investment Management Agreement” and collectively with the Management Agreement, the “Management Agreements”); and (iii) new investment sub-advisory agreements (each, a “Sub-Advisory Agreement” and collectively with the Management Agreements, the “Agreements”) between HFMC and each Fund’s sub-adviser, Wellington Management Company LLP (the “Sub-adviser,” and together with HFMC, the “Advisers”), on behalf of each of HMF and HMF II, as applicable.

In the months preceding the August 1-2, 2017 meeting, the Board requested and reviewed written responses from the Advisers to questions posed to the Advisers on behalf of the Independent Directors and supporting materials relating to those questions and responses. In addition, the Board considered such additional information as it deemed reasonably necessary to evaluate the Agreements, as applicable, with respect to each Fund, which included information furnished to the Board at its meetings throughout the year, as well as information specifically prepared in connection with the approval of the Agreements that was presented at the Board’s meetings held on June 20-21, 2017 and August 1-2, 2017. Information provided to the Board at its meetings throughout the year included, among other things, reports on Fund performance, legal, compliance and risk management matters, sales and marketing activity, shareholder services, and the other services provided to each Fund by the Advisers and their affiliates. The Board also considered the materials and in-person presentations by Fund officers and representatives of HFMC received at the Board’s meetings on June 20-21, 2017 and August 1-2, 2017 concerning the Agreements.

The Independent Directors, advised by independent legal counsel, engaged service providers to assist them with evaluating the Agreements with respect to each Fund, as applicable. Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data, was retained to provide the Board with reports on how each Fund’s contractual management fees, actual management fees, other non-management fees, overall expense ratios and investment performance compared to those of comparable mutual funds with similar investment objectives. The Independent Directors also engaged an independent financial services consultant (the “Consultant”) to assist them in evaluating the Funds’ respective management fees, sub-advisory fees, other non-management fees, overall expense ratios and investment performance. In addition, the Consultant reviewed the profitability calculations utilized by HFMC in connection with the continuation of the Management Agreements.

In determining whether to approve the Agreements for a Fund, the members of the Board reviewed and evaluated information and factors they believed to be relevant and appropriate in light of the information that the Board deemed necessary and appropriate through the exercise of its reasonable business judgment. While individual members of the Board may have weighed certain factors differently, the Board’s determination to approve the Agreements was based on a comprehensive consideration of all information provided to the Board throughout the year and specifically with respect to the approval of the Agreements. The Board was also furnished with an analysis of its fiduciary obligations in

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Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

connection with its evaluation of the Agreements and, throughout the evaluation process, the Board was assisted by counsel for the Funds. The Independent Directors were also separately assisted by independent legal counsel. A more detailed summary of the important, but not necessarily all, factors the Board considered with respect to its approval of the Agreements is provided below.

Nature, Extent and Quality of Services Provided by the Advisers

The Board requested and considered information concerning the nature, extent and quality of the services provided to each Fund by the Advisers. The Board considered, among other things, the terms of the Agreements and the range of services provided by the Advisers. The Board considered the Advisers’ professional personnel who provide services to the Funds, including each Adviser’s ability and experience in attracting and retaining qualified personnel to service the Funds. The Board considered each Adviser’s reputation and overall financial strength, as well as its willingness to consider and implement organizational and operational changes designed to enhance services to the Hartford Funds. In addition, the Board considered the quality of each Adviser’s communications with the Board and responsiveness to Board inquiries and requests made from time to time with respect to the Funds and other Hartford Funds.

The Board also requested and evaluated information concerning each Adviser’s regulatory and compliance environment. In this regard, the Board requested and reviewed information about each Adviser’s compliance policies and procedures, compliance history, and a report from the Funds’ Chief Compliance Officer about each Adviser’s compliance with applicable laws and regulations, including responses to regulatory developments and compliance issues raised by regulators, as well as each Adviser’s commitment to implement rulemaking initiatives of the U.S. Securities and Exchange Commission. The Board also noted the Advisers’ support of the Funds’ compliance control structure, as applicable, and, in particular, the resources devoted by the Advisers in support of the Funds’ obligations pursuant to Rule 38a-1 under the 1940 Act, as well as the efforts of the Advisers to combat cybersecurity risks and invest in business continuity planning.

With respect to HFMC, the Board noted that, under the Management Agreements, HFMC is responsible for the management of the Funds, including oversight of fund operations and service providers, and the provision of administrative and investment advisory services in connection with selecting, monitoring and supervising the Sub-adviser. The Board considered HFMC’s ongoing monitoring of people, process and performance, including its quarterly reviews of each of the Hartford Funds, semi-annual meetings with the leaders of each Fund’s portfolio management team, and oversight of the Hartford Funds’ portfolio managers. The Board recognized that HFMC has demonstrated a record of making changes to the management and/or strategies of the Hartford Funds when warranted. The Board considered HFMC’s periodic due diligence reviews of the Sub-adviser and ongoing oversight of the Sub-adviser’s investment approach and results, process for monitoring best execution of portfolio trades and other trading operations by the Sub-adviser, and approach to risk management with respect to the Funds and the service providers to the Funds. The Board also considered HFMC’s day-to-day oversight of each Fund’s compliance with its objective and policies as well as with applicable laws and regulations, noting that regulatory and other developments had over time led to an increase in the scope of HFMC’s services in this regard. Moreover, the Board considered HFMC’s oversight of potential conflicts of interest between the Funds’ investments and those of other funds or accounts managed by the Funds’ portfolio management personnel.

In addition, the Board considered HFMC’s ongoing commitment to review and rationalize the Hartford Funds product line-up and the expenses that HFMC had incurred in connection with the launch of new funds in recent years. The Board considered that HFMC is responsible for providing the Funds’ officers.

With respect to the Sub-adviser, which provides certain day-to-day portfolio management services for the Funds, subject to oversight by HFMC, the Board considered, among other things, the quality of each Fund’s portfolio manager(s), the Sub-adviser’s other investment personnel, its investment philosophy and process, its investment research capabilities and resources, its flexibility in implementing the inflation hedge overlay in a low inflation environment for The Hartford Municipal Real Return Fund, its performance record, its trade execution capabilities and its experience. The Board considered the experience of each Fund’s portfolio manager(s), the number of accounts managed by the portfolio manager(s), and the Sub-adviser’s method for compensating the portfolio manager(s).

Based on these considerations, the Board concluded that it was satisfied with the nature, extent and quality of the services provided to each Fund by HFMC and the Sub-adviser.

Performance of each Fund and the Advisers

The Board considered the investment performance of each Fund. In this regard, the Board reviewed the performance of each Fund over different time periods presented in the materials and evaluated HFMC’s analysis of the Fund’s performance for these time periods. The Board considered information and materials provided to the Board by the Advisers concerning Fund performance, as well as information from Broadridge comparing the investment performance of each Fund to an appropriate universe of peer funds. The Board also noted that, for The

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Hartford Municipal Real Return Fund, there existed no peer group with a strong correlation to the Fund’s investment strategy. For that Fund, the Board considered supplemental performance evaluation information. For details regarding each Fund’s performance, see the fund-by-fund synopsis below.

The Board considered the detailed investment analytics reports provided by HFMC’s Investment Advisory Group throughout the year, including in connection with the approval of the Agreements. These reports include, among other things, information on each Fund’s gross returns and net returns, the Fund’s investment performance relative to an appropriate benchmark and peer group (if available), various statistics concerning the Fund’s portfolio, and a narrative summary of various factors affecting Fund performance. The Board considered the Advisers’ cooperation with the Investment Committee, which assists the Board in evaluating the performance of each Fund at periodic meetings throughout the year and specifically with respect to the approval of the Agreements. The Board also considered the analysis provided by the Consultant relating to each Fund’s performance track record.

In light of all the considerations noted above, the Board concluded that it had continued confidence in HFMC’s and the Sub-adviser’s overall capabilities to manage the Funds.

Costs of the Services and Profitability of the Advisers

The Board reviewed information regarding HFMC’s cost to provide investment management and related services to each Fund and HFMC’s profitability, both overall and for each Fund, on a pre-tax basis without regard to distribution expenses. The Board also requested and reviewed information about the profitability to HFMC and its affiliates from all services provided to each Fund and all aspects of their relationship with the Fund, including information regarding profitability trends over time. The Board also requested and received information relating to the operations and profitability of the Sub-adviser. The Board considered representations from HFMC and the Sub-adviser that the Sub-adviser’s fees were negotiated at arm’s length on a fund-by-fund basis and that the sub-advisory fees would be paid by HFMC and not the Funds. Accordingly, the Board concluded that the profitability of the Sub-adviser is a less relevant factor with respect to the Board’s consideration of the Sub-Advisory Agreements.

The Board considered the Consultant’s review of the methodologies and estimates used by HFMC in calculating profitability in connection with the continuation of the Management Agreements, noting the Consultant’s view that HFMC’s process for calculating and reporting Fund profitability is reasonable and consistent with the process previously reviewed by the Consultant. In this regard, the Board noted that the Consultant had previously performed a full review of this process and reported that such process is sound and consistent with common industry practice.

Based on these considerations, the Board concluded that the profits anticipated to be realized by the Advisers and their affiliates from their relationships with the Funds would not be excessive.

Comparison of Fees and Services Provided by the Advisers

The Board considered the comparative information that had been provided at meetings on June 20-21, 2017 and August 1-2, 2017 with respect to the services rendered to and the management fees to be paid by each Fund to HFMC and the total expense ratios of the Fund. The Board also considered comparative information with respect to the sub-advisory fees to be paid by HFMC to the Sub-adviser with respect to each Fund. In this regard, the Board requested and reviewed information from HFMC and the Sub-adviser relating to the management and sub-advisory fees, including the sub-advisory fee schedule for each Fund, and total operating expenses for each Fund. The Board considered HFMC’s undertaking to limit each Fund’s total annual fund operating expenses to specified levels. The Board also reviewed information from Broadridge comparing each Fund’s contractual management fees, actual management fees and overall expense ratios relative to an appropriate group of funds selected by Broadridge, in consultation with the Consultant. For details regarding each Fund’s expenses, see the fund-by-fund synopsis below.

While the Board recognized that comparisons between a Fund and its peer funds may be imprecise given the different service levels and characteristics of mutual funds and the different business models and cost structures of the Advisers, the comparative information provided by Broadridge assisted the Board in evaluating the reasonableness of each Fund’s fees and total operating expenses. In addition, the Board considered the analysis and recommendations of the Consultant relating to each Fund’s fees and total operating expenses.

Based on these considerations, the Board concluded that each Fund’s fees and total operating expenses, in conjunction with the information about quality of services, profitability, economies of scale, and other matters discussed, were reasonable in light of the services provided.

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Economies of Scale

The Board considered information regarding the extent to which economies of scale may be realized as a Fund grows and whether fee levels reflect these economies of scale for the benefit of shareholders of the Fund. The Board reviewed the breakpoints in the management fee schedule for each Fund, if any, which reduce fee rates as the Fund’s assets grow over time. The Board recognized that a fund with assets beyond the highest breakpoint level will continue to benefit from economies of scale because additional assets are charged the lowest breakpoint fee resulting in lower overall effective management fee rates. The Board also considered that expense limitations and fee waivers that reduce each Fund’s expenses at all asset levels can have the same effect as breakpoints in sharing economies of scale with shareholders and provide protection from an increase in expenses if the Fund’s assets decline. The Board recognized that a fee schedule that reaches a lower breakpoint quickly provides shareholders with the benefit of anticipated or potential economies of scale. In addition, the Board considered that initially setting competitive fee rates and pricing the Funds to scale at inception are other means of sharing potential economies of scale with shareholders. The Board also considered that HFMC has been active in managing expenses, which has resulted in benefits being realized by shareholders as assets within the Hartford Funds family of funds have grown over time, including through lower operating expenses. The Board also noted that, for each of The Hartford Emerging Markets Local Debt Fund, The Hartford Municipal Real Return Fund, and The Hartford Quality Bond Fund, the Fund’s current low asset levels have kept the Fund from fully realizing the benefits of anticipated or potential economies of scale.

The Board reviewed and evaluated materials from Broadridge and the Consultant showing how management fee schedules of peer funds reflect economies of scale for the benefit of shareholders as a peer fund’s assets hypothetically increase over time. Based on information provided by HFMC, Broadridge, and the Consultant, the Board recognized that there is no uniform methodology for establishing breakpoints or uniform pattern in asset levels that trigger breakpoints or the amounts of breakpoints triggered.

After considering all of the information available to it, the Board concluded that it was satisfied with the extent to which economies of scale would be shared for the benefit of each Fund’s shareholders based on currently available information and the effective advisory fees and expense ratios for the Fund at its current and reasonably anticipated asset levels. The Board noted, however, that it would continue to monitor future growth in each Fund’s assets and the appropriateness of additional breakpoints.

Other Benefits

The Board considered other benefits to the Advisers and their affiliates from their relationships with the Funds.

The Board noted that HFMC receives fees for fund accounting and related services from the Funds, and the Board considered information on profits to HFMC for such services. The Board also considered that Hartford Administrative Services Company (“HASCO”), the Funds’ transfer agent and an affiliate of HFMC, receives transfer agency compensation from the Funds. The Board considered that it had approved: (i) the removal of an expense limitation on the transfer agency fees for Class Y shares of each Fund effective May 1, 2017; (ii) the imposition of a direct account fee effective June 1, 2017; (iii) changes to the transfer agency fee structure effective November 1, 2017; and (iv) changes to the expense limitation on transfer agency fees for each share class of each Fund effective November 1, 2017. The Board reviewed information about the profitability to HASCO of the Funds’ transfer agency function, including the anticipated impact of the new fee structure on transfer agent profit margins. The Board noted that under the new transfer agency fee structure, the Funds will pay a fee to HASCO based on actual fees and expenses incurred by HASCO, including payments made by HASCO to a sub-transfer agent and to other financial intermediaries subject to guidelines approved by the Board, plus a reasonable target profit margin. The Board considered information provided by HASCO indicating that, after giving effect to the new fee structure, the transfer agent fees charged by HASCO to the Funds were fair and reasonable based on publicly available information. The Board also noted that HFMC and HASCO had delegated certain fund accounting services and transfer agency services, respectively, to external service providers.

The Board also considered that Hartford Funds Distributors, LLC (“HFD”), an affiliate of HFMC, serves as principal underwriter of the Funds. As principal underwriter, HFD receives distribution and service fees from the Funds and receives all or a portion of the sales charges on sales or redemptions of certain classes of shares.

The Board considered the benefits, if any, to the Sub-adviser from any use of a Fund’s brokerage commissions to obtain soft dollar research, and representations from HFMC and the Sub-adviser that the Sub-adviser does not make any revenue-sharing payments or any other type of distribution payments to HFMC or its affiliates.

The Board considered the benefits to shareholders of being part of the Hartford Funds family of funds, including, with respect to certain share classes, the right to exchange investments between the same class of funds without a sales charge, the ability to reinvest Fund dividends into other funds in the family, and the ability to combine holdings in a Fund with holdings in other funds to obtain a reduced sales charge. The Board

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Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

considered HFMC’s efforts to provide investors in the fund family with a broad range of investment styles and asset classes and the assumption of entrepreneurial and other risks by HFMC in sponsoring new funds to expand these opportunities for shareholders.

Fund-by-Fund factors

The Hartford Emerging Markets Local Debt Fund

• The Board noted that the Fund’s performance was in the 3^rd quintile of its performance universe for the 1- and 3-year periods and the 1^st quintile for the 5-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3- and 5-year periods. The Board noted recent changes to the Fund’s portfolio management team.

• The Board noted that the Fund’s contractual management fee, actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 4^th quintile of its expense group. In considering the Fund’s expenses, the Board noted the shareholder savings resulting from a permanent fee reduction implemented in 2016.

The Hartford Floating Rate Fund

• The Board noted that the Fund’s performance was in the 1^st quintile of its performance universe for the 1-year period and the 3^rd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period and in line with its benchmark for the 3- and 5-year periods. In considering the Fund’s performance record, the Board noted that the Fund had transitioned to the Sub-adviser in 2012.

• The Board noted that the Fund’s contractual management fee and actual management fee were in the 3^rd quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 2^nd quintile.

The Hartford Floating Rate High Income Fund

• The Board noted that the Fund’s performance was in the 1^st quintile of its performance universe for the 1- and 5-year periods and the 3^rd quintile for the 3-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1- and 5-year periods and in line with its benchmark for the 3-year period. In considering the Fund’s performance record, the Board noted that the Fund had transitioned to the Sub-adviser in 2012.

• The Board noted that the Fund’s contractual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 3^rd quintile of its expense group, while its actual management fee was in the 4^th quintile.

The Hartford High Yield Fund

• The Board noted that the Fund’s performance was in the 3^rd quintile of its performance universe for the 1- and 3-year periods and the 4^th quintile for the 5-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period and in line with its benchmark for the 3- and 5-year periods.

• The Board noted that the Fund’s contractual management fee, its actual management fee and its total expenses (less 12b-1 and shareholder service fees) were in the 2^nd quintile of its expense group.

The Hartford Inflation Plus Fund

• The Board noted that the Fund’s performance was in the 3^rd quintile of its performance universe for the 1-year period, the 4^th quintile for the 3-year period and the 5^th quintile for the 5-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period and in line with its benchmark for the 3- and 5-year periods. In considering the Fund’s performance record, the Board noted that the Fund had transitioned to the Sub-adviser in 2012. The Board noted that certain changes had recently been made to the Fund’s principal investment strategy.

• The Board noted that the Fund’s contractual management fee was in the 4^th quintile of its expense group, while its actual management fee and its total expenses (less 12b-1 and shareholder service fees) were in the 5^th quintile. The Board noted the potential impact of the Fund’s declining assets under management on the Fund’s overall expense ratio.

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Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

Hartford Municipal Income Fund

• The Board noted that the Fund’s performance was in the 2^nd quintile of its performance universe for the 1-year period. The Board also noted that the Fund’s performance was in line with its benchmark for the 1-year period.

• The Board noted that the Fund’s contractual management fee, its actual management fee and its total expenses (less 12b-1 and shareholder service fees) were in the 1^st quintile of its expense group.

The Hartford Municipal Opportunities Fund

• The Board noted that the Fund’s performance was in the 2^nd quintile of its performance universe for the 1-year period and the 1^st quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was in line with its benchmark for the 1-year period and above its benchmark for the 3- and 5-year periods.

• The Board noted that the Fund’s contractual management fee, actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 1^st quintile of its expense group.

The Hartford Municipal Real Return Fund

• The Board noted that the Fund’s performance was in the 1^st quintile of its performance universe for the 1-year period, the 3^rd quintile for the 3-year period and the 4^th quintile for the 5-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period and in line with its benchmark for the 3- and 5-year periods.

• The Board noted that the Fund’s contractual management fee and actual management fee were in the 2^nd quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 1^st quintile.

Hartford Municipal Short Duration Fund

• The Board noted that the Fund’s performance was in the 5^th quintile of its performance universe for the 1-year period. The Board also noted that the Fund’s performance was in line with its benchmark for the 1-year period.

• The Board noted that the Fund’s contractual management fee and its actual management fee were in the 1^st quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 3^rd quintile.

The Hartford Quality Bond Fund

• The Board noted that the Fund’s performance was in the 5^th quintile of its performance universe for the 1-year period and the 3^rd quintile for the 3-year period. The Board also noted that the Fund’s performance was in line with its benchmark for the 1-year period and above its benchmark for the 3-year period. The Board considered that, in response to questions concerning the Fund’s performance, HFMC stated that it has confidence in the Fund’s portfolio management team and investment strategy.

• The Board noted that the Fund’s contractual management fee was in the 4^th quintile of its expense group, while its actual management fee and its total expenses (less 12b-1 and shareholder service fees) were in the 5^th quintile. In considering the Fund’s expenses, the Board noted the shareholder savings expected to result from a permanent fee reduction, which would be implemented in 2017.

The Hartford Short Duration Fund

• The Board noted that the Fund’s performance was in the 2^nd quintile of its performance universe for the 1-year period and the 1^st quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3- and 5-year periods. The Board noted that certain changes had recently been made to the Fund’s principal investment strategy.

• The Board noted that the Fund’s contractual management fee was in the 2^nd quintile of its expense group, while its actual management fee was in the 3^rd quintile and its total expenses (less 12b-1 and shareholder service fees) were in the 4^th quintile.

The Hartford Strategic Income Fund

• The Board noted that the Fund’s performance was in the 2^nd quintile of its performance universe for the 1-year period and the 3^rd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3- and 5-year periods. The Board noted that certain changes had recently been made to the Fund’s principal investment strategy.

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Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

• The Board noted that the Fund’s contractual management fee and its total expenses (less 12b-1 and shareholder service fees) were in the 2^nd quintile of its expense group, while its actual management fee was in the 1^st quintile.

The Hartford Total Return Bond Fund

• The Board noted that the Fund’s performance was in the 1^st quintile of its performance universe for the 1-year period, the 3^rd quintile for the 3-year period and the 2^nd quintile for the 5-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3- and 5-year periods. The Board noted that certain changes had recently been made to the Fund’s principal investment strategy.

• The Board noted that the Fund’s contractual management fee was in the 1^st quintile of its expense group, while its actual management fee and its total expenses (less 12b-1 and shareholder service fees) were in the 3^rd quintile.

The Hartford World Bond Fund

• The Board noted that the Fund’s performance was in the 4^th quintile of its performance universe for the 1-year period and the 2^nd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3- and 5-year periods. The Board noted recent changes to the Fund’s portfolio management team. The Board also noted that certain changes had recently been made to the Fund’s principal investment strategy.

• The Board noted that the Fund’s contractual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 5^th quintile of its expense group, while its actual management fee was in the 4^th quintile. In considering the Fund’s expenses, the Board noted the shareholder savings expected to result from a change in the breakpoints in the management fee schedule and the sub-advisory fee schedule for the Fund, which would be implemented in 2017.

* * * *

Based upon its review of these various factors, among others, the Board concluded that it is in the best interests of each Fund and its shareholders for the Board to approve the Agreements for an additional year. In reaching this decision, the Board did not assign relative weights to the factors discussed above or deem any one or group of them to be controlling in and of themselves. In connection with their deliberations, the Independent Directors met separately in executive session on several occasions, with independent legal counsel and the Consultant, to review the relevant materials and consider their responsibilities under relevant laws and regulations.

370

Hartford Funds - Fixed Income Funds

Additional Information Regarding the Fund’s New Transfer Agency Fee (Unaudited – Not Part of the Annual Report)

Effective November 1, 2017, The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each a “Company”), on behalf of its respective funds listed in the table below (each a “Fund”), entered into an Amended and Restated Transfer Agency and Service Agreement (“Agreement”) with Hartford Administrative Services Company (“HASCO”). Effective November 1, 2017, under the terms of the Agreement, each Fund pays HASCO a transfer agency fee payable monthly based on the costs of providing or overseeing transfer agency services provided to such Fund. Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to Boston Financial Data Services, Inc. (“BFDS”) (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and BFDS (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the applicable Company’s Board of Directors (“Board”); (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin. Effective November 1, 2017 through February 28, 2019, HASCO has also contractually agreed to waive and/or reimburse a portion of the transfer agency fee to the extent necessary to maintain the transfer agency fees as follows: 0.25% (Class A), 0.25% (Class T), 0.25% (Class C), 0.20% (Class I), 0.02% (Class R3), 0.02% (Class R4), 0.02% (Class R5), and 0.06% (Class Y). HASCO has also contractually agreed to reimburse all transfer agency fees for each of Class R6 and Class F shares until February 28, 2018, and thereafter, has agreed to waive and/or reimburse a portion of the transfer agency fee to the extent necessary to maintain the transfer agency fee at 0.004% of the average daily net assets for each of Class R6 and Class F shares through February 28, 2019. Each contractual arrangement, except the reimbursement of the entire transfer agency fee for Class R6 and Class F, will automatically renew for one-year terms thereafter unless HASCO provides written notice of termination prior to start of the next term or upon approval of the applicable Board.

If this new arrangement were in place during the fiscal year ended October 31, 2017, the effective rate of compensation paid to HASCO for transfer agency services after waivers and/or reimbursements as a percentage of each Class’ average daily net assets would have been as follows:

Fund	Class A			Class C			Class F			Class I			Class R3			Class R4			Class R5			Class R6			Class Y
Hartford Emerging Markets Local Debt Fund		0.17	%		0.23	%		0.00	%		0.07	%		0.02	%		0.02	%		0.02	%		N/A			0.03	%
Hartford Floating Rate Fund		0.09	%		0.08	%		0.00	%		0.06	%		0.02	%		0.02	%		0.02	%		N/A			0.04	%
Hartford Floating Rate High Income Fund		0.09	%		0.09	%		0.00	%		0.07	%		0.02	%		0.02	%		0.02	%		N/A			0.04	%
Hartford High Yield Fund		0.17	%		0.12	%		0.00	%		0.12	%		0.02	%		0.02	%		0.02	%		N/A			0.03	%
Hartford Inflation Plus Fund		0.17	%		0.12	%		0.00	%		0.13	%		0.02	%		0.02	%		0.02	%		N/A			0.06	%
Hartford Municipal Income Fund		0.06	%		0.03	%		0.00	%		0.02	%		N/A			N/A			N/A			N/A			N/A
Hartford Municipal Opportunities Fund		0.04	%		0.05	%		0.00	%		0.05	%		N/A			N/A			N/A			N/A			N/A
Hartford Municipal Real Return Fund		0.06	%		0.06	%		0.00	%		0.05	%		N/A			N/A			N/A			N/A			0.06	%
Hartford Municipal Short Duration Fund		0.04	%		0.03	%		0.00	%		0.02	%		N/A			N/A			N/A			N/A			N/A
Hartford Quality Bond Fund		0.12	%		0.16	%		0.00	%		0.09	%		0.02	%		0.02	%		0.02	%		N/A			0.00	%
Hartford Short Duration Fund		0.15	%		0.11	%		0.00	%		0.08	%		0.02	%		0.02	%		0.02	%		N/A			0.00	%
Hartford Strategic Income Fund		0.15	%		0.11	%		0.00	%		0.11	%		0.02	%		0.02	%		0.02	%		0.00	%		0.00	%
Hartford Total Return Bond Fund		0.14	%		0.17	%		0.00	%		0.17	%		0.02	%		0.01	%		0.02	%		0.00	%		0.02	%
Hartford World Bond Fund		0.13	%		0.10	%		0.00	%		0.13	%		0.02	%		0.02	%		0.02	%		0.00	%		0.06	%

371

THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

Customer Privacy Notice

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and

protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

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b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

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and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

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as required by law.

We only disclose Personal Health Information with:

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b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

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d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

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b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates, to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Archway 60 R, LLC; Business Management Group, Inc.; DMS R, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC (Delaware); FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford HLS Series Fund II, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life Private Placement, LLC; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Series Fund, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; HDC R, LLC .; Heritage Holdings, Inc.; HIMCO Distribution Services Company; HIMCO Variable Insurance Trust; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex Class B, LLC; ; Lanidex R, LLC (Delaware); Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; Northern Homelands Company; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2017

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced herein are sub-advised by Wellington Management Company LLP. HFD and HFMC are not affiliated with the Funds’ sub-adviser.

MFAR-FI17 12/17    204303    Printed in U.S.A.

A MESSAGE FROM THE PRESIDENT

Dear Fellow Shareholders:

Thank you for investing in Hartford Funds. The following is the Funds’ Annual Report, covering the period from November 1, 2016 through October 31, 2017.

Market Review

During the 12 months ended October 31, 2017, U.S. stocks, as measured by the

S&P 500 Index,¹ kept an upward trajectory. During this period, the S&P 500 Index generated a 23.6% total return, hitting another record high in late October.

The primary drivers of market progress during the period were slow, yet steady growth, positive corporate earnings, and positive job reports. These market conditions have served as the basis of the U.S. Federal Reserve’s (Fed) interest-rate hike cycle that began in December 2015 and continued through June 2017, when short-term rates rose by 0.25% to a range of 1% to 1.25%. At the time of this writing, consensus expectations were for a continued gradual increase in interest rates throughout 2018, which should help markets better digest and account for such changes.

Going forward, politics both at home and abroad are likely to continue playing a key role in driving market movements. Congress has approved a budget resolution for the new fiscal year and pushed back the deadline to lift the debt ceiling in an effort to tie federal funding for disaster relief to the bills following three major hurricanes. Uncertainty surrounding healthcare and tax reform remain. Additionally, concerns about possible nuclear action from North Korea may be contributing to market uncertainty.

In Europe, while Macron’s victory in France was viewed as market-friendly, uncertainty remains, for example, with respect to Britain’s “Brexit” undertaking to leave the European Union, which could influence markets or cause an uptick in volatility.

We encourage you to maintain a strong relationship with your financial advisor, who can help guide you through shifting markets confidently. He or she can help you proactively build a portfolio that takes market uncertainty into account, along with your unique investment goals and risk tolerances. Your advisor can help you find a fit within our family of funds as you work toward those goals.

Thank you again for investing in Hartford Funds. For the most up-to-date information on our funds, please take advantage of all the resources available at hartfordfunds.com.

James Davey

President

Hartford Funds

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

The index is unmanaged and not available for direct investment. Past performance is not indicative of future results.

Hartford Schroders Funds

Table of Contents

Fund Performance and Manager Discussions (Unaudited)	2
Expense Examples (Unaudited)	35
Financial Statements:
Schedules of Investments:
Hartford Schroders Emerging Markets Debt and Currency Fund	40
Hartford Schroders Emerging Markets Equity Fund	46
Hartford Schroders Emerging Markets Multi-Sector Bond Fund	50
Hartford Schroders Global Strategic Bond Fund	56
Hartford Schroders International Multi-Cap Value Fund	68
Hartford Schroders International Stock Fund	81
Hartford Schroders Tax-Aware Bond Fund	85
Hartford Schroders US Small Cap Opportunities Fund	92
Hartford Schroders US Small/Mid Cap Opportunities Fund	96
Statements of Assets and Liabilities	100
Statements of Operations	108
Statements of Changes in Net Assets	116
Financial Highlights	120
Notes to Financial Statements	127
Report of Independent Registered Public Accounting Firm	165
Directors and Officers (Unaudited)	166
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records (Unaudited)	174
Quarterly Portfolio Holdings Information (Unaudited)	174
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited)	175
Additional Information Regarding the Fund’s New Transfer Agency Fee	181

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

Hartford Schroders Emerging Markets Debt and Currency Fund (Unaudited) inception 12/15/2011

(sub-advised by Schroder Investment Management North America Inc. and its secondary sub-adviser, Schroder Investment Management North America Limited) Investment objective – The Fund seeks to generate positive total returns over the long term regardless of market conditions.

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		Since Inception1
Class A2		2.84%		1.81%		1.55%
Class A3		-1.78%		0.88%		0.76%
Class C2		2.16%		1.85%		1.62%
Class C3		1.16%		1.85%		1.62%
Class I2		3.24%		2.06%		1.80%
Class Y2		3.24%		2.06%		1.80%
Class F2		3.34%		2.08%		1.82%
Class SDR2		3.33%		2.14%		1.87%
3-Month USD Fixed LIBOR		1.87%		0.45%		0.49%

¹  Inception: 12/15/2011

²  Without sales charge

³  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which

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

Performance prior to 10/24/16 for Class A and Class I shares reflects the historical performance, fees and expenses of the then-existing Advisor and Investor Class shares, respectively, of the Schroder Absolute Return EMD and Currency Fund (the “Predecessor Fund”), which commenced operations on 12/15/11. Class C and Class Y shares commenced operations on 10/24/16. Performance prior to 10/24/16 for Class C and Class Y shares reflects the performance, fees and expenses of the Predecessor Fund’s Investor Class shares. Performance prior to 10/24/16 for Class SDR shares reflects the performance, fees and expenses of the then-existing Class R6 shares of the Predecessor Fund and, prior to 12/30/14, the inception date of the then-existing Class R6 shares, the Investor Class shares of the Predecessor Fund. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

3-Month USD Fixed LIBOR (reflects no deduction for fees, expenses or taxes) gives an indication of the interest rate at which a panel of selected banks borrow U.S. dollar funds from one another with a maturity of three months.

The returns disclosed for the 3-Month USD Fixed LIBOR reflect the returns of the ICE BofAML US Dollar 3-Month Deposit Offered Rate Constant Maturity.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, and may reflect historical expenses waivers/reimbursements from the Predecessor Fund’s investment adviser, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectuses.

2

Hartford Schroders Emerging Markets Debt and Currency Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Emerging Markets Debt and Currency Class A		1.40%		1.49%
Emerging Markets Debt and Currency Class C		2.15%		2.24%
Emerging Markets Debt and Currency Class I		1.15%		1.18%
Emerging Markets Debt and Currency Class Y		1.05%		1.12%
Emerging Markets Debt and Currency Class F		1.00%		1.07%
Emerging Markets Debt and Currency Class SDR		1.00%		1.07%

* Expenses as shown in the Fund’s most recent prospectuses. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses remain in effect until October 24, 2018 and transfer agency fees remain in effect until February 28, 2018 and each automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

How did the Fund perform during the period?

The Class A shares of the Hartford Schroders Emerging Markets Debt and Currency Fund returned 2.84%, before sales charge, for the twelve-month period ended October 31, 2017, outperforming 3-Month USD Fixed LIBOR, which can be used to compare Fund performance, which returned 1.87% for the same period. The Fund seeks to generate positive total returns over the long term regardless of market conditions. The Fund does not seek to outperform a specific securities benchmark, and therefore will not be managed to this, or any, specific benchmark. The Fund underperformed the 6.66% average return of the Lipper Absolute Return Funds peer group, a group of funds with investment objectives similar to those of the Fund, during the period.

Why did the Fund perform this way?

The domestic trends in a number of Emerging Markets (EM) were broadly favourable during the period. The disinflation trend continued to persist in Brazil, Russia and Indonesia which allowed central banks in these countries to continue to cut rates. In this context local debt markets performed relatively well. However, the positive trends highlighted above for a number of local debt and currency markets were eclipsed at times by uncertainties relating to the future direction of monetary and fiscal policy in the U.S.; as well as by the flare ups in geopolitical tensions with North Korea.

The encouraging macro-economic adjustments seen in a number of EM countries were increasingly clear during the period. These events, along with the reforms and changes in leadership being achieved in some countries, meant that a classic ‘EM Post Crisis’ recovery prevailed. However, recent events have added further evidence to support our belief that an active and flexible approach may be necessary to get the best risk adjusted returns from this current investment opportunity. In our view, the outlook for global economic activity remains clouded by the tightening in monetary conditions in developed economies and by the apparent resolve of

the Chinese authorities to tackle the unsustainably high level of leverage in the nation’s financial system. Certain measures of global credit have already experienced a sharp deceleration, which may jeopardise the sustainability of the global cyclical recovery.

Carefully selected EM currency and local government bond exposures in our favoured countries contributed to the positive performance over the period, which helped the Fund generate a positive absolute return.

2017 has seen both currency and duration exposures in the Fund’s favoured countries (such as Brazil, Russia, Indonesia and Argentina) contribute towards a solid positive absolute performance for the Fund for the period. Credit has not played a part in return generation given the Fund’s limited exposure to that sector. Our focus remained firmly on local government debt markets in Argentina, Brazil, Mexico, Indonesia, Russia and South Africa. Eastern European currencies also remained a large core exposure in the Fund for much of the period. In particular, the Fund benefited from the continued rally experienced by the Mexican peso and from the strong recovery in Brazilian local bonds and currency, which recouped all the losses suffered during the sell-off caused by the revelations in May of the corruption allegations against President Temer. In September, EM bonds and currencies initially showed good resilience in the face of the confirmation by the U.S. Federal Reserve of its determination to pursue its monetary normalisation process. However, in the final week of September, EM currencies weakened at the start of what was to be a period of poor seasonality for risk assets in general. Towards the end of October, overall fund duration was cut and currency exposure reduced to 65% from its peak of around 80%. During the period, the Fund used currency forwards to gain or hedge currency exposures. During the period, such transactions had a very moderately negative impact on performance. No other derivative instruments were used during the reporting period.

3

Hartford Schroders Emerging Markets Debt and Currency Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

What is the outlook?

We believe the volatility seen late in the reporting period in fixed income and currency markets should provide good buying opportunities. We believe the recovery in carefully selected EM local bonds and currencies, which began at the beginning of 2016, has much further to go.

Through the comprehensive investment research undertaken by the Fund’s team; we have identified a selection of emerging countries offering what we believe to be both cheap valuations and improving fundamentals – something not seen for many years across the asset class in general. In our view, much of this underlying strong recovery should continue to be driven by restored competitiveness, improving external accounts and abating inflationary pressures. Broadly speaking, we believe there is a lot of value in EM local investments, as many have devalued significantly in the last five years and as local rates are now relatively high compared to developed markets.

With further evidence that the conditions are in place for the U.S. Federal Reserve to continue its process of monetary policy normalisation, we believe that pressures on bond markets both in EM and globally are likely to intensify in the coming five years. In our view, EM hard currency debt should be avoided for this reason, as this sector currently offers very low yields, poor liquidity and it could suffer badly from its high sensitivity to U.S. Treasury bond yields. Exposure to this sector may purposely be kept to very minimal levels until an opportunity presents itself.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability. The Fund is non-diversified, so it may be more exposed to the risks associated

with individual issuers than a diversified fund. The Fund may be adversely affected when certain large shareholders purchase or redeem large amounts of shares of the Fund.

Composition by Security Type

as of October 31, 2017

Category	Percentage of Net Assets
Fixed Income Securities
Corporate Bonds		1.9	%
Foreign Government Obligations		33.5
Total		35.4	%
Short-Term Investments		64.6
Other Assets & Liabilities		0.0	%*
Total		100.0	%

* Percentage rounds to zero.

4

Hartford Schroders Emerging Markets Equity Fund (Unaudited) inception 03/31/2006

(sub-advised by Schroder Investment Management North America Inc. and its secondary sub-adviser, Schroder Investment Management North America Limited) Investment objective – The Fund seeks capital appreciation.

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
Class A1		29.83%		5.40%		0.96%
Class A2		22.72%		4.21%		0.39%
Class C1		29.00%		5.45%		1.07%
Class C2		28.00%		5.45%		1.07%
Class I1		30.14%		5.65%		1.17%
Class R31		29.87%		5.59%		1.14%
Class R41		29.86%		5.59%		1.14%
Class R51		30.26%		5.65%		1.17%
Class Y1		30.45%		5.68%		1.18%
Class F1		30.14%		5.65%		1.17%
Class SDR1		30.32%		5.73%		1.20%
MSCI Emerging Markets Index (Net)		26.45%		4.83%		0.60%
MSCI Emerging Markets Index (Gross)		26.91%		5.21%		0.93%

¹  Without sales charge

²  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Performance prior to 10/24/16 for Class A and Class I shares reflects the historical performance, fees and expenses of the then-existing Advisor and Investor Class shares, respectively, of the Schroder Emerging Market Equity Fund (the “Predecessor Fund”). Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16. Performance prior to 10/24/16 for Class C, Class R3, Class R4, Class R5, and Class Y shares reflects the performance, fees and expenses of the Predecessor Fund’s Investor Class shares. Performance prior to 10/24/16 for Class SDR shares reflects the performance, fees and expenses of the then-existing Class R6 shares of the Predecessor Fund and, prior to 12/30/14, the inception date of the then-existing Class R6 shares, the Investor Class shares of the Predecessor Fund. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

Effective 3/1/17, the Fund changed its benchmark from the MSCI Emerging Markets Index (Gross) to the MSCI Emerging Markets Index (Net). Hartford Funds Management Company, LLC, the investment manager, believes that the net version of the benchmark better reflects potential tax consequences for the Fund.

MSCI Emerging Markets Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a free float-adjusted market capitalization-weighted index that is designed to measure equity market performance in the global emerging markets, consisting of 24 emerging markets.

MSCI Emerging Markets Index (Gross) (reflects no deduction for fees, expenses or taxes) is a free float-adjusted market capitalization-weighted index that is designed to measure equity market performance in the global emerging markets, consisting of 24 emerging markets.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, and may reflect historical expenses waivers/reimbursements from the Predecessor Fund’s investment adviser, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectuses.

5

Hartford Schroders Emerging Markets Equity Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Emerging Markets Equity Class A		1.45%		1.45%
Emerging Markets Equity Class C		2.20%		2.20%
Emerging Markets Equity Class I		1.27%		1.30%
Emerging Markets Equity Class R3		1.81%		1.81%
Emerging Markets Equity Class R4		1.51%		1.51%
Emerging Markets Equity Class R5		1.21%		1.21%
Emerging Markets Equity Class Y		1.15%		1.15%
Emerging Markets Equity Class F		1.10%		1.10%
Emerging Markets Equity Class SDR		1.10%		1.10%

* Expenses as shown in the Fund’s most recent prospectuses. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses remain in effect until October 24, 2018 and transfer agency fees remain in effect until February 28, 2018 and each automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

How did the Fund perform during the period?

The Class A shares of the Hartford Schroders Emerging Markets Equity Fund returned 29.83%, before sales charge, for the twelve-month period ended October 31, 2017 compared to the Fund’s benchmark, the MSCI Emerging Markets Index (Net) which returned 26.45%. The Fund also outperformed the 22.68% average return of the Lipper Emerging Markets Funds peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

Global equities registered a strong gain over the twelve-month period as global growth accelerated. The election of Donald Trump as U.S. President in November 2016 led financial markets to price in the prospect of reflation (i.e., a fiscal policy designed to expand a country’s output). This was in anticipation that the new administration’s plan for U.S. fiscal stimulus would lead to stronger U.S. growth. However, expectations for the scale and timing of fiscal expansion were subsequently reduced. Combined with an easing in trade policy concerns and decreased risk of more aggressive monetary policy tightening, this led the U.S. dollar to reverse its strong post-election gains. The U.S. Federal Reserve (Fed) continued to gradually normalise monetary policy, raising its headline rate by a total of 0.75% over the period to 1.25%. It announced plans for quantitative tightening (QT) in September 2017. Other major global central banks maintained accommodative monetary policy, albeit the European Central Bank (ECB) announced a reduction in the scale of its quantitative easing (QE) program at the end of the period. U.S. dollar weakness and a synchronous pickup in in global growth were supportive of emerging markets (EM) equities. The MSCI Emerging Markets Index (Net) recorded a robust return of 26.45% over the twelve-month period and outperformed the MSCI World Index which returned 22.77%.

Emerging European equities were among the best performing markets. A pick-up in global growth combined with the election of centrist leaders in France, the Netherlands and Germany all proved supportive. Against this backdrop the markets of Poland and Hungary posted strong gains and outperformed the MSCI Emerging Markets Index (Net). Korea also benefited from faster global growth, with Technology equities, in particular semiconductor manufacturers, underpinning gains.

China outperformed the MSCI Emerging Markets Index (Net) as macroeconomic data stabilized and concern over U.S. protectionist measures eased. Gross Domestic Product (GDP) growth modestly increased and was 6.8% year-on-year in the third quarter of 2017, showing minimal impact from the government’s moves to selectively tighten credit and tackle financial sector risks. Measures to tighten short-term interest rates, coupled with U.S. dollar weakness, also served to ease pressure on the capital account.

A recovery in commodity prices, supported in part by stronger growth in China, was beneficial for a number of Latin American markets; notably Chile and Peru. In Chile, the market was also boosted by opinion polls which indicated a lead for centre-right candidate, Sebastián Piñera, ahead of a presidential election in November 2017.

In contrast, those markets most sensitive to global liquidity tightening underperformed. This was in part given declines at the end of the period when the Fed confirmed plans for QT and the dollar appreciated. Turkey, South Africa, Indonesia and Malaysia all finished in positive territory but lagged wider EM. Mexico also underperformed the MSCI Emerging Markets Index (Net) amid concern over U.S. trade policy under the Trump administration, in particular the future of the North American Free Trade Agreement (NAFTA), and due to domestic politics. This led to some volatility in

6

Hartford Schroders Emerging Markets Equity Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

the peso. Qatar posted a negative return and was among the weakest performing countries within the MSCI Emerging Markets Index (Net). Qatar’s market declined following the imposition of an economic and diplomatic blockade by neighbouring countries, notably Saudi Arabia, in June. Egypt, which devalued its currency early in the period, and Pakistan, which was added to the MSCI Emerging Markets Index (Net) in June 2017, were the weakest performing markets within the index.

The Fund outperformed relative to the MSCI Emerging Markets Index (Net) over the reporting period, with country allocation and stock selection supporting excess returns.

From a country perspective, the underweight to South Africa and the overweight to Korea were the key contributors to relative performance. A zero-weight to Malaysia and the underweights to Indonesia and Mexico also worked well.

At a stock level, selection in Russia accounted for the largest proportion of excess returns. This included the overweight to Sberbank and off-benchmark holdings in internet company Mail.Ru Group and supermarket operator X5 Retail Group. Selection in Korea was positive, in particular the overweights to Samsung Electronics and NCsoft. Elsewhere, selection in Taiwan contributed positively, notably the overweight holdings in Hon Hai Precision Industry and Taiwan Semiconductor Manufacturing Company. Conversely, stock selection in Poland was negative and included the overweight to Bank Pekao. Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

The key drivers of the rally in EM equities from January 2017 to the end of the period have faded somewhat, given a modest consolidation in the U.S. dollar and stabilization in the recovery of global trade. The commencement of QT in the U.S. and the announcement of tapering from the ECB have also been factors in a relative ‘pause for breath’ in markets. However, the process of stimulus withdrawal is expected to be gradual with policymakers likely to exercise a high degree of caution. This considered, there is therefore a reasonable expectation that the ‘Goldilocks’ scenario of modest growth and subdued inflation can continue to provide a supportive external environment for EM. That said, we are mindful of the potential ramifications stemming from the risk of more protectionist U.S. trade policy. This could come to the fore should U.S. tax proposals fail, as the Republican Party will be under pressure to deliver some campaign pledges ahead of mid-term elections in late 2018.

We believe that the long-term outlook for EM remains positive and fundamentals are firm. From a valuation perspective, EM trades in line with its historical average on an aggregate price-to-book basis, but looking beyond the aggregate we believe there are many

attractive opportunities. Global growth is supportive and there is potential for an ongoing uplift in return-on-equity as an improving top-line and prior capital expenditures discipline drive positive operating leverage. Chinese economic momentum is slowing from high levels, but the recent Party Congress emphasized a welcome focus on the quality of growth and addressing structural risk. Russia and Brazil continue on a path of economic recovery and other commodity linked economies are moving through the adjustment phase and benefiting from firming commodity prices. On a relative basis the MSCI Emerging Markets Index (Net) trades on 12.8x price-to-earnings ratio, a discount of 24% compared to the MSCI World Index. Furthermore, we continue to think there is a bias for U.S. dollar weakness on a medium-term basis and that EM currencies, excluding the Chinese renminbi, are undervalued.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. Small- and mid-cap securities can have greater risk and volatility than large-cap securities. Investments in Equity Linked Notes (ELN) are subject to interest, credit, management, counterparty, liquidity, and market risks and, as applicable, foreign security and currency risks. The Fund may be adversely affected when certain large shareholders purchase or redeem large amounts of shares of the Fund.

Composition by Sector

as of October 31, 2017

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		9.0	%
Consumer Staples		6.7
Energy		7.6
Financials		26.9
Health Care		0.2
Industrials		2.9
Information Technology		32.8
Materials		6.1
Real Estate		0.9
Telecommunication Services		4.6
Utilities		1.4
Total		99.1	%
Short-Term Investments		1.1
Other Assets & Liabilities		(0.2	)
Total		100.0	%

7

Hartford Schroders Emerging Markets Equity Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

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

Composition by Currency

as of October 31, 2017

Description	Percentage of Net Assets
Brazilian Real		4.0	%
British Pound		0.2
Chilean Peso		0.4
Egyptian Pound		0.2
Euro		0.9
Hong Kong Dollar		22.8
Hungarian Forint		2.1
Indian Rupee		4.5
Mexican Peso		0.0	*
Pakistani Rupee		0.4
Polish Zloty		2.5
Singapore Dollar		0.2
South African Rand		2.7
South Korean Won		19.4
Taiwanese Dollar		11.7
Thai Baht		2.0
Turkish Lira		1.3
United Arab Emirates Dirham		0.9
United States Dollar		24.0
Other Assets & Liabilities		(0.2	)
Total		100.0	%

* Percentage rounds to zero.

8

Hartford Schroders Emerging Markets Multi-Sector Bond Fund (Unaudited) inception 06/25/2013

(sub-advised by Schroder Investment Management North America Inc.) Investment objective – The Fund seeks to provide a return of long-term capital growth and income.

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		Since Inception1
Class A2		8.83%		4.45%
Class A3		3.95%		3.35%
Class C2		8.01%		4.43%
Class C3		7.01%		4.43%
Class I2		9.08%		4.67%
Class R32		8.74%		4.59%
Class R42		8.88%		4.62%
Class R52		9.07%		4.66%
Class Y2		9.16%		4.68%
Class F2		9.01%		4.65%
Class SDR2		9.16%		4.76%
JP Morgan EMBI Global Diversified Index		6.32%		7.59%
JP Morgan GBI Emerging Markets Global Diversified Index		5.18%		-0.58%
JP Morgan CEMBI Broad Diversified Index		6.18%		6.37%
Emerging Markets Multi-Sector Bond Fund Blended Index		5.94%		4.48%

¹  Inception: 06/25/2013

²  Without sales charge

³  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2017, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Performance prior to 10/24/16 for Class A and Class I shares reflects the historical performance, fees and expenses of the then-existing Advisor and Investor Class shares, respectively, of the Schroder Emerging Markets Multi-Sector Bond Fund (the “Predecessor Fund”), which commenced operations on 6/25/13. Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16. Performance prior to 10/24/16 for Class C, Class R3, Class R4, Class R5, and Class Y shares reflects the performance, fees and expenses of the Predecessor Fund’s Investor Class shares. Performance prior to 10/24/16 for Class SDR shares reflects the historical performance, fees and expenses of the then-existing Class R6 shares of the Predecessor Fund and, prior to 12/30/14, the inception date of the then-existing Class R6 shares, the Investor Class shares of the Predecessor Fund. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

JP Morgan EMBI Global Diversified Index (reflects no deduction for fees, expenses or taxes) tracks total returns for US dollar denominated Brady bonds, Eurobonds, traded loans and local market debt instruments issued by sovereign and quasi-sovereign entities.

JP Morgan GBI Emerging Markets Global Diversified Index (reflects no deduction for fees, expenses or taxes) is a comprehensive global, local emerging-markets index, and consists of liquid, fixed-rate, domestic-currency government bonds.

9

Hartford Schroders Emerging Markets Multi-Sector Bond Fund (Unaudited)inception 06/25/2013

JP Morgan CEMBI Broad Diversified Index (reflects no deduction for fees, expenses or taxes) tracks total returns of US dollar denominated debt instruments issued by corporate entities in emerging markets countries.

Emerging Markets Multi-Sector Bond Fund Blended Index is calculated by Hartford Funds Management Company, LLC and represents the weighted return of 33.4% JP Morgan EMBI Global Diversified Index, 33.3% JP Morgan GBI Emerging Markets Global Diversified Index and 33.3% JP Morgan CEMBI Broad Diversified Index.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, and may reflect historical expenses waivers/reimbursements from the Predecessor Fund’s investment adviser, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectuses.

10

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Emerging Markets Multi-Sector Bond Class A		1.15%		1.16%
Emerging Markets Multi-Sector Bond Class C		1.90%		1.91%
Emerging Markets Multi-Sector Bond Class I		0.90%		0.94%
Emerging Markets Multi-Sector Bond Class R3		1.45%		1.57%
Emerging Markets Multi-Sector Bond Class R4		1.15%		1.27%
Emerging Markets Multi-Sector Bond Class R5		0.85%		0.97%
Emerging Markets Multi-Sector Bond Class Y		0.80%		0.91%
Emerging Markets Multi-Sector Bond Class F		0.75%		0.86%
Emerging Markets Multi-Sector Bond Class SDR		0.75%		0.86%

* Expenses as shown in the Fund’s most recent prospectuses. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses remain in effect until October 24, 2018 and transfer agency fees remain in effect until February 28, 2018 and each automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

How did the Fund perform during the period?

The Class A shares of the Hartford Schroders Emerging Markets Multi-Sector Bond Fund returned 8.83%, before sales charge, for the twelve-month period ended October 31, 2017, outperforming the Fund’s blended benchmark, which is comprised of the JP Morgan EMBI Global Diversified Index (33.4%), the JP Morgan GBI Emerging Markets Global Diversified Index (33.3%), and the JP Morgan CEMBI Broad Diversified Index (33.3%), which returned 5.94% for the same period. The JP Morgan EMBI Global Diversified Index, the JP Morgan GBI Emerging Markets Global Diversified Index, and the JP Morgan CEMBI Broad Diversified Index returned 6.32%, 5.18%, and 6.18%, respectively, during the period. The Fund also outperformed the 7.26% average return of the Lipper International Emerging Markets Hard Currency Debt peer group, a group of funds with investment strategies similar to those of the Fund, during the period. 

Why did the Fund perform this way?

Emerging market debt (“EMD”), as measured by the blended benchmark, provided positive returns for the twelve-month period ended October 31, 2017. For the most part, this period can be described as a virtuous cycle for emerging markets. The U.S. dollar was trending weaker, commodity prices stabilized, global trade was vibrant and synchronized, foreign exchange (FX) reserves were replenished, and emerging currencies firmed, giving central banks rooms to cut interest rates. Because of this, all three of the major sub-segments of EMD (hard currency sovereign, hard currency corporate, and local currency sovereign) posted positive, although not highly differentiated, returns over this period.

The tale of the U.S. dollar (USD) over this period has three distinct phases. In November of 2016, after the U.S. election, there was a pause in the weak U.S. dollar trend that had begun earlier that year. The buzzword on Wall Street was “reflation,” the belief that a Trump

presidency would usher in significant infrastructure spending which would give the economy a lift and strengthen the dollar. By spring, however, this narrative began to falter as mediocre economic statistics and the realities of Washington gridlock became all too apparent. The dollar then hit a recent low in August as the market expressed skepticism that the U.S. Federal Reserve (Fed) would be able to raise interest rates one more time in 2017 as it had previously indicated.

Repeated pronouncements by Fed governors towards the end of the summer as well as a noteworthy speech by Fed chair Janet Yellen, however, left little doubt that – absent a cratering of economic activity – the Fed intended to increase interest rates at its December 2017 meeting. Hence, the dollar began firming as we neared the end of this reporting period. We believe it is important to note that EMD can perform well in a steady or weakening U.S. dollar environment. It is periods like 2013 to 2015 when the dollar catapulted forward more than 25% (as measured by the U.S. Dollar Index (DXY)) that are challenging for local currency issues in our view.

From a macroeconomic perspective, the situation is still generally positive in emerging markets. Foreign exchange reserves have healed nicely for most major countries since the depths of the local currency crisis. Growth is surprising on the upside in some areas, Eastern Europe notably, and two major economies are finally coming out of recession – Brazil and Russia. Central banks are largely in an accommodative position, either neutral or still lowering rates.

Security selection in USD-denominated EMD was the largest contributor to outperformance relative to the blended benchmark during the period. Approximately two-thirds of that outperformance came from government-related issuers (both sovereigns and quasi-sovereigns), with the balance coming from corporate bonds. Local

11

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

currency allocation and selection detracted modestly from outperformance over the benchmark in the period.

Major contributors to the Fund’s outperformance relative to the blended benchmark included a few idiosyncratic government issuers – Ghana and Ukraine. Both economies are under International Monetary Fund (IMF) agreements and sovereign bonds of countries under these agreements tend to experience low volatility. Both countries are progressing well under their agreements, and the markets rewarded them with price appreciation. There were no real major detractors of performance. With respect to Colombia Telecom, the recapitalization of ColTel by the government of Colombia and Telefonica came quicker than expected. We had expected a more volatile path and perhaps reduced exposure too early. The Fund’s use of derivatives (primarily in the form of forward contracts) during the reporting period had a small positive impact on total return.

What is the outlook?

As of the end of the period, we believe the markets are signaling an expectation that the Fed will raise rates in December 2017. This is in stark contrast to late summer, when the futures markets were highly skeptical of such an event. If he is confirmed by the Senate, we expect that Fed chair nominee Jerome Powell will attempt to guide the institution to follow the intentions of the Yellen-led Fed – which would mean three further increases in 2018. Whether that actually does occur remains to be seen, of course. In a rising rate environment, we seek to downplay those EMD issuers with higher correlation to U.S. treasuries – such as single-A rated sovereign bonds – in an effort to avoid the worst of potential rate increases.

As of the end of the period there still generally exists, in our opinion, a relatively favorable environment for EMD. A key risk would be a sharp, unexpected rise in inflation that would put the Fed on the defensive. Further, a sharper slowdown in China would likely negatively affect a wide swath of EM countries dependent on trade with that country. Neither of those scenarios is currently contemplated by our base case. So we feel that the environment is in a good place for this asset class, even if it doesn’t have the obvious tailwind of a weakening U.S. dollar or interest rate cuts from several EM central banks.

Finally, as of the end of the period, the country of Venezuela and its state-run oil company, PDVSA, were teetering near default. We have believed for many months now the odds are quite high that this event will occur. As of the end of the period, the Fund did not own any bonds issued by the Venezuelan government or PDVSA. Further, as the market has anticipated this default for some time we do not think that this event alone would turn investors away from EMD or risk assets more generally.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated

objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability. The Fund is non-diversified, so it may be more exposed to the risks associated with individual issuers than a diversified fund. The Fund may be adversely affected when certain large shareholders purchase or redeem large amounts of shares of the Fund.

Composition by Security Type

as of October 31, 2017

Category	Percentage of Net Assets
Fixed Income Securities
Corporate Bonds		32.9	%
Foreign Government Obligations		61.5
Total		94.4	%
Short-Term Investments		7.0
Other Assets & Liabilities		(1.4	)
Total		100.0	%

12

Hartford Schroders Global Strategic Bond Fund (Unaudited) inception 06/23/2014

(sub-advised by Schroder Investment Management North America Inc. and its secondary sub-adviser, Schroder Investment Management North America Limited) Investment objective – The Fund seeks total return over the long term.

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		Since Inception1
Class A2		1.85%		-0.09%
Class A3		-2.70%		-1.45%
Class C2		1.13%		-0.13%
Class C3		0.15%		-0.13%
Class I2		2.03%		0.17%
Class R32		1.82%		0.07%
Class R42		2.02%		0.13%
Class R52		1.91%		0.13%
Class Y2		2.14%		0.20%
Class F2		2.14%		0.20%
Class SDR2		2.21%		0.31%
3-Month USD Fixed LIBOR		1.87%		0.58%

¹  Inception: 06/23/2014

²  Without sales charge

³  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which

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

Performance prior to 10/24/16 for Class A and Class I shares reflects the historical performance, fees and expenses of the then-existing Advisor and Investor Class shares, respectively, of the Schroder Global Strategic Bond Fund (the “Predecessor Fund”), which commenced operations on 6/23/14. Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16. Performance prior to 10/24/16 for Class C, Class R3, Class R4, Class R5, and Class Y shares reflects the performance, fees and expenses of the Predecessor Fund’s Investor Class shares. Performance prior to 10/24/16 for Class SDR shares reflects the historical performance, fees and expenses of the then-existing Class R6 shares of the Predecessor Fund and, prior to 12/19/14, the inception date of the then-existing Class R6 shares, the Investor Class shares of the Predecessor Fund. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

3-Month USD Fixed LIBOR (reflects no deduction for fees, expenses or taxes) gives an indication of the interest rate at which a panel of selected banks borrow U.S. dollar funds from one another with a maturity of three months.

The returns disclosed for the 3-Month USD Fixed LIBOR reflect the returns of the ICE BofAML US Dollar 3-Month Deposit Offered Rate Constant Maturity.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, and may reflect historical expenses waivers/reimbursements from the Predecessor Fund’s investment adviser, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectuses.

13

Hartford Schroders Global Strategic Bond Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Global Strategic Bond Class A		1.04%		1.12%
Global Strategic Bond Class C		1.86%		1.87%
Global Strategic Bond Class I		0.79%		0.89%
Global Strategic Bond Class R3		1.41%		1.50%
Global Strategic Bond Class R4		1.11%		1.20%
Global Strategic Bond Class R5		0.81%		0.90%
Global Strategic Bond Class Y		0.76%		0.84%
Global Strategic Bond Class F		0.64%		0.79%
Global Strategic Bond Class SDR		0.64%		0.79%

* Expenses as shown in the Fund’s most recent prospectuses. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses remain in effect until October 24, 2018. Contractual reimbursements on transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

How did the Fund perform during the period?

The Class A shares of the Hartford Schroders Global Strategic Bond Fund returned 1.85%, before sales charge, for the twelve-month period ended October 31, 2017, underperforming the Fund’s benchmark, 3-Month USD Fixed LIBOR (the “Index”), which returned 1.87% for the same period. The Fund underperformed the 4.75% average return of the Lipper Alternative Credit Focus Funds peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

The challenge for fixed income investors over the last twelve-months has arguably been to reconcile positive growth and upside risks to consumer inflation with low yields and low realized wage growth. This obstacle has not dissuaded central banks from edging towards the removal of policy accommodation.

Having increased rates in December 2016, as well as in March and June 2017, the U.S. Federal Reserve (Fed) announced it will commence the reduction of its balance sheet at a rate of $10 billion a month starting in October 2017. Towards the end of the period the European Central Bank (ECB) announced they would begin tapering their bond purchases as part of their quantitative easing (QE) program, which were halved to €30 billion a month, but extended to September 2018.

The Bank of England (BoE) increasingly talked about rate rises, although amid slowing growth and unconstructive negotiations regarding the United Kingdom’s (U.K.) departure from the European Union (Brexit), markets were little moved initially. However, with inflation data coming in significantly above target, BoE Governor Carney and a number of members of the Monetary Policy Committee gave ever firmer indications that a rate increase was under

discussion. This precipitated a sharp increase in U.K. government bond yields towards the end of the period.

Aggregate global bond yields increased in the U.S., Europe and U.K. over the period, with demand for corporate and emerging market assets continuing to support prices for these assets. This demand helped to keep a cap on market volatility, with fixed income market yields struggling to break out of historical patterns over the period. We believe the new challenge for investors is therefore to understand what will be the catalyst to break out of recent ranges.

During the twelve-month period under review, the Fund generated positive absolute returns with active rates and credit strategies contributing most to performance.

Bond yields have increased on the back a mixture of higher political and interest rate uncertainty in the last year. The first six months of the period were driven by the market’s appraisal of the U.S. election outcome in the fourth quarter of 2016. Anticipation of expansive U.S. fiscal policy and protectionist trade stance contributed positively to the increased demand for risky assets, such as credit and equities, which continued into the first quarter of 2017. A negative view on government bond markets and long inflation exposure, expressed primarily through the U.S. rates and the inflation markets contributed positively to returns. As did long U.S. dollar denominated corporates, which continued to support returns throughout the rest of 2017 in a positive environment for credit.

However, a lack of tangible pro-growth policies in the U.S. left the market questioning the ability of the new administration to further support the positive growth trajectory of the U.S. As a result expectations of higher inflation and higher yields began to be pared back in the U.S. during the second quarter 2017. The pull back from

14

Hartford Schroders Global Strategic Bond Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

trade protectionism also supported emerging market assets, which like corporate bonds boosted performance during the last 12 months.

The second quarter also brought political challenges in the United Kingdom. The snap election in June increased the uncertainty around the U.K.’s ability to negotiate ‘Brexit.’ Accordingly, June marked the low point for U.K. government bond yields, which had declined since January as the market anticipated ‘lower for longer’ policy from the Bank of England. This trend was a positive for portfolio performance. However, the valuation of sterling increased as the market expected a ‘softer’ Brexit from a political perspective. Sterling rallied during that period, particularly versus the U.S. dollar, which had a negative impact on returns given the portfolio’s short sterling position versus both the euro and the U.S. dollar.

Continued political uncertainty in the third quarter of 2017 was joined by global central banks signalling an intention to begin removing policy accommodation. The net outcome over the quarter was a shift in sentiment towards tighter policy, albeit the only concrete policy announcement came from the U.S. Federal Reserve and its confirmation of the balance sheet reduction. Anticipation of the announcement was likely a contributing factor in the upwards move in yields in September, which reversed the narrowing seen in August. Prior to this, markets had arguably been underestimating the pace of tightening. Higher U.S. yields were positive for performance later in the quarter having been a headwind to returns previously.

In the U.K. the change in tone from the Bank of England indicating their readiness to increase rates occurred against a backdrop of above target inflation and low unemployment, leading to a significant increase in U.K. government bond yields and a rally in sterling against both the euro and the dollar that detracted from returns. In Europe shortly thereafter the tapering of ECB monetary accommodation helped spur a divergence in U.S. and European yields with higher bond yields in the U.S. in absolute and relative terms versus Europe, where core and peripheral yields, Italy in particular, contracted as the ECB left open the possibility that the QE program could be increased again if needed. As U.S. yields increased in absolute and relative terms vs other global bond markets rates strategies ended the period on a positive note.

Over the period derivatives were used primarily in implementing our interest rate and currency views, as well as to buy protection against adverse movements in the credit markets in more volatile periods at the start of 2017. Derivatives form part of our active strategy and were used in conjunction with other assets to target specific sources of return. An example would be U.S. inflation expectations, where we want to buy U.S. treasury inflation-protected securities (“TIPS”), but do not want to hold interest rate risk. This was achieved by buying U.S. 10 year TIPS and hedging interest rate risk with derivatives. Overall derivatives contributed positively to Fund performance.

What is the outlook?

A defining characteristic of markets in 2017 has been that despite a trend towards less accommodation from central banks, volatility continued to decline. We are seeing the initialization of the unwinding of the abundance of global central bank liquidity.

We believe that the most likely path remains a gradual pace of tightening and stimulus withdrawal, but as inflation and monetary policy normalise, volatility is likely to rise. Tantrum-type episodes (i.e. a swift market repricing) are a more significant risk. One investment implication of this is to avoid crowded trades (e.g., trades conducted by many investors), particularly those investors have been drawn to in an increasingly challenging search for yield. We believe crowded trades are particularly vulnerable to a global repricing of risk and lower liquidity.

A key consideration moving forward is that central banks appear to have become more prepared to surprise markets. Both the Bank of Canada (BoC) and BoE have displayed such tendencies over the summer of 2017. This is potentially exacerbated by markets that seemingly remain behind the curve in terms of the shifting global policy regime.

Inflation globally may begin to normalise, as strong growth reduces global slack, but, absent an upside inflation surprise, aggressive tightening by central banks seems unlikely. Broadly, the collective stance of central banks seems to now comprise greater tolerance for volatility and asset price weakness, but intolerance for significant dislocations.

The prospect of a large fiscal easing program from the Trump administration has recently been gaining momentum and is a potential source of volatility. We believe that a tax package is ultimately likely to be delivered given the political incentives and could potentially dis-anchor inflation expectations, but it is likely to be a complicated and protracted process.

The current U.S. economic expansion is already above average in terms of its duration relative to history. We believe there is little evidence to be concerned over the possibility of recession, but given the degree of uncertainty abroad, it is a risk which bears vigilant monitoring. Furthermore, in our view, the risk posed by a rapid increase in inflation expectations is that central banks would be obliged to counter with tighter policy, resulting in a negative scenario for risk assets.

Given what we perceive to be the likely rise in volatility and unattractive valuations in many assets, portfolio construction and balancing risks is critical. We plan to actively manage the overall duration stance and exposure to major developed global bond markets in terms of magnitude and on a country by country basis. We also believe that some of the most attractive opportunities currently are in emerging markets (EM) and securitised sectors where selectivity is crucial. EMs have had a prolonged run of solid gains and

15

Hartford Schroders Global Strategic Bond Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

would be vulnerable in a sustained U.S. dollar rally in our view. We believe that pockets of credit also remain attractive and would benefit from higher growth expectations in the event of U.S. fiscal stimulus.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Convertible securities are subject to the risks of both debt and equity securities. Loans and loan participations are also subject to nonpayment, default, collateral, liquidity, extension, prepayment and insolvency risks. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Mortgage- and asset-backed securities risks include credit, interest-rate, prepayment, and extension risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. The Fund is non-diversified, so it may be more exposed to the risks associated with individual issuers than a diversified fund. The Fund may be adversely affected when certain large shareholders purchase or redeem large amounts of shares of the Fund. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Security Type

as of October 31, 2017

Category	Percentage of Net Assets
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		11.1	%
Corporate Bonds		55.2
Foreign Government Obligations		11.3
U.S. Government Agencies		0.7
U.S. Government Securities		11.6
Total		89.9	%
Short-Term Investments		5.5
Purchased Options		1.4
Other Assets & Liabilities		3.2
Total		100.0	%

16

Hartford Schroders International Multi-Cap Value Fund (Unaudited) inception 08/30/2006

(sub-advised by Schroder Investment Management North America Inc. and its secondary sub-adviser, Schroder Investment Management North America Limited) Investment objective – The Fund seeks long-term capital appreciation.

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
Class A1		20.26%		8.04%		2.54%
Class A2		13.66%		6.83%		1.97%
Class C1		19.31%		8.11%		2.68%
Class C2		18.31%		8.11%		2.68%
Class I1		20.47%		8.34%		2.79%
Class R31		19.82%		8.20%		2.72%
Class R41		20.23%		8.28%		2.76%
Class R51		20.57%		8.34%		2.79%
Class Y1		20.80%		8.38%		2.81%
Class F1		20.62%		8.37%		2.80%
Class SDR1		20.70%		8.42%		2.83%
MSCI All Country World ex USA Index (Net)		23.64%		7.29%		0.92%
MSCI All Country World ex USA Value Index (Net)		22.52%		6.17%		0.22%
MSCI All Country World ex USA Index (Gross)		24.20%		7.77%		1.38%
MSCI All Country World ex USA Value Index (Gross)		23.20%		6.75%		0.79%

¹  Without sales charge

²  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Performance prior to 10/24/16 for Class A and Class I shares reflects the historical performance, fees and expenses of the then-existing Advisor and Investor Class shares, respectively, of the Schroder International Multi-Cap Value Fund (the “Predecessor Fund”). Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16. Performance prior to 10/24/16 for Class C, Class R3, Class R4, Class R5, and Class Y shares reflects the performance, fees and expenses of the Predecessor Fund’s Investor Class shares. Performance prior to 10/24/16 for Class SDR shares reflects the historical performance, fees and expenses of the then-existing Class R6 shares of the Predecessor Fund and, prior to 12/30/14, the inception date of the then-existing Class R6 shares, the Investor Class shares of the Predecessor Fund. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

Effective 3/1/17, the Fund changed its benchmarks from the MSCI All Country World ex USA Index (Gross) and MSCI All Country World ex USA Value Index (Gross) to the MSCI All Country World ex USA Index (Net) and MSCI All Country World ex USA Value Index (Net), respectively. Hartford Funds Management Company, LLC, investment manager, believes that the net version of these benchmarks better reflects potential tax consequences for the Fund.

MSCI All Country World ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding the U.S.

MSCI All Country World ex USA Value Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a

17

Hartford Schroders International Multi-Cap Value Fund (Unaudited) inception 08/30/2006

free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of both developed and emerging stock markets, excluding the U.S., of the value securities within the MSCI All Country World ex USA Index.

MSCI All Country World ex USA Index (Gross) (reflects no deduction for fees, expenses or taxes) is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding the U.S.

MSCI All Country World ex USA Value Index (Gross) (reflects no deduction for fees, expenses or taxes) is a free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of both developed and emerging stock markets, excluding the U.S., of the value securities within the MSCI All Country World ex USA Index.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, and may reflect historical expenses waivers/reimbursements from the Predecessor Fund’s investment adviser, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectuses.

18

Hartford Schroders International Multi-Cap Value Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
International Multi-Cap Value Class A		1.15%		1.15%
International Multi-Cap Value Class C		1.90%		1.90%
International Multi-Cap Value Class I		0.89%		0.89%
International Multi-Cap Value Class R3		1.52%		1.54%
International Multi-Cap Value Class R4		1.22%		1.24%
International Multi-Cap Value Class R5		0.92%		0.94%
International Multi-Cap Value Class Y		0.87%		0.88%
International Multi-Cap Value Class F		0.75%		0.83%
International Multi-Cap Value Class SDR		0.75%		0.83%

* Expenses as shown in the Fund’s most recent prospectuses. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses remain in effect until October 24, 2018. Contractual reimbursements on transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

How did the Fund perform during the period?

The Class A shares of the Hartford Schroders International Multi-Cap Value Fund returned 20.26%, before sales charge, for the twelve-month period ended October 31, 2017, underperforming the Fund’s benchmarks, the MSCI All Country World ex USA Index (Net) (“MSCI AC World ex USA Index”) and the MSCI All Country World ex USA Value Index (Net), which returned 23.64% and 22.52%, respectively, for the same period. The Fund also underperformed the 22.80% average return of the Lipper International Multi-Cap Value peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

International equities made strong gains in the period under review, as measured by the MSCI AC World ex USA Index. The Fund also experienced positive absolute performance but lagged the market. The concentrated nature of the market’s advance, with a narrow cohort of growth equities driving a large part of the gains, proved a headwind for the Fund’s diversified, valuation-aware approach.

At the start of the period under review, markets rotated away from long-running and overextended trends such as the popularity of high-yielding equities and the perceived safety of low volatility. Instead, there was a reassessment of the prospects for more cyclically-orientated equities (i.e. those with greater sensitivity to the economic cycle). In this environment, the Fund outperformed the MSCI AC World ex USA Index in the final two months of 2016. However, as 2017 progressed, investors refocused on a narrow group of growth equities. These were largely within the Technology sector where valuations have been pushed to even more extended levels. This proved a more difficult environment for the Fund.

Stock selection in the Asian emerging markets was the biggest drag on performance relative to the MSCI AC World ex USA Index. This was primarily due to the avoidance of certain equity securities that we viewed as expensive “growth” equities. Such securities tended to outperform over the year, such as Tencent in the Technology sector.

Consumer Discretionary was the biggest detractor at sector level. The ongoing strong performance of expensive growth names such as Alibaba (which the Fund did not own as of the end of the period) was negative for the Fund’s performance relative to the MSCI AC World ex USA Index. In addition, holdings in pan-European media companies proved a headwind, following WPP reporting lower-than-expected sales for the year.

On the positive side, stock selection within the Energy sector made the greatest contribution to returns relative to the MSCI AC World ex USA Index. The Fund’s holdings in emerging Europe integrated oil & gas firms such as OMV and MOL supported Fund performance. Stock selection within the Consumer Staples sector also added value. This was especially the case in Continental Europe where we had an underweight allocation to the large food & drink companies relative to the MSCI AC World ex USA Index that we viewed as expensive.

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

What is the outlook?

We believe momentum has continued to be a key driver of returns in international equity markets, despite the recent rotation towards commodity-focused sectors. The Energy sector has been among the

19

Hartford Schroders International Multi-Cap Value Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

worst performers year-to-date as of October 31, 2017, and we have been selectively increasing the Fund’s exposure to this deep value opportunity during the period.

Within the Financials sector, we continue to focus on equity securities that we believe are attractively valued, while also keeping in mind our view on the quality of the company in assessing its risk. This has led to us add to a number of deeper value names during the period where we believe the market has discounted the balance sheet risk too heavily.

The relative recent weakness in the Consumer Staples and Utilities sectors gave us the opportunity to increase the Fund’s allocation to a number of preferred names. However, at the end of the period, the Fund was still underweight what we believe to be the more expensive names within food & drink and household products, particularly in Europe.

In more cyclical areas, we have sold out of a number of positions that have outperformed over the year and that we no longer consider cheap, mainly within Technology and certain Industrials sectors. The proceeds were reinvested into stocks that have lagged in industries such as auto parts, construction and machinery companies.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. Small- and mid-cap securities can have greater risk and volatility than large-cap securities. Value investing may go out of favor, which may cause the Fund to underperform the broader stock market. The main risk of real estate related securities is that the value of the underlying real estate may decrease in value. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability. The Fund may be adversely affected when certain large shareholders purchase or redeem large amounts of shares of the Fund.

Composition by Sector

as of October 31, 2017

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		12.5	%
Consumer Staples		5.5
Energy		8.3
Financials		20.4
Health Care		6.2
Industrials		10.3
Information Technology		9.0
Materials		9.3
Real Estate		2.3
Telecommunication Services		7.8
Utilities		3.5
Total		95.1	%
Short-Term Investments		7.1
Other Assets & Liabilities		(2.2	)
Total		100.0	%

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

20

Hartford Schroders International Stock Fund (Unaudited) inception 12/19/1985

(sub-advised by Schroder Investment Management North America Inc. and its secondary sub-adviser, Schroder Investment Management North America Limited) Investment objective – The Fund seeks long-term capital appreciation through investment in securities markets outside the United States.

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
Class A1		25.41%		8.43%		1.69%
Class A2		18.53%		7.20%		1.11%
Class C1		24.60%		8.51%		1.85%
Class C2		23.60%		8.51%		1.85%
Class I1		25.69%		8.70%		1.93%
Class R31		25.45%		8.66%		1.92%
Class R41		25.61%		8.69%		1.93%
Class R51		25.88%		8.73%		1.95%
Class Y1		25.99%		8.75%		1.96%
Class F1		25.88%		8.73%		1.95%
Class SDR1		25.88%		8.79%		1.98%
MSCI Emerging Markets Index (Net)		23.44%		8.53%		1.10%
MSCI Emerging Markets Index (Gross)		24.01%		9.01%		1.58%

¹  Without sales charge

²  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Performance prior to 10/24/16 for Class A shares reflects the historical performance, fees and expenses of the then-existing Advisor Class shares of the Schroder International Alpha Fund (the “Predecessor Fund”). Class C, Class R3, Class R4, Class R5 and Class Y shares commenced operations on 10/24/16. Performance prior to 10/24/16 for Class C, Class I, Class R3, Class R4, Class R5, and Class Y shares reflects the performance, fees and expenses of the Predecessor Fund’s Investor Class shares. Performance prior to 10/24/16 for Class SDR shares reflects the historical performance, fees and expenses of the then-existing Class R6 shares of the Predecessor Fund and, prior to 12/30/14, the inception date of the then-existing Class R6 shares, the Investor Class shares of the Predecessor Fund. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

Effective 3/1/17, the Fund changed its benchmark from the MSCI EAFE Index (Gross) to the MSCI EAFE Index (Net). Hartford Funds Management Company, LLC, investment manager, believes that the net version of the benchmark better reflects potential tax consequences for the Fund.

MSCI EAFE Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) (Europe, Australasia, Far East) is a free float-adjusted capitalization index that is designed to measure developed market equity performance, and excludes the U.S. and Canada.

MSCI EAFE Index (Gross) (reflects no deduction for fees, expenses or taxes) (Europe, Australasia, Far East) is a free float-adjusted capitalization index that is designed to measure developed market equity performance, and excludes the U.S. and Canada.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, and may reflect historical expenses waivers/reimbursements from the Predecessor Fund’s investment adviser, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectuses.

21

Hartford Schroders International Stock Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
International Stock Class A		1.20%		1.32%
International Stock Class C		1.95%		2.07%
International Stock Class I		0.95%		1.12%
International Stock Class R3		1.50%		1.58%
International Stock Class R4		1.20%		1.28%
International Stock Class R5		0.90%		0.98%
International Stock Class Y		0.85%		0.92%
International Stock Class F		0.80%		0.87%
International Stock Class SDR		0.80%		0.87%

* Expenses as shown in the Fund’s most recent prospectuses. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses remain in effect until October 24, 2018 and transfer agency fees remain in effect until February 28, 2018 and each automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

How did the Fund perform during the period?

The Class A shares of the Hartford Schroders International Stock Fund returned 25.41%, before sales charge, for the twelve-month period ended October 31, 2017, outperforming the Fund’s benchmark, the MSCI EAFE Index (Net), which returned 23.44% for the same period. The Fund outperformed the 22.65% average return of the Lipper International Large-Cap Growth peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

International equities markets were supported by healthy and synchronized global growth amidst a less volatile macro environment. Stock selection was robust in a number of sectors, but especially in the Consumer Discretionary and Healthcare sectors. The strongest sector overall however, was Informational Technology, where positive stock selection combined with a sector overweight contributed positively to benchmark-relative returns. Industrial, Consumer Staples and telecoms equities were slightly softer. By region Asian – including Japan – and U.K. exposure drove returns, overcoming a very slight headwind posed by North American positions.

Recruit (Consumer Discretionary) has been a particularly strong position over the twelve-month period and contributed positively to benchmark-relative performance. Recent earnings releases have confirmed our thesis, indicating accelerating growth at the company’s online job search platform, Indeed.com. Tencent (Information Technology) also performed strongly and contributed positively to relative performance. A key aspect of Tencent’s success has been its ability to expand beyond core online gaming/messaging franchises into new growth areas like cloud computing, payments, advertising and video. NAVER (Information Technology) detracted from relative

performance over the period, facing stricter antitrust regulations amid a period of sluggish earnings. Subaru (Consumer Discretionary) also detracted from relative performance and we elected to sell the position. Given the increased risk and lower visibility we elected to invest in a more attractive alternative in our view.

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

What is the outlook?

We believe the market’s strength so far in 2017 has been supported by positive fundamentals. The decline in stock correlations is also encouraging to us. A less “macro-driven” market means that investors are more likely to value and reward fundamental strength and earnings, in our view. We believe this allows stock-pickers to continue to generate returns even if markets are near relative highs. We are still finding unrecognized improvement dynamics in certain regions and sectors but recognize that the market has priced in a fair amount of optimism, with valuations trading at relatively elevated levels compared to long term averages.

We remain optimistic but are very cognizant of the potential risks. The backdrop is one of structural stability, but with the potential for bouts of short-term volatility, which we value as stock-pickers. Of more interest and focus on the investment team are a number of structural trends that we see as very important to the outlook for equities:

Online Disruption. We believe we are entering a phase where the growth of social media and online platforms are not just sapping the growth potential of other industries, but are becoming disruptive to the entire profit pool of industries. Retail, traditional media,

22

Hartford Schroders International Stock Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

distribution businesses and traditional banking are good examples. However we are starting to see quite widespread de-rating of challenged industries as the disruption becomes clearer, and that is likely to throw up opportunities in businesses that are prepared to sacrifice some near term profitability to keep themselves well invested against the competition.

Regulation of the internet giants. Though they remain well behind the curve, in recent months there have been a number of examples of regulators trying to get to grips with the power and impact of the new internet platforms. We can expect to see much more of this as the power and influence of these platforms becomes more apparent.

Energy transition. We believe that a very powerful combination of truly competitive renewable energy, improving battery storage costs, and compelling electric powertrain vehicle products is coming together to transform the energy and automotive industries over the next two decades. In our review, there is now a viable path towards decarbonization of the energy and transportation industries, and we do not expect the transition to be linear. The return generation opportunities that this transition creates may be as much about avoiding the losers, as finding the winners.

Overall, we believe that innovation is at the heart of sustainability. For companies to enhance the durability of their earnings over the long term, we believe they will require elements of innovative optimization (doing the same things better) and/or innovative transformation (changing existing paradigms). We believe well-managed companies with cultures that support ongoing innovation, performance and accountability to their stakeholders should be best placed to deliver outsized growth independent of the economic cycle.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit). These risks are generally greater for investments in emerging markets. Small- and mid-cap securities can have greater risk and volatility than large-cap securities. The Fund may be adversely affected when certain large shareholders purchase or redeem large amounts of shares of the Fund.

Composition by Sector

as of October 31, 2017

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		15.1	%
Consumer Staples		8.7
Energy		3.6
Financials		19.6
Health Care		7.5
Industrials		13.7
Information Technology		14.6
Materials		9.0
Telecommunication Services		6.3
Total		98.1	%
Short-Term Investments		1.6
Other Assets & Liabilities		0.3
Total		100.0	%

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

23

Hartford Schroders Tax-Aware Bond Fund (Unaudited) inception 10/03/2011

(sub-advised by Schroder Investment Management North America Inc.) Investment objective – The Fund seeks total return on an after-tax basis.

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Year		Since Inception1
Class A2		1.20%		3.38%		5.04%
Class A3		-3.38%		2.44%		4.26%
Class C2		0.40%		3.41%		5.13%
Class C3		-0.59%		3.41%		5.13%
Class I2		1.45%		3.65%		5.32%
Class Y2		1.53%		3.65%		5.32%
Class F2		1.44%		3.64%		5.32%
Class SDR2		1.46%		3.63%		5.31%
Bloomberg Barclays Municipal Bond Index		2.19%		3.00%		3.86%

¹  Inception: 10/03/2011

²  Without sales charge

³  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2017, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Performance prior to 10/24/16 for Class A shares reflects the historical performance, fees and expenses of the then-existing Advisor Class shares of the Schroder Broad Tax-Aware Value Bond Fund (the “Predecessor Fund”) and, prior to 12/30/14, the inception date of the then-existing Advisor Class shares, the Investor Class shares of the Predecessor Fund, adjusted to reflect the distribution fees of the Predecessor Fund’s Advisor Class shares. Class C, Class Y and Class SDR shares commenced operations on 10/24/16. Performance prior to 10/24/16 for Class C, Class I, Class Y and Class SDR shares reflects the performance, fees and expenses of the Predecessor Fund’s Investor Class shares which commenced operations on 10/3/11. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16. Performance for the Fund prior to 6/14/13 reflects performance of the Predecessor Fund’s predecessor, which commenced operations on 10/3/11.

Bloomberg Barclays Municipal Bond Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that is considered representative of the broad market for investment grade, tax-exempt bonds with a maturity of at least one year.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, and may reflect historical expenses waivers/reimbursements from the Predecessor Fund’s investment adviser, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectuses.

24

Hartford Schroders Tax-Aware Bond Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
Tax-Aware Bond Class A		0.71%		0.88%
Tax-Aware Bond Class C		1.59%		1.63%
Tax-Aware Bond Class I		0.46%		0.55%
Tax-Aware Bond Class Y		0.54%		0.57%
Tax-Aware Bond Class F		0.46%		0.52%
Tax-Aware Bond Class SDR		0.46%		0.52%

* Expenses as shown in the Fund’s most recent prospectuses. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses remain in effect until October 24, 2018. Contractual reimbursements on transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

How did the Fund perform during the period?

The Class A shares of the Hartford Schroders Tax-Aware Bond Fund returned 1.20%, before sales charge, for the twelve-month period ended October 31, 2017, underperforming the Fund’s benchmark, the Bloomberg Barclays Municipal Bond Index, which returned 2.19% for the same period. The Fund also underperformed the 1.77% average return of the Lipper General & Insured Municipal Debt Funds peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

Although the Fund had a positive absolute return for the period, it underperformed the benchmark primarily due to the Fund’s overall yield curve positioning and municipal underweight relative to the benchmark. The allocation to corporate bonds added to relative performance through sector selection and more than offset the negative impact from underweight municipals, although not enough to offset the yield curve impact.

The municipal bond market, as measured by the Bloomberg Barclays Municipal Bond Index, generated a 2.19% return for the twelve months ending October 31, 2017 and 4.92% for the first ten months of 2017. After a sharp decline in November 2016, when the benchmark index was down -3.73%, the market ended 2016 with positive momentum that continued throughout 2017. This strong performance was impressive as investors had to deal with concerns about the U.S. election, US. Federal Reserve (Fed) policy, hurricanes, Illinois, Puerto Rico, North Korea, and the latest draft proposal on tax reform, to name a few headlines.

With this context in mind, the Fund’s larger allocation to higher quality bonds detracted from performance relative to the Bloomberg Barclays Municipal Bond Index within municipals as lower credit quality outperformed. The lower part of the credit spectrum, A-rated and BBB-rated bonds, continued to become increasingly expensive.

The Fund has focused on the higher part of the credit spectrum, AAA-rated and AA-rated bonds, as we do not believe that lower-rated bond levels are adequately compensating for their elevated risk. In addition to the higher quality positioning within municipals, yield curve positioning of the Fund’s tax-exempt exposure hindered the ability to keep pace with the market.

The allocation to corporate bonds contributed positively to performance relative to the Bloomberg Barclays Municipal Bond Index as they posted strong twelve month returns due to persistent foreign demand, improving corporate fundamentals, and supportive global growth leading to compressing spread levels, as measured by the Bloomberg Barclays U.S. Corporate Index.

During the one year period, the Fund increased the allocation to municipals by over 25%, to 84% of the Fund’s net assets, the highest level of tax-exempt municipals the Fund has held since the first quarter of 2015. This was funded mainly through the sale of corporate bonds, as we sought to reduce the Fund’s exposure to corporate bonds due to expensive valuations.

We reduced the Fund’s corporate exposure in the Fund to 7% of the Fund’s net assets as spreads tightened throughout the last quarter of the period. We have meaningfully reduced the corporate exposure from a high of 39% of the Fund’s net assets in late 2016 as the sector has performed well and we no longer believe we are being adequately compensated for the risk. Derivatives were used in the Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

We believe that headlines rarely drive broad municipal market performance. For instance, the broad municipal bond market quickly digested Puerto Rico’s quasi-default as it was well telegraphed and the benchmark continued to post strong performance for the next several months of 2017. It is also commonly believed that changing

25

Hartford Schroders Tax-Aware Bond Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

marginal tax rates drive demand for municipal bonds. While marginal tax rates are an important input to relative value measures, our experience has led us to believe that there is a limited impact on retail investor appetite for tax-exempt municipal debt. A 35% tax rate was the norm from 2003 to 2012; therefore, we do not believe a potential lower marginal tax-rate is likely to have a meaningful impact on retail demand.

In fact, even as the municipal market transitions from rates to a credit market, we have found that the most significant driver of municipal demand is still the direction of rates. When retail investors fear a significant rise in rates, we tend to see persistent and significant mutual fund outflows that overwhelm the markets’ ability to efficiently absorb it. We believe these periods, when everybody seems to be selling, offer the opportunity to buy bonds that we believe are attractively priced with strong fundamentals.

At the end of the period, we remained cautious as we believe valuations are expensive across sectors and we do not believe that investors are sufficiently compensated for risks and uncertainty in the market today. At the end of the period, we continue to focus on high quality, low beta (i.e. a security that has historically been less volatile than the market) names that may perform well when spreads widen.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Mortgage- and asset-backed securities risks include credit, interest-rate, prepayment, and extension risk. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as specific country, regional, and economic developments (e.g., “Brexit”). Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable. The Fund may have high portfolio turnover, which could increase the Fund’s transaction

costs and an investor’s tax liability. The Fund may be adversely affected when certain large shareholders purchase or redeem large amounts of shares of the Fund.

Composition by Security Type

as of October 31, 2017

Category	Percentage of Net Assets
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		3.5	%
Corporate Bonds		7.0
Municipal Bonds		84.1
U.S. Government Securities		4.0
Total		98.6	%
Short-Term Investments		0.5
Other Assets & Liabilities		0.9
Total		100.0	%

26

Hartford Schroders US Small Cap Opportunities Fund (Unaudited) inception 08/06/1993

(sub-advised by Schroder Investment Management North America Inc.) Investment objective – The Fund seeks capital appreciation.

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
Class A1		24.43%		14.45%		7.80%
Class A2		17.60%		13.16%		7.20%
Class C1		23.50%		14.54%		7.98%
Class C2		22.50%		14.54%		7.98%
Class I1		24.85%		14.79%		8.10%
Class R31		24.36%		14.70%		8.06%
Class R41		24.51%		14.73%		8.07%
Class R51		24.72%		14.77%		8.09%
Class Y1		24.86%		14.80%		8.10%
Class F1		24.89%		14.80%		8.11%
Class SDR1		24.86%		14.83%		8.12%
Russell 2000 Index		27.85%		14.49%		7.63%

¹  Without sales charge

²  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Performance prior to 10/24/16 for Class A shares reflects the historical performance, fees and expenses of the then-existing Advisor Class shares of the Schroder U.S. Opportunities Fund (the “Predecessor Fund”). Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16. Performance prior to 10/24/16 for Class C, Class I, Class R3, Class R4, Class R5, and Class Y shares reflects the performance, fees and expenses of the Predecessor Fund’s Investor Class shares. Performance prior to 10/24/16 for Class SDR shares reflects the historical performance, fees and expenses of the then-existing Class R6 shares of the Predecessor Fund and, prior to 9/28/15, the inception date of the then-existing Class R6 shares, the Investor Class shares of the Predecessor Fund. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

Russell 2000 Index (reflects no deduction for fees, expenses or taxes) measures the performance of the small-cap segment of the U.S. equity universe.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, and may reflect historical expenses waivers/reimbursements from the Predecessor Fund’s investment adviser, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectuses.

27

Hartford Schroders US Small Cap Opportunities Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
US Small Cap Opportunities Class A		1.30%		1.30%
US Small Cap Opportunities Class C		2.05%		2.05%
US Small Cap Opportunities Class I		1.03%		1.03%
US Small Cap Opportunities Class R3		1.66%		1.70%
US Small Cap Opportunities Class R4		1.36%		1.40%
US Small Cap Opportunities Class R5		1.06%		1.10%
US Small Cap Opportunities Class Y		1.01%		1.04%
US Small Cap Opportunities Class F		0.96%		0.99%
US Small Cap Opportunities Class SDR		0.96%		0.99%

* Expenses shown in of the Fund’s most recent prospectuses. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses remain in effect until October 24, 2018 and transfer agency fees remain in effect until February 28, 2018 and each automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

How did the Fund perform during the period?

The Class A shares of the Hartford Schroders US Small Cap Opportunities Fund returned 24.43%, before sales charge, for the twelve-month period ended October 31, 2017, underperforming the Fund’s benchmark, the Russell 2000 Index, which returned 27.85% for the same period. The Fund also modestly underperformed the 24.69% average return of the Lipper Small-Cap Core peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

U.S. small capitalization equities, as measured by the Russell 2000 Index, rose nearly 28% for the one year period ended October 31, 2017. During this twelve-month period, we saw the U.S. equity market deliver strong performance, however there were notable changes in market leadership that occurred throughout the year. In November 2016, the Fund’s fiscal year began with its benchmark rising by 13.91% to year-end 2017 as the stock market surged post-President Trump’s election victory. The rally was driven by the smallest domestic companies as well as those that were perceived to benefit from increased infrastructure spending, lowered corporate tax rates and rising interest rates. Over that initial two month period, the S&P 500 Index (which is comprised of large cap issuers) only rose 5.30%.

The arrival of 2017 marked a change in market leadership as investors began to question the new administration’s ability to accomplish many of its goals that had been priced in the two months following President Trump’s election victory. Large cap, growth and high quality stocks outperformed the broader market. Companies with more foreign earnings (aided by the weaker dollar) also outperformed their more domestically oriented peers.

Nine of the ten sectors within the Russell 2000 Index posted positive returns during the period. The Health Care (+38.54%), Technology (+34.94%) and Producer Durables (+34.27%) sectors were the strongest performers during the period, while the Energy (-6.03%), Consumer Staples (-4.28) and Real Estate (-8.90%) sectors were the laggards. Both security selection and allocation hindered the Fund’s performance compared to the Russell 2000 Index during the period. Stock selection was strongest within the Technology and Energy sectors. The Fund also outperformed its benchmark in the Consumer Staples, Real Estate, and Utility sectors. Security selection in the Financial Services and Consumer Discretionary sectors were the largest laggards over the period. The Fund’s holdings also materially underperformed relative to the Russell 2000 in the Producer Durables, Materials & processing and Healthcare sectors. Sector allocation, a result of the Fund’s bottom-up stock selection, detracted from returns relative to the Russell 2000 Index over the period. An overweight to the Energy sector and the Fund’s cash allocation detracted from performance relative to the Russell 2000 Index but was partially offset by an underweight to the Real Estate and Consumer Staples sectors.

Top contributors to performance relative to the Russell 2000 Index during the period included Entegris, Inc. (Technology), Catalent Inc (Health Care) and ON Semiconductor Corporation (Technology). Entegris, a supplier for the semiconductor industry outperformed after reporting a series of earnings that were above investor’s expectations as they are well positioned to drive above-average earnings growth as well as margin expansion. Shares of contract manufacturing organization, Catalent, outperformed after a competitor received a buyout offer at a significant premium and Catalent reported a series of strong earnings and reaffirming guidance. ON Semiconductor manufactures a variety of semiconductors used in the Internet of Things (IoT), automotive and industrial verticals. To give one

28

Hartford Schroders US Small Cap Opportunities Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

example, the company is well positioned as a supplier of image sensors to advanced driver assistance systems. The stock outperformed after reporting results exceeding expectations and issuing guidance that was above estimates. Additionally, the company completed the acquisition of Fairchild Semiconductor and has realized acceleration in the realization of synergies from that transaction.

The largest detractors from performance relative to the Russell 2000 Index were AMC Entertainment Holdings (Consumer Discretionary), Cheesecake Factory Incorporated (Consumer Discretionary), and Otonomy, Inc. (Health Care). Shares of movie theater operator AMC Entertainment fell as a Chinese conglomerate which owns 60% of the equity in AMC encountered liquidity issues, raising investor fears that the conglomerate could become a forced seller of the stock. Cheesecake Factory Incorporated, an operator of chain restaurants, underperformed after reporting disappointing earnings and subsequently lowering their full year guidance. Otonomy, Inc., a biotechnology company focused on therapeutics for diseases and disorders of the ear, fell after the company surprisingly announced the phase three trial for a drug related to the treatment of Meniere’s disease failed to show meaningful difference from the placebo and the firm decided to cease further development.

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

What is the outlook?

When we look at the market landscape, we begin with valuations which are stretched in our view. The saving grace is the very low level of interest rates, which we believe does allow for higher price-earning ratios. In fact, we believe small cap is attractively valued relative to U.S. Treasuries on an earnings yield basis. Relative to large cap U.S. equities smaller cap companies are fairly valued in our view. We are much more comfortable with valuations relative to large caps than we were at the beginning of the year and we are finding more investment ideas in the smaller cap space.

On the corporate front there is good evidence that businesses are relatively optimistic. A leading small business association, the NFIB (National Federation of Independent Business) publishes an optimism index which has been elevated since President Trump won the U.S. election. This is a particularly positive indicator given the impact that small businesses have on the U.S. economy: these companies account for 83% of the jobs in the non-farm payrolls (the standard government measure to assess employment conditions). That said, the NFIB Uncertainty Index, although at lower levels than pre-election was still elevated at the end of the period.

It is also worth noting that the yield curve continued to flatten as of the end of the period. The market and the U.S. Federal Reserve are at odds in the number of rate increases in the coming year. The

market is currently expecting an increase in December 2017 and one increase in 2018. The Federal Reserve, on the other hand, is signaling one increase this December and three in 2018. We believe higher short-term rates and lower long-term rates will result in technical pressure on the yield curve that was at its flattest level since 2005 as of the end of the period.

While there is much debate on the root reason for the yield curve flattening, our view is that rising rates signal that economic growth is more certain. This may lead to outperformance by cyclical equities (Industrials, Materials, Consumer Discretionary and the Financials).

There is a debate occurring about what stage of the economic cycle we are in. This has been the longest post-war recovery on record with some suggesting there must be an imminent end to the expansion. However, we would assert that recoveries do not die of old age. We would also point out that this eight-year recovery as of October 31, 2017, while long, has also been less robust than average. Annual gross domestic product (GDP) growth has averaged 2.1% during this recovery. Prior post-war recoveries have had average annual GDP growth ranging from 3.2% to 7.4%.

Additionally, in our analysis of companies we are not seeing acceleration in capital expenditure, which is a typical late cycle behavior. This can be a sign of overly optimistic demand projections.

We are concerned about the potential for inflation. We feel that central banks globally have been underpricing inflation risk. An unexpected rise in inflation would be an event that could create a pullback in the market and perhaps an economic recession.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Small-cap securities can have greater risk and volatility than large-cap securities and may be less liquid than other types of investments. The main risk of real estate related securities is that the value of the underlying real estate may decrease in value. The Fund may be adversely affected when certain large shareholders purchase or redeem large amounts of shares of the Fund.

29

Hartford Schroders US Small Cap Opportunities Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

Composition by Sector

as of October 31, 2017

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		12.3	%
Consumer Staples		2.3
Energy		3.3
Financials		20.0
Health Care		9.8
Industrials		16.2
Information Technology		15.2
Materials		4.9
Real Estate		5.2
Utilities		2.7
Total		91.9	%
Short-Term Investments		8.3
Other Assets & Liabilities		(0.2	)
Total		100.0	%

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

30

Hartford Schroders US Small/Mid Cap Opportunities Fund (Unaudited) inception 03/31/2006

(sub-advised by Schroder Investment Management North America Inc.) Investment objective – The Fund seeks capital appreciation.

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

Average Annual Total Returns (as of 10/31/17)

	1 Year		5 Years		10 Years
Class A1		18.57%		15.47%		8.23%
Class A2		12.02%		14.17%		7.62%
Class C1		17.75%		15.52%		8.40%
Class C2		16.75%		15.52%		8.40%
Class I1		18.91%		15.76%		8.52%
Class R31		18.28%		15.62%		8.45%
Class R41		18.52%		15.69%		8.48%
Class R51		18.82%		15.75%		8.51%
Class Y1		19.00%		15.78%		8.52%
Class F1		18.99%		15.78%		8.52%
Class SDR1		19.06%		15.85%		8.56%
Russell 2500 Index		24.68%		14.45%		8.08%

¹  Without sales charge

²  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 10/31/17, which

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

Performance prior to 10/24/16 for Class A and Class I shares reflects the historical performance, fees and expenses of the then-existing Advisor and Investor Class shares, respectively, of the Schroder U.S. Small and Mid Cap Opportunities Fund (the “Predecessor Fund”). Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16. Performance prior to 10/24/16 for Class C, Class R3, Class R4, Class R5, and Class Y shares reflects the performance, fees and expenses of the Predecessor Fund’s Investor Class shares. Performance prior to 10/24/16 for Class SDR shares reflects the historical performance, fees and expenses of the then-existing Class R6 shares of the Predecessor Fund and, prior to 12/30/14, the inception date of the then-existing Class R6 shares, the Investor Class shares of the Predecessor Fund. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

Russell 2500 Index (reflects no deduction for fees, expenses or taxes) measures the performance of the small to mid-cap segment of the U.S. equity universe, commonly referred to as “smid” cap. The Russell 2500 Index is a subset of the Russell 3000 Index and includes approximately 2,500 of the smallest securities based on a combination of their market capitalization and current index membership.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, and may reflect historical expenses waivers/reimbursements from the Predecessor Fund’s investment adviser, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectuses.

31

Hartford Schroders US Small/Mid Cap Opportunities Fund

Manager Discussion

October 31, 2017 (Unaudited)

Operating Expenses*

	Net		Gross
US Small/Mid Cap Opportunities Class A		1.26%		1.26%
US Small/Mid Cap Opportunities Class C		2.01%		2.01%
US Small/Mid Cap Opportunities Class I		1.00%		1.00%
US Small/Mid Cap Opportunities Class R3		1.62%		1.64%
US Small/Mid Cap Opportunities Class R4		1.32%		1.34%
US Small/Mid Cap Opportunities Class R5		1.02%		1.04%
US Small/Mid Cap Opportunities Class Y		0.97%		0.98%
US Small/Mid Cap Opportunities Class F		0.92%		0.93%
US Small/Mid Cap Opportunities Class SDR		0.92%		0.93%

* Expenses as shown in the Fund’s most recent prospectuses. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses remain in effect until October 24, 2018 and transfer agency fees remain in effect until February 28, 2018 and each automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2017.

How did the Fund perform during the period?

The Class A shares of the Hartford Schroders US Small/Mid Cap Opportunities Fund returned 18.57%, before sales charge, for the twelve-month period ended October 31, 2017, underperforming the Fund’s benchmark, the Russell 2500 Index, which returned 24.68% for the same period. The Fund also underperformed the 21.30% average return of the Lipper Mid-Cap Core peer group, a group of funds with investment strategies similar to those of the Fund, during the period.

Why did the Fund perform this way?

U.S. small - and mid-capitalization equities, as measured by the Russell 2500 Index, rose over the one year period ended October 31, 2017. During this twelve-month period we saw the U.S. equity market deliver strong performance, however there were notable changes in market leadership that occurred throughout the year. In November 2016, the Fund’s fiscal year began with the Fund’s benchmark rising by 10.25% to year-end 2017 as the stock market surged post-President Trump’s election victory. The rally was driven by the smallest domestic companies as well as those that were perceived to benefit from increased infrastructure spending, lowered corporate tax rates and rising interest rates. The U.S. small cap market, as represented by the Russell 2000 gained 13.91% over that two month period compared to the U.S. large cap market, as represented by the S&P 500 Index, which only rose 5.30% in the same time interval.

The arrival of 2017 marked a change in market leadership as investors began to question the new administration’s ability to accomplish many of its goals that had been priced in the two months following President Trump’s election victory. Large cap, growth and high quality stocks outperformed the broader market. Companies with more foreign earnings (aided by the weaker dollar) also outperformed their more domestically oriented peers.

Companies that we viewed as both high quality and momentum companies were the strongest performing companies in the first ten months of 2017.

Eight of the ten sectors within the Russell 2500 Index posted positive returns during the period. The Technology (+17%), Health Care (+13%), Producer Durables (+12%) sectors were the strongest performers during the period, while the Energy (-8.77%), Consumer Staples (-1.25%), and Real Estate (8.90%) sectors were the laggards. Both security selection and allocation hindered the Fund’s performance versus the Russell 2500 Index during the period. Stock selection was strongest within the Real Estate and Technology sectors. The Consumer Discretionary and Producer Durables sectors were the largest laggards over the period. The Fund’s holdings also materially underperformed relative to the Russell 2500 in the Consumer Staples and Healthcare sectors. Sector allocation, a result of the Fund’s bottom-up stock selection, detracted from returns relative to the Russell 2500 Index over the period. An underweight to the Technology sector and the Fund’s cash allocation detracted from performance relative to the Russell 2500 Index but was partially offset by an underweight to the Real Estate and Energy sectors.

Top contributors to performance relative to the Russell 2500 Index during the period included Catalent Inc (Health Care), ON Semiconductor Corporation (Technology), and Allison Transmission Holdings, Inc. (Producer Durables). Shares of contract manufacturing organization, Catalent, outperformed after a competitor received a buyout offer at a significant premium and Catalent reported a series of strong earnings and reaffirming guidance. ON Semiconductor manufactures a variety of semiconductors used in the Internet of Things (IoT), automotive and industrial verticals. To give one example, the company is well positioned as a supplier of image sensors to advanced driver assistance systems. The stock

32

Hartford Schroders US Small/Mid Cap Opportunities Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

outperformed after reporting results exceeding expectations and issuing guidance that was above estimates. Additionally, the company completed the acquisition of Fairchild Semiconductor and has realized acceleration in the realization of synergies from that transaction. Shares of Allison Transmission Holdings, Inc., a manufacturer of transmissions for commercial vehicles, outperformed due to strong top-line performance driven by solid end market demand. Management also raised their 2017 guidance. The company is also sensitive to the health of the United States economy and has benefited from a better than expected third quarter gross domestic product number.

The largest detractors from performance relative to the Russell 2500 Index were Advance Auto Parts, Inc. (Consumer Discretionary), Spectrum Brands Holdings, Inc. (Consumer Discretionary), and Gulfport Energy Corporation (Energy). Advance Auto Parts, Inc., a retailer of automotive aftermarket parts, has struggled due to reporting earnings that were below investor’s expectations and management lowering its full year outlook. There is also an overhang on stock as investors are concerned with Amazon entering into the “do-it-yourself” auto repair business. More recently the stock has declined on fears around an industry slowdown as well as management lowering near-term expectations for the company. Shares of Spectrum Brands, a diversified consumer products company, fell after reporting disappointing earnings to a weaker than expected top-line. Despite releasing earnings that were above investors’ expectations, Gulfport Energy declined in-line with natural gas prices (as well as other natural gas names) as a warm winter and concerns of supply growth have weighed on the stock. Additionally, the market reacted poorly to the company’s acquisition of properties in Oklahoma. The perception was the company overpaid for these assets.

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

What is the outlook?

When we look at the market landscape, we begin with valuations which are stretched in our view. The saving grace is the very low level of interest rates, which does allow for higher price-earning ratios. In fact, we believe small cap is attractively valued relative to U.S. Treasuries on an earnings yield basis. Relative to large cap U.S. equities smaller cap companies are fairly valued in our view. We are much more comfortable with valuations relative to large caps than we were at the beginning of the year and we are finding more investment ideas in the smaller cap space.

On the corporate front there is good evidence that businesses are relatively optimistic. A leading small business association, the NFIB (National Federation of Independent Business) publishes an optimism index which has been elevated since President Trump won the U.S. election. This is a particularly positive indicator given the

impact that small businesses have on the U.S. economy: these companies account for 83% of the jobs in the non-farm payrolls (the standard government measure to assess employment conditions). That said, the NFIB Uncertainty Index, although at lower levels than pre-election was still elevated at the end of the period.

It is also worth noting that the yield curve continued to flatten as of the end of the period. The market and the U.S. Federal Reserve are at odds in the number of rate increases in the coming year. The market is currently expecting an increase in December 2017 and one increase in 2018. The Federal Reserve, on the other hand, is signaling one increase this December and three in 2018. We believe higher short-term rates and lower long-term rates will result in technical pressure on the yield curve that was at its flattest level since 2005 as of the end of the period.

While there is much debate on the root reason for the yield curve flattening, our view is that rising rates signal that economic growth is more certain. This may lead to outperformance by cyclical equities (Industrials, Materials, Consumer Discretionary and the Financials).

There is a debate occurring about what stage of the economic cycle we are in. This has been the longest post-war recovery on record with some suggesting there must be an imminent end to the expansion. However, we would assert that recoveries do not die of old age. We would also point out that this eight-year recovery as of October 31, 2017, while long, has also been less robust than average. Annual gross domestic product (GDP) growth has averaged 2.1% during this recovery. Prior post-war recoveries have had average annual GDP growth ranging from 3.2% to 7.4%.

Additionally, in our analysis of companies we are not seeing acceleration in capital expenditure, which is a typical late cycle behavior. This can be a sign of overly optimistic demand projections.

We are concerned about the potential for inflation. We feel that central banks globally have been underpricing inflation risk. An unexpected rise in inflation would be an event that could create a pullback in the market and perhaps an economic recession.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Small- and mid-cap securities can have greater risk and volatility than large-cap securities and may be less liquid than other types of investments. The main risk of real estate related securities is that the value of the underlying real estate may decrease in value. The Fund may be adversely affected when certain large shareholders purchase or redeem large amounts of shares of the Fund.

33

Hartford Schroders US Small/Mid Cap Opportunities Fund

Manager Discussion – (continued)

October 31, 2017 (Unaudited)

Composition by Sector

as of October 31, 2017

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		10.3	%
Consumer Staples		2.8
Energy		2.7
Financials		18.0
Health Care		10.2
Industrials		20.9
Information Technology		13.3
Materials		4.3
Real Estate		5.6
Utilities		3.2
Total		91.3	%
Short-Term Investments		8.5
Other Assets & Liabilities		0.2
Total		100.0	%

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

34

Hartford Schroders Funds

Expense Examples (Unaudited)

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of May 1, 2017 through October 31, 2017. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratio below.

Actual Expenses

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

Hypothetical Example for Comparison Purposes

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

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) and CDSC. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses are equal to a Fund’s annualized expense ratios multiplied by average account value over the period, multiplied by 184/365 (to reflect the one-half year period).

Hartford Schroders Emerging Markets Debt and Currency Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,009.60	$	7.09	$	1,000.00	$	1,018.15	$	7.12		1.40	%		184		365
Class C	$	1,000.00	$	1,005.80	$	10.87	$	1,000.00	$	1,014.37	$	10.92		2.15	%		184		365
Class I	$	1,000.00	$	1,011.50	$	5.53	$	1,000.00	$	1,019.71	$	5.55		1.09	%		184		365
Class Y	$	1,000.00	$	1,011.50	$	5.07	$	1,000.00	$	1,020.16	$	5.09		1.00	%		184		365
Class F	$	1,000.00	$	1,012.50	$	5.07	$	1,000.00	$	1,020.16	$	5.09		1.00	%		184		365
Class SDR	$	1,000.00	$	1,012.50	$	5.07	$	1,000.00	$	1,020.16	$	5.09		1.00	%		184		365

35

Hartford Schroders Funds

Expense Examples (Unaudited) – (continued)

Hartford Schroders Emerging Markets Equity Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,176.10	$	8.23	$	1,000.00	$	1,017.64	$	7.63		1.50	%		184		365
Class C	$	1,000.00	$	1,172.00	$	12.43	$	1,000.00	$	1,013.76	$	11.52		2.27	%		184		365
Class I	$	1,000.00	$	1,178.60	$	6.86	$	1,000.00	$	1,018.90	$	6.36		1.25	%		184		365
Class R3	$	1,000.00	$	1,177.30	$	7.96	$	1,000.00	$	1,017.90	$	7.38		1.45	%		184		365
Class R4	$	1,000.00	$	1,176.60	$	8.28	$	1,000.00	$	1,017.59	$	7.68		1.51	%		184		365
Class R5	$	1,000.00	$	1,178.60	$	6.81	$	1,000.00	$	1,018.96	$	6.31		1.24	%		184		365
Class Y	$	1,000.00	$	1,178.40	$	6.31	$	1,000.00	$	1,019.41	$	5.85		1.15	%		184		365
Class F	$	1,000.00	$	1,178.60	$	6.04	$	1,000.00	$	1,019.66	$	5.60		1.10	%		184		365
Class SDR	$	1,000.00	$	1,179.10	$	6.04	$	1,000.00	$	1,019.66	$	5.60		1.10	%		184		365

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,045.30	$	5.36	$	1,000.00	$	1,019.96	$	5.30		1.04	%		184		365
Class C	$	1,000.00	$	1,042.00	$	9.99	$	1,000.00	$	1,015.43	$	9.86		1.94	%		184		365
Class I	$	1,000.00	$	1,047.50	$	4.18	$	1,000.00	$	1,021.12	$	4.13		0.81	%		184		365
Class R3	$	1,000.00	$	1,046.30	$	5.93	$	1,000.00	$	1,019.41	$	5.85		1.15	%		184		365
Class R4	$	1,000.00	$	1,045.80	$	5.10	$	1,000.00	$	1,020.22	$	5.04		0.99	%		184		365
Class R5	$	1,000.00	$	1,047.30	$	4.44	$	1,000.00	$	1,020.87	$	4.38		0.86	%		184		365
Class Y	$	1,000.00	$	1,046.90	$	4.08	$	1,000.00	$	1,021.22	$	4.02		0.79	%		184		365
Class F	$	1,000.00	$	1,047.00	$	3.77	$	1,000.00	$	1,021.53	$	3.72		0.73	%		184		365
Class SDR	$	1,000.00	$	1,046.90	$	3.87	$	1,000.00	$	1,021.43	$	3.82		0.75	%		184		365

36

Hartford Schroders Funds

Expense Examples (Unaudited) – (continued)

Hartford Schroders Global Strategic Bond Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,004.40	$	5.41	$	1,000.00	$	1,019.81	$	5.45		1.07	%		184		365
Class C	$	1,000.00	$	1,000.00	$	8.92	$	1,000.00	$	1,016.28	$	9.00		1.77	%		184		365
Class I	$	1,000.00	$	1,005.50	$	3.84	$	1,000.00	$	1,021.37	$	3.87		0.76	%		184		365
Class R3	$	1,000.00	$	1,004.40	$	5.15	$	1,000.00	$	1,020.06	$	5.19		1.02	%		184		365
Class R4	$	1,000.00	$	1,005.50	$	4.90	$	1,000.00	$	1,020.32	$	4.94		0.97	%		184		365
Class R5	$	1,000.00	$	1,004.40	$	4.24	$	1,000.00	$	1,020.97	$	4.28		0.84	%		184		365
Class Y	$	1,000.00	$	1,006.60	$	3.34	$	1,000.00	$	1,021.88	$	3.36		0.66	%		184		365
Class F	$	1,000.00	$	1,006.60	$	3.19	$	1,000.00	$	1,022.03	$	3.21		0.63	%		184		365
Class SDR	$	1,000.00	$	1,006.70	$	3.24	$	1,000.00	$	1,021.98	$	3.26		0.64	%		184		365

Hartford Schroders International Multi-Cap Value Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,085.50	$	5.99	$	1,000.00	$	1,019.46	$	5.80		1.14	%		184		365
Class C	$	1,000.00	$	1,080.80	$	9.76	$	1,000.00	$	1,015.83	$	9.45		1.86	%		184		365
Class I	$	1,000.00	$	1,085.90	$	4.36	$	1,000.00	$	1,021.02	$	4.23		0.83	%		184		365
Class R3	$	1,000.00	$	1,083.40	$	7.61	$	1,000.00	$	1,017.90	$	7.38		1.45	%		184		365
Class R4	$	1,000.00	$	1,084.70	$	6.10	$	1,000.00	$	1,019.36	$	5.90		1.16	%		184		365
Class R5	$	1,000.00	$	1,086.90	$	4.47	$	1,000.00	$	1,020.92	$	4.33		0.85	%		184		365
Class Y	$	1,000.00	$	1,086.30	$	4.21	$	1,000.00	$	1,021.17	$	4.08		0.80	%		184		365
Class F	$	1,000.00	$	1,087.30	$	3.95	$	1,000.00	$	1,021.43	$	3.82		0.75	%		184		365
Class SDR	$	1,000.00	$	1,087.50	$	3.95	$	1,000.00	$	1,021.43	$	3.82		0.75	%		184		365

37

Hartford Schroders Funds

Expense Examples (Unaudited) – (continued)

Hartford Schroders International Stock Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,138.80	$	6.47	$	1,000.00	$	1,019.16	$	6.11		1.20	%		184		365
Class C	$	1,000.00	$	1,134.10	$	10.49	$	1,000.00	$	1,015.38	$	9.91		1.95	%		184		365
Class I	$	1,000.00	$	1,139.90	$	5.12	$	1,000.00	$	1,020.42	$	4.84		0.95	%		184		365
Class R3	$	1,000.00	$	1,139.00	$	6.36	$	1,000.00	$	1,019.26	$	6.01		1.18	%		184		365
Class R4	$	1,000.00	$	1,138.90	$	5.88	$	1,000.00	$	1,019.71	$	5.55		1.09	%		184		365
Class R5	$	1,000.00	$	1,140.60	$	4.86	$	1,000.00	$	1,020.67	$	4.58		0.90	%		184		365
Class Y	$	1,000.00	$	1,140.50	$	4.26	$	1,000.00	$	1,021.22	$	4.02		0.79	%		184		365
Class F	$	1,000.00	$	1,141.60	$	4.32	$	1,000.00	$	1,021.17	$	4.08		0.80	%		184		365
Class SDR	$	1,000.00	$	1,141.50	$	4.32	$	1,000.00	$	1,021.17	$	4.08		0.80	%		184		365

Hartford Schroders Tax-Aware Bond Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,020.10	$	3.62	$	1,000.00	$	1,021.63	$	3.62		0.71	%		184		365
Class C	$	1,000.00	$	1,016.00	$	7.62	$	1,000.00	$	1,017.64	$	7.63		1.50	%		184		365
Class I	$	1,000.00	$	1,021.40	$	2.34	$	1,000.00	$	1,022.89	$	2.35		0.46	%		184		365
Class Y(1)	$	1,000.00	$	1,021.50	$	2.39	$	1,000.00	$	1,022.84	$	2.40		0.47	%		184		365
Class F	$	1,000.00	$	1,021.30	$	2.34	$	1,000.00	$	1,022.89	$	2.35		0.46	%		184		365
Class SDR	$	1,000.00	$	1,021.40	$	2.34	$	1,000.00	$	1,022.89	$	2.35		0.46	%		184		365

⁽¹⁾  Effective November 1, 2017, a new transfer agency fee arrangement was implemented. Had the new transfer agency fee arrangement been in effect during the period, the annualized expense ratio above would have been 0.53%, and the expenses paid in the actual and hypothetical examples above would have been $2.69 and $2.69, respectively.

38

Hartford Schroders Funds

Expense Examples (Unaudited) – (continued)

Hartford Schroders US Small Cap Opportunities Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,080.30	$	7.18	$	1,000.00	$	1,018.30	$	6.97		1.37	%		184		365
Class C	$	1,000.00	$	1,076.20	$	10.99	$	1,000.00	$	1,014.62	$	10.66		2.10	%		184		365
Class I	$	1,000.00	$	1,082.50	$	5.30	$	1,000.00	$	1,020.11	$	5.14		1.01	%		184		365
Class R3	$	1,000.00	$	1,080.70	$	7.34	$	1,000.00	$	1,018.15	$	7.12		1.40	%		184		365
Class R4	$	1,000.00	$	1,081.00	$	6.82	$	1,000.00	$	1,018.65	$	6.61		1.30	%		184		365
Class R5	$	1,000.00	$	1,081.80	$	5.67	$	1,000.00	$	1,019.76	$	5.50		1.08	%		184		365
Class Y	$	1,000.00	$	1,082.50	$	4.99	$	1,000.00	$	1,020.42	$	4.84		0.95	%		184		365
Class F	$	1,000.00	$	1,082.40	$	4.99	$	1,000.00	$	1,020.42	$	4.84		0.95	%		184		365
Class SDR	$	1,000.00	$	1,082.30	$	4.99	$	1,000.00	$	1,020.42	$	4.84		0.95	%		184		365

Hartford Schroders US Small/Mid Cap Opportunities Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Beginning Account Value May 1, 2017		Ending Account Value October 31, 2017		Expenses paid during the period May 1, 2017 through October 31, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,064.00	$	6.66	$	1,000.00	$	1,018.75	$	6.51		1.28	%		184		365
Class C	$	1,000.00	$	1,060.50	$	10.59	$	1,000.00	$	1,014.92	$	10.36		2.04	%		184		365
Class I	$	1,000.00	$	1,065.30	$	5.31	$	1,000.00	$	1,020.06	$	5.19		1.02	%		184		365
Class R3	$	1,000.00	$	1,062.50	$	8.37	$	1,000.00	$	1,017.09	$	8.19		1.61	%		184		365
Class R4	$	1,000.00	$	1,063.90	$	6.76	$	1,000.00	$	1,018.65	$	6.61		1.30	%		184		365
Class R5	$	1,000.00	$	1,065.30	$	5.21	$	1,000.00	$	1,020.16	$	5.09		1.00	%		184		365
Class Y	$	1,000.00	$	1,066.00	$	4.90	$	1,000.00	$	1,020.47	$	4.79		0.94	%		184		365
Class F	$	1,000.00	$	1,066.00	$	4.69	$	1,000.00	$	1,020.67	$	4.58		0.90	%		184		365
Class SDR	$	1,000.00	$	1,066.70	$	4.69	$	1,000.00	$	1,020.67	$	4.58		0.90	%		184		365

39

Hartford Schroders Emerging Markets Debt and Currency Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 1.9%
			Argentina - 0.9%
			YPF S.A.
	$	600,000	BADLARPP + 4.000%, 25.46%, 07/07/2020(1)(2)	$	582,000
			Mexico - 1.0%
			Petroleos Mexicanos
	MXN	7,228,400	7.19%, 09/12/2024(3)		337,790
		6,400,000	7.47%, 11/12/2026		296,515
					634,305
			Total Corporate Bonds (cost $1,219,030)	$	1,216,305
FOREIGN GOVERNMENT OBLIGATIONS - 33.5%
			Argentina - 2.9%
	ARS	540,000	Argentina Bonar Bonds 24.76%, 03/01/2020(4)	$	32,071
		2,500,000	Argentina Politica Monet 27.15%, 06/21/2020(2)(4)		151,433
			Argentine Bonos del Tesoro
		8,750,000	15.50%, 10/17/2026		515,822
		3,200,000	16.00%, 10/17/2023		183,453
		13,140,000	18.20%, 10/03/2021		763,388
		4,500,000	21.20%, 09/19/2018		249,266
					1,895,433
			Brazil - 5.2%
			Brazil Notas do Tesouro Nacional, Serie F
	BRL	1,950,000	10.00%, 01/01/2019		613,318
		3,682,000	10.00%, 01/01/2023		1,144,157
		2,255,000	10.00%, 01/01/2025		696,657
		1,900,000	10.00%, 01/01/2027		585,606
	$	370,000	Brazilian Government International Bond 5.63%, 01/07/2041		374,995
					3,414,733
			Ecuador - 0.7%
			Ecuador Government International Bond
		200,000	9.63%, 06/02/2027(3)		215,000
		200,000	9.65%, 12/13/2026(3)		217,000
					432,000
			Ghana - 0.6%
			Ghana Government Bond
	GHS	650,000	18.25%, 07/25/2022		150,463
		970,000	19.00%, 11/02/2026		234,996
					385,459
			Hungary - 4.7%
			Hungary Government Bond
	HUF	625,340,000	2.50%, 06/22/2018		2,376,092
		7,400,000	4.00%, 04/25/2018		28,159
		10,000,000	5.50%, 12/20/2018		39,715
		164,960,000	6.75%, 11/24/2017		619,397
					3,063,363
			Indonesia - 2.8%
			Indonesia Treasury Bond
	IDR	3,610,000,000	7.00%, 05/15/2027		270,567
		5,750,000,000	8.38%, 09/15/2026		465,299
		8,390,000,000	8.75%, 05/15/2031		694,398
		4,700,000,000	8.75%, 02/15/2044		399,970
					1,830,234

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 33.5% - (continued)
			Mexico - 3.5%
			Mexican Bonos
	MXN	17,000,000	5.75%, 03/05/2026	$	805,232
		6,940,900	7.75%, 11/13/2042		369,604
		7,500,000	8.00%, 11/07/2047		410,690
		3,249,100	8.50%, 11/18/2038		187,051
		9,100,000	10.00%, 12/05/2024		550,493
					2,323,070
			Poland - 5.7%
	PLN	13,540,000	Poland Government Bond 2.50%, 07/25/2018		3,753,310
			Russia - 2.6%
			Russian Federal Bond - OFZ
	RUB	55,750,000	7.00%, 08/16/2023		939,494
		30,500,000	7.60%, 04/14/2021		526,605
		12,000,000	7.60%, 07/20/2022		207,702
					1,673,801
			South Africa - 3.5%
			Republic of South Africa Government Bond
	ZAR	8,408,808	8.25%, 03/31/2032		522,500
		9,390,000	8.50%, 01/31/2037		578,004
		10,750,000	10.50%, 12/21/2026		823,668
			Republic of South Africa Government International Bond
	$	400,000	5.00%, 10/12/2046		355,887
					2,280,059
			Supranational - 1.3%
			International Finance Corp.
	INR	47,500,000	6.30%, 11/25/2024		747,551
		5,000,000	8.25%, 06/10/2021		82,984
					830,535
			Total Foreign Government Obligations (cost $20,433,858)	$	21,881,997
			Total Long-Term Investments (cost $21,652,888)	$	23,098,302
SHORT-TERM INVESTMENTS - 64.6%
			Foreign Government Obligations - 6.3%
			Mexico Cetes
	MXN	19,700,000	7.24%, 04/26/2018	$	992,658
		63,000,000	7.34%, 08/16/2018		3,107,223
					4,099,881
			Other Investment Pools & Funds - 3.2%
	$	2,081,308	Morgan Stanley Treasury Securities Portfolio, Institutional Class, 0.88%(6)		2,081,308
			U.S. Treasury - 55.1%
			U.S. Treasury Bills - 55.1%
		1,600,000	1.02%, 11/30/2017(5)		1,598,666
		800,000	1.03%, 11/24/2017(5)		799,458
		3,000,000	1.03%, 12/07/2017(5)		2,996,858
		4,500,000	1.05%, 02/22/2018(5)		4,484,074
		600,000	1.06%, 12/14/2017(5)		599,236
		5,500,000	1.06%, 02/15/2018(5)		5,481,822
		4,000,000	1.09%, 03/01/2018(5)		3,985,659
		4,000,000	1.14%, 03/08/2018(5)		3,983,349

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

40

Hartford Schroders Emerging Markets Debt and Currency Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 64.6% - (continued)
		U.S. Treasury - 55.1% - (continued)
		U.S. Treasury Bills - 55.1% - (continued)
	6,500,000	1.18%, 03/29/2018(5)	$	6,468,735
	4,500,000	1.23%, 04/05/2018(5)		4,476,362
	1,200,000	1.24%, 04/26/2018(5)		1,192,837
				36,067,056
		Total Short-Term Investments (cost $42,254,070)	$	42,248,245

Total Investments (cost $63,906,958)	100.0	%	$	65,346,547
Other Assets and Liabilities	0.0	%		30,465
Total Net Assets	100.0	%	$	65,377,012

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

41

Hartford Schroders Emerging Markets Debt and Currency Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

⁽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 to qualified institutional buyers. Unless otherwise indicated, this holding is determined to be liquid. At October 31, 2017, the aggregate value of this security was $582,000, which represented 0.9% of total net assets.

⁽²⁾  Variable rate security; the rate reported is the coupon rate in effect at October 31, 2017.

⁽³⁾  These security 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 October 31, 2017, the aggregate value of these securities was $769,790, which represented 1.2% of total net assets.

⁽⁴⁾  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

⁽⁵⁾  The rate shown represents current yield to maturity.

⁽⁶⁾  Current yield as of period end.

Foreign Currency Contracts Outstanding at October 31, 2017
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold		Counterparty	Settlement Date	Appreciation		Depreciation
	3,000,000	BRL	919,822	USD	CBK	11/30/17	$	—	$	(6,497	)
	485,000,000	CLP	745,924	USD	CBK	11/02/17		16,089		—
	60,000,000	CLP	95,481	USD	UBS	11/02/17		—		(1,211	)
	720,000,000	CLP	1,136,005	USD	UBS	01/05/18		—		(5,725	)
	400,000,000	CLP	643,501	USD	JPM	01/17/18		—		(15,685	)
	545,000,000	CLP	859,933	USD	JPM	01/23/18		—		(4,616	)
	160,000,000	COP	53,637	USD	JPM	11/01/17		—		(1,046	)
	2,500,000,000	COP	824,810	USD	MSC	11/01/17		—		(3,077	)
	1,500,000,000	COP	507,786	USD	UBS	12/07/17		—		(16,467	)
	2,660,000,000	COP	886,150	USD	CBK	01/23/18		—		(18,488	)
	40,000,000	CZK	1,809,715	USD	CBK	11/15/17		7,429		—
	16,500,000	CZK	750,673	USD	CBK	11/21/17		—		(883	)
	4,600,000	CZK	211,974	USD	MSC	01/25/18		—		(2,020	)
	21,000,000	CZK	967,706	USD	MSC	01/25/18		—		(9,220	)
	1,275,000	EUR	1,501,023	USD	UBS	11/01/17		—		(15,764	)
	750,000	EUR	888,425	USD	CBK	11/07/17		—		(14,473	)
	900,000	EUR	1,061,497	USD	UBS	11/17/17		—		(12,164	)
	1,100,000	EUR	1,303,940	USD	MSC	01/23/18		—		(16,154	)
	1,080,000	GBP	1,446,269	USD	CBK	12/18/17		—		(9,650	)
	21,000,000	HUF	81,531	USD	CBK	11/15/17		—		(2,923	)
	185,000,000	HUF	723,955	USD	UBS	12/07/17		—		(30,738	)
	4,500,000,000	IDR	331,492	USD	MSC	11/09/17		65		—
	6,900,000,000	IDR	509,187	USD	UBS	11/09/17		—		(801	)
	56,000,000	INR	872,070	USD	MSC	11/02/17		—		(7,718	)
	54,000,000	INR	835,331	USD	CBK	11/21/17		—		(4,000	)
	45,500,000	INR	705,186	USD	JPM	11/29/17		—		(5,480	)
	19,060,000	INR	289,171	USD	CBK	01/11/18		2,470		—
	56,000,000	INR	850,676	USD	CBK	01/23/18		4,936		—
	154,000,000	JPY	1,440,143	USD	JPM	12/12/17		—		(82,922	)
	930,000,000	KRW	818,698	USD	CBK	11/09/17		11,436		—
	635,000,000	KRW	563,093	USD	CBK	12/13/17		3,825		—
	2,550,000	MXN	135,238	USD	JPM	11/07/17		—		(2,395	)
	12,750,000	MXN	710,013	USD	CBK	11/07/17		—		(45,800	)
	9,300,000	MXN	492,964	USD	JPM	11/10/17		—		(8,747	)
	24,700,000	MXN	1,352,205	USD	JPM	11/10/17		—		(66,168	)
	13,950,000	MXN	735,131	USD	JPM	12/15/17		—		(13,296	)
	12,350,000	MXN	653,793	USD	JPM	12/15/17		—		(14,750	)

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

42

Hartford Schroders Emerging Markets Debt and Currency Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold		Counterparty	Settlement Date	Appreciation		Depreciation
	4,000,000	MYR	930,341	USD	UBS	11/09/17	$	14,116	$	—
	4,080,000	MYR	949,168	USD	CBK	11/21/17		13,650		—
	3,080,000	MYR	721,734	USD	CBK	12/07/17		4,663		—
	750,000	MYR	177,894	USD	CBK	01/18/18		—		(1,190	)
	2,070,000	MYR	489,477	USD	CBK	01/18/18		—		(1,776	)
	1,195,000	PEN	365,835	USD	MSC	11/02/17		1,759		—
	1,735,000	PEN	528,335	USD	MSC	01/17/18		3,407		—
	1,195,000	PEN	367,636	USD	JPM	01/23/18		—		(1,514	)
	1,740,000	PLN	480,124	USD	UBS	11/21/17		—		(2,116	)
	1,800,000	PLN	503,393	USD	CBK	11/21/17		—		(8,902	)
	21,250,000	RUB	361,395	USD	JPM	12/15/17		—		(1,004	)
	21,250,000	RUB	361,887	USD	UBS	12/15/17		—		(1,496	)
	1,120,000	SGD	824,876	USD	CBK	11/01/17		—		(3,219	)
	27,600,000	THB	828,953	USD	JPM	11/01/17		1,870		—
	27,500,000	THB	827,815	USD	UBS	11/06/17		—		(11	)
	5,600,000	THB	169,491	USD	CBK	12/14/17		—		(895	)
	934,143	USD	3,000,000	BRL	MSC	11/30/17		20,817		—
	318,257	USD	1,059,320	BRL	MSC	01/31/18		—		(1,803	)
	321,670	USD	1,070,680	BRL	MSC	01/31/18		—		(1,822	)
	860,979	USD	545,000,000	CLP	JPM	11/02/17		4,696		—
	627,205	USD	400,000,000	CLP	JPM	01/05/18		—		(729	)
	893,517	USD	2,660,000,000	COP	CBK	11/01/17		19,193		—
	1,269,064	USD	28,000,000	CZK	BOA	11/15/17		—		(2,937	)
	1,520,367	USD	1,275,000	EUR	MSC	11/01/17		35,108		—
	882,261	USD	750,000	EUR	CBK	11/07/17		8,309		—
	529,645	USD	450,000	EUR	CBK	11/17/17		4,978		—
	1,285,060	USD	1,100,000	EUR	MSC	01/23/18		—		(2,725	)
	81,849	USD	21,000,000	HUF	JPM	11/15/17		3,240		—
	721,785	USD	185,000,000	HUF	JPM	12/07/17		28,569		—
	710,497	USD	188,000,000	HUF	JPM	12/15/17		5,716		—
	211,837	USD	55,850,000	HUF	JPM	01/10/18		2,154		—
	318,787	USD	85,000,000	HUF	CBK	01/31/18		—		(730	)
	846,200	USD	11,400,000,000	IDR	CBK	11/09/17		6,256		—
	829,876	USD	11,200,000,000	IDR	CBK	11/14/17		5,025		—
	398,113	USD	5,400,000,000	IDR	UBS	01/16/18		2,764		—
	504,239	USD	6,900,000,000	IDR	UBS	01/30/18		—		(240	)
	858,632	USD	56,000,000	INR	CBK	11/02/17		—		(5,720	)
	697,051	USD	45,500,000	INR	UBS	11/29/17		—		(2,655	)
	1,369,967	USD	154,000,000	JPY	UBS	12/12/17		12,746		—
	813,663	USD	930,000,000	KRW	UBS	11/09/17		—		(16,472	)
	555,760	USD	635,000,000	KRW	UBS	12/13/17		—		(11,158	)
	838,817	USD	15,300,000	MXN	JPM	11/07/17		41,761		—
	1,868,306	USD	34,000,000	MXN	JPM	11/10/17		98,053		—
	1,432,028	USD	26,300,000	MXN	JPM	12/15/17		71,150		—
	638,551	USD	12,100,000	MXN	JPM	01/11/18		15,314		—
	3,085,546	USD	60,000,000	MXN	CBK	01/30/18		6,215		—
	958,377	USD	18,700,000	MXN	CBK	01/31/18		—		(1,348	)
	178,147	USD	750,000	MYR	CBK	11/09/17		1,062		—
	766,509	USD	3,250,000	MYR	CBK	11/09/17		—		(862	)
	368,713	USD	1,195,000	PEN	JPM	11/02/17		1,120		—
	532,437	USD	1,735,000	PEN	MSC	01/17/18		695		—
	366,564	USD	1,195,000	PEN	MSC	01/23/18		442		—
	729,141	USD	2,600,000	PLN	JPM	11/21/17		14,877		—
	262,886	USD	940,000	PLN	CBK	11/21/17		4,652		—
	461,603	USD	1,650,000	PLN	CBK	12/15/17		8,209		—
	708,968	USD	2,600,000	PLN	CBK	12/15/17		—		(5,470	)
	281,849	USD	1,030,000	PLN	JPM	01/10/18		—		(1,263	)
	320,133	USD	1,170,000	PLN	MSC	01/30/18		—		(1,490	)
	645,106	USD	37,500,000	RUB	CBK	12/15/17		9,123		—

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

43

Hartford Schroders Emerging Markets Debt and Currency Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017 - (continued)
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold		Counterparty		Settlement Date		Appreciation		Depreciation
	282,639	USD	385,000	SGD		CBK		11/01/17	$	195	$	—
	288,290	USD	9,600,000	THB		UBS		11/01/17		—		(692	)
	540,362	USD	18,000,000	THB		CBK		11/01/17		—		(1,479	)
	96,088	USD	3,200,000	THB		UBS		11/06/17		—		(238	)
	1,649,277	USD	22,600,000	ZAR		CBK		12/15/17		63,523		—
	642,734	USD	9,300,000	ZAR		JPM		01/30/18		—		(4,928	)
	10,800,000	ZAR	792,969	USD		MSC		12/15/17		—		(35,175	)
	11,800,000	ZAR	864,750	USD		CBK		12/15/17		—		(36,790	)
	Total								$	581,677	$	(597,727	)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BOA	Banc of America Securities LLC
CBK	Citibank NA
JPM	JP Morgan Chase & Co.
MSC	Morgan Stanley
UBS	UBS AG

Currency Abbreviations:
ARS	Argentine Peso
BRL	Brazilian Real
CLP	Chilean Peso
COP	Colombian Peso
CZK	Czech Koruna
EUR	Euro
GBP	British Pound
GHS	Ghana Cedi
HUF	Hungarian Forint
IDR	Indonesian Rupiah
INR	Indian Rupee
JPY	Japanese Yen
KRW	South Korean Won
MXN	Mexican Peso
MYR	Malaysian Ringgit
PEN	Peruvian Sol
PLN	Polish Zloty
RUB	Russian Ruble
SGD	Singapore Dollar
THB	Thai Baht
ZAR	South African Rand

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

44

Hartford Schroders Emerging Markets Debt and Currency Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total			Level 1(1)		Level 2(1)			Level 3(1)
Assets
Corporate Bonds	$	1,216,305		$	—	$	1,216,305		$	—
Foreign Government Obligations		21,881,997			—		21,881,997			—
Short-Term Investments		42,248,245			2,081,308		40,166,937			—
Foreign Currency Contracts(2)		581,677			—		581,677			—
Total	$	65,928,224		$	2,081,308	$	63,846,916		$	—
Liabilities
Foreign Currency Contracts(2)	$	(597,727	)	$	—	$	(597,727	)	$	—
Total	$	(597,727	)	$	—	$	(597,727	)	$	—

⁽¹⁾  For the year ended October 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 accompanying notes are an integral part of these financial statements.

45

Hartford Schroders Emerging Markets Equity Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.7%
		Argentina - 0.7%
	577,858	BBVA Banco Frances S.A. ADR	$	12,735,990
	113,547	Pampa Energia S.A. ADR*		7,701,893
				20,437,883
		Brazil - 8.3%
	3,449,451	Banco Bradesco S.A. ADR		36,460,697
	4,114,544	CCR S.A.		22,891,419
	573,800	Equatorial Energia S.A.		10,699,661
	2,061,416	Itau Unibanco Holding S.A. ADR		26,406,739
	2,022,600	Klabin S.A. UNIT		11,685,611
	1,389,300	Kroton Educacional S.A.		7,640,237
	890,600	Light S.A.*		4,976,666
	2,527,500	Lojas Renner S.A.		26,640,235
	876,097	Petroleo Brasileiro S.A. ADR*		9,330,433
	978,360	Petroleo Brasileiro S.A. ADR*		10,028,190
	571,600	Raia Drogasil S.A.		13,665,771
	1,108,297	Telefonica Brasil S.A. ADR		17,067,774
	2,125,281	Vale S.A. ADR		20,806,501
	1,547,300	WEG S.A.*		10,065,278
				228,365,212
		Chile - 1.1%
	144,288	Banco Santander Chile ADR		4,513,329
	1,424,917	Enel Americas S.A. ADR		15,104,120
	1,191,992	SACI Falabella		11,385,776
				31,003,225
		China - 26.1%
	831,035	Alibaba Group Holding Ltd. ADR*		153,650,061
	4,187,000	Anhui Conch Cement Co., Ltd. Class H		17,935,822
	107,254,320	China Construction Bank Corp. Class H		95,854,792
	10,042,000	China Mengniu Dairy Co., Ltd.		27,828,397
	10,107,600	China Pacific Insurance Group Co., Ltd. Class H		49,909,399
	64,397,600	China Petroleum & Chemical Corp. Class H		47,288,330
	23,378,000	CNOOC Ltd.		31,920,155
	7,492,000	Dongfeng Motor Group Co., Ltd. Class H		10,284,192
	506,029	New Oriental Education & Technology Group, Inc. ADR		42,121,854
	10,416,000	PICC Property & Casualty Co., Ltd. Class H		20,670,445
	2,427,000	Shenzhou International Group Holdings Ltd.		20,739,307
	4,089,600	Tencent Holdings Ltd.		183,807,438
	2,852,000	Zhuzhou CRRC Times Electric Co., Ltd. Class H		16,692,606
				718,702,798
		Colombia - 0.2%
	113,230	Bancolombia S.A. ADR		4,274,433
		Egypt - 0.5%
	970,991	Commercial International Bank Egypt S.A.E.		4,339,984
	2,055,419	Commercial International Bank Egypt S.A.E. GDR		9,382,988
				13,722,972
		Greece - 0.9%
	4,914,882	Alpha Bank A.E.*		9,799,902
	1,210,275	Hellenic Telecommunications Organization S.A.		14,379,840
				24,179,742
		Hong Kong - 3.8%
	6,377,000	AIA Group Ltd.		48,053,750
	1,938,000	China Mobile Ltd.		19,493,111

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.7% - (continued)
		Hong Kong - 3.8% - (continued)
	5,434,000	China Resources Beer Holdings Co., Ltd.	$	15,682,750
	14,392,000	China Unicom Hong Kong Ltd.*		20,420,217
				103,649,828
		Hungary - 2.1%
	1,272,312	MOL Hungarian Oil & Gas plc		15,236,800
	1,048,891	OTP Bank plc		42,286,782
				57,523,582
		India - 4.5%
	1,421,296	HDFC Bank Ltd.		39,755,803
	1,319,158	Hindustan Unilever Ltd.		25,210,482
	924,180	Infosys Ltd.		13,158,530
	3,314,026	ITC Ltd.		13,606,714
	181,300	Maruti Suzuki India Ltd.		22,999,954
	144,405	UltraTech Cement Ltd.		9,822,146
				124,553,629
		Luxembourg - 0.8%
	1,014,373	PLAY Communications S.A.*(1)		10,255,341
	362,905	Ternium S.A. ADR		11,253,684
				21,509,025
		Mexico - 1.2%
	1,766,524	Cemex S.A.B. de C.V. ADR*		14,326,510
	210,079	Fomento Economico Mexicano S.A.B. de C.V. ADR		18,434,432
	84,842	Grupo Aeroportuario del Pacifico S.A.B. de C.V. Class B		806,700
				33,567,642
		Pakistan - 0.4%
	3,442,700	Habib Bank Ltd.		5,245,350
	2,622,500	United Bank Ltd.		4,458,760
				9,704,110
		Poland - 2.1%
	1,005,828	Bank Pekao S.A.		32,866,335
	1,863,741	Powszechny Zaklad Ubezpieczen S.A.		24,052,761
				56,919,096
		Russia - 7.7%
	988,597	Lukoil PJSC ADR		52,512,663
	489,534	Mail.Ru Group Ltd. GDR*		15,905,734
	1,001,046	MegaFon PJSC GDR		10,460,931
	536,985	Polymetal International plc		6,238,432
	179,671	Polyus PJSC GDR(1)		7,400,110
	6,241,085	Sberbank of Russia PJSC ADR		89,573,356
	698,380	X5 Retail Group N.V. GDR*		28,703,418
				210,794,644
		South Africa - 2.7%
	1,007,165	AVI Ltd.		7,022,612
	1,472,128	Barclays Africa Group Ltd.		14,582,986
	585,232	Foschini Group Ltd.		5,608,624
	170,317	Naspers Ltd. Class N		41,494,756
	58,909	Novus Holdings Ltd.		29,244
	5,120,877	Sibanye-Stillwater		6,629,668
				75,367,890
		South Korea - 19.0%
	64,142	Amorepacific Corp.		17,997,742
	141,788	CJ CGV Co., Ltd.		8,819,308

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

46

Hartford Schroders Emerging Markets Equity Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.7% - (continued)
		South Korea - 19.0% - (continued)
	949,164	DGB Financial Group, Inc.	$	8,852,927
	825,398	Hana Financial Group, Inc.		35,326,065
	258,473	Hyundai Motor Co.		37,185,636
	122,976	Korea Kolmar Co., Ltd.		9,097,225
	38,933	Korea Zinc Co., Ltd.		17,808,965
	90,682	LG Chem Ltd.		32,695,987
	15,308	Medy-Tox, Inc.		5,794,544
	28,468	NAVER Corp.		22,753,675
	86,197	NCSoft Corp.		32,862,173
	87,066	Netmarble Games Corp.*(1)		13,522,099
	83,794	Samsung Electronics Co., Ltd.		206,560,983
	53,373	Samsung Fire & Marine Insurance Co., Ltd.		13,023,656
	383,937	Shinhan Financial Group Co., Ltd.		17,245,755
	127,257	SK Hynix, Inc.		9,382,998
	181,856	SK Innovation Co., Ltd.		33,359,799
				522,289,537
		Taiwan - 11.7%
	9,049,072	Advanced Semiconductor Engineering, Inc.		10,940,086
	20,316,489	Cathay Financial Holding Co., Ltd.		33,571,335
	691,000	Ennoconn Corp.		9,842,533
	5,023,000	Far EasTone Telecommunications Co., Ltd.		11,794,052
	4,420,000	Formosa Plastics Corp.		13,474,226
	20,725,213	Hon Hai Precision Industry Co., Ltd.		77,034,431
	3,734,000	Taiwan Mobile Co., Ltd.		13,312,533
	19,012,139	Taiwan Semiconductor Manufacturing Co., Ltd.		153,699,822
				323,669,018
		Thailand - 2.2%
	1,168,900	Bangkok Bank PCL NVDR		6,790,912
	1,038,375	Kasikornbank PCL		7,127,385
	5,031,925	Kasikornbank PCL NVDR		33,327,872
	7,336,400	Thai Beverage PCL		5,272,445
	2,880,100	Thai Oil PCL NVDR		8,843,173
				61,361,787
		Turkey - 1.3%
	2,613,318	Akbank TAS		6,913,215
	3,977,229	KOC Holding AS		17,809,561
	3,291,549	Turkcell Iletisim Hizmetleri AS		12,334,237
				37,057,013
		United Arab Emirates - 1.4%
	606,911	DP World Ltd.		14,414,136
	11,240,562	Emaar Properties PJSC		25,366,089
				39,780,225
		Total Common Stocks (cost $1,880,544,455)	$	2,718,433,291
PREFERRED STOCKS - 0.4%
		South Korea - 0.4%
	119,042	Hyundai Motor Co.*	$	12,015,548
		Total Preferred Stocks (cost $10,590,800)	$	12,015,548
		Total Long-Term Investments (cost $1,891,135,255)	$	2,730,448,839

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 1.1%
		Other Investment Pools & Funds - 1.1%
	30,883,889	Morgan Stanley Treasury Securities Portfolio, Institutional Class, 0.88%(2)	$	30,883,889
		Total Short-Term Investments (cost $30,883,889)	$	30,883,889

Total Investments (cost $1,922,019,144)	100.2	%	$	2,761,332,728
Other Assets and Liabilities	(0.2	)%		(5,779,077	)
Total Net Assets	100.0	%	$	2,755,553,651

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

47

Hartford Schroders Emerging Markets Equity Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

* 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $31,177,550, which represented 1.1% of total net assets.

⁽²⁾  Current yield as of period end.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:
ADR	American Depositary Receipt
GDR	Global Depositary Receipt
NVDR	Non-Voting Depositary Receipt
PJSC	Private Joint Stock Company

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

48

Hartford Schroders Emerging Markets Equity Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total		Level 1(1)		Level 2(1)		Level 3(1)
Assets
Common Stocks
Argentina	$	20,437,883	$	20,437,883	$	—	$	—
Brazil		228,365,212		228,365,212		—		—
Chile		31,003,225		31,003,225		—		—
China		718,702,798		195,771,915		522,930,883		—
Colombia		4,274,433		4,274,433		—		—
Egypt		13,722,972		13,722,972		—		—
Greece		24,179,742		14,379,840		9,799,902		—
Hong Kong		103,649,828		—		103,649,828		—
Hungary		57,523,582		—		57,523,582		—
India		124,553,629		—		124,553,629		—
Luxembourg		21,509,025		21,509,025		—		—
Mexico		33,567,642		33,567,642		—		—
Pakistan		9,704,110		9,704,110		—		—
Poland		56,919,096		—		56,919,096		—
Russia		210,794,644		46,564,459		164,230,185		—
South Africa		75,367,890		5,608,624		69,759,266		—
South Korea		522,289,537		13,522,099		508,767,438		—
Taiwan		323,669,018		—		323,669,018		—
Thailand		61,361,787		8,843,173		52,518,614		—
Turkey		37,057,013		—		37,057,013		—
United Arab Emirates		39,780,225		14,414,136		25,366,089		—
Preferred Stocks		12,015,548		—		12,015,548		—
Short-Term Investments		30,883,889		30,883,889		—		—
Total	$	2,761,332,728	$	692,572,637	$	2,068,760,091	$	—

⁽¹⁾  For the year ended October 31, 2017, investments valued at $31,895,647 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $14,824,315 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.

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

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

49

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 32.9%
			Argentina - 0.9%
	$	605,000	YPF S.A. 8.50%, 07/28/2025(1)	$	703,615
			Austria - 0.6%
		405,000	Eldorado Intl. Finance GmbH 8.63%, 06/16/2021(1)		414,112
			Bermuda - 0.6%
		485,000	Digicel Ltd. 6.75%, 03/01/2023(1)		478,724
			Brazil - 0.7%
			Banco do Brasil SA/Cayman
		485,000	10 year CMT + 7.327%, 9.25%, 04/15/2023(1)(2)(3)		548,050
			British Virgin Islands - 2.9%
		780,000	China Railway Xunjie Co., Ltd. 3.25%, 07/28/2026(4)		774,215
		600,000	CLP Power Hong Kong Financing Ltd. 3.13%, 05/06/2025(4)		599,651
		555,000	GTL Trade Finance, Inc. 7.25%, 04/16/2044(1)		608,946
		200,000	Talent Yield Investments Ltd. 4.50%, 04/25/2022(1)		212,419
					2,195,231
			Cayman Islands - 1.7%
		330,000	Alibaba Group Holding Ltd. 3.60%, 11/28/2024		341,548
		685,000	CSN Islands XI Corp. 6.88%, 09/21/2019(1)		637,392
		290,000	Lima Metro Line 2 Finance Ltd. 5.88%, 07/05/2034(1)		319,363
					1,298,303
			Chile - 1.3%
		590,000	Cencosud S.A. 6.63%, 02/12/2045(1)		642,731
		321,000	Empresa de Transporte de Pasajeros Metro S.A. 5.00%, 01/25/2047(1)		354,384
					997,115
			China - 0.9%
		605,000	Bank of China Ltd. 3.88%, 06/30/2025(4)		630,673
			Colombia - 1.4%
		355,000	Credivalores-Crediservicios SAS 9.75%, 07/27/2022(1)		367,602
		290,000	Ecopetrol S.A. 5.88%, 09/18/2023		326,975
	COP	1,298,000,000	Empresa de Telecomunicaciones de Bogota 7.00%, 01/17/2023(1)		345,266
					1,039,843
			Hong Kong - 2.5%
	$	540,000	AIA Group Ltd. 3.20%, 03/11/2025(1)		537,300
		640,000	Beijing State-Owned Assets Management Hong Kong 4.13%, 05/26/2025(4)		670,439
		660,000	CRCC Yuxiang Ltd. 3.50%, 05/16/2023(4)		677,736
					1,885,475

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 32.9% - (continued)
			Ireland - 0.9%
	$	660,000	C&W Senior Financing Designated Activity Co. 6.88%, 09/15/2027(1)	$	689,700
			Kazakhstan - 0.4%
		250,000	Development Bank of Kazakhstan JSC 4.13%, 12/10/2022(4)		253,753
			Luxembourg - 3.5%
		200,000	Aegea Finance S.a.r.l. 5.75%, 10/10/2024(1)		205,440
		585,000	JSL Europe S.A. 7.75%, 07/26/2024(1)		622,294
		200,000	Millicom International Cellular S.A. 5.13%, 01/15/2028(1)		201,020
			Minerva Luxembourg S.A.
		300,000	5 year CMT + 7.046%, 8.75%, 04/03/2019(1)(2)(3)		316,650
		525,000	Rumo Luxembourg S.a.r.l. 7.38%, 02/09/2024(1)		571,987
		715,000	Topaz Marine S.A. 9.13%, 07/26/2022(1)		722,169
					2,639,560
			Mexico - 3.1%
			Banco Mercantil del Norte SA
		255,000	5 year CMT + 4.447%, 5.75%, 10/04/2031(1)		259,144
		498,819	Fermaca Enterprises S de RL de C.V. 6.38%, 03/30/2038(1)		543,713
		305,000	Grupo KUO S.A.B. de C.V. 5.75%, 07/07/2027(1)		312,381
		279,569	Mexico Generadora de Energia S de rl 5.50%, 12/06/2032(1)		295,994
		270,000	Petroleos Mexicanos 6.50%, 03/13/2027(1)		294,840
		610,000	TV Azteca S.A.B. de C.V. 8.25%, 08/09/2024(4)		643,550
					2,349,622
			Netherlands - 6.5%
		620,000	CIMPOR Financial Operations B.V. 5.75%, 07/17/2024(4)		590,240
		645,000	Marfrig Holdings Europe B.V. 8.00%, 06/08/2023(1)		674,025
			Petrobras Global Finance B.V.
		540,000	6.00%, 01/27/2028(1)		546,750
		1,070,000	6.88%, 01/20/2040		1,090,062
		1,800,000	7.38%, 01/17/2027		1,998,900
					4,899,977
			Peru - 1.3%
			Banco Internacional del Peru SAA
		465,000	3 mo. USD LIBOR + 5.760%, 6.63%, 03/19/2029(3)(4)		526,612
		200,000	Petroleos del Peru S.A. 5.63%, 06/19/2047(1)		210,500
		230,000	SAN Miguel Industrias Pet S.A. 4.50%, 09/18/2022(1)		232,622
					969,734
			Singapore - 0.8%
		600,000	SingTel Group Treasury Pte Ltd. 3.25%, 06/30/2025(4)		611,766

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

50

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 32.9% - (continued)
			South Africa - 2.4%
	$	1,735,000	Eskom Holdings SOC Ltd. 7.13%, 02/11/2025(1)	$	1,775,367
			Turkey - 0.5%
		355,000	Turkiye Is Bankasi 6.13%, 04/25/2024(1)		353,820
			Total Corporate Bonds (cost $24,009,760)	$	24,734,440
FOREIGN GOVERNMENT OBLIGATIONS - 61.5%
			Argentina - 5.5%
			Argentine Bonos del Tesoro
	ARS	11,265,000	18.20%, 10/03/2021	$	654,457
		32,790,000	21.20%, 09/19/2018		1,816,317
	$	978,000	Provincia de Buenos Aires 7.88%, 06/15/2027(1)		1,084,113
		509,000	Provincia de Cordoba 7.45%, 09/01/2024(1)		560,353
					4,115,240
			Brazil - 5.6%
			Brazil Notas do Tesouro Nacional
	BRL	5,360,000	10.00%, 01/01/2021		1,681,118
		7,020,000	10.00%, 01/01/2023		2,181,419
		1,135,000	10.00%, 01/01/2025		350,646
					4,213,183
			Chile - 0.2%
	CLP	100,000,000	Chile Government International Bond 5.50%, 08/05/2020		165,824
			Colombia - 1.4%
			Colombia Government International Bond
	COP	2,889,000,000	4.38%, 03/21/2023		895,581
		460,000,000	7.75%, 04/14/2021		160,852
					1,056,433
			Costa Rica - 2.2%
			Costa Rica Government International Bond
	$	340,000	5.63%, 04/30/2043(1)		305,150
		290,000	7.00%, 04/04/2044(1)		302,325
		1,125,000	Instituto Costarricense de Electricidad 6.38%, 05/15/2043(1)		1,057,466
					1,664,941
			Dominican Republic - 0.4%
		290,000	Dominican Republic International Bond 6.85%, 01/27/2045(1)		323,350
			Ecuador - 7.3%
			Ecuador Government International Bond
		1,080,000	8.75%, 06/02/2023(1)		1,132,920
		450,000	8.88%, 10/23/2027(1)		460,400
		3,585,000	9.65%, 12/13/2026(1)		3,889,725
					5,483,045
			Egypt - 0.5%
		330,000	Egypt Government International Bond 6.13%, 01/31/2022(1)		344,099
			El Salvador - 0.5%
		340,000	El Salvador Government International Bond 7.38%, 12/01/2019(1)		352,750

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 61.5% - (continued)
			Ghana - 4.9%
			Ghana Government International Bond
	$	670,000	7.88%, 08/07/2023(1)	$	724,471
		2,660,000	9.25%, 09/15/2022(1)		3,002,608
					3,727,079
			Hungary - 1.2%
			Hungary Government Bond
	HUF	51,530,000	2.50%, 10/27/2021		204,924
		132,550,000	3.00%, 06/26/2024		533,231
		35,340,000	3.00%, 10/27/2027		138,392
					876,547
			Indonesia - 3.9%
			Indonesia Treasury Bond
	IDR	3,672,000,000	5.63%, 05/15/2023		257,449
		6,588,000,000	6.63%, 05/15/2033		456,713
		14,637,000,000	7.00%, 05/15/2027		1,097,033
		3,370,000,000	8.25%, 05/15/2036		268,358
		10,397,000,000	8.38%, 03/15/2034		830,610
					2,910,163
			Jordan - 0.5%
	$	340,000	Jordan Government International Bond 7.38%, 10/10/2047(1)		355,810
			Lebanon - 4.8%
			Lebanon Government International Bond
		705,000	6.00%, 01/27/2023(4)		685,912
		445,000	6.25%, 11/04/2024(4)		429,034
		815,000	6.65%, 04/22/2024(4)		804,496
		1,765,000	7.25%, 03/23/2037(4)		1,680,951
					3,600,393
			Mongolia - 1.4%
		1,070,000	Mongolia Government International Bond 5.13%, 12/05/2022(4)		1,063,364
			Nigeria - 0.6%
		400,000	Nigeria Government International Bond 7.88%, 02/16/2032(1)		439,392
			Peru - 1.4%
			Peru Government Bond
	PEN	1,625,000	6.85%, 02/12/2042		533,132
		1,595,000	6.95%, 08/12/2031		550,441
					1,083,573
			Poland - 2.2%
			Republic of Poland Government Bond
	PLN	1,230,000	2.25%, 04/25/2022		332,578
		3,810,000	2.50%, 07/25/2026		978,053
		1,265,000	2.50%, 07/25/2027		320,807
					1,631,438
			Romania - 1.1%
			Romania Government Bond
	RON	1,260,000	3.25%, 03/22/2021		322,390
		1,610,000	4.75%, 02/24/2025		424,658
		440,000	5.75%, 04/29/2020		119,954
					867,002
			Russia - 2.4%
			Russian Federal Bond - OFZ
	RUB	84,280,000	7.60%, 07/20/2022		1,458,759
		19,520,000	7.75%, 09/16/2026		339,567
					1,798,326

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

51

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 61.5% - (continued)
			South Africa - 4.4%
			Republic of South Africa Government Bond
	ZAR	65,475,000	6.50%, 02/28/2041	$	3,151,988
		2,230,000	8.75%, 01/31/2044		137,040
					3,289,028
			Tajikistan - 2.0%
	$	1,575,000	Republic of Tajikistan International Bond 7.13%, 09/14/2027(1)		1,514,365
			Turkey - 2.2%
	TRY	2,785,000	Turkey Government Bond 8.80%, 11/14/2018		708,446
			Turkey Government International Bond
	$	510,000	4.25%, 04/14/2026		481,695
		495,000	5.75%, 05/11/2047		471,735
					1,661,876
			Ukraine - 4.9%
		3,765,000	Ukraine Government International Bond 7.38%, 09/25/2032(1)		3,711,808
			Total Foreign Government Obligations (cost $46,263,372)	$	46,249,029
			Total Long-Term Investments (cost $70,273,132)	$	70,983,469
SHORT-TERM INVESTMENTS - 7.0%
			Other Investment Pools & Funds - 3.1%
		2,369,268	Morgan Stanley Treasury Securities Portfolio, Institutional Class, 0.88%(6)	$	2,369,268
			U.S. Treasury Bills - 3.9%
		2,905,000	U.S. Treasury Bills 1.03%, 01/25/2018(5)		2,897,455
			Total Short-Term Investments (cost $5,267,238)	$	5,266,723

Total Investments (cost $75,540,370)	101.4	%	$	76,250,192
Other Assets and Liabilities	(1.4	)%		(1,021,484	)
Total Net Assets	100.0	%	$	75,228,708

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

52

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

⁽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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $34,559,425, which represented 45.9% of total net assets.

⁽²⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽³⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2017.

⁽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 October 31, 2017, the aggregate value of these securities was $10,642,392, which represented 14.1% of total net assets.

⁽⁵⁾  The rate shown represents current yield to maturity.

⁽⁶⁾  Current yield as of period end.

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

53

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold		Counterparty		Settlement Date		Appreciation		Depreciation
	12,400,000	EGP	662,393	USD		CBK		12/06/17	$	33,566	$	—
	1,530,000	EUR	1,822,458	USD		UBS		01/02/18		—		(33,535	)
	650,000	EUR	758,363	USD		UBS		01/26/18		2,739		—
	650,000	EUR	758,465	USD		CBK		01/26/18		2,637		—
	147,500,000	HUF	583,366	USD		CBK		11/30/17		—		(30,888	)
	14,400,000	MXN	757,987	USD		UBS		12/15/17		—		(12,867	)
	14,000,000	MXN	733,671	USD		CBK		01/17/18		—		(13,390	)
	14,400,000	MXN	750,247	USD		CBK		02/16/18		—		(13,063	)
	14,000,000	MXN	723,646	USD		CBK		04/17/18		—		(13,621	)
	685,841	USD	12,400,000	EGP		CBK		12/06/17		—		(10,118	)
	1,806,144	USD	1,530,000	EUR		CBK		01/02/18		17,221		—
	1,535,819	USD	1,300,000	EUR		CBK		01/26/18		13,615		—
	572,695	USD	147,500,000	HUF		CBK		11/30/17		20,218		—
	747,674	USD	14,400,000	MXN		CBK		12/15/17		2,554		—
	727,402	USD	14,000,000	MXN		CBK		01/17/18		7,121		—
	739,622	USD	14,400,000	MXN		CBK		01/24/18		—		(257	)
	741,054	USD	14,400,000	MXN		CBK		02/16/18		3,869		—
	719,478	USD	14,000,000	MXN		CBK		04/17/18		9,452		—
	728,353	USD	14,400,000	MXN		CBK		04/26/18		—		(939	)
	833,710	USD	11,500,000	ZAR		CBK		12/29/17		28,620		—
	1,962,634	USD	27,400,000	ZAR		CBK		01/24/18		52,529		—
	1,503,139	USD	21,400,000	ZAR		CBK		01/24/18		11,305		—
	11,500,000	ZAR	836,764	USD		CBK		12/29/17		—		(31,673	)
	27,400,000	ZAR	1,901,985	USD		MSC		01/24/18		8,120		—
		Total							$	213,566	$	(160,351)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
CBK	Citibank NA
MSC	Morgan Stanley
UBS	UBS AG
Currency Abbreviations:
ARS	Argentine Peso
BRL	Brazilian Real
CLP	Chilean Peso
COP	Colombian Peso
EGP	Egyptian Pound
EUR	Euro
HUF	Hungarian Forint
IDR	Indonesian Rupiah
MXN	Mexican Peso
PEN	Peruvian Sol
PLN	Polish Zloty
RON	New Romanian Leu
RUB	Russian Ruble
TRY	Turkish Lira
USD	United States Dollar
ZAR	South African Rand
Other Abbreviations:
JSC	Joint Stock Company

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

54

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total			Level 1(1)		Level 2(1)			Level 3(1)
Assets
Corporate Bonds	$	24,734,440		$	—	$	24,734,440		$	—
Foreign Government Obligations		46,249,029			—		46,249,029			—
Short-Term Investments		5,266,723			2,369,268		2,897,455			—
Foreign Currency Contracts(2)		213,566			—		213,566			—
Total	$	76,463,758		$	2,369,268	$	74,094,490		$	—
Liabilities
Foreign Currency Contracts(2)	$	(160,351	)	$	—	$	(160,351	)	$	—
Total	$	(160,351	)	$	—	$	(160,351	)	$	—

⁽¹⁾  For the year ended October 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 accompanying notes are an integral part of these financial statements.

55

Hartford Schroders Global Strategic Bond Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 11.1%
			Cayman Islands - 1.8%
	$	454,902	Colony American Finance Ltd. 2.54%, 06/15/2048(1)	$	451,168
		660,503	ECAF I Ltd. 3.47%, 06/15/2040(1)		654,783
					1,105,951
			United Kingdom - 0.5%
			EMF-UK plc
	GBP	60,243	3 mo. GBP LIBOR + 0.980%, 1.28%, 03/13/2046(2)(3)		80,535
			RMAC Securities plc
		149,891	3 mo. GBP LIBOR + 0.170%, 0.46%, 06/12/2044(2)(3)		192,186
					272,721
			United States - 8.8%
			Aegis Asset Backed Securities Trust Mortgage Pass- Through Certificates
	$	100,000	1 mo. USD LIBOR + 0.450%, 1.69%, 10/25/2035(2)		99,788
		99,692	AmeriCredit Automobile Receivables Trust 1.42%, 10/08/2019		99,668
			Bayview Commercial Asset Trust
		70,264	1 mo. LIBOR + 0.270%, 1.51%, 07/25/2037(1)(2)		66,706
			Cabela’s Credit Card Master Note Trust
		370,000	1 mo. LIBOR + 0.650%, 1.89%, 08/16/2021(1)(2)		371,491
		410,000	Citigroup Commercial Mortgage Trust 2.23%, 09/10/2031(1)		405,028
		143,352	CLI Funding V LLC 3.22%, 06/18/2028(1)		142,740
			Cold Storage Trust
		101,000	1 mo. LIBOR + 1.000%, 2.23%, 04/15/2036(1)(2)		101,403
			Fannie Mae Connecticut Avenue Securities
		66,880	1 mo. USD LIBOR + 1.300%, 2.54%, 04/25/2029(2)		67,694
		115,658	1 mo. USD LIBOR + 4.900%, 6.14%, 11/25/2024(2)		131,350
		256,624	Flagship Credit Auto Trust 2.77%, 12/15/2020(1)		258,108
		100,000	Flagstar Mortgage Trust 3.50%, 10/25/2047(1)		101,500
			Hilton USA Trust
		175,000	4.19%, 11/05/2038(1)(4)		172,806
		175,000	4.19%, 11/05/2038(1)(4)		178,622
			Hospitality Mortgage Trust
		139,000	1 mo. LIBOR + 0.850%, 2.09%, 05/08/2030(1)(2)		139,261
			Hyatt Hotel Portfolio Trust
		100,000	1 mo. LIBOR + 2.352%, 3.59%, 08/09/2020(1)(2)		99,906
			IndyMac INDX Mortgage Loan Trust
		16,265	1 mo. LIBOR + 0.240%, 1.48%, 06/25/2037(2)		15,936
			JP Morgan Mortgage Trust
		288,341	3.00%, 05/25/2047(1)		290,053
		81,744	3.50%, 10/25/2046(1)(4)		83,487
		65,887	3.50%, 08/25/2047(1)		67,128
		109,000	3.50%, 11/25/2047(1)(4)		111,095

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 11.1% - (continued)
			United States - 8.8% - (continued)
	$	170,000	OnDeck Asset Securitization Trust II LLC 4.21%, 05/17/2020(1)	$	170,857
			One Market Plaza Trust
		130,000	4.02%, 02/10/2032(1)		134,818
		100,000	4.15%, 02/10/2032(1)		101,898
			OneMain Financial Issuance Trust
		125,000	3.19%, 03/18/2026(1)		125,930
		295,000	3.66%, 02/20/2029(1)		301,239
		65,000	Santander Drive Auto Receivables Trust 3.78%, 10/15/2019(1)		65,444
			SASCO Mortgage Loan Trust
		155,905	1 mo. USD LIBOR + 0.825%, 2.06%, 12/25/2034(2)		155,109
			SoFi Professional Loan Program LLC
		382,673	1 mo. USD LIBOR + 1.050%, 2.29%, 04/25/2035(1)(2)		387,574
		235,567	SpringCastle America Funding LLC 3.05%, 04/25/2029(1)		236,796
		91,250	TAL Advantage V LLC 3.55%, 11/20/2038(1)		91,339
			Towd Point Mortgage Trust
		100,000	1 mo. USD LIBOR + 0.600%, 1.84%, 02/25/2057(1)(2)		99,993
		136,767	2.75%, 04/25/2057(1)(4)		137,475
		95,573	2.75%, 06/25/2057(1)(4)		95,902
		98,513	Triton Container Finance IV LLC 3.62%, 08/20/2042(1)		99,734
		100,000	Worldwide Plaza Trust 3.53%, 11/10/2036(1)		102,999
					5,310,877
			Total Asset & Commercial Mortgage Backed Securities (cost $6,669,164)	$	6,689,549
CORPORATE BONDS - 55.2%
			Australia - 0.7%
	GBP	250,000	BHP Billiton Finance Ltd. 6.50%, 10/22/2077(3)(4)	$	389,244
	$	40,000	Boral Finance Pty Ltd. 3.00%, 11/01/2022(1)(5)		40,076
					429,320
			Bermuda - 0.3%
		200,000	Fly Leasing Ltd. 5.25%, 10/15/2024		200,876
			Canada - 0.5%
		70,000	Bank of Nova Scotia 4.65%, 10/12/2022(4)(6)		70,350
		94,000	Cenovus Energy, Inc. 4.25%, 04/15/2027(1)		94,320
			Enbridge, Inc.
		100,000	3 mo. USD LIBOR + 3.890%, 6.00%, 01/15/2077(2)		107,014
					271,684
			Cayman Islands - 0.1%
		30,000	Vale Overseas Ltd. 6.25%, 08/10/2026		34,568

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

56

Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 55.2% - (continued)
			France - 3.2%
			Banque Federative du Credit Mutuel S.A.
	$	593,000	2.20%, 07/20/2020(1)	$	591,688
		204,000	2.70%, 07/20/2022(1)		204,222
		500,000	SFR Group S.A. 7.38%, 05/01/2026(1)		537,500
	EUR	500,000	Societe Generale S.A. 2.25%, 01/23/2020(3)		613,319
					1,946,729
			Germany - 2.1%
		600,000	Erste Abwicklungsanstalt 1.38%, 10/30/2019(3)		592,020
		700,000	LB Baden Wuerttemberg 1.50%, 05/24/2019(1)(3)		694,546
					1,286,566
			Ireland - 0.3%
		65,000	Johnson Controls International plc 4.50%, 02/15/2047		68,330
		110,000	Shire Acquisitions Investments Ireland DAC 2.40%, 09/23/2021		109,262
					177,592
			Italy - 4.1%
			Enel S.p.A.
	GBP	250,000	7.75%, 09/10/2075(3)(4)		380,280
	$	360,000	5 year USD Swap + 5.880%, 8.75%, 09/24/2073(1)(2)		444,600
	EUR	400,000	N&W Global Vending S.p.A. 7.00%, 10/15/2023(1)		500,000
		300,000	Schumann S.p.A. 7.00%, 07/31/2023(3)		357,786
	GBP	150,000	Telecom Italia S.p.A. /Milano 6.38%, 06/24/2019		215,436
	EUR	177,000	UniCredit S.p.A. 5.75%, 10/28/2025(3)(4)		231,585
	$	354,000	Wind Tre S.p.A. 5.00%, 01/20/2026(1)(5)		356,297
					2,485,984
			Luxembourg - 0.8%
			Allergan Funding SCS
	EUR	180,000	3 mo. Euribor + 0.350%, 0.02%, 06/01/2019(2)		210,030
	$	35,000	3.80%, 03/15/2025		35,864
		200,000	ARD Finance S.A. (cash) 7.13%, 09/15/2023(7)		213,000
					458,894
			Mexico - 0.6%
			Petroleos Mexicanos
		35,000	5.63%, 01/23/2046		31,733
		270,000	6.50%, 03/13/2027(1)		294,840
					326,573
			Netherlands - 4.2%
		430,000	Bank Nederlandse Gemeenten N.V. 1.13%, 05/25/2018(1)		428,971
		250,000	Cooperatieve Rabobank UA 4.63%, 12/01/2023		270,735
		200,000	Enel Finance International N.V. 4.75%, 05/25/2047(1)		212,718

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 55.2% - (continued)
			Netherlands - 4.2% - (continued)
			Koninklijke KPN N.V.
	GBP	220,000	5 year GBP Swap + 5.505%, 6.88%, 03/14/2073(2)(3)	$	321,631
	$	200,000	Mondelez International Holdings Netherlands B.V. 1.63%, 10/28/2019(1)		198,013
		421,000	Petrobras Global Finance B.V. 7.38%, 01/17/2027		467,520
		110,000	Shell International Finance B.V. 3.25%, 05/11/2025		113,169
		500,000	Ziggo Secured Finance B.V. 5.50%, 01/15/2027(1)		510,000
					2,522,757
			Spain - 0.3%
		180,000	Telefonica Emisiones SAU 5.21%, 03/08/2047		198,199
			Sweden - 3.4%
			Intrum Justitia AB
	EUR	100,000	3 Mo. EUR LIBOR + 0.262%, 2.63%, 07/15/2022(1)(2)		118,556
			Nordea Bank AB
	$	1,215,000	3 mo. USD LIBOR + 0.620%, 1.95%, 09/30/2019(1)(2)		1,224,505
		680,000	Svenska Handelsbanken AB 1.50%, 09/06/2019		674,358
					2,017,419
			Switzerland - 1.6%
	EUR	800,000	Credit Suisse AG 3 Mo. EUR LIBOR + 0.450% 3 Mo. EUR LIBOR + 0.450% 3 Mo. EUR LIBOR + 0.450%, 0.12%, 10/16/2019(2)(3)		939,424
			United Kingdom - 5.4%
			Aviva plc
		122,000	3.88%, 07/03/2044(3)(4)		159,459
	GBP	220,000	5.90%, 07/27/2020(4)(6)		316,738
	$	56,000	Ensco plc 5.75%, 10/01/2044		38,220
	EUR	800,000	HSBC Holdings plc 3 Mo. EUR LIBOR + 0.700%, 0.37%, 09/27/2022(2)(3)		945,925
	GBP	100,000	Iceland Bondco plc 4.63%, 03/15/2025(1)		128,797
		300,000	Investec plc 4.50%, 05/05/2022(3)		428,706
		300,000	Jerrold Finco plc 6.25%, 09/15/2021(1)		417,371
		100,000	New Look Senior Issuer plc 8.00%, 07/01/2023(3)		52,621
	$	200,000	Reckitt Benckiser Treasury Services plc 2.75%, 06/26/2024(1)		196,798
			Royal Bank of Scotland Group plc
		200,000	3.88%, 09/12/2023		205,128
	EUR	300,000	5.25%, 12/30/2017(3)(6)		352,950
					3,242,713
			United States - 27.6%
	$	80,000	Abbott Laboratories 4.75%, 11/30/2036		88,027

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

57

Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 55.2% - (continued)
			United States - 27.6% - (continued)
			AbbVie, Inc.
	$	13,000	2.90%, 11/06/2022	$	13,138
		7,000	3.60%, 05/14/2025		7,196
		30,000	Aflac, Inc. 4.00%, 10/15/2046		30,441
		80,000	Amazon.com, Inc. 2.80%, 08/22/2024(1)		80,108
		104,000	American International Group, Inc. 3.30%, 03/01/2021		107,067
		150,000	American Tower Corp. 5.00%, 02/15/2024		165,478
		170,000	Amgen, Inc. 2.65%, 05/11/2022		170,225
		28,000	Amphenol Corp. 3.20%, 04/01/2024		28,220
		75,000	Anadarko Petroleum Corp. 6.60%, 03/15/2046		94,821
		75,000	Analog Devices, Inc. 3.13%, 12/05/2023		75,873
		145,000	Anheuser-Busch InBev Finance, Inc. 3.30%, 02/01/2023		149,255
		50,000	Arch Capital Finance LLC 5.03%, 12/15/2046		56,538
			AT&T, Inc.
	EUR	240,000	1.88%, 12/04/2020		294,767
	$	170,000	4.90%, 08/14/2037		169,639
		65,000	5.15%, 03/15/2042		65,147
			Bank of America Corp.
		135,000	3 mo. USD LIBOR + 1.512%, 3.71%, 04/24/2028(2)		138,024
		95,000	3.88%, 08/01/2025		99,619
		110,000	3 mo. USD LIBOR + 1.990%, 4.44%, 01/20/2048(2)		119,216
		125,000	3 mo. USD LIBOR + 3.705%, 6.25%, 09/05/2024(2)(6)		139,219
		30,000	Barrick North America Finance LLC 5.70%, 05/30/2041		36,712
		260,000	BAT Capital Corp. 3.22%, 08/15/2024(1)		261,720
		120,000	BB&T Corp. 2.85%, 10/26/2024		119,714
		120,000	Becton Dickinson and Co. 3.36%, 06/06/2024		120,998
		25,000	Bunge Ltd. Finance Corp. 3.00%, 09/25/2022		25,004
		40,000	Burlington Northern Santa Fe LLC 4.15%, 04/01/2045		42,584
		125,000	BWAY Holding Co. 5.50%, 04/15/2024(1)		130,312
			Capital One Financial Corp.
		450,000	2.50%, 05/12/2020		451,635
		180,000	3.05%, 03/09/2022		182,562
		40,000	Cardinal Health, Inc. 3.08%, 06/15/2024		39,735
			CBL & Associates L.P.
		26,000	4.60%, 10/15/2024		24,696
		9,000	5.95%, 12/15/2026		8,976
			CCO Holdings LLC / CCO Holdings Capital Corp.
		125,000	5.00%, 02/01/2028(1)		124,062
		118,000	5.88%, 04/01/2024(1)		125,670

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 55.2% - (continued)
			United States - 27.6% - (continued)
			Charter Communications Operating LLC / Charter Communications Operating Capital
	$	200,000	4.46%, 07/23/2022	$	211,215
		10,000	4.91%, 07/23/2025		10,638
		26,000	Cheniere Corpus Christi Holdings LLC 5.13%, 06/30/2027(1)		26,813
			Citigroup, Inc.
		850,000	3 mo. USD LIBOR + 0.960%, 2.33%, 04/25/2022(2)		859,338
		195,000	3 mo. USD LIBOR + 1.563%, 3.89%, 01/10/2028(2)		200,988
		125,000	CommScope Technologies LLC 5.00%, 03/15/2027(1)		121,719
		125,000	Community Health Systems, Inc. 6.25%, 03/31/2023		120,312
		45,000	Concho Resources, Inc. 3.75%, 10/01/2027		45,488
		40,000	Continental Resources, Inc. 5.00%, 09/15/2022		40,450
		42,000	Cox Communications, Inc. 3.15%, 08/15/2024(1)		41,668
		90,000	CRC Escrow Issuer LLC / CRC Finco, Inc. 5.25%, 10/15/2025(1)		90,589
			Crown Castle International Corp.
		145,000	3.20%, 09/01/2024		144,087
		15,000	3.70%, 06/15/2026		15,044
		150,000	CrownRock L.P. / CrownRock Finance, Inc. 5.63%, 10/15/2025(1)		152,307
		35,000	CVS Health Corp. 3.88%, 07/20/2025		35,995
		75,000	Devon Energy Corp. 5.00%, 06/15/2045		79,783
		123,000	Digital Realty Trust L.P. 3.70%, 08/15/2027		124,603
		250,000	Discover Bank 4.20%, 08/08/2023		265,650
		85,000	Discovery Communications LLC 2.95%, 03/20/2023		84,612
		40,000	Dow Chemical Co. 4.63%, 10/01/2044		42,855
		70,000	Ecolab, Inc. 3.70%, 11/01/2046		66,034
		134,000	Eldorado Resorts, Inc. 6.00%, 04/01/2025		141,370
		66,000	EMD Finance LLC 2.95%, 03/19/2022(1)		67,007
			Energy Transfer L.P.
		78,000	4.05%, 03/15/2025		79,318
		55,000	5.30%, 04/15/2047		54,486
		300,000	EP Energy LLC / Everest Acquisition Finance, Inc. 9.38%, 05/01/2020		251,907
		210,000	EQT Corp. 3.90%, 10/01/2027		208,706
		35,000	Fidelity National Information Services, Inc. 4.50%, 08/15/2046		36,249
		250,000	First Republic Bank 4.63%, 02/13/2047		259,398
		80,000	Fortive Corp. 4.30%, 06/15/2046		84,027

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

58

Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 55.2% - (continued)
			United States - 27.6% - (continued)
	$	60,000	General Motors Financial Co., Inc. 4.38%, 09/25/2021	$	63,711
		21,000	Georgia Power Co. 4.30%, 03/15/2042		21,970
		200,000	Glencore Funding LLC 4.13%, 05/30/2023(1)		209,524
			Goldman Sachs Group, Inc.
		990,000	3 mo. USD LIBOR + 0.730%, 2.06%, 12/27/2020(2)		994,472
		225,000	3 mo. USD LIBOR + 0.990%, 2.91%, 07/24/2023(2)		224,019
		24,000	Hartford Financial Services Group, Inc. (The) 5.13%, 04/15/2022(8)		26,527
		70,000	Hewlett Packard Enterprise Co. 3.60%, 10/15/2020		72,381
		53,000	Hexcel Corp. 3.95%, 02/15/2027		54,105
		65,000	Home Depot, Inc. 4.25%, 04/01/2046		69,936
		116,000	JC Penney Corp., Inc. 5.88%, 07/01/2023(1)		111,250
			JP Morgan Chase & Co.
		286,000	3 mo. USD LIBOR + 0.680%, 2.00%, 06/01/2021(2)		287,624
		400,000	3 mo. USD LIBOR + 0.900%, 2.27%, 04/25/2023(2)		405,207
		20,000	Keysight Technologies, Inc. 4.60%, 04/06/2027		21,363
		100,000	Kinder Morgan, Inc. 4.30%, 06/01/2025		105,101
		40,000	Kroger Co. 4.45%, 02/01/2047		38,172
		80,000	Lockheed Martin Corp. 4.70%, 05/15/2046		90,222
			M&T Bank Corp.
		55,000	3 mo. USD LIBOR + 3.520%, 5.13%, 11/01/2026(2)(6)		58,685
		65,000	McDonald’s Corp. 4.88%, 12/09/2045		74,016
		45,000	Medtronic, Inc. 3.15%, 03/15/2022		46,399
			Microsoft Corp.
		45,000	2.88%, 02/06/2024		45,731
		45,000	4.10%, 02/06/2037		49,202
		30,000	MidAmerican Energy Co. 3.95%, 08/01/2047		31,659
		55,000	Monsanto Co. 4.40%, 07/15/2044		57,128
		100,000	Moody’s Corp. 2.63%, 01/15/2023(1)		99,668
			Morgan Stanley
	EUR	550,000	3 Mo. EUR LIBOR + 0.700%, 0.37%, 11/08/2022(2)		648,234
	$	99,000	3.88%, 01/27/2026		103,286
		68,000	MPLX L.P. 5.20%, 03/01/2047		72,804
		125,000	MPT Operating Partnership L.P. / MPT Finance Corp. 5.00%, 10/15/2027		128,437
		125,000	Multi-Color Corp. 4.88%, 11/01/2025(1)		126,250

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 55.2% - (continued)
			United States - 27.6% - (continued)
	$	30,000	Nabors Industries, Inc. 5.50%, 01/15/2023	$	28,613
		20,000	NetApp, Inc. 2.00%, 09/27/2019(5)		19,944
		90,000	Netflix, Inc. 4.88%, 04/15/2028(1)		89,455
		75,000	Newell Brands, Inc. 3.85%, 04/01/2023		78,685
		30,000	Noble Energy, Inc. 5.05%, 11/15/2044		31,537
	EUR	200,000	Pfizer, Inc. 3 Mo. EUR LIBOR + 0.200% 3 Mo. EUR LIBOR + 0.200% 3 Mo. EUR LIBOR + 0.200% 3 Mo. EUR LIBOR + 0.200% 3 Mo. EUR LIBOR + 0.200%, 0.00%, 03/06/2019(2)		233,952
			Philip Morris International, Inc.
	$	46,000	2.63%, 03/06/2023		45,899
		45,000	3.25%, 11/10/2024		45,876
			Phillips 66
		15,000	3 mo. USD LIBOR + 0.650%, 2.01%, 04/15/2019(1)(2)		15,019
		250,000	PNC Bank NA 2.95%, 02/23/2025		250,592
			Prudential Financial, Inc.
		137,000	3 mo. USD LIBOR + 2.380%, 4.50%, 09/15/2047(2)		138,456
		70,000	QUALCOMM, Inc. 2.60%, 01/30/2023		69,796
		70,000	Qualitytech L.P. / QTS Finance Corp. 4.75%, 11/15/2025(1)(5)		71,295
		15,000	Reynolds American, Inc. 4.45%, 06/12/2025		16,146
		170,000	Rockwell Collins, Inc. 3.50%, 03/15/2027		174,491
		25,000	Roper Technologies, Inc. 2.80%, 12/15/2021(5)		25,242
		177,000	S&P Global, Inc. 3.30%, 08/14/2020		181,511
		95,000	Sabine Pass Liquefaction LLC 4.20%, 03/15/2028		96,906
		65,000	Scientific Games International, Inc. 5.00%, 10/15/2025(1)		65,975
		130,000	Sherwin-Williams Co. 3.45%, 06/01/2027		132,061
		64,000	Smithfield Foods, Inc. 2.70%, 01/31/2020(1)		64,179
		55,000	SunTrust Banks, Inc. 2.70%, 01/27/2022		55,330
		155,000	SUPERVALU, Inc. 6.75%, 06/01/2021		146,862
		95,000	T-Mobile USA, Inc. 6.00%, 04/15/2024		101,650
		115,000	Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. 5.00%, 01/15/2028(1)		115,287
		125,000	Tenet Healthcare Corp. 5.13%, 05/01/2025(1)		121,719
		60,000	Tyson Foods, Inc. 3.55%, 06/02/2027		61,163

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

59

Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 55.2% - (continued)
			United States - 27.6% - (continued)
	$	50,000	Valero Energy Corp. 4.90%, 03/15/2045	$	54,882
		65,000	Ventas Realty L.P. 3.13%, 06/15/2023		65,122
		86,000	Verizon Communications, Inc. 4.27%, 01/15/2036		84,357
		34,000	VMware, Inc. 2.30%, 08/21/2020		33,928
		71,000	Wal-Mart Stores, Inc. 3.63%, 12/15/2047		72,576
			Wells Fargo & Co.
	EUR	400,000	3 Mo. EUR LIBOR + 0.450%, 0.12%, 04/24/2019(2)(3)		468,497
	$	900,000	Wells Fargo Bank NA 2.15%, 12/06/2019		903,242
		165,000	Williams Partners L.P. 4.00%, 09/15/2025		170,411
		125,000	Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. 5.25%, 05/15/2027(1)		127,656
		55,000	Zoetis, Inc. 3.00%, 09/12/2027		53,845
					16,598,294
			Total Corporate Bonds (cost $32,587,694)	$	33,137,592
FOREIGN GOVERNMENT OBLIGATIONS - 11.3%
			Argentina - 1.3%
		270,000	Provincia de Buenos Aires 7.88%, 06/15/2027(1)	$	299,295
		456,000	Provincia de Cordoba 7.13%, 08/01/2027(1)		485,731
					785,026
			France - 2.5%
	EUR	1,300,000	French Treasury Bill 0.00%, 01/24/2018(3)(9)		1,516,703
			Germany - 3.0%
	$	1,000,000	FMS Wertmanagement AoeR 1.75%, 01/24/2020		998,423
		800,000	Kreditanstalt fuer Wiederaufbau 1.25%, 09/30/2019		792,477
					1,790,900
			Malaysia - 0.7%
	MYR	1,740,000	Malaysia Government Bond 3.65%, 10/31/2019		413,723
			Spain - 2.8%
	EUR	1,430,000	Spain Government Bond 1.45%, 10/31/2027(1)(3)		1,664,362
			Sweden - 1.0%
	$	600,000	Svensk Exportkredit AB 1.75%, 05/18/2020		597,793
			Total Foreign Government Obligations (cost $6,681,962)	$	6,768,507

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 0.7%
			United States - 0.7%
			FHLMC - 0.7%
	$	293,173	1 mo. LIBOR + 0.380%, 1.61%, 05/25/2022(2)	$	292,852
		151,285	3.84%, 12/25/2027(2)		154,588
					447,440
					447,440
			Total U.S. Government Agencies (cost $447,636)	$	447,440
U.S. GOVERNMENT SECURITIES - 11.6%
			United States - 11.6%
			U.S. Treasury Notes - 11.6%
		3,594,837	0.13%, 07/15/2026(10)	$	3,493,277
		3,404,572	0.38%, 01/15/2027(10)		3,358,625
		50,000	1.88%, 09/30/2022		49,674
		71,100	2.25%, 08/15/2027		70,317
					6,971,893
					6,971,893
			Total U.S. Government Securities (cost $7,067,538)	$	6,971,893
			Total Long-Term Investments (cost $53,453,994)	$	54,014,981
SHORT-TERM INVESTMENTS - 5.5%
			Other Investment Pools & Funds - 5.5%
		3,327,003	Morgan Stanley Treasury Securities Portfolio, Institutional Class, 0.88%(11)	$	3,327,003
			Total Short-Term Investments (cost $3,327,003)	$	3,327,003

Total Investments Excluding Purchased Options (cost $56,780,997)	95.4	%	$	57,341,984
Total Purchased Options and Swaptions (cost $735,414)	1.4	%	$	826,953
Total Investments (cost $57,516,411)	96.8	%	$	58,168,937
Other Assets and Liabilities	3.2	%		1,896,578
Total Net Assets	100.0	%	$	60,065,515

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

60

Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

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

⁽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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $17,929,741, which represented 29.9% of total net assets.

⁽²⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 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 October 31, 2017, the aggregate value of these securities was $10,381,779, which represented 17.3% of total net assets.

⁽⁴⁾  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

⁽⁵⁾  These securities, or a portion of these securities, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $463,858 at October 31, 2017.

⁽⁶⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁷⁾  Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

⁽⁸⁾  Affiliated Issuer.

⁽⁹⁾  The rate shown represents current yield to maturity.

⁽¹⁰⁾  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

⁽¹¹⁾  Current yield as of period end.

OTC Option Contracts Outstanding at October 31, 2017
	Counter- party		Exercise Price/ FX Rate/Rate		Expiration Date		Number of Contracts				Notional Amount			Market Value†			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Description
Purchased option contracts:
Calls
EUR Call/GBP Put		BNP		0.96 GBP per EUR		11/17/17		EUR	5,050,000			5,050,000		$	18		$	20,878		$	(20,860	)
USD Call/JPY Put		JPM		111.80 JPY per USD		01/30/18		USD	5,890,000			5,890,000			137,425			108,788			28,637
Total Calls												10,940,000		$	137,443		$	129,666		$	7,777
Puts
AUD Put/USD Call		BCLY		0.80 USD per AUD		03/06/18		AUD	2,940,000			2,940,000		$	101,141		$	58,866		$	42,275
EUR Put/GBP Call		BNP		0.86 GBP per EUR		04/27/18		EUR	5,040,000			5,040,000			64,251			65,192			(941	)
USD Put/MXN Call		BNP		18.90 MXN per USD		01/12/18		USD	3,600,000			3,600,000			34,909			56,772			(21,863	)
USD Put/MXN Call		BCLY		19.20 MXN per USD		10/15/18		USD	3,600,000			3,600,000			104,990			122,760			(17,770	)
Total Puts												15,180,000		$	305,291		$	303,590		$	1,701
Total purchased option contracts												26,120,000		$	442,734		$	433,256		$	9,478
Written option contracts:
Calls
USD Call/MXN Put		BCLY		21.00 MXN per USD		10/15/18		USD	(3,600,000	)		(3,600,000	)	$	(155,470	)	$	(147,600	)	$	(7,870	)
Written option contracts:
Puts
USD Put/MXN Call		BNP		18.10 MXN per USD		01/12/18		USD	(3,600,000	)		(3,600,000	)	$	(6,462	)	$	(13,482	)	$	7,020
Total written option contracts												(7,200,000	)	$	(161,932	)	$	(161,082	)	$	(850	)

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

61

Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

October 31, 2017

OTC Swaption Contracts Outstanding at October 31, 2017
Description	Counter- party		Exercise Price/ FX Rate/Rate			Pay/ Receive Floating Rate		Expiration Date		Notional Amount			Number of Contracts		Market Value†		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased swaption contracts:
Puts
6 month EURIBOR Interest Rate Swap terminating 11/15/27		UBS		94.50	%		Receive		11/13/17		EUR	2,700,000		2,700,000	$	1,347	$	43,678	$	(42,331	)
3 month USD LIBOR Interest Rate Swap terminating 09/07/28		MSC		240.00	%		Receive		09/05/18		USD	9,600,000		9,600,000		238,243		171,840		66,403
3 month USD LIBOR Interest Rate Swap terminating 09/12/28		CBK		230.00	%		Receive		09/10/18		USD	4,800,000		4,800,000		144,629		86,640		57,989
Total Puts														17,100,000	$	384,219	$	302,158	$	82,061
Total purchased swaption contracts														17,100,000	$	384,219	$	302,158	$	82,061

OTC Swaption Contracts Outstanding at October 31, 2017
Description	Counter- party		Exercise Price/ FX Rate/Rate		Pay/ Receive Floating Rate		Expiration Date		Notional Amount				Number of Contracts			Market Value†		Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Written swaption contracts:
Calls
6 month EURIBOR Interest Rate Swap terminating 11/15/27		UBS		54.50 EUR		Pay		11/13/17		EUR	(2,700,000	)		(2,700,000	)	$	—	$	(7,083	)	$	7,083
Written swaption contracts:
Puts
6 month EURIBOR Interest Rate Swap terminating 11/15/27		UBS		134.50 EUR		Pay		11/13/17		EUR	(2,700,000	)		(2,700,000	)	$	—	$	(11,805	)	$	11,805
Total written swaption contracts														(5,400,000	)	$	—	$	(18,888	)	$	18,888

Futures Contracts Outstanding at October 31, 2017
Description	Number of Contracts		Expiration Date		Current Notional Amount			Value and Unrealized Appreciation/ (Depreciation)
Long position contracts:
Australian 10-Year Bond Future		1		12/15/2017		$	98,618	$	1,039
Canadian Government 10-Year Bond Future		34		12/18/2017			3,621,905		38,166
Euro-BOBL Future		42		12/07/2017			6,447,162		15,606
Euro-Bund Future		1		12/07/2017			189,579		185
Long Gilt Future		32		12/27/2017			5,284,124		(4,549	)
U.S. 10-Year Ultra Future		13		12/19/2017			1,740,984		989
U.S. Treasury Ultra Bond Future		12		12/19/2017			1,977,375		20,973
Total								$	72,409
Short position contracts:
90-Day Euro Future		60		12/16/2019			14,679,750	$	4,224
Euro-BTP Future		13		12/07/2017			2,113,817		(67,279	)
Euro-Bund Future		27		12/07/2017			5,118,640		(14,080	)
U.S. Treasury 10-Year Note Future		43		12/19/2017			5,372,313		59,161
U.S. Treasury 2-Year Note Future		10		12/29/2017			2,153,594		7,823
U.S. Treasury 5-Year Note Future		42		12/29/2017			4,921,875		41,561
U.S. Treasury Long Bond Future		21		12/19/2017			3,201,844		42,183
Total								$	73,593
Total futures contracts								$	146,002

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

62

Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

October 31, 2017

OTC Credit Default Swap Contracts Outstanding at October 31, 2017
	Counter- party		Notional Amount (a)			(Pay)/Receive Fixed Rate		Expiration Date		Periodic Payment Frequency		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Reference Entity
Credit default swaps on single-name issues:
Buy protection:
Intesa S.p.A.		BNP		EUR	300,000		(1.00%)		06/20/21		Quarterly	$	2,463	$	—		$	(6,707	)	$	(9,170	)
Standard Chartered Bank		CBK		EUR	470,000		(1.00%)		09/20/20		Quarterly		14,257		—			(11,399	)		(25,656	)
Wendel S.A.		BNP		EUR	150,000		(5.00%)		06/20/21		Quarterly		—		(21,730	)		(29,982	)		(8,252	)
Total												$	16,720	$	(21,730	)	$	(48,088	)	$	(43,078	)
Total single-name issues												$	16,720	$	(21,730	)	$	(48,088	)	$	(43,078	)
Total OTC contracts												$	16,720	$	(21,730	)	$	(48,088	)	$	(43,078	)

^(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 October 31, 2017
	Payments made by Fund		Payments received by Fund		Notional Amount			Expiration Date		Periodic Payment Frequency		Upfront Premiums Paid		Upfront Premiums Received		Value†			Unrealized Appreciation/ (Depreciation)
Counterparty
BCLY		HICP		1.39% Fixed		EUR	590,000		08/15/27		Maturity	$	—	$	—	$	(5,911	)	$	(5,911	)
BNP		HICP		1.48% Fixed		EUR	1,250,000		01/23/27		Maturity		—		—		6,456			6,456
CBK		HICP		1.41% Fixed		EUR	592,000		08/15/27		Maturity		—		—		(4,596	)		(4,596	)
MSC		CPURNSA		2.33% Fixed		USD	2,700,000		01/23/27		Maturity		—		—		(61,876	)		(61,876	)
Total												$	—	$	—	$	(65,927	)	$	(65,927	)

Centrally Cleared Interest Rate Swap Contracts Outstanding at October 31, 2017
Payments made by Fund	Payments received by Fund		Notional Amount			Expiration Date		Periodic Payment Frequency		Upfront Premiums Paid		Upfront Premiums Received			Value†			Unrealized Appreciation/ (Depreciation)
1.80% Fixed		3M LIBOR		USD	8,000,000		10/24/19		Semi-Annual	$	—	$	—		$	(6	)	$	(6	)
2.01% Fixed		3M LIBOR		USD	6,300,000		10/05/22		Semi-Annual		—		—			14,904			14,904
2.05% Fixed		3M LIBOR		USD	12,800,000		10/19/22		Semi-Annual		14,352		—			10,230			(4,122	)
2.11% Fixed		3M LIBOR		USD	17,500,000		06/09/27		Semi-Annual		19,087		—			217,466			198,379
2.37% Fixed		3M LIBOR		USD	3,400,000		11/01/27		Semi-Annual		—		—			(9,611	)		(9,611	)
0.73% Fixed		6M EURIBOR		EUR	1,500,000		08/15/26		Annual		—		—			10,380			10,380
0.73% Fixed		6M EURIBOR		EUR	1,500,000		08/15/26		Semi-Annual		—		(5,748	)		6,865			12,613
Total										$	33,439	$	(5,748	)	$	250,228		$	222,537

Foreign Currency Contracts Outstanding at October 31, 2017
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold		Counterparty	Settlement Date	Appreciation		Depreciation
	1,240,000	ARS	70,215	USD	CBK	11/16/17	$	—	$	(704	)
	20,372,700	ARS	1,146,401	USD	JPM	11/16/17		—		(4,359	)
	15,696,400	ARS	888,811	USD	BOA	11/16/17		—		(8,910	)
	257,577	AUD	200,179	USD	CBK	11/16/17		—		(3,076	)
	5,633,800	BRL	1,791,351	USD	CBK	11/03/17		—		(70,063	)
	5,633,800	BRL	1,730,734	USD	CBK	12/04/17		—		(16,346	)
	474,400	CAD	377,442	USD	CBK	11/16/17		—		(9,669	)
	35,446,400	CZK	1,409,837	USD	BCLY	11/06/17		199,736		—
	104,881,200	CZK	4,742,751	USD	SSG	11/16/17		22,087		—
	65,989,900	CZK	2,985,212	USD	BCLY	11/16/17		12,763		—
	34,710,300	CZK	1,568,827	USD	UBS	11/16/17		8,090		—

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

63

Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017 - (continued)
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold		Counterparty	Settlement Date	Appreciation		Depreciation
	2,576,399	EUR	2,990,942	USD	SSG	11/03/17	$	10,639	$	—
	2,710,896	EUR	3,147,079	USD	SSG	11/06/17		11,683		—
	1,355,171	EUR	1,574,561	USD	CBK	11/09/17		4,755		—
	1,417,845	EUR	1,643,273	USD	JPM	11/16/17		9,736		—
	1,071,727	EUR	1,242,124	USD	JPM	11/16/17		7,359		—
	30,000	EUR	35,357	USD	JPM	11/16/17		—		(382	)
	104,317	EUR	123,321	USD	JPM	11/16/17		—		(1,702	)
	130,000	EUR	153,630	USD	JPM	11/16/17		—		(2,068	)
	140,000	EUR	166,079	USD	CBK	11/16/17		—		(2,859	)
	470,000	EUR	552,581	USD	JPM	11/16/17		—		(4,627	)
	273,859	EUR	325,025	USD	JPM	11/16/17		—		(5,744	)
	253,377	GBP	335,012	USD	UBS	11/16/17		1,665		—
	70,000	GBP	92,329	USD	JPM	11/16/17		684		—
	100,589	GBP	132,998	USD	UBS	11/16/17		661		—
	60,000	GBP	79,238	USD	UBS	11/16/17		488		—
	2,161,850,000	IDR	159,464	USD	UBS	11/16/17		—		(277	)
	62,461,748,084	IDR	4,610,744	USD	JPM	11/16/17		—		(11,396	)
	174,276,500	INR	2,653,095	USD	JPM	11/16/17		31,739		—
	9,920,000	JPY	87,295	USD	JPM	11/16/17		8		—
	67,861,200	JPY	599,216	USD	CBK	11/16/17		—		(1,990	)
	67,855,600	JPY	600,174	USD	JPM	11/16/17		—		(2,997	)
	816,562,089	JPY	7,276,829	USD	JPM	11/16/17		—		(90,508	)
	893,493	MXN	46,687	USD	JPM	11/16/17		—		(218	)
	5,800,000	MXN	309,382	USD	CBK	11/16/17		—		(7,732	)
	67,252,307	MXN	3,595,188	USD	BCLY	11/16/17		—		(97,488	)
	2,450,000	MYR	578,786	USD	UBS	11/16/17		—		(491	)
	18,117,086	NOK	2,279,087	USD	CBK	11/16/17		—		(60,179	)
	201,800	TRY	52,715	USD	CBK	11/16/17		231		—
	4,277,100	TRY	1,150,601	USD	BCLY	11/16/17		—		(28,421	)
	5,698,557	USD	7,324,435	AUD	SSG	11/16/17		93,741		—
	200,624	USD	257,577	AUD	JPM	11/16/17		3,520		—
	60,387	USD	76,917	AUD	CBK	11/16/17		1,529		—
	1,737,540	USD	5,633,800	BRL	CBK	11/03/17		16,252		—
	377,968	USD	474,000	CAD	JPM	11/16/17		10,505		—
	2,983,295	USD	65,989,900	CZK	BCLY	11/03/17		—		(12,753	)
	4,740,607	USD	104,881,200	CZK	SSG	11/06/17		—		(21,906	)
	1,568,260	USD	34,710,300	CZK	UBS	11/09/17		—		(8,122	)
	2,211,168	USD	48,450,000	CZK	BCLY	11/16/17		10,045		—
	3,285,458	USD	2,768,250	EUR	JPM	11/16/17		58,067		—
	2,661,261	USD	2,242,316	EUR	JPM	11/16/17		47,035		—
	2,205,788	USD	1,858,545	EUR	JPM	11/16/17		38,985		—
	1,503,202	USD	1,266,900	EUR	SSG	11/16/17		26,174		—
	1,976,059	USD	1,672,734	EUR	CBK	11/16/17		25,885		—
	830,199	USD	705,505	EUR	CBK	11/16/17		7,680		—
	630,794	USD	535,226	EUR	UBS	11/16/17		6,795		—
	586,544	USD	498,446	EUR	CBK	11/16/17		5,426		—
	540,824	USD	460,000	EUR	JPM	11/16/17		4,528		—
	302,539	USD	256,704	EUR	UBS	11/16/17		3,259		—
	212,671	USD	180,450	EUR	UBS	11/16/17		2,291		—
	243,823	USD	207,201	EUR	CBK	11/16/17		2,255		—
	164,599	USD	140,000	EUR	JPM	11/16/17		1,378		—
	1,482,988	USD	1,273,700	EUR	JPM	11/16/17		—		(1,968	)
	1,575,135	USD	1,355,171	EUR	CBK	11/16/17		—		(4,804	)
	2,992,964	USD	2,576,399	EUR	SSG	11/16/17		—		(10,756	)
	3,148,725	USD	2,710,896	EUR	SSG	11/16/17		—		(11,800	)
	206,545	USD	156,214	GBP	UBS	11/16/17		—		(1,027	)
	184,658	USD	140,000	GBP	JPM	11/16/17		—		(1,369	)
	314,520	USD	240,000	GBP	CBK	11/16/17		—		(4,383	)

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

64

Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Foreign Currency Contracts Outstanding at October 31, 2017 - (continued)
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold		Counterparty	Settlement Date	Appreciation		Depreciation
	1,809,261	USD	1,366,600	GBP	BNP	11/16/17	$	—	$	(6,625	)
	2,521,317	USD	1,906,925	GBP	UBS	11/16/17		—		(12,532	)
	7,734,875	USD	5,860,819	GBP	SSG	11/16/17		—		(52,759	)
	277,848	USD	210,436	GBP	UBS	11/27/17		—		(1,863	)
	3,449,048	USD	3,917,600,900	KRW	BNP	11/16/17		—		(47,977	)
	2,682,103	USD	51,109,350	MXN	BCLY	11/16/17		23,976		—
	310,299	USD	5,800,000	MXN	CBK	11/16/17		8,649		—
	893,800	USD	17,036,450	MXN	BNP	11/16/17		7,757		—
	1,183,829	USD	9,548,419	SEK	UBS	11/16/17		42,251		—
	598,423	USD	2,239,450	TRY	JPM	11/16/17		10,860		—
	595,468	USD	2,239,450	TRY	JPM	11/16/17		7,906		—
	3,331,115	USD	100,966,100	TWD	JPM	11/16/17		—		(19,001	)
	354,557	USD	4,761,360	ZAR	BCLY	11/16/17		18,785		—
	15,581,000	ZAR	1,132,472	USD	BCLY	11/16/17		—		(33,696	)
	Total						$	807,858	$	(685,547	)

Foreign Cross Currency Contracts Outstanding at October 31, 2017
Contract Amount			Counterparty		Delivery Date		Contract Amount			Unrealized Appreciation
	AUD	621,370		JPM		11/16/17		CAD	620,001	$	1,369
	AUD	507,746		JPM		11/16/17		CAD	507,273		473
	AUD	465,461		JPM		11/16/17		CAD	465,143		318
	AUD	774,911		JPM		11/16/17		CAD	775,238		(327	)
	CZK	1,552,191		JPM		11/03/17		EUR	1,487,305		64,886
	CZK	787,160		CBK		11/03/17		EUR	751,728		35,432
	CZK	370,378		CBK		11/03/17		EUR	353,496		16,882
	CZK	286,320		UBS		11/03/17		EUR	272,921		13,399
	CZK	2,698,854		JPM		11/06/17		EUR	2,586,034		112,820
	CZK	454,087		CBK		11/06/17		EUR	435,104		18,982
	CZK	1,576,382		JPM		11/09/17		EUR	1,509,381		67,001
	CZK	1,209,568		BCLY		11/16/17		EUR	1,199,005		10,563
	EUR	1,191,671		JPM		11/16/17		CZK	1,194,185		(2,514	)
	NOK	1,205,311		JPM		11/16/17		EUR	1,207,025		(1,714	)
	NOK	1,742,568		JPM		11/16/17		EUR	1,759,927		(17,359	)
	NZD	889,308		JPM		11/16/17		AUD	886,336		2,972
	SEK	898,164		JPM		11/16/17		EUR	898,173		(9	)
	SEK	590,462		JPM		11/16/17		EUR	591,182		(721	)
	SEK	592,265		JPM		11/16/17		EUR	593,228		(963	)
	Total									$	321,490

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

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

65

Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

October 31, 2017

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
JPM	JP Morgan Chase & Co.
MSC	Morgan Stanley
SSG	State Street Global Markets LLC
UBS	UBS AG
Currency Abbreviations:
ARS	Argentine Peso
AUD	Australian Dollar
BRL	Brazilian Real
CAD	Canadian Dollar
CZK	Czech Koruna
EUR	Euro
GBP	British Pound
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
SEK	Swedish Krona
TRY	Turkish Lira
TWD	Taiwanese Dollar
USD	United States Dollar
ZAR	South African Rand

Index Abbreviations:
CPURNSA	Consumer Price All Urban Non-Seasonally Adjusted
Other Abbreviations:
CMO	Collateralized Mortgage Obligation
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
PAC	Planned Amortization Class

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

66

Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total			Level 1(1)			Level 2(1)			Level 3(1)
Assets
Asset & Commercial Mortgage Backed Securities	$	6,689,549		$	—		$	6,689,549		$	—
Corporate Bonds		33,137,592			—			33,137,592			—
Foreign Government Obligations		6,768,507			—			6,768,507			—
U.S. Government Agencies		447,440			—			447,440			—
U.S. Government Securities		6,971,893			—			6,971,893			—
Short-Term Investments		3,327,003			3,327,003			—			—
Purchased Options		826,953			—			826,953			—
Foreign Currency Contracts(2)		1,152,955			—			1,152,955			—
Futures Contracts(2)		231,910			231,910			—			—
Swaps - Interest Rate(2)		242,732			—			242,732			—
Total	$	59,796,534		$	3,558,913		$	56,237,621		$	—
Liabilities
Foreign Currency Contracts(2)	$	(709,154	)	$	—		$	(709,154	)	$	—
Futures Contracts(2)		(85,908	)		(85,908	)		—			—
Swaps - Credit Default(2)		(43,078	)		—			(43,078	)		—
Swaps - Interest Rate(2)		(86,122	)		—			(86,122	)		—
Written Options		(161,932	)		—			(161,932	)		—
Total	$	(1,086,194	)	$	(85,908	)	$	(1,000,286	)	$	—

⁽¹⁾  For the year ended October 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 accompanying notes are an integral part of these financial statements.

67

Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.2%
		Australia - 3.5%
	176,641	Asaleo Care Ltd.	$	200,332
	53,588	ASX Ltd.		2,217,209
	2,537,845	Beach Energy Ltd.		1,898,547
	22,416	BGP Holdings plc(1)(2)(3)		—
	145,054	BHP Billiton plc		2,626,295
	302,951	BWP Trust REIT		717,251
	18,469	Cedar Woods Properties Ltd.		80,995
	424,898	Charter Hall Group REIT		1,889,096
	162,304	Coca-Cola Amatil Ltd.		1,013,291
	61,175	Collection House Ltd.		65,548
	145,334	Computershare Ltd.		1,737,400
	741,501	Cromwell Property Group REIT		567,592
	7,355	DWS Ltd.		8,170
	72,632	Folkestone Education Trust REIT		155,649
	356,529	Fortescue Metals Group Ltd.		1,267,676
	214,842	IPH Ltd.		963,457
	244,870	Karoon Gas Australia Ltd.*		225,371
	98,377	MACA Ltd.		157,604
	74,290	Macquarie Group Ltd.		5,604,428
	222,513	Medusa Mining Ltd.*		67,066
	372,621	Metcash Ltd.		769,760
	75,096	Mineral Resources Ltd.		1,002,137
	228,593	Myer Holdings Ltd.		133,930
	303,859	OZ Minerals Ltd.		1,876,351
	2,646,937	Perseus Mining Ltd.*		644,215
	177,322	Qantas Airways Ltd.		836,894
	199,129	Retail Food Group Ltd.		670,976
	464,358	Santos Ltd.*		1,604,591
	105,525	Sirtex Medical Ltd.		1,105,118
	800,681	South32 Ltd.		2,091,422
	290,086	Southern Cross Media Group Ltd.		249,262
	158,712	Super Retail Group Ltd.		944,864
	3,328,147	Telstra Corp. Ltd.		9,032,541
	476,820	TPG Telecom Ltd.		1,973,572
	151,259	Woodside Petroleum Ltd.		3,565,630
				47,964,240
		Austria - 0.5%
	9,690	Agrana Beteiligungs AG		1,201,374
	21,456	Andritz AG		1,213,161
	14,747	EVN AG		232,762
	3,773	Lenzing AG		510,696
	20,900	Oesterreichische Post AG		928,089
	62,540	Raiffeisen Bank International AG*		2,174,899
				6,260,981
		Belgium - 0.3%
	141,302	AGFA-Gevaert N.V.*		663,891
	16,290	EVS Broadcast Equipment S.A.		612,208
	87,547	Proximus SADP		2,907,121
	1,755	Sofina S.A.		263,921
				4,447,141
		Brazil - 1.3%
	102,900	Alupar Investimento S.A. UNIT		567,770
	62,379	Banco BTG Pactual S.A. UNIT		419,699
	181,900	CCR S.A.		1,012,007
	167,700	Cia de Saneamento Basico do Estado de Sao Paulo ADR		1,529,424
	50,200	Cia de Saneamento de Minas Gerais-COPASA		604,616
	80,200	Cia Energetica de Sao Paulo Class B,		318,711
	224,360	Cielo S.A.		1,534,918

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.2% - (continued)
		Brazil - 1.3% - (continued)
	380,300	EDP - Energias do Brasil S.A.	$	1,674,050
	169,400	Engie Brasil Energia S.A.		1,853,856
	81,600	Grendene S.A.		686,215
	49,800	Multiplus S.A.		578,486
	159,200	Petroleo Brasileiro S.A. ADR*		1,631,800
	165,000	Petroleo Brasileiro S.A. ADR*		1,757,250
	6,931	PPLA Participations Ltd. UNIT*		3,856
	156,800	QGEP Participacoes S.A.		405,026
	143,900	Qualicorp S.A.		1,539,602
	204,600	Transmissora Alianca de Energia Eletrica S.A. UNIT		1,282,151
				17,399,437
		Cambodia - 0.0%
	170,000	NagaCorp Ltd.		137,349
		Canada - 4.8%
	202,600	Advantage Oil & Gas Ltd.*		1,072,597
	489,400	Athabasca Oil Corp.*		440,047
	144,000	BCE, Inc.		6,649,159
	163,600	Birchcliff Energy Ltd.		665,762
	131,400	Bonavista Energy Corp.		279,076
	163,500	Cameco Corp.		1,328,176
	16,600	Canadian Real Estate Investment Trust REIT		599,612
	7,800	Canfor Pulp Products, Inc.		85,189
	175,000	Cardinal Energy Ltd.		651,112
	34,200	Celestica, Inc.*		343,299
	157,800	Cenovus Energy, Inc.		1,531,398
	258,900	Centerra Gold, Inc.*		1,757,975
	42,500	CGI Group, Inc. Class A*		2,258,255
	81,600	CI Financial Corp.		1,814,036
	27,700	Cogeco Communications, Inc.		1,991,454
	14,600	Cogeco, Inc.		995,213
	89,800	Corus Entertainment, Inc. Class B		833,196
	110,000	Crescent Point Energy Corp.		904,659
	250,100	Crew Energy, Inc.*		847,172
	200	E-L Financial Corp. Ltd.		128,209
	248,700	Eldorado Gold Corp.		312,297
	62,100	Enbridge Income Fund Holdings, Inc.		1,447,444
	87,800	Ensign Energy Services, Inc.		451,897
	71,300	First Quantum Minerals Ltd.		797,503
	64,500	Genworth MI Canada, Inc.		2,004,345
	9,500	George Weston Ltd.		797,644
	67,100	Gluskin Sheff + Associates, Inc.		839,465
	33,400	Goldcorp, Inc.		436,237
	15,200	Granite Real Estate Investment Trust REIT		587,216
	95,600	Hudbay Minerals, Inc.		710,646
	234,200	Husky Energy, Inc.*		3,035,287
	24,600	IGM Financial, Inc.		867,035
	26,600	Imperial Oil Ltd.		862,474
	59,800	Linamar Corp.		3,628,513
	45,100	Magna International, Inc.		2,460,381
	55,300	Manulife Financial Corp.		1,111,915
	75,600	Medical Facilities Corp.		824,504
	1,300	Morguard Real Estate Investment Trust REIT		14,359
	235,300	Nevsun Resources Ltd.		554,462
	29,600	North West Co., Inc.		722,276
	190,300	Pengrowth Energy Corp.*		213,887
	97,900	Sun Life Financial, Inc.		3,813,251
	498,100	Surge Energy, Inc.		833,963
	102,400	Teck Resources Ltd. Class B		2,092,291
	89,000	TELUS Corp.		3,223,068

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

68

Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.2% - (continued)
		Canada - 4.8% - (continued)
	78,680	Teranga Gold Corp.*	$	159,787
	89,000	Tourmaline Oil Corp.*		1,628,781
	85,200	Transcontinental, Inc. Class A		1,891,425
	97,500	Turquoise Hill Resources Ltd.*		297,768
	297,700	Western Forest Products, Inc.		604,584
	74,500	Westshore Terminals Investment Corp.		1,421,165
	159,300	Whitecap Resources, Inc.		1,143,414
				64,964,880
		Chile - 0.6%
	1,449,408	Aguas Andinas S.A. Class A		944,296
	327,600	Enel Americas S.A. ADR		3,472,560
	137,700	Enel Chile S.A.		811,053
	2,835,753	Enel Generacion Chile S.A.		2,472,714
				7,700,623
		China - 4.1%
	3,097,000	Agricultural Bank of China Ltd. Class H		1,458,665
	694,000	Anhui Conch Cement Co., Ltd. Class H		2,972,883
	4,304,000	Bank of China Ltd. Class H		2,150,979
	30,000	Baoye Group Co., Ltd. Class H*		21,112
	1,840,000	Beijing Capital International Airport Co., Ltd. Class H		3,021,505
	4,380,000	China BlueChemical Ltd. Class H		1,309,210
	2,352,000	China Communications Services Corp. Ltd. Class H		1,427,383
	2,400,000	China Construction Bank Corp. Class H		2,144,916
	742,000	China Galaxy Securities Co., Ltd. Class H		646,756
	4,926,000	China Petroleum & Chemical Corp. Class H		3,617,251
	827,500	China Shenhua Energy Co., Ltd. Class H		1,979,602
	306,000	China Shineway Pharmaceutical Group Ltd.		286,806
	1,016,000	China Suntien Green Energy Corp. Ltd. Class H		288,095
	80,000	China Taifeng Beddings Holdings Ltd.*(1)(2)(3)		—
	903,000	CNOOC Ltd.		1,232,950
	1,580,000	Dongfeng Motor Group Co., Ltd. Class H		2,168,850
	252,000	ENN Energy Holdings Ltd.		1,849,254
	450,000	Guangzhou Automobile Group Co., Ltd. Class H		1,119,068
	455,000	Haitian International Holdings Ltd.		1,362,528
	187,500	Hengan International Group Co., Ltd.		1,849,006
	486,000	Hua Hong Semiconductor Ltd.(4)		849,504
	3,503,000	Industrial & Commercial Bank of China Ltd. Class H		2,787,215
	1,552,000	Jiangsu Expressway Co., Ltd. Class H		2,379,494
	515,500	Longfor Properties Co., Ltd.		1,204,169
	3,993,000	Lonking Holdings Ltd.		1,796,652
	772,000	Shenzhen Expressway Co., Ltd. Class H		789,618
	5,364,000	Sihuan Pharmaceutical Holdings Group Ltd.		1,940,522
	477,000	Sinopec Engineering Group Co., Ltd. Class H		409,046
	745,000	Sinotrans Ltd. Class H		358,123
	332,000	Sinotruk Hong Kong Ltd.		441,496
	2,239,000	Want Want China Holdings Ltd.		1,833,122
	985,000	Weichai Power Co., Ltd. Class H		1,226,546
	4,334,000	West China Cement Ltd.*		689,005
	122,000	Xingda International Holdings Ltd.		46,603
	3,632,700	Yangzijiang Shipbuilding Holdings Ltd.		4,196,713
	19,408	YY, Inc. ADR*		1,754,289
	2,168,000	Zhejiang Expressway Co., Ltd. Class H		2,681,048
				56,289,984
		Denmark - 1.3%
	173,405	Novo Nordisk A/S Class B		8,633,631
	16,708	Pandora A/S		1,577,681

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.2% - (continued)
		Denmark - 1.3% - (continued)
	169,661	Scandinavian Tobacco Group AS Class A(4)	$	2,868,295
	80,953	Spar Nord Bank A/S		1,029,604
	70,585	Sydbank AS		2,755,529
	15,149	Vestas Wind Systems A/S		1,337,426
				18,202,166
		Finland - 0.7%
	35,055	Kone Oyj Class B		1,897,317
	42,224	Nokian Renkaat Oyj		1,935,850
	23,795	Sampo Oyj Class A		1,245,189
	47,819	Technopolis Oyj		215,484
	9,744	Tieto Oyj		298,328
	151,662	UPM-Kymmene Oyj		4,554,752
				10,146,920
		France - 5.4%
	31,635	ABC arbitrage		228,137
	4,294	Altamir		77,429
	27,838	Amundi S.A.(4)		2,359,302
	176,779	AXA S.A.		5,336,673
	58,010	BNP Paribas S.A.		4,527,647
	1,324	Boiron S.A.		119,525
	29,874	Cie Generale des Etablissements Michelin		4,324,153
	90,477	Coface S.A.*		988,577
	92,732	Edenred		2,673,338
	64,280	Engie S.A.		1,086,458
	5,158	Eramet*		424,802
	24,500	Euler Hermes Group		2,842,279
	16,495	Eutelsat Communications S.A.		413,166
	36,255	Faurecia		2,635,570
	9,355	FFP		1,125,132
	12,570	IPSOS		464,596
	2,677	Linedata Services		122,081
	94,407	Metropole Television S.A.		2,182,565
	3,077	MGI Coutier		125,018
	79,897	Neopost S.A.		2,945,054
	68,769	Peugeot S.A.		1,631,582
	53,569	Plastic Omnium S.A.		2,233,695
	95,281	Publicis Groupe S.A.		6,202,108
	11,481	Safran S.A.		1,209,205
	73,766	Sanofi		6,984,648
	33,569	Schneider Electric SE*		2,949,412
	26,857	Societe BIC S.A.		2,835,850
	109,897	Societe Generale S.A.		6,116,259
	106,975	Total S.A.		5,962,582
	26,623	Valeo S.A.		1,802,488
				72,929,331
		Gabon - 0.0%
	655	Total Gabon		107,274
		Georgia - 0.0%
	13,246	BGEO Group plc		625,518
		Germany - 3.1%
	16,357	BASF SE		1,788,692
	33,981	Bayer AG		4,420,208
	1,505	Bijou Brigitte AG		94,141
	124,663	Commerzbank AG*		1,727,592
	12,601	Continental AG		3,206,880
	83,717	Covestro AG(4)		8,047,677
	22,767	CTS Eventim AG & Co. KGaA		941,700
	199,630	Deutsche Bank AG		3,271,773
	21,628	Deutsche Boerse AG		2,239,901

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

69

Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.2% - (continued)
		Germany - 3.1% - (continued)
	49,364	Deutsche Euroshop AG	$	1,804,237
	15,118	Deutsche Lufthansa AG		485,709
	10,133	Hamburger Hafen und Logistik AG		323,605
	63,579	K+S AG		1,545,719
	6,750	Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		1,515,390
	71,011	ProSiebenSat.1 Media SE		2,501,268
	72,075	RWE AG*		1,812,243
	15,004	Siemens AG		2,155,065
	24,789	Software AG		1,262,146
	37,674	Suedzucker AG		746,581
	82,331	Uniper SE		2,313,385
				42,203,912
		Greece - 0.1%
	19,388	Hellenic Petroleum S.A.		171,197
	37,354	JUMBO S.A.		600,463
	142,374	Piraeus Bank S.A.*		409,568
				1,181,228
		Hong Kong - 4.0%
	606,000	Allied Properties HK Ltd.		129,062
	221,016	Asian Citrus Holdings Ltd.*(1)(2)(3)		12,239
	467,500	BOC Hong Kong Holdings Ltd.		2,227,713
	606,000	Champion REIT		437,350
	46,100	Champion Technology Holdings Ltd.*		6,027
	510,000	China Lumena New Materials Corp.*(1)(2)(3)		—
	222,500	China Mobile Ltd.		2,237,986
	1,578,000	China Resources Cement Holdings Ltd.		1,066,569
	494,000	China Resources Gas Group Ltd.		1,809,540
	25,000	Chong Hing Bank Ltd.		51,226
	117,000	CK Asset Holdings Ltd.		962,890
	153,000	CK Infrastructure Holdings Ltd.		1,332,182
	276,000	CLP Holdings Ltd.		2,809,110
	810,000	CSI Properties Ltd.		41,568
	401,200	Dah Sing Banking Group Ltd.		887,894
	111,600	Dah Sing Financial Holdings Ltd.		749,960
	285,000	Emperor Entertainment Hotel Ltd.		69,050
	1,352,000	First Pacific Co., Ltd.		1,029,415
	424,000	Giordano International Ltd.		239,715
	1,354,000	Guangdong Investment Ltd.		1,961,687
	250,000	Hang Lung Group Ltd.		878,419
	493,000	Hang Lung Properties Ltd.		1,132,063
	6,811	Hanison Construction Holdings Ltd.		1,258
	135,917	Henderson Land Development Co., Ltd.		886,980
	830,000	HKT Trust & HKT Ltd. UNIT		1,013,908
	667,500	Hongkong & Shanghai Hotels Ltd. (The)		1,087,591
	137,400	Hongkong Land Holdings Ltd.		996,545
	134,000	Hopewell Holdings Ltd.		514,539
	190,000	Hysan Development Co., Ltd.		918,004
	154,787	I-CABLE Communications Ltd.*		4,849
	204,500	Kerry Properties Ltd.		920,311
	873,000	Kingboard Chemical Holdings Ltd.		5,180,430
	1,484,000	Kunlun Energy Co., Ltd.		1,376,237
	10,020	Lai Sun Development Co., Ltd.		18,118
	777,000	NWS Holdings Ltd.		1,572,643
	3,533,000	PCCW Ltd.		1,947,967
	63,000	Prosperity REIT		26,899
	68,000	Qingling Motors Co., Ltd. Class H		23,099
	855,000	Shanghai Industrial Holdings Ltd.		2,626,531
	4,822,000	Shougang Fushan Resources Group Ltd.		1,039,609

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.2% - (continued)
		Hong Kong - 4.0% - (continued)
	254,000	Sino Land Co., Ltd.	$	437,779
	184,000	SmarTone Telecommunications Holdings Ltd.		229,092
	20,000	Soundwill Holdings Ltd.		43,285
	113,000	Sun Hung Kai Properties Ltd.		1,848,611
	206,000	Sunlight Real Estate Investment Trust REIT		139,720
	79,000	Swire Pacific Ltd. Class A		780,684
	567,600	Swire Properties Ltd.		1,918,045
	41,000	TAI Cheung Holdings Ltd.		47,327
	198,000	Texwinca Holdings Ltd.		119,562
	374,000	Wharf Holdings Ltd.		3,406,446
	201,000	Wheelock & Co., Ltd.		1,400,255
	3,628,000	Xinyi Glass Holdings Ltd.*		3,515,613
	28,000	Yuexiu Transport Infrastructure Ltd.		20,543
				54,134,145
		Hungary - 0.4%
	171,728	MOL Hungarian Oil & Gas plc		2,056,560
	66,572	OTP Bank plc		2,683,897
				4,740,457
		India - 0.5%
	403,100	Infosys Ltd. ADR		5,986,035
	49,600	Vedanta Ltd. ADR		1,021,760
				7,007,795
		Indonesia - 1.2%
	4,812,500	Bank Negara Indonesia Persero Tbk PT		2,697,740
	1,206,600	Bank Pembangunan Daerah Jawa Timur Tbk PT		61,841
	2,342,400	Bank Rakyat Indonesia Persero Tbk PT		2,694,930
	1,837,000	Panin Financial Tbk PT*		31,965
	9,077,900	Perusahaan Gas Negara Persero Tbk		1,231,719
	7,986,000	Perusahaan Perkebunan London Sumatra Indonesia Tbk PT		889,133
	1,303,900	Tambang Batubara Bukit Asam Persero Tbk PT		1,103,488
	15,031,900	Telekomunikasi Indonesia Persero Tbk PT		4,485,020
	1,312,700	United Tractors Tbk PT		3,356,156
				16,551,992
		Ireland - 0.2%
	115,641	Allied Irish Banks plc		683,490
	263,507	Bank of Ireland Group plc*		2,065,133
	45,739	C&C Group plc		156,960
				2,905,583
		Isle Of Man - 0.3%
	274,921	Playtech plc		3,592,309
		Israel - 1.6%
	499,083	Bank Hapoalim BM		3,533,612
	468,638	Bank Leumi Le-Israel BM		2,590,516
	247,874	Bezeq The Israeli Telecommunication Corp. Ltd.		370,130
	55,360	Clal Insurance Enterprises Holdings Ltd.*		1,062,074
	10,220	FIBI Holdings Ltd.		238,163
	40,999	First International Bank Of Israel Ltd.		778,239
	133,596	Harel Insurance Investments & Financial Services Ltd.		913,273
	235,961	Israel Discount Bank Ltd. Class A*		626,804
	35,300	Ituran Location and Control Ltd.		1,253,150
	23,753	Kerur Holdings Ltd.		722,456
	20,804	Menora Mivtachim Holdings Ltd.		257,358
	1,392,284	Migdal Insurance & Financial Holding Ltd.		1,617,165

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

70

Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.2% - (continued)
		Israel - 1.6% - (continued)
	228,776	Phoenix Holdings Ltd. (The)*	$	1,131,451
	17,000	Taro Pharmaceutical Industries Ltd.*		1,911,140
	367,100	Teva Pharmaceutical Industries Ltd. ADR		5,065,980
				22,071,511
		Italy - 2.3%
	685,671	A2A S.p.A.		1,177,517
	61,136	ACEA S.p.A.		995,575
	123,811	Ascopiave S.p.A.		520,062
	103,565	ASTM S.p.A.		2,872,801
	116,195	Atlantia S.p.A.		3,788,025
	24,327	Azimut Holding S.p.A.		480,200
	247,903	Banca Mediolanum S.p.A.		2,112,249
	194,636	Enel S.p.A.		1,207,068
	317,672	Eni S.p.A.		5,193,305
	380,256	Hera S.p.A.		1,223,311
	13,057	La Doria S.p.A.		247,610
	572,626	Mediobanca S.p.A.		6,272,739
	106,168	Societa Cattolica di Assicurazioni S.c.r.l.		1,150,747
	27,401	Societa Iniziative Autostradali e Servizi S.p.A.		466,323
	111,160	Sogefi S.p.A.*		543,917
	996,704	Telecom Italia S.p.A.*		862,429
	38,546	UniCredit S.p.A.*		736,638
	57,888	Vittoria Assicurazioni S.p.A.		809,844
				30,660,360
		Japan - 17.4%
	11,600	ABC-Mart, Inc.		585,138
	3,300	Achilles Corp.		66,578
	33,300	ADEKA Corp.		575,184
	19,400	Aica Kogyo Co., Ltd.		673,937
	5,800	Aichi Bank Ltd.		357,372
	1,300	Aichi Steel Corp.		52,715
	15,800	Ajis Co., Ltd.		339,572
	3,000	Akita Bank Ltd.		96,004
	3,400	Amiyaki Tei Co., Ltd.		159,259
	34,800	Aozora Bank Ltd.		1,362,134
	34,500	Arakawa Chemical Industries Ltd.		836,213
	2,200	Arcland Sakamoto Co., Ltd.		35,958
	26,900	Arisawa Manufacturing Co., Ltd.		244,574
	3,300	Asahi Broadcasting Corp.		27,001
	144,000	Asahi Kasei Corp.		1,743,800
	697,300	Astellas Pharma, Inc.		9,280,265
	1,900	Atsugi Co., Ltd.		21,628
	172,000	Awa Bank Ltd.		1,166,779
	1,500	Bando Chemical Industries Ltd.		16,549
	49,000	Bank of Kyoto Ltd.		2,573,338
	42,900	BML, Inc.		949,709
	179,400	Bridgestone Corp.		8,570,003
	12,000	Bunka Shutter Co., Ltd.		102,263
	300	C Uyemura & Co., Ltd.		18,597
	6,200	Canon Electronics, Inc.		139,517
	1,000	Central Automotive Products Ltd.		16,272
	49,900	Central Japan Railway Co.		9,064,167
	229,000	Chiba Bank Ltd.		1,755,421
	11,000	Chugoku Marine Paints Ltd.		93,460
	2,200	Cleanup Corp.		17,517
	337,400	COOKPAD, Inc.		2,264,012
	3,100	Corona Corp.		37,016
	486,900	Daicel Corp.		6,079,243
	7,000	Daiichi Jitsugyo Co., Ltd.		205,730

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.2% - (continued)
		Japan - 17.4% - (continued)
	15,600	Daiichi Kigenso Kagaku-Kogyo Co., Ltd.	$	226,504
	125,300	Daikyonishikawa Corp.		2,129,289
	1,800	Dainichi Co., Ltd.		13,370
	26,900	Dainichiseika Color & Chemicals Manufacturing Co., Ltd.		1,231,825
	11,000	Daiwa Industries Ltd.		123,565
	25,600	DIC Corp.		950,266
	27,600	DTS Corp.		828,255
	8,700	Eagle Industry Co., Ltd.		169,013
	6,000	Eidai Co., Ltd.		29,553
	73,200	Feed One Co., Ltd.		189,620
	23,900	First Bank of Toyama Ltd.		125,658
	53,700	FJ Next Co., Ltd.		459,949
	181,400	Fudo Tetra Corp.		309,292
	2,400	Fuji Kosan Co., Ltd.		12,825
	9,000	Fujibo Holdings, Inc.		284,139
	47,500	FUJIFILM Holdings Corp.		1,943,120
	8,400	Fujikura Kasei Co., Ltd.		52,986
	7,200	Fujimori Kogyo Co., Ltd.		249,054
	1,600	Fujishoji Co., Ltd.		16,738
	2,800	Fujitsu Frontech Ltd.		49,047
	106,800	Fujitsu General Ltd.		2,042,549
	1,100	FuKoKu Co., Ltd.		10,732
	14,200	G-Tekt Corp.		304,055
	2,400	Gendai Agency, Inc.		11,630
	11,600	Geo Holdings Corp.		188,831
	770,400	GungHo Online Entertainment, Inc.		2,073,201
	117,000	Gunma Bank Ltd.		753,225
	237,400	Hachijuni Bank Ltd.		1,486,709
	5,800	Hagihara Industries, Inc.		100,723
	5,400	Hakudo Co., Ltd.		107,641
	37,600	Hamakyorex Co., Ltd.		1,055,110
	38,600	Haseko Corp.		560,527
	29,400	Heiwa Corp.		542,128
	2,800	HI-LEX Corp.		70,828
	36,300	Honda Motor Co., Ltd.		1,137,535
	18,100	Hosokawa Micron Corp.		1,146,863
	10,400	I-O Data Device, Inc.		104,366
	10,500	Imasen Electric Industrial		135,736
	18,800	Inaba Denki Sangyo Co., Ltd.		825,246
	663,400	Inpex Corp.		7,103,146
	63,100	ITOCHU Corp.		1,105,300
	1,400	Iwatsu Electric Co., Ltd.		10,390
	280,900	Iyo Bank Ltd.		2,424,911
	3,900	Japan Foundation Engineering Co., Ltd.		13,935
	62,100	Japan Petroleum Exploration Co., Ltd.		1,281,450
	219,000	Japan Post Bank Co., Ltd.		2,773,594
	90,200	Japan Tobacco, Inc.		2,985,636
	60,600	JSR Corp.		1,174,723
	14,100	Kaga Electronics Co., Ltd.		422,466
	119,000	Kajima Corp.		1,234,207
	50,900	Kaken Pharmaceutical Co., Ltd.		2,579,507
	6,200	Kanamoto Co., Ltd.		203,831
	38,400	Kanematsu Electronics Ltd.		1,198,340
	302,800	KDDI Corp.		8,067,390
	12,300	Keihin Corp.		226,765
	22,800	Kimoto Co., Ltd.		56,561
	40,400	Kitz Corp.		346,162
	2,000	Koatsu Gas Kogyo Co., Ltd.		15,116
	23,700	Konishi Co., Ltd.		412,416
	90,800	Kumiai Chemical Industry Co., Ltd.		617,338

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

71

Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.2% - (continued)
		Japan - 17.4% - (continued)
	285,000	Kurabo Industries Ltd.	$	826,734
	134,200	Kuraray Co., Ltd.		2,643,010
	4,000	Kuriyama Holdings Corp.		68,007
	1,900	Kyodo Printing Co., Ltd.		63,304
	31,200	Kyokuto Kaihatsu Kogyo Co., Ltd.		558,725
	42,000	Lawson, Inc.		2,742,549
	22,600	Lintec Corp.		628,096
	77,000	Maeda Road Construction Co., Ltd.		1,658,180
	900	Maezawa Kyuso Industries Co., Ltd.		14,769
	5,700	Mars Engineering Corp.		116,109
	19,000	Mazda Motor Corp.		274,279
	42,700	MCJ Co., Ltd.		449,334
	2,900	Meiko Network Japan Co., Ltd.		33,605
	9,000	Melco Holdings, Inc.		282,517
	2,900	Mie Bank Ltd.		69,404
	54,400	Miraca Holdings, Inc.		2,531,069
	3,100	Mitani Corp.		122,940
	1,300	Mitani Sekisan Co., Ltd.		31,481
	62,100	Mitsubishi Gas Chemical Co., Inc.		1,519,131
	1,800	Mitsubishi Research Institute, Inc.		53,337
	157,200	Mitsubishi Tanabe Pharma Corp.		3,459,875
	216,300	Mitsubishi UFJ Financial Group, Inc.		1,467,194
	14,000	Mitsuboshi Belting Ltd.		174,800
	36,600	Mitsui Chemicals, Inc.		1,120,162
	4,200	Mitsui Sugar Co., Ltd.		143,676
	65,900	Mixi, Inc.		3,212,749
	3,900	Murakami Corp.		114,217
	2,600	Natoco Co., Ltd.		31,126
	250,100	Nexon Co., Ltd.*		6,727,472
	149,300	NHK Spring Co., Ltd.		1,708,607
	4,000	Nichireki Co., Ltd.		50,567
	8,360	Nichirin Co., Ltd.		305,069
	110,900	Nihon Nohyaku Co., Ltd.		642,173
	33,000	Nippo Corp.		689,060
	10,200	Nippon Electric Glass Co., Ltd.		416,452
	6,000	Nippon Hume Corp.		41,502
	2,900	Nippon Road Co., Ltd.		167,091
	189,500	Nippon Telegraph & Telephone Corp.		9,161,855
	46,600	Nishio Rent All Co., Ltd.		1,627,191
	5,200	Nitta Corp.		214,486
	11,600	Nittetsu Mining Co., Ltd.		860,227
	19,200	Nitto Kogyo Corp.		329,087
	19,000	Nitto Seiko Co., Ltd.		110,106
	102,500	NOF Corp.		2,962,281
	427,600	Nomura Holdings, Inc.		2,447,056
	382,000	NTT DOCOMO, Inc.		9,251,560
	129,000	Oji Holdings Corp.		756,070
	3,500	Okinawa Cellular Telephone Co.		121,364
	103,000	Okura Industrial Co., Ltd.		698,191
	15,200	Osaka Organic Chemical Industry Ltd.		182,031
	2,800	Pack Corp.		97,294
	9,400	Paramount Bed Holdings Co., Ltd.		414,532
	36,000	Piolax, Inc.		995,940
	46,700	Press Kogyo Co., Ltd.		262,675
	1,100	Riken Corp.		57,221
	1,800	Sakai Chemical Industry Co., Ltd.		45,014
	15,200	San-A Co., Ltd.		699,477
	2,000	Sanko Metal Industrial Co., Ltd.		72,335
	13,700	Sansei Technologies, Inc.		116,310
	2,000	Sansha Electric Manufacturing Co., Ltd.		22,070
	6,600	Sanyo Denki Co., Ltd.		438,329

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.2% - (continued)
		Japan - 17.4% - (continued)
	66,600	Secom Co., Ltd.	$	5,071,063
	29,200	Sekisui Jushi Corp.		652,169
	19,100	Shikoku Chemicals Corp.		317,877
	12,100	Shimamura Co., Ltd.		1,348,039
	97,200	Shin-Etsu Polymer Co., Ltd.		1,039,640
	70,600	Shinnihon Corp.		627,531
	132,200	Shinsei Bank Ltd.		2,230,975
	178,000	Shizuoka Bank Ltd.		1,732,227
	81,600	Sinko Industries Ltd.		1,328,566
	9,400	Sintokogio Ltd.		109,397
	3,600	SNT Corp.		24,206
	39,200	Sodick Co., Ltd.		537,468
	94,300	Sony Corp.		3,945,010
	73,500	Sony Financial Holdings, Inc.		1,221,091
	4,200	St Marc Holdings Co., Ltd.		126,914
	37,700	Studio Alice Co., Ltd.		872,204
	186,900	Subaru Corp.		6,457,225
	5,200	Sumitomo Densetsu Co., Ltd.		105,433
	40,900	Sumitomo Mitsui Financial Group, Inc.		1,638,565
	110,900	Sumitomo Rubber Industries Ltd.		2,105,737
	33,600	Sumitomo Seika Chemicals Co., Ltd.		1,785,065
	3,000	Suncall Corp.		18,776
	58,200	Suzuki Motor Corp.		3,187,804
	1,200	T&K Toka Co., Ltd.		13,972
	4,900	Tachi-S Co., Ltd.		92,040
	78,000	Taisei Corp.		4,321,745
	6,800	Takara Standard Co., Ltd.		116,262
	73,400	Takasago Thermal Engineering Co., Ltd.		1,292,379
	31,500	Takeuchi Manufacturing Co., Ltd.		657,676
	5,700	Takisawa Machine Tool Co., Ltd.		103,985
	19,000	Tayca Corp.		447,239
	169,300	Toagosei Co., Ltd.		2,195,692
	1,800	Tokai Corp.		80,798
	86,800	TOKAI Holdings Corp.		694,011
	7,130	Token Corp.		859,754
	4,400	Tokyo Tekko Co., Ltd.		83,238
	287,000	Toshiba TEC Corp.		1,673,828
	246,000	Tosoh Corp.		5,308,860
	36,100	Towa Bank Ltd.		383,332
	38,000	Toyo Ink SC Holdings Co., Ltd.		223,790
	9,300	Toyo Machinery & Metal Co., Ltd.		71,537
	67,300	Toyota Boshoku Corp.		1,355,268
	31,800	TPR Co., Ltd.		1,124,208
	23,900	TS Tech Co., Ltd.		855,951
	131,000	Tsubakimoto Chain Co.		1,128,938
	41,100	Unipres Corp.		1,109,691
	3,100	Utoc Corp.		14,589
	92,000	Wakita & Co., Ltd.		1,131,750
	12,900	Yahagi Construction Co., Ltd.		116,826
	129,000	Yamanashi Chuo Bank Ltd.		574,535
	22,900	Yamazen Corp.		261,819
	3,000	Yodogawa Steel Works Ltd.		87,869
	18,700	Yorozu Corp.		380,455
	7,000	Yuasa Trading Co., Ltd.		258,077
				236,435,982
		Luxembourg - 0.2%
	32,692	RTL Group S.A.		2,429,036
		Malaysia - 0.4%
	48,400	AFFIN Holdings Bhd		29,268
	606,800	AMMB Holdings Bhd		613,643

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

72

Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.2% - (continued)
		Malaysia - 0.4% - (continued)
	63,800	British American Tobacco Malaysia Bhd	$	590,755
	505,500	Genting Bhd		1,080,548
	35,200	Lingkaran Trans Kota Holdings Bhd		48,973
	91,700	Padini Holdings Bhd		102,238
	1,413,000	Petronas Chemicals Group Bhd		2,459,858
	513,900	Westports Holdings Bhd		450,827
				5,376,110
		Mexico - 0.5%
	1,303,700	Gentera S.A.B. de C.V.		1,319,221
	262,734	Grupo Aeroportuario del Centro Norte S.A.B. de C.V.		1,327,254
	8,500	Grupo Aeroportuario del Pacifico S.A.B. de C.V. ADR		806,820
	194,000	Grupo Financiero Banorte S.A.B. de C.V. Series O		1,149,525
	764,300	Grupo Financiero Inbursa S.A.B. de C.V.		1,314,779
	39,080	Promotora y Operadora de Infraestructura S.A.B. de C.V.		371,603
	50	Urbi Desarrollos Urbanos S.A.B. de C.V.*		19
				6,289,221
		Netherlands - 1.2%
	18,625	Aegon N.V.		109,959
	100,345	BinckBank N.V.		511,441
	39,315	Euronext N.V.(4)		2,334,945
	31,528	Gemalto N.V.		1,247,732
	127,365	Koninklijke Ahold Delhaize N.V.		2,396,773
	9,287	Koninklijke Vopak N.V.		401,970
	59,577	NN Group N.V.		2,494,937
	55,672	Royal Dutch Shell plc Class A		1,752,543
	117,336	Royal Dutch Shell plc Class A		3,694,647
	34,107	Royal Dutch Shell plc Class B		1,098,152
				16,043,099
		New Zealand - 0.2%
	66,740	SKY Network Television Ltd.		114,227
	458,749	Trade Me Group Ltd.		1,416,703
	598,948	Trade Me Group Ltd.		1,838,817
				3,369,747
		Norway - 2.0%
	199,150	Austevoll Seafood ASA		1,993,360
	294,610	Kvaerner ASA*		563,738
	503,758	Leroy Seafood Group ASA		3,025,298
	269,223	Marine Harvest ASA*		5,257,232
	97,226	Salmar ASA		2,898,790
	100,425	SpareBank 1 Nord Norge		793,151
	454,956	Telenor ASA		9,660,418
	100,950	TGS Nopec Geophysical Co. ASA		2,320,862
				26,512,849
		Philippines - 0.3%
	9,375,100	DMCI Holdings, Inc.		2,785,744
	57,400	Manila Electric Co.		324,442
	474,850	Metropolitan Bank & Trust Co.		796,832
				3,907,018
		Poland - 0.5%
	41,373	Enea S.A.		158,334
	30,268	Grupa Azoty S.A.		607,031
	27,787	KGHM Polska Miedz S.A.		939,226
	65,624	Polski Koncern Naftowy Orlen S.A.		2,321,089

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.2% - (continued)
		Poland - 0.5% - (continued)
	1,333,003	Polskie Gornictwo Naftowe i Gazownictwo S.A.	$	2,449,620
				6,475,300
		Russia - 1.1%
	716,890	Gazprom PJSC ADR		3,079,340
	67,918	Globaltrans Investment plc GDR		627,562
	41,406	Lukoil PJSC ADR		2,199,419
	38,502	Lukoil PJSC ADR		2,041,761
	118,500	Mobile TeleSystems PJSC ADR		1,257,285
	193,509	RusHydro PJSC ADR		265,107
	630,174	Surgutneftegas OJSC ADR		3,149,549
	65,136	Tatneft PJSC ADR		2,932,131
				15,552,154
		Singapore - 1.4%
	14,100	Boustead Projects Ltd.		8,999
	226,600	Cache Logistics Trust REIT		136,316
	566,600	CapitaLand Commerical Trust REIT		721,717
	676,200	CapitaLand Ltd.		1,821,001
	492,100	CapitaLand Mall Trust REIT		729,523
	493,500	CapitaLand Retail China Trust REIT		600,990
	19,400	China Yuchai International Ltd.		432,620
	891,000	ComfortDelGro Corp. Ltd.		1,320,869
	299,100	First Resources Ltd.		432,373
	18,400	Jardine Cycle & Carriage Ltd.		532,063
	830,400	M1 Ltd.		1,096,590
	639,300	Mapletree Greater China Commercial Trust REIT		551,128
	734,200	Mapletree Industrial Trust REIT		1,044,933
	209,000	Singapore Exchange Ltd.		1,176,185
	1,057,800	Singapore Telecommunications Ltd.		2,926,373
	1,081,000	Singapore Telecommunications Ltd.		2,974,874
	329,187	UMS Holdings Ltd.		254,773
	54,400	United Overseas Bank Ltd.		982,774
	49,000	UOL Group Ltd.		324,951
	245,300	Wing Tai Holdings Ltd.		431,860
	386,400	Yanlord Land Group Ltd.		507,750
				19,008,662
		South Africa - 2.1%
	97,576	AECI Ltd.		729,400
	16,191	Assore Ltd.		354,115
	273,345	Barclays Africa Group Ltd.		2,707,771
	94,332	Exxaro Resources Ltd.		958,615
	321,500	Harmony Gold Mining Co., Ltd. ADR		556,195
	386,356	Impala Platinum Holdings Ltd.*		1,072,048
	642,315	Investec plc		4,395,114
	108,649	Kumba Iron Ore Ltd.		2,090,357
	1,048,541	MMI Holdings Ltd.		1,394,223
	146,596	Mondi plc		3,545,308
	78,276	Reunert Ltd.		384,993
	772,370	RMB Holdings Ltd.		3,414,591
	224,627	Sanlam Ltd.		1,124,340
	65,969	Tiger Brands Ltd.		1,801,723
	353,148	Truworths International Ltd.		1,882,290
	189,566	Vodacom Group Ltd.		2,060,191
				28,471,274
		South Korea - 4.3%
	5,731	CJ E&M Corp.		432,693
	1,880	CJ O Shopping Co., Ltd.		331,993
	6,291	Com2uSCorp		749,819

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

73

Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.2% - (continued)
		South Korea - 4.3% - (continued)
	490	Daechang Forging Co., Ltd.	$	26,898
	240	Dongil Industries Co., Ltd.		13,603
	12,158	DoubleUGames Co., Ltd.		557,355
	3,654	GS Home Shopping, Inc.		686,142
	39,205	Hana Financial Group, Inc.		1,677,928
	67,482	Hankook Tire Co., Ltd.		3,257,062
	72,069	Hanwha Life Insurance Co., Ltd.		509,211
	55,141	Huchems Fine Chemical Corp.		1,160,437
	8,073	Hyundai Development Co-Engineering & Construction		289,259
	5,969	Hyundai Home Shopping Network Corp.		650,503
	8,891	Hyundai Mobis Co., Ltd.		2,114,921
	2,366	INTOPS Co., Ltd.		22,199
	1,950	Kangnam Jevisco Co., Ltd.		63,529
	51,605	Kangwon Land, Inc.		1,581,799
	53,312	KB Financial Group, Inc.		2,787,381
	56,995	Kortek Corp.		738,308
	66,154	KT&G Corp.		6,259,048
	94,327	LG Uplus Corp.		1,083,124
	10,321	Lotte Chemical Corp.		3,409,020
	100	Mi Chang Oil Industrial Co., Ltd.		7,774
	67,553	Mirae Asset Life Insurance Co., Ltd.		353,130
	1,739	POSCO		506,893
	23,857	PSK, Inc.		479,501
	3,792	Samsung Electronics Co., Ltd.		9,347,677
	520	Sebang Co., Ltd.		6,312
	44,836	SFA Engineering Corp.		1,632,310
	46,028	Shinhan Financial Group Co., Ltd.		2,067,495
	74,955	SIMMTECH Co., Ltd.		797,100
	1,446	SK Holdings Co., Ltd.		374,181
	78,560	SK Hynix, Inc.		5,792,439
	6,388	SK Innovation Co., Ltd.		1,171,819
	28,262	SK Telecom Co., Ltd.		6,672,090
	28,117	Toptec Co., Ltd.		707,412
	42,688	UIL Co., Ltd.		280,966
	30,815	YeaRimDang Publishing Co., Ltd.*		273,365
				58,872,696
		Spain - 1.4%
	100,643	Bolsas y Mercados Espanoles SHMSF S.A.		3,457,815
	111,752	Cia de Distribucion Integral Logista Holdings S.A.		2,618,054
	7,844	Corp. Financiera Alba S.A.		459,342
	43,697	Enagas S.A.		1,258,637
	48,728	Endesa S.A.		1,115,298
	25,895	Grupo Catalana Occidente S.A.		1,089,817
	213,115	Red Electrica Corp. S.A.		4,718,900
	243,944	Repsol S.A.		4,571,363
				19,289,226
		Sweden - 1.8%
	102,692	Axfood AB		1,856,866
	53,511	Bure Equity AB		661,565
	101,485	Industrivarden AB Class C		2,607,814
	85,416	Investor AB B Shares		4,232,076
	23,478	JM AB		619,489
	59,415	Kinnevik AB Class B		1,948,923
	162,752	SKF AB Class B		3,782,166
	211,403	Svenska Cellulosa AB SCA Class B		1,985,067
	164,577	Swedish Match AB		6,199,775
	26,786	Tethys Oil AB		197,576
				24,091,317

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.2% - (continued)
		Switzerland - 3.3%
	59,637	ABB Ltd.	$	1,557,422
	17,472	Adecco Group AG		1,386,182
	26,351	Baloise Holding AG		4,154,427
	199,900	Credit Suisse Group AG*		3,150,188
	13,856	Nestle S.A.		1,165,823
	98,863	Novartis AG		8,154,144
	38,537	Roche Holding AG		8,907,095
	67,360	Swiss Re AG		6,339,269
	9,392	Swisscom AG		4,745,069
	323,870	UBS Group AG*		5,510,034
				45,069,653
		Taiwan - 5.0%
	10,000	104 Corp.		50,423
	71,710	Ardentec Corp.		67,969
	82,000	Asustek Computer, Inc.		710,127
	571,000	Catcher Technology Co., Ltd.		6,077,110
	588,000	Cathay Financial Holding Co., Ltd.		971,622
	126,000	Chaun-Choung Technology Corp.		420,177
	490,455	Chicony Electronics Co., Ltd.		1,228,399
	561,000	Chin-Poon Industrial Co., Ltd.		1,170,828
	626,000	China Motor Corp.		560,560
	1,024,000	Chunghwa Telecom Co., Ltd.		3,497,161
	97,000	Cleanaway Co., Ltd.		558,017
	28,080	CviLux Corp.		30,596
	40,000	Draytek Corp.		38,495
	679,000	E Ink Holdings, Inc.		948,423
	138,800	Elite Advanced Laser Corp.		564,473
	517,000	Elite Material Co., Ltd.		2,058,927
	133,000	Everlight Electronics Co., Ltd.		203,185
	685,000	Far EasTone Telecommunications Co., Ltd.		1,608,387
	816,000	Formosa Chemicals & Fibre Corp.		2,479,020
	1,306,440	Foxconn Technology Co., Ltd.		4,166,835
	335,000	Grape King Bio Ltd.		1,929,402
	397,000	Greatek Electronics, Inc.		733,902
	34,000	Holiday Entertainment Co., Ltd.		56,818
	1,275,700	Hon Hai Precision Industry Co., Ltd.		4,741,704
	185,000	Hu Lane Associate, Inc.		1,055,915
	1,197,000	Innolux Corp.		524,652
	19,000	KD Holding Corp.		105,207
	301,000	King’s Town Bank Co., Ltd.		328,966
	134,000	Kinsus Interconnect Technology Corp.		338,079
	182,000	LCY Chemical Corp.		248,764
	1,115,257	Lite-On Technology Corp.		1,574,945
	58,500	Lumax International Corp. Ltd.		111,726
	500,000	Micro-Star International Co., Ltd.		1,221,921
	11,000	Microlife Corp.		26,909
	85,000	New Era Electronics Co., Ltd.		54,408
	347,000	Novatek Microelectronics Corp.		1,285,298
	228,000	Pegatron Corp.		590,805
	193,000	Phison Electronics Corp.		2,297,704
	40,000	Polytronics Technology Corp.		73,624
	264,000	Primax Electronics Ltd.		685,515
	351,000	Radiant Opto-Electronics Corp.		780,729
	3,841	Raydium Semiconductor Corp.		8,023
	168,600	Simplo Technology Co., Ltd.		970,456
	32,000	Sirtec International Co., Ltd.		51,887
	109,000	St Shine Optical Co., Ltd.		2,665,947
	371,000	Syncmold Enterprise Corp.		860,210
	1,060,000	Taiwan Cement Corp.		1,178,192
	111,000	Taiwan Hon Chuan Enterprise Co., Ltd.		200,653

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

74

Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.2% - (continued)
		Taiwan - 5.0% - (continued)
	69,000	Taiwan Semiconductor Co., Ltd.	$	170,663
	217,500	Taiwan Semiconductor Manufacturing Co., Ltd. ADR		9,206,775
	343,000	Thinking Electronic Industrial Co., Ltd.		1,043,734
	424,000	Transcend Information, Inc.		1,204,449
	356,000	Tripod Technology Corp.		1,311,082
	94,000	TXC Corp.		125,703
	451,000	United Integrated Services Co., Ltd.		807,972
	238,000	Wistron NeWeb Corp.		683,468
	229,900	Yageo Corp.		1,826,215
				68,493,156
		Thailand - 1.6%
	213,300	Bangkok Bank PCL NVDR		1,239,201
	479,200	Glow Energy PCL NVDR		1,298,254
	1,342,800	PTT Exploration & Production PCL NVDR		3,490,647
	171,900	PTT PCL NVDR		2,174,831
	1,027,300	Ratchaburi Electricity Generating Holding PCL NVDR		1,724,021
	262,600	Siam Cement PCL NVDR		3,873,320
	1,259,300	Siam Commercial Bank PCL NVDR		5,554,799
	705,400	Thai Oil PCL NVDR		2,165,888
	6,023,300	TMB Bank PCL NVDR		467,794
				21,988,755
		Turkey - 0.9%
	336,191	Aygaz AS		1,429,378
	1,310,827	Enka Insaat ve Sanayi AS		1,990,306
	304,614	Eregli Demir ve Celik Fabrikalari T.A.S.		715,883
	309,721	Soda Sanayii AS		428,790
	365,127	TAV Havalimanlari Holding AS		1,820,398
	1,608,707	Turkiye Garanti Bankasi AS		4,432,149
	471,700	Turkiye Is Bankasi		890,274
	1,982,685	Turkiye Sinai Kalkinma Bankasi AS		716,378
				12,423,556
		United Kingdom - 12.2%
	508,205	Acacia Mining plc		1,216,968
	134,483	Anglo American plc		2,536,755
	391,874	Ashmore Group plc		2,003,610
	55,634	Babcock International Group plc		599,880
	2,658,637	Barclays plc		6,560,747
	121,815	Barratt Developments plc		1,059,159
	274,315	Beazley plc		1,840,158
	40,266	Bellway plc		1,952,330
	84,585	Berkeley Group Holdings plc		4,202,698
	259,078	Brewin Dolphin Holdings plc		1,216,208
	118,553	British American Tobacco plc		7,659,689
	1,436,402	BT Group plc		4,949,167
	329,320	Cairn Energy plc*		924,790
	146,348	Capita plc		1,019,171
	792,325	Centrica plc		1,786,826
	155,356	Close Brothers Group plc		2,865,266
	17,301	Computacenter plc		228,634
	271,571	Crest Nicholson Holdings plc		2,043,535
	69,141	Daily Mail & General Trust plc		636,838
	69,621	Debenhams plc		40,450
	8,910	Derwent London plc REIT		316,684
	336,267	Direct Line Insurance Group plc		1,659,655
	165,262	Dunelm Group plc		1,606,687
	35,725	Galliford Try plc		578,868
	830,853	GKN plc		3,501,924

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.2% - (continued)
		United Kingdom - 12.2% - (continued)
	369,884	GlaxoSmithKline plc	$	6,638,431
	107,001	Greene King plc		768,861
	213,767	Halfords Group plc		938,338
	225,245	Howden Joinery Group plc		1,226,669
	439,200	HSBC Holdings plc		4,290,700
	499,042	HSBC Holdings plc		4,873,204
	485,618	IG Group Holdings plc		4,214,902
	210,675	IMI plc		3,418,324
	133,162	Imperial Brands plc		5,429,221
	103,289	Inchcape plc		1,072,125
	870,881	Indivior plc*		4,297,523
	920,320	ITV plc		2,011,736
	199,893	J Sainsbury plc		643,700
	375,843	Jupiter Fund Management plc		2,965,582
	2,701,686	Legal & General Group plc		9,579,019
	3,122,835	Lloyds Banking Group plc		2,830,633
	125,584	Marks & Spencer Group plc		573,967
	659,770	Meggitt plc		4,541,874
	24,974	Millennium & Copthorne Hotels plc		200,674
	246,723	Mitie Group plc		776,367
	384,746	Moneysupermarket.com Group plc		1,660,240
	83,454	Next plc		5,455,106
	873,873	Ophir Energy plc*		757,211
	1,246,974	Pan African Resources plc		227,723
	100,595	Persimmon plc		3,743,619
	588,458	QinetiQ Group plc		1,907,505
	95,207	Redrow plc		823,184
	348,750	Restaurant Group plc		1,406,715
	62,142	Rio Tinto Ltd.		3,311,315
	72,025	Rio Tinto plc		3,403,945
	1,144,840	Royal Bank of Scotland Group plc*		4,300,669
	81,094	Royal Mail plc		403,247
	370,867	Smiths Group plc		7,738,468
	288,231	Soco International plc		446,031
	7,930	Staffline Group plc		122,911
	169,146	Standard Chartered plc*		1,684,672
	166,873	Subsea 7 S.A.		2,813,035
	510,099	Taylor Wimpey plc		1,351,802
	48,905	Ultra Electronics Holdings plc		1,184,221
	43,153	Unilever N.V.		2,506,753
	541,092	William Hill plc		1,856,767
	288,927	WPP plc		5,108,002
				166,511,688
		United States - 0.2%
	299,100	Alacer Gold Corp.*		466,003
	393,300	Argonaut Gold, Inc.*		710,324
	195,300	Tahoe Resources, Inc.		937,065
				2,113,392
		Total Common Stocks (cost $1,188,767,009)	$	1,280,949,027
PREFERRED STOCKS - 0.7%
		Brazil - 0.1%
	803,800	AES Tiete Energia S.A.*	$	643,767
	198,000	Banco do Estado do Rio Grande do Sul S.A. Class B		922,422
	149,900	Cia de Saneamento do Parana		497,177
				2,063,366

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

75

Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
PREFERRED STOCKS - 0.7% - (continued)
		Germany - 0.6%
	97	KSB AG	$	53,147
	66,154	Porsche Automobil Holding SE		4,840,846
	161,919	Schaeffler AG		2,581,642
	3,582	STO SE & Co. KGaA		542,424
				8,018,059
		Total Preferred Stocks (cost $8,811,830)	$	10,081,425
CLOSED END FUNDS - 0.2%
		Other Investment Pools & Funds - 0.2%
	45,542	BB Biotech AG	$	2,911,064
		Total Closed End Funds (cost $2,998,254)	$	2,911,064
		Total Long-Term Investments (cost $1,200,577,093)	$	1,293,941,516
SHORT-TERM INVESTMENTS - 7.1%
		Other Investment Pools & Funds - 7.1%
	96,317,550	Morgan Stanley Treasury Securities Portfolio, Institutional Class, 0.88%(5)	$	96,317,550
		Total Short-Term Investments (cost $96,317,550)	$	96,317,550

Total Investments (cost $1,296,894,643)	102.2	%	$	1,390,259,066
Other Assets & Liabilities	(2.2	)%		(30,007,993	)
Total Net Assets	100.0	%	$	1,360,251,073

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

76

Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

October 31, 2017

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.

* Non-income producing.

⁽¹⁾  Investment valued using significant unobservable inputs.

⁽²⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2017, the aggregate fair value of these securities was $12,239, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽³⁾  This security has been identified as 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. The identification of illiquid securities is unaudited. At October 31, 2017, the aggregate value of these securities was $12,239, which represents 0.0% of total net assets.

⁽⁴⁾  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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $16,459,723, which represented 1.2% of total net assets.

⁽⁵⁾  Current yield as of period end.

Futures Contracts Outstanding at October 31, 2017
Description	Number of Contracts		Expiration Date		Current Notional Amount			Value and Unrealized Appreciation/ (Depreciation)
Long position contracts:
EAFE (mini MSCI) Index Future		98		12/15/2017		$	9,836,260	$	182,616
Total futures contracts								$	182,616

Foreign Currency Contracts Outstanding at October 31, 2017
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty		Settlement Date		Appreciation		Depreciation
	17,378,484	USD		13,176,800	GBP		CBK		11/22/17	$	—	$	(133,442	)
	6,022,077	USD		22,393,400	TRY		CBK		11/22/17		157,109		—
	2,978,371	USD		11,057,500	TRY		MSC		11/22/17		82,344		—
	746,689	USD		10,131,700	ZAR		BOA		11/22/17		32,999		—
	Total									$	272,452	$	(133,442)

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

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

77

Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

October 31, 2017

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BOA	Banc of America Securities LLC
CBK	Citibank NA
MSC	Morgan Stanley
Currency Abbreviations:
GBP	British Pound
TRY	Turkish Lira
USD	United States Dollar
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
NVDR	Non-Voting Depositary Receipt
OJSC	Open Joint Stock Company
PJSC	Private Joint Stock Company
REIT	Real Estate Investment Trust

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

78

Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total			Level 1(1)		Level 2(1)			Level 3(1)
Assets
Common Stocks
Australia	$	47,964,240		$	302,192	$	47,662,048		$	—
Austria		6,260,981			1,956,619		4,304,362			—
Belgium		4,447,141			263,921		4,183,220			—
Brazil		17,399,437			17,399,437		—			—
Cambodia		137,349			—		137,349			—
Canada		64,964,880			64,964,880		—			—
Chile		7,700,623			5,227,909		2,472,714			—
China		56,289,984			2,831,203		53,458,781			—
Denmark		18,202,166			2,868,295		15,333,871			—
Finland		10,146,920			—		10,146,920			—
France		72,929,331			3,120,239		69,809,092			—
Gabon		107,274			107,274		—			—
Georgia		625,518			—		625,518			—
Germany		42,203,912			1,356,287		40,847,625			—
Greece		1,181,228			600,463		580,765			—
Hong Kong		54,134,145			2,049,350		52,072,556			12,239
Hungary		4,740,457			—		4,740,457			—
India		7,007,795			7,007,795		—			—
Indonesia		16,551,992			4,277,254		12,274,738			—
Ireland		2,905,583			2,905,583		—			—
Isle Of Man		3,592,309			—		3,592,309			—
Israel		22,071,511			11,975,618		10,095,893			—
Italy		30,660,360			4,190,161		26,470,199			—
Japan		236,435,982			3,115,090		233,320,892			—
Luxembourg		2,429,036			—		2,429,036			—
Malaysia		5,376,110			3,231,092		2,145,018			—
Mexico		6,289,221			6,289,221		—			—
Netherlands		16,043,099			2,396,773		13,646,326			—
New Zealand		3,369,747			—		3,369,747			—
Norway		26,512,849			5,257,232		21,255,617			—
Philippines		3,907,018			3,110,186		796,832			—
Poland		6,475,300			765,365		5,709,935			—
Russia		15,552,154			4,191,715		11,360,439			—
Singapore		19,008,662			2,223,858		16,784,804			—
South Africa		28,471,274			5,301,216		23,170,058			—
South Korea		58,872,696			8,492,085		50,380,611			—
Spain		19,289,226			4,547,632		14,741,594			—
Sweden		24,091,317			859,141		23,232,176			—
Switzerland		45,069,653			—		45,069,653			—
Taiwan		68,493,156			10,046,566		58,446,590			—
Thailand		21,988,755			5,655,957		16,332,798			—
Turkey		12,423,556			—		12,423,556			—
United Kingdom		166,511,688			20,995,278		145,516,410			—
United States		2,113,392			2,113,392		—			—
Preferred Stocks		10,081,425			2,605,790		7,475,635			—
Closed End Funds		2,911,064			—		2,911,064			—
Short-Term Investments		96,317,550			96,317,550		—			—
Foreign Currency Contracts(2)		272,452			—		272,452			—
Futures Contracts(2)		182,616			182,616		—			—
Total	$	1,390,714,134		$	321,102,235	$	1,069,599,660		$	12,239
Liabilities
Foreign Currency Contracts(2)	$	(133,442	)	$	—	$	(133,442	)	$	—
Total	$	(133,442	)	$	—	$	(133,442	)	$	—

⁽¹⁾  For the year ended October 31, 2017, investments valued at $2,253,882 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $12,484,355 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.

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

79

Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

October 31, 2017

⁽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 year ended October 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.

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

80

Hartford Schroders International Stock Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.0%
		Australia - 2.9%
	157,192	BHP Billiton plc	$	2,846,061
	411,215	Brambles Ltd.		2,981,829
				5,827,890
		Canada - 2.8%
	122,794	Potash Corp. of Saskatchewan, Inc.		2,390,014
	58,288	Toronto-Dominion Bank		3,313,574
				5,703,588
		China - 3.1%
	16,080	Alibaba Group Holding Ltd. ADR*		2,973,031
	70,200	Tencent Holdings Ltd.		3,155,146
				6,128,177
		France - 5.5%
	48,143	Cie de Saint-Gobain		2,822,764
	28,968	Essilor International S.A.		3,667,426
	15,248	LVMH Moet Hennessy Louis Vuitton SE		4,547,915
				11,038,105
		Germany - 16.8%
	37,589	BASF SE		4,110,482
	44,205	Bayer AG		5,750,134
	39,135	Bayerische Motoren Werke AG		4,013,695
	17,906	Continental AG		4,556,971
	179,817	Deutsche Telekom AG		3,256,003
	39,163	GEA Group AG		1,891,867
	108,261	Infineon Technologies AG		2,994,285
	18,358	Linde AG*		3,955,028
	28,433	SAP SE		3,248,825
				33,777,290
		Hong Kong - 3.7%
	611,400	AIA Group Ltd.		4,607,192
	69,428	Jardine Strategic Holdings Ltd.		2,912,165
				7,519,357
		India - 1.3%
	91,972	HDFC Bank Ltd.		2,572,596
		Indonesia - 0.9%
	1,113,900	Bank Central Asia Tbk PT		1,715,897
		Israel - 1.7%
	29,290	Check Point Software Technologies Ltd.*		3,447,726
		Italy - 1.7%
	1,035,178	Intesa Sanpaolo S.p.A.		3,480,168
		Japan - 18.9%
	75,400	Bridgestone Corp.		3,601,886
	123,400	KDDI Corp.		3,287,701
	6,200	Keyence Corp.		3,442,394
	182,400	Kubota Corp.		3,431,943
	9,400	Nintendo Co., Ltd.		3,646,839
	172,900	ORIX Corp.		2,972,774
	190,700	Recruit Holdings Co., Ltd.		4,675,514
	203,400	Sekisui Chemical Co., Ltd.		4,105,489
	49,600	Shiseido Co., Ltd.		2,045,878
	9,600	SMC Corp.		3,672,578
	75,500	Sumitomo Mitsui Financial Group, Inc.		3,024,735
				37,907,731
		Luxembourg - 0.9%
	137,677	Tenaris S.A.		1,879,474

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.0% - (continued)
		Netherlands - 4.3%
	17,340	ASML Holding N.V.	$	3,128,643
	172,843	Royal Dutch Shell plc Class A		5,442,437
				8,571,080
		Norway - 3.2%
	209,837	DNB ASA		4,049,724
	313,948	Norsk Hydro ASA		2,429,439
				6,479,163
		Singapore - 1.8%
	422,600	Oversea-Chinese Banking Corp. Ltd.		3,690,827
		Spain - 1.4%
	322,293	Banco Bilbao Vizcaya Argentaria S.A.		2,818,281
		Sweden - 3.6%
	103,052	Assa Abloy AB Class B		2,172,630
	187,374	Elekta AB Class B		1,801,811
	137,865	SKF AB Class B		3,203,821
				7,178,262
		Switzerland - 7.0%
	14,582	Lonza Group AG		3,873,871
	78,677	Nestle S.A.		6,619,765
	208,720	UBS Group AG		3,550,975
				14,044,611
		Taiwan - 1.6%
	394,000	Taiwan Semiconductor Manufacturing Co., Ltd.		3,185,214
		United Kingdom - 10.9%
	187,225	Antofagasta plc		2,372,818
	527,982	Aviva plc		3,541,927
	124,229	Burberry Group plc		3,137,704
	144,623	Diageo plc		4,938,704
	45,105	Reckitt Benckiser Group plc		4,035,393
	1,354,427	Vodafone Group plc		3,874,120
				21,900,666
		United States - 3.0%
	1,817	Priceline Group, Inc.*		3,474,031
	605,100	Samsonite International S.A.		2,526,309
				6,000,340
		Total Common Stocks (cost $150,095,313)	$	194,866,443
PREFERRED STOCKS - 1.1%
		Brazil - 1.1%
	148,100	Telefonica Brasil S.A.*	$	2,286,262
		Total Preferred Stocks (cost $1,856,582)	$	2,286,262
		Total Long-Term Investments (cost $151,951,895)	$	197,152,705

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

81

Hartford Schroders International Stock Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 1.6%
		Other Investment Pools & Funds - 1.6%
	3,129,185	Morgan Stanley Treasury Securities Portfolio, Institutional Class, 0.88%(1)	$	3,129,185
		Total Short-Term Investments (cost $3,129,185)	$	3,129,185

Total Investments (cost $155,081,080)	99.7	%	$	200,281,890
Other Assets and Liabilities	0.3	%		677,419
Total Net Assets	100.0	%	$	200,959,309

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

82

Hartford Schroders International Stock Fund

Schedule of Investments – (continued)

October 31, 2017

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.

* Non-income producing.

⁽¹⁾  Current yield as of period end.

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

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

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

83

Hartford Schroders International Stock Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total		Level 1(1)		Level 2(1)		Level 3(1)
Assets
Common Stocks
Australia	$	5,827,890	$	—	$	5,827,890	$	—
Canada		5,703,588		5,703,588		—		—
China		6,128,177		2,973,031		3,155,146		—
France		11,038,105		—		11,038,105		—
Germany		33,777,290		3,955,028		29,822,262		—
Hong Kong		7,519,357		—		7,519,357		—
India		2,572,596		—		2,572,596		—
Indonesia		1,715,897		—		1,715,897		—
Israel		3,447,726		3,447,726		—		—
Italy		3,480,168		—		3,480,168		—
Japan		37,907,731		—		37,907,731		—
Luxembourg		1,879,474		—		1,879,474		—
Netherlands		8,571,080		—		8,571,080		—
Norway		6,479,163		—		6,479,163		—
Singapore		3,690,827		—		3,690,827		—
Spain		2,818,281		—		2,818,281		—
Sweden		7,178,262		—		7,178,262		—
Switzerland		14,044,611		—		14,044,611		—
Taiwan		3,185,214		—		3,185,214		—
United Kingdom		21,900,666		—		21,900,666		—
United States		6,000,340		3,474,031		2,526,309		—
Preferred Stocks		2,286,262		2,286,262		—		—
Short-Term Investments		3,129,185		3,129,185		—		—
Total	$	200,281,890	$	24,968,851	$	175,313,039	$	—

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

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

84

Hartford Schroders Tax-Aware Bond Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 3.5%
			Asset-Backed - Finance & Insurance - 1.0%
	$	652,944	Cronos Containers Program I Ltd. 3.27%, 11/18/2029(1)	$	650,418
		668,167	TAL Advantage V LLC 3.51%, 02/22/2039(1)		669,031
			Towd Point Mortgage Trust
		605,424	2.75%, 04/25/2057(1)(2)		608,556
		666,827	2.75%, 06/25/2057(1)(2)		668,439
					2,596,444
			Whole Loan Collateral CMO - 2.5%
		2,238,618	Flagstar Mortgage Trust 3.50%, 10/25/2047(1)(2)		2,272,197
		2,183,648	JP Morgan Mortgage Trust 3.50%, 08/25/2047(1)		2,224,761
		1,647,520	JP Morgan Mortgage Trust 2017-1 3.50%, 01/25/2047(1)(2)		1,681,629
					6,178,587
			Total Asset & Commercial Mortgage Backed Securities (cost $8,772,797)	$	8,775,031
CORPORATE BONDS - 7.0%
			Agriculture - 0.2%
			Reynolds American, Inc.
		182,000	5.70%, 08/15/2035	$	214,817
		256,000	5.85%, 08/15/2045		314,647
					529,464
			Auto Manufacturers - 0.5%
		1,216,000	Ford Motor Credit Co. LLC 4.39%, 01/08/2026		1,272,608
			Commercial Banks - 2.6%
		580,000	Bank of America NA 6.00%, 10/15/2036		742,524
		1,183,000	Barclays plc 4.38%, 01/12/2026		1,239,557
			Citigroup, Inc.
		8,000	6.88%, 06/01/2025		9,708
		1,430,000	8.13%, 07/15/2039		2,246,276
		1,345,000	HSBC Holdings plc 2.95%, 05/25/2021		1,368,167
		834,000	UBS Group Funding Switzerland AG 3.00%, 04/15/2021(1)		846,531
					6,452,763
			Food - 0.2%
		398,000	Kraft Heinz Foods Co. 5.20%, 07/15/2045		433,990
			Insurance - 0.7%
		730,000	Aflac, Inc. 6.45%, 08/15/2040		972,807
		725,000	American International Group, Inc. 3.30%, 03/01/2021		746,381
					1,719,188
			Oil & Gas - 1.1%
		990,000	Marathon Petroleum Corp. 4.75%, 09/15/2044		1,006,369

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 7.0% - (continued)
			Oil & Gas - 1.1% - (continued)
	$	1,845,000	Noble Energy, Inc. 3.90%, 11/15/2024	$	1,902,250
					2,908,619
			Pipelines - 1.2%
		791,000	Energy Transfer L.P. 5.20%, 02/01/2022		859,032
		900,000	Enterprise Products Operating LLC 5.10%, 02/15/2045		1,017,164
		997,000	Kinder Morgan Energy Partners L.P. 5.80%, 03/15/2035		1,096,844
					2,973,040
			REITS - 0.5%
		1,199,000	American Tower Corp. 3.30%, 02/15/2021		1,230,211
			Total Corporate Bonds (cost $15,147,651)	$	17,519,883
MUNICIPAL BONDS - 84.1%
			Alabama - 0.2%
		580,000	Alabama Housing Finance Auth. 1.35%, 01/01/2020(2)	$	579,814
			Arizona - 1.3%
		2,360,000	Salt River, AZ, Project Agricultural Improvement & Power Dist 5.00%, 01/01/2039		2,461,055
			Scottsdale, AZ, Municipal Property Corp.
		100,000	5.00%, 07/01/2030		122,037
		600,000	5.00%, 07/01/2034		749,142
					3,332,234
			California - 14.4%
		2,515,000	Bay Area, CA, Toll Auth Bridge Rev 5.00%, 04/01/2043		2,979,671
		220,000	California Educational Facs Auth 5.25%, 04/01/2040		296,435
		585,000	California Health Facs Financing Auth 5.00%, 11/01/2027		737,147
		1,980,000	California Public Finance Auth 1.45%, 12/01/2019(2)		1,984,178
			California State Communities DA Rev
		475,000	1.25%, 08/01/2019(2)		475,052
		700,000	2.63%, 11/01/2033(2)		718,851
		500,000	California State, GO 6.00%, 11/01/2039		547,850
		20,000	East Side, CA, Union High School Dist GO 5.25%, 02/01/2024		24,138
			Escondido, CA, Union High School Dist GO
		2,000,000	0.00%, 08/01/2041(3)		816,520
		1,500,000	0.00%, 08/01/2046(3)		501,120
		50,000	Hacienda La Puente, CA, USD GO 5.00%, 08/01/2019		53,445
			Imperial Irrigation Dist Electric System Rev, CA
		70,000	5.13%, 11/01/2038		343,642
		330,000	5.13%, 11/01/2038		72,894
		75,000	Los Angeles, CA, Department of Water & Power 5.00%, 07/01/2039		78,301

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

85

Hartford Schroders Tax-Aware Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 84.1% - (continued)
			California - 14.4% - (continued)
			Los Angeles, CA, USD GO
	$	60,000	5.00%, 07/01/2019	$	63,919
		390,000	5.00%, 07/01/2022		429,601
		1,000,000	Merced Union High School Dist GO, CA 0.00%, 08/01/2034(3)		562,060
		4,675,000	Moreno Valley, CA, USD GO 0.00%, 08/01/2025(3)		3,877,164
		2,820,000	Mount San Antonio, CA, Community College Dist 0.00%, 04/01/2022(3)		2,642,312
		315,000	Murrieta Valley, CA, USD Public FA GO 0.00%, 09/01/2020(3)		302,378
		200,000	North Orange County, CA, Community College Dist GO 0.00%, 08/01/2028(3)		149,124
		50,000	Orange, CA, Redevelopment Agency 5.00%, 09/01/2022		57,972
		300,000	Rialto, CA, USD GO 0.00%, 08/01/2029(3)		212,676
		345,000	Riverside County, CA, Transportation Commission 5.25%, 06/01/2039		404,319
		2,580,000	Sacramento, CA, Municipal Utility Dist 5.00%, 08/15/2041		2,970,380
		3,000,000	San Diego County, CA, Regional Transportation Commission 0.87%, 04/01/2038(2)		3,000,000
		1,075,000	San Diego, CA, Community College Dist GO 5.00%, 08/01/2043		1,244,807
			San Diego, CA, USD GO
		3,445,000	0.00%, 07/01/2042(3)		1,415,137
		1,290,000	0.00%, 07/01/2043(3)		508,570
			San Francisco, CA, Public Utilities Commission Water Rev
		295,000	5.00%, 11/01/2041		333,200
		1,300,000	5.00%, 11/01/2041		1,468,337
			San Joaquin County, CA, Transportation Auth
		140,000	4.00%, 03/01/2019		145,460
		315,000	6.00%, 03/01/2036		364,102
		100,000	Southern California Metropolitan Water Dist 5.75%, 07/01/2021		110,428
		3,710,000	State of California GO 5.00%, 08/01/2046		4,301,745
			University of California
		525,000	5.00%, 05/15/2038		604,768
		165,000	5.25%, 05/15/2039		175,532
		280,000	5.25%, 05/15/2039		297,872
		555,000	5.25%, 05/15/2039		590,426
					35,861,533
			Connecticut - 0.3%
		320,000	Connecticut State Health & Educational Facs Auth 5.00%, 07/01/2040		328,314
		290,000	Norwalk, CT, Housing Auth 1.25%, 08/01/2018(2)		289,997
					618,311
			District of Columbia - 0.4%
		230,000	District of Columbia Water & Sewer Auth 5.00%, 10/01/2044		256,466

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 84.1% - (continued)
			District of Columbia - 0.4% - (continued)
	$	600,000	District of Columbia, GO 5.00%, 06/01/2032	$	720,090
					976,556
			Florida - 7.4%
		6,210,000	Florida State, JEA Electric System Rev 0.91%, 10/01/2036(2)		6,210,000
		6,700,000	Highlands County, FL, Health Facs Auth 0.92%, 11/15/2035(2)		6,700,000
		1,840,000	Miami-Dade County, FL, Transit System 5.00%, 07/01/2042		2,077,581
		1,945,000	Miami-Dade County, FL, Water & Sewer System Rev 5.00%, 10/01/2042		2,189,584
		1,200,000	State Board of Administration Finance Corp. FL 2.64%, 07/01/2021		1,202,928
					18,380,093
			Georgia - 1.4%
			Burke County, GA, DA Rev
		910,000	1.85%, 12/01/2049(2)		907,752
		1,830,000	1.85%, 12/01/2049(2)		1,825,480
		75,000	Georgia State Road & Tollway Auth 5.00%, 10/01/2021		85,555
		420,000	Metropolitan Atlanta, GA, Rapid Transit Auth 5.25%, 07/01/2029		533,774
					3,352,561
			Illinois - 5.2%
		390,000	Chicago, IL, Metropolitan Water Reclamation Dist GO 5.25%, 12/01/2032		480,815
		1,060,000	Chicago, IL, O’Hare International Airport 5.25%, 01/01/2032		1,275,233
		1,145,000	Chicago, IL, Transit Auth 5.00%, 06/01/2025		1,337,234
		135,000	City of Chicago, IL, GO 5.25%, 01/01/2020		144,122
		520,000	Illinois State Finance Auth Rev 5.00%, 11/15/2023		606,305
		6,000,000	Illinois State Toll Highway Auth 0.92%, 01/01/2031(2)		6,000,000
			Metropolitan Pier & Exposition Auth, IL
		770,000	0.00%, 12/15/2017(3)		768,175
		80,000	0.00%, 06/15/2020(3)		75,076
		1,445,000	0.00%, 06/15/2046(3)		426,434
		5,130,000	0.00%, 06/15/2047(3)		1,446,558
		330,000	5.00%, 06/15/2050		349,661
					12,909,613
			Indiana - 1.7%
			Indiana Finance Auth
		4,000,000	0.89%, 11/01/2039(2)		4,000,000
		225,000	5.00%, 12/01/2019		242,804
					4,242,804
			Louisiana - 0.1%
		255,000	Louisiana State Gasoline & Fuels Tax Rev 5.00%, 05/01/2045		278,702
			Massachusetts - 11.3%
		3,815,000	Commonwealth of Massachusetts 1.70%, 08/01/2043(2)		3,809,774

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

86

Hartford Schroders Tax-Aware Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 84.1% - (continued)
			Massachusetts - 11.3% - (continued)
			Commonwealth of Massachusetts, GO
	$	155,000	5.25%, 08/01/2022	$	181,534
		250,000	5.25%, 09/01/2024		305,735
			Massachusetts Bay Transportation Auth
		6,110,000	0.90%, 03/01/2030(2)		6,110,000
		190,000	5.25%, 07/01/2030		244,262
		45,000	5.25%, 07/01/2031		58,158
			Massachusetts Health & Educational Facs Auth
		5,975,000	0.90%, 07/01/2027(2)		5,975,000
		165,000	5.50%, 07/01/2032		223,266
		2,170,000	Massachusetts School Building Auth 5.00%, 10/15/2041		2,438,190
			Massachusetts Water Res. Auth
		2,525,000	0.93%, 11/01/2026(2)		2,525,000
		250,000	0.94%, 08/01/2037(2)		250,000
		2,000,000	Univ. of Massachusetts Building Auth. 0.89%, 11/01/2034(2)		2,000,000
		3,900,000	University of Massachusetts 0.90%, 05/01/2038(2)		3,900,000
					28,020,919
			Michigan - 0.7%
		480,000	Michigan Finance Auth 5.00%, 08/01/2023		560,923
			Southgate, MI, Community School Dist GO
		255,000	5.00%, 05/01/2024		301,905
		350,000	5.00%, 05/01/2025		417,659
		320,000	State of Michigan 5.00%, 03/15/2027		391,235
					1,671,722
			Minnesota - 0.7%
		1,355,000	Housing & Redev. Auth. of The City of State Paul Minnesota 1.25%, 08/01/2020(2)		1,350,935
		255,000	University of Minnesota 5.00%, 12/01/2019		275,015
					1,625,950
			Missouri - 0.1%
		75,000	Ritenour, MO, Consolidated School Dist GO 5.00%, 03/01/2018		75,979
		250,000	Saint Louis County, MO, Reorganized School Dist GO 4.00%, 02/01/2019		251,867
					327,846
			Nevada - 1.4%
		2,000,000	Clark County, NV, Department of Aviation 0.89%, 07/01/2040(2)		2,000,000
		1,490,000	Nevada Housing Division 1.20%, 02/01/2019(2)		1,488,614
					3,488,614
			New Jersey - 2.3%
		1,430,000	Garden State, NJ, Preservation Trust 5.75%, 11/01/2028		1,750,449
		485,000	New Jersey Housing & Mortgage Finance Agcy. 1.35%, 02/01/2020(2)		484,549
			New Jersey St Econ Dev Auth Re Njsdev
		285,000	5.00%, 06/15/2027		325,909
		565,000	5.00%, 06/15/2028		639,614

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 84.1% - (continued)
			New Jersey - 2.3% - (continued)
			New Jersey Transportation Trust Fund Auth
	$	360,000	5.00%, 06/15/2019	$	376,999
		100,000	5.25%, 12/15/2022		113,186
		685,000	5.50%, 12/15/2022		793,860
			New Jersey Turnpike Auth.
		110,000	5.00%, 01/01/2023		127,870
		890,000	5.00%, 01/01/2023		1,044,691
					5,657,127
			New Mexico - 0.3%
		690,000	County of Bernalilo, NM 1.40%, 03/01/2020(2)		690,186
			New York - 5.5%
		1,000,000	Housing Dev. Corp., NY 0.91%, 11/01/2048(2)		1,000,000
		610,000	Metropolitan Transportation Auth, NY 5.00%, 11/15/2021		696,657
			New York City, NY, Transitional Finance Auth
		970,000	4.50%, 11/01/2019		1,033,777
		1,565,000	5.00%, 02/01/2034		1,794,351
			New York City, NY, Water & Sewer System
		5,200,000	0.91%, 06/15/2024(2)		5,200,000
		465,000	5.00%, 06/15/2027		493,560
		1,840,000	New York State Dormitory Auth Rev 5.00%, 10/01/2047		2,496,310
		860,000	New York State Environmental Facs Corp. 5.00%, 06/15/2026		1,070,253
					13,784,908
			North Carolina - 2.1%
		4,120,000	Charlotte, NC, Water & Sewer System Rev 0.87%, 07/01/2036(2)		4,120,000
			Raleigh, NC, Combined Enterprise System Rev
		70,000	5.00%, 03/01/2020		76,247
		50,000	5.00%, 03/01/2021		56,167
		875,000	Wake County, NC, GO 5.00%, 03/01/2024		1,052,249
					5,304,663
			Ohio - 4.8%
		340,000	Cincinnati, OH, City School Dist GO 5.25%, 12/01/2021		391,299
		5,750,000	Franklin County, OH, Hospital Facs Rev 0.93%, 11/15/2033(2)		5,750,000
		1,660,000	Ohio Housing Finance Agcy. 1.25%, 09/01/2020(2)		1,655,285
			Ohio State University
		5,000	5.00%, 12/01/2021		5,714
		5,000	5.00%, 12/01/2030		6,511
		110,000	5.00%, 12/01/2030		137,723
		5,000	5.00%, 12/01/2031		6,517
		120,000	5.00%, 12/01/2031		151,504
			Ohio Turnpike & Infrastructure Commission
		2,500,000	0.00%, 02/15/2036(3)		1,323,150
		2,355,000	0.00%, 02/15/2037(3)		1,196,952
		1,680,000	0.00%, 02/15/2038(3)		816,262
		1,395,000	0.00%, 02/15/2041(3)		592,680
					12,033,597
			Oklahoma - 0.6%
		1,615,000	Oklahoma Housing Finance Agcy. 0.85%, 07/01/2019(2)		1,611,592

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

87

Hartford Schroders Tax-Aware Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 84.1% - (continued)
			Oregon - 2.5%
	$	5,060,000	State of Oregon 0.89%, 12/01/2036(2)	$	5,060,000
		425,000	State of Oregon Department of Transportation 5.00%, 11/15/2026		528,725
		500,000	State of Oregon, Salem Hospital Fac. Auth 0.91%, 08/15/2034(2)		500,000
					6,088,725
			Pennsylvania - 2.6%
		1,260,000	Geisinger, PA, Health System Auth 5.00%, 02/15/2032		1,485,238
		1,400,000	Pennsylvania Convention Center Auth 6.00%, 09/01/2019		1,481,354
		1,895,000	Pennsylvania Housing Finance Agcy. 1.85%, 12/01/2019		1,902,220
		1,250,000	Pittsburgh Housing Auth, PA 1.40%, 10/01/2021(2)		1,248,350
			Reading, PA, School Dist GO
		85,000	5.00%, 03/01/2021		94,189
		50,000	5.00%, 03/01/2023		57,630
		70,000	5.00%, 03/01/2024		81,927
		70,000	5.00%, 03/01/2025		82,888
		55,000	5.00%, 03/01/2026		65,554
		50,000	5.00%, 03/01/2027		60,067
					6,559,417
			Rhode Island - 1.3%
		3,050,000	Rhode Island Health & Educational Building Corp. 7.00%, 05/15/2039		3,324,317
			South Carolina - 1.1%
		75,000	Charleston, SC, Waterworks & Sewer System Rev 5.00%, 01/01/2041		83,771
		1,345,000	SCAGO, SC, Educational Facs Corp. Pickens School Dist 5.00%, 12/01/2025		1,594,229
		815,000	South Carolina Public Service Auth 5.00%, 12/01/2022		935,090
					2,613,090
			Tennessee - 0.9%
		250,000	City of Johnson City, TN, GO 4.50%, 06/01/2021		263,118
			Knoxville’s Community Dev. Corp, TN
		945,000	1.20%, 02/01/2020		940,729
		1,065,000	1.20%, 02/01/2020		1,060,186
		25,000	Lincoln County, TN, GO 5.25%, 04/01/2018		25,432
					2,289,465
			Texas - 7.4%
			Aldine, TX, Independent School Dist.
		1,715,000	5.00%, 02/15/2026		2,108,970
		815,000	5.00%, 02/15/2027		1,012,654
		2,375,000	Arlington, TX, Higher Education Finance Corp. 5.00%, 12/01/2047		2,716,857
		2,020,000	Burleson, TX, Independent School Dist. 5.00%, 02/01/2047		2,357,300
		2,785,000	Comal, TX, ISD GO 5.00%, 02/01/2026		3,424,380

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 84.1% - (continued)
			Texas - 7.4% - (continued)
	$	210,000	Dallas Area, TX, Rapid Transit 5.25%, 12/01/2030	$	270,558
		100,000	Fort Bend, TX, ISD GO 4.75%, 08/15/2034		102,888
		370,000	Frisco, TX, ISD GO 5.00%, 08/15/2041		409,982
		330,000	Harris County, TX 5.00%, 08/15/2040		350,576
			Harris County, TX, Flood Control Dist
		20,000	5.00%, 10/01/2024		22,139
		25,000	5.00%, 10/01/2024		27,599
		100,000	Harris County, TX, GO 5.00%, 10/01/2018		103,536
		1,180,000	Houston, TX, Independent School Dist. 5.00%, 02/15/2025		1,434,042
		460,000	Lower Colorado River Auth, TX 5.00%, 05/15/2022		500,517
		100,000	North East, TX, ISD GO 5.25%, 02/01/2027		125,677
			North Texas Tollway Auth Rev
		525,000	5.00%, 01/01/2024		621,579
		160,000	6.00%, 01/01/2028		169,019
		685,000	6.00%, 01/01/2028		723,202
		5,000	6.10%, 01/01/2028		5,285
			University of Texas
		705,000	5.00%, 08/15/2022		819,238
		480,000	5.25%, 07/01/2028		612,173
		460,000	Washington County, TX, Housing Corp. 1.50%, 01/01/2020		459,894
					18,378,065
			Utah - 0.2%
		415,000	Utah Housing Corp. 1.20%, 04/01/2018		415,025
			Virginia - 1.5%
		420,000	City of Norfolk, VA, GO 0.92%, 08/01/2037(2)		420,000
		3,225,000	Newport News Redev. & Housing Auth, VA 1.20%, 04/01/2019		3,216,164
					3,636,164
			Washington - 3.4%
		4,635,000	Energy Northwest Electric, WA 5.00%, 07/01/2027		5,777,435
		290,000	King County, WA, Sewer Rev 5.00%, 01/01/2039		303,006
			Washington State Housing Finance Commission
		1,815,000	1.35%, 04/01/2019		1,815,091
		460,000	1.40%, 11/01/2019		459,696
					8,355,228
			West Virginia - 0.3%
			West Virginia Commissioner of Highways
		360,000	5.00%, 09/01/2026		440,813
		305,000	5.00%, 09/01/2027		377,077
					817,890
			Wisconsin - 0.7%
			Wisconsin Health & Educational Facs Auth
		825,000	5.00%, 04/01/2032		970,736

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

88

Hartford Schroders Tax-Aware Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 84.1% - (continued)
			Wisconsin - 0.7% - (continued)
	$	650,000	5.00%, 04/01/2033	$	760,715
					1,731,451
			Total Municipal Bonds (cost $199,837,875)	$	208,958,182
U.S. GOVERNMENT SECURITIES - 4.0%
			U.S. Treasury Securities - 4.0%
			U.S. Treasury Notes - 4.0%
		2,800,000	1.63%, 10/15/2020	$	2,792,344
		7,143,000	1.88%, 09/30/2022		7,096,403
					9,888,747
					9,888,747
			Total U.S. Government Securities (cost $9,892,988)	$	9,888,747
			Total Long-Term Investments (cost $233,651,311)	$	245,141,843
SHORT-TERM INVESTMENTS - 0.5%
			Other Investment Pools & Funds - 0.5%
		1,152,232	Morgan Stanley Treasury Securities Portfolio, Institutional Class, 0.88%(4)	$	1,152,232
			Total Short-Term Investments (cost $1,152,232)	$	1,152,232

Total Investments (cost $234,803,543)	99.1	%	$	246,294,075
Other Assets & Liabilities	0.9	%		2,218,984
Total Net Assets	100.0	%	$	248,513,059

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

89

Hartford Schroders Tax-Aware Bond Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

⁽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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2017, the aggregate value of these securities was $9,621,562, which represented 3.9% of total net assets.

⁽²⁾  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

⁽³⁾  The rate shown represents current yield to maturity.

⁽⁴⁾  Current yield as of period end.

Futures Contracts Outstanding at October 31, 2017
Description	Number of Contracts		Expiration Date		Current Notional Amount		Value and Unrealized Appreciation/ (Depreciation)
Short position contracts:
U.S. Treasury 10-Year Note Future		24		12/19/2017		$    2,998,500	$	38,200
U.S. Treasury Long Bond Future		6		12/19/2017		914,813		14,847
Total							$	53,047
Total futures contracts							$	53,047

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Currency Abbreviations:
USD	United States Dollar
Other Abbreviations:
CMO	Collateralized Mortgage Obligation
GNMA	Government National Mortgage Association
REIT	Real Estate Investment Trust
Municipal Abbreviations:
DA	Development Authority
FA	Finance Authority
GO	General Obligation
ISD	Independent School District
PA	Port Authority
Rev	Revenue
USD	United School District
VA	Veterans Administration

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

90

Hartford Schroders Tax-Aware Bond Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total		Level 1(1)		Level 2(1)		Level 3(1)
Assets
Asset & Commercial Mortgage Backed Securities	$	8,775,031	$	—	$	8,775,031	$	—
Corporate Bonds		17,519,883		—		17,519,883		—
Municipal Bonds		208,958,182		—		208,958,182		—
U.S. Government Securities		9,888,747		—		9,888,747		—
Short-Term Investments		1,152,232		1,152,232		—		—
Futures Contracts(2)		53,047		53,047		—		—
Total	$	246,347,122	$	1,205,279	$	245,141,843	$	—

⁽¹⁾  For the year ended October 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 accompanying notes are an integral part of these financial statements.

91

Hartford Schroders US Small Cap Opportunities Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 89.9%
		Automobiles & Components - 0.5%
	30,995	Gentherm, Inc.*	$	1,038,333
		Banks - 10.8%
	19,824	CenterState Bank Corp.		528,111
	47,659	Chemical Financial Corp.		2,511,153
	6,127	First Citizens BancShares, Inc. Class A		2,481,435
	108,553	First Horizon National Corp.		2,037,540
	41,828	First Merchants Corp.		1,798,604
	121,390	First Midwest Bancorp, Inc.		2,802,895
	48,760	Heritage Financial Corp.		1,487,180
	20,705	Lakeland Financial Corp.		999,637
	20,807	Simmons First National Corp. Class A		1,200,564
	67,397	United Community Banks, Inc.		1,848,026
	26,097	Univest Corp. of Pennsylvania		764,642
	26,493	Westamerica Bancorp		1,542,687
	41,361	Western Alliance Bancorp*		2,307,944
				22,310,418
		Capital Goods - 12.0%
	11,889	Dycom Industries, Inc.*		1,044,211
	20,646	ESCO Technologies, Inc.		1,196,436
	23,994	Fortune Brands Home & Security, Inc.		1,585,044
	61,943	Franklin Electric Co., Inc.		2,818,406
	43,398	Generac Holdings, Inc.*		2,260,602
	41,546	Hexcel Corp.		2,521,427
	13,480	IDEX Corp.		1,728,271
	55,923	Kornit Digital Ltd.*		869,603
	25,690	Maxar Technologies Ltd.		1,626,165
	23,509	MSC Industrial Direct Co., Inc. Class A		1,948,896
	4,860	Proto Labs, Inc.*		424,035
	47,801	REV Group, Inc.		1,233,266
	33,094	Simpson Manufacturing Co., Inc.		1,844,659
	35,902	Univar, Inc.*		1,068,084
	16,183	Valmont Industries, Inc.		2,571,479
				24,740,584
		Commercial & Professional Services - 2.1%
	58,686	Advanced Disposal Services, Inc.*		1,462,455
	37,819	Knoll, Inc.		802,519
	8,144	Matthews International Corp. Class A		511,851
	24,473	On Assignment, Inc.*		1,498,237
				4,275,062
		Consumer Durables & Apparel - 4.5%
	47,569	Brunswick Corp.		2,409,370
	13,258	Cavco Industries, Inc.*		2,080,180
	14,929	Helen of Troy Ltd.*		1,386,904
	30,507	Oxford Industries, Inc.		1,970,752
	35,167	Steven Madden Ltd.*		1,371,513
				9,218,719
		Consumer Services - 5.1%
	36,164	Cheesecake Factory, Inc.		1,617,977
	2,299	Churchill Downs, Inc.		479,457
	2,753	Graham Holdings Co. Class B		1,531,907
	39,295	ILG, Inc.		1,165,883
	14,970	Jack in the Box, Inc.		1,549,545
	73,734	Red Rock Resorts, Inc. Class A		1,816,068
	49,904	ServiceMaster Global Holdings, Inc.*		2,350,977
				10,511,814
		Diversified Financials - 2.2%
	82,410	Compass Diversified Holdings		1,413,332

Shares or Principal Amount			Market Value†
COMMON STOCKS - 89.9% - (continued)
		Diversified Financials - 2.2% - (continued)
	73,532	Donnelley Financial Solutions, Inc.*	$	1,580,938
	80,413	Golub Capital BDC, Inc.		1,524,630
				4,518,900
		Energy - 3.3%
	44,998	Centennial Resource Development, Inc. Class A*		874,311
	108,615	ProPetro Holding Corp.*		1,654,207
	40,496	RSP Permian, Inc.*		1,393,467
	48,562	Solaris Oilfield Infrastructure, Inc. Class A*		775,050
	141,106	SRC Energy, Inc.*		1,346,151
	30,468	World Fuel Services Corp.		847,010
				6,890,196
		Food & Staples Retailing - 0.8%
	62,678	Performance Food Group Co.*		1,773,787
		Food, Beverage & Tobacco - 1.5%
	88,526	Darling Ingredients, Inc.*		1,615,600
	40,710	Hain Celestial Group, Inc.*		1,466,374
				3,081,974
		Health Care Equipment & Services - 3.4%
	3,595	Cooper Cos., Inc.		863,735
	11,766	DENTSPLY SIRONA, Inc.		718,550
	25,454	DexCom, Inc.*		1,144,666
	9,065	Envision Healthcare Corp.*		386,169
	57,186	K2M Group Holdings, Inc.*		1,125,992
	7,113	LifePoint Health, Inc.*		342,491
	5,487	Masimo Corp.*		481,539
	24,156	Patterson Cos., Inc.		893,772
	37,653	Sientra, Inc.*		551,993
	15,753	Teladoc, Inc.*		520,637
				7,029,544
		Insurance - 5.0%
	32,644	AMERISAFE, Inc.		2,112,067
	38,726	Brown & Brown, Inc.		1,930,104
	130,322	National General Holdings Corp.		2,629,898
	24,070	ProAssurance Corp.		1,349,123
	15,129	Reinsurance Group of America, Inc.		2,259,970
				10,281,162
		Materials - 4.9%
	50,694	Ardagh Group S.A.		1,086,879
	40,517	Ashland Global Holdings, Inc.		2,754,346
	113,855	Graphic Packaging Holding Co.		1,763,614
	55,539	Pretium Resources, Inc.*		625,924
	36,914	Steel Dynamics, Inc.		1,373,570
	108,599	Valvoline, Inc.		2,608,548
				10,212,881
		Media - 2.0%
	46,003	AMC Entertainment Holdings, Inc. Class A		639,442
	60,513	Hemisphere Media Group, Inc.*		738,258
	157,286	MDC Partners, Inc. Class A*		1,808,789
	80,685	WideOpenWest, Inc.*		1,031,961
				4,218,450
		Pharmaceuticals, Biotechnology & Life Sciences - 6.4%
	12,400	Akorn, Inc.*		403,868
	41,683	Alder Biopharmaceuticals, Inc.*		468,934
	16,296	Bio-Techne Corp.		2,135,102
	67,162	Catalent, Inc.*		2,860,430
	33,032	Flexion Therapeutics, Inc.*		727,034

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

92

Hartford Schroders US Small Cap Opportunities Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 89.9% - (continued)
		Pharmaceuticals, Biotechnology & Life Sciences - 6.4% - (continued)
	25,875	INC Research Holdings, Inc. Class A*	$	1,478,756
	17,780	Pacira Pharmaceuticals, Inc.*		569,849
	7,321	Puma Biotechnology, Inc.*		931,963
	34,000	Repligen Corp.*		1,264,800
	70,061	VWR Corp.*		2,319,019
				13,159,755
		Real Estate - 5.2%
	29,777	Douglas Emmett, Inc. REIT		1,184,827
	18,118	Equity LifeStyle Properties, Inc. REIT		1,603,081
	63,993	Gramercy Property Trust REIT		1,900,592
	14,373	HFF, Inc. Class A, REIT		630,400
	79,330	Kennedy-Wilson Holdings, Inc. REIT		1,542,968
	11,435	Mid-America Apartment Communities, Inc. REIT		1,170,372
	72,625	Terreno Realty Corp. REIT		2,666,790
				10,699,030
		Retailing - 0.2%
	19,353	Caleres, Inc.		528,917
		Semiconductors & Semiconductor Equipment - 4.2%
	79,968	Entegris, Inc.		2,618,952
	48,056	Integrated Device Technology, Inc.*		1,493,100
	25,021	MACOM Technology Solutions Holdings, Inc.*		1,022,859
	103,467	ON Semiconductor Corp.*		2,205,916
	33,002	Versum Materials, Inc.		1,388,724
				8,729,551
		Software & Services - 8.1%
	25,148	Cadence Design Systems, Inc.*		1,085,388
	48,103	Carbonite, Inc.*		1,091,938
	50,385	CoreLogic, Inc.*		2,363,057
	31,781	CSG Systems International, Inc.		1,345,608
	14,592	EPAM Systems, Inc.*		1,330,061
	20,456	Fortinet, Inc.*		806,171
	26,788	Leidos Holdings, Inc.		1,674,786
	49,937	Match Group, Inc.*		1,335,315
	28,596	PTC, Inc.*		1,900,204
	22,262	Shutterstock, Inc.*		867,995
	19,303	Verint Systems, Inc.*		814,587
	28,644	WNS Holdings Ltd. ADR*		1,086,180
	20,785	Yelp, Inc.*		971,075
				16,672,365
		Technology Hardware & Equipment - 2.9%
	28,187	Acacia Communications, Inc.*		1,192,592
	74,017	Ciena Corp.*		1,574,342
	57,584	Fabrinet*		2,140,973
	9,404	Novanta, Inc.*		444,809
	6,606	OSI Systems, Inc.*		583,838
				5,936,554
		Transportation - 2.1%
	15,181	Allegiant Travel Co.		2,070,689
	26,965	Ryder System, Inc.		2,186,322
				4,257,011
		Utilities - 2.7%
	25,743	IDACORP, Inc.		2,369,128
	25,017	Portland General Electric Co.		1,194,312
	11,471	SJW Corp.		680,345

Shares or Principal Amount			Market Value†
COMMON STOCKS - 89.9% - (continued)
		Utilities - 2.7% - (continued)
	20,813	Vectren Corp.	$	1,418,198
				5,661,983
		Total Common Stocks (cost $143,310,429)	$	185,746,990
EXCHANGE-TRADED FUNDS - 2.0%
		Other Investment Pools & Funds - 2.0%
	27,737	iShares Russell 2000 ETF	$	4,140,025
		Total Exchange-Traded Funds (cost $3,868,154)	$	4,140,025
		Total Long-Term Investments (cost $147,178,583)	$	189,887,015
SHORT-TERM INVESTMENTS - 8.3%
		Other Investment Pools & Funds - 8.3%
	17,050,542	Morgan Stanley Treasury Securities Portfolio, Institutional Class, 0.88%(1)	$	17,050,542
		Total Short-Term Investments (cost $17,050,542)	$	17,050,542

Total Investments (cost $164,229,125)	100.2	%	$	206,937,557
Other Assets and Liabilities	(0.2	)%		(387,551	)
Total Net Assets	100.0	%	$	206,550,006

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

93

Hartford Schroders US Small Cap Opportunities Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

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

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

* Non-income producing.

⁽¹⁾  Current yield as of period end.

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

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

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

94

Hartford Schroders US Small Cap Opportunities Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total		Level 1(1)		Level 2(1)		Level 3(1)
Assets
Common Stocks
Automobiles & Components	$	1,038,333	$	1,038,333	$	—	$	—
Banks		22,310,418		22,310,418		—		—
Capital Goods		24,740,584		24,740,584		—		—
Commercial & Professional Services		4,275,062		4,275,062		—		—
Consumer Durables & Apparel		9,218,719		9,218,719		—		—
Consumer Services		10,511,814		10,511,814		—		—
Diversified Financials		4,518,900		4,518,900		—		—
Energy		6,890,196		6,890,196		—		—
Food & Staples Retailing		1,773,787		1,773,787		—		—
Food, Beverage & Tobacco		3,081,974		3,081,974		—		—
Health Care Equipment & Services		7,029,544		7,029,544		—		—
Insurance		10,281,162		10,281,162		—		—
Materials		10,212,881		10,212,881		—		—
Media		4,218,450		4,218,450		—		—
Pharmaceuticals, Biotechnology & Life Sciences		13,159,755		13,159,755		—		—
Real Estate		10,699,030		10,699,030		—		—
Retailing		528,917		528,917		—		—
Semiconductors & Semiconductor Equipment		8,729,551		8,729,551		—		—
Software & Services		16,672,365		16,672,365		—		—
Technology Hardware & Equipment		5,936,554		5,936,554		—		—
Transportation		4,257,011		4,257,011		—		—
Utilities		5,661,983		5,661,983		—		—
Exchange-Traded Funds		4,140,025		4,140,025		—		—
Short-Term Investments		17,050,542		17,050,542		—		—
Total	$	206,937,557	$	206,937,557	$	—	$	—

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

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

95

Hartford Schroders US Small/Mid Cap Opportunities Fund

Schedule of Investments

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 88.4%
		Automobiles & Components - 1.2%
	195,612	BorgWarner, Inc.	$	10,312,665
		Banks - 7.6%
	73,335	CenterState Bank Corp.		1,953,644
	144,023	Chemical Financial Corp.		7,588,572
	134,928	Commerce Bancshares, Inc.		7,847,412
	56,059	East West Bancorp, Inc.		3,354,571
	56,065	FCB Financial Holdings, Inc. Class A*		2,618,236
	419,207	First Horizon National Corp.		7,868,515
	48,863	First Republic Bank		4,759,256
	192,200	United Community Banks, Inc.		5,270,124
	85,317	Webster Financial Corp.		4,691,582
	47,632	Westamerica Bancorp		2,773,611
	168,052	Western Alliance Bancorp*		9,377,302
	100,363	Zions Bancorp		4,662,865
				62,765,690
		Capital Goods - 13.6%
	104,742	AGCO Corp.		7,182,159
	289,307	Allison Transmission Holdings, Inc.		12,292,654
	90,502	Carlisle Cos., Inc.		9,939,835
	40,616	Dycom Industries, Inc.*		3,567,303
	96,441	Fortune Brands Home & Security, Inc.		6,370,893
	178,831	Hexcel Corp.		10,853,253
	62,954	IDEX Corp.		8,071,332
	63,429	Lennox International, Inc.		12,123,185
	90,012	Maxar Technologies Ltd.		5,697,772
	88,255	MSC Industrial Direct Co., Inc. Class A		7,316,340
	56,354	Nordson Corp.		7,139,488
	66,023	Owens Corning		5,459,442
	51,016	Snap-on, Inc.		8,049,305
	52,546	Valmont Industries, Inc.		8,349,559
				112,412,520
		Commercial & Professional Services - 4.6%
	343,251	KAR Auction Services, Inc.		16,246,070
	126,421	Rollins, Inc.		5,551,146
	133,235	Stericycle, Inc.*		9,439,700
	31,272	Verisk Analytics, Inc. Class A*		2,659,683
	63,742	Waste Connections, Inc.		4,504,647
				38,401,246
		Consumer Durables & Apparel - 2.1%
	142,634	Brunswick Corp.		7,224,412
	78,457	PVH Corp.		9,949,132
				17,173,544
		Consumer Services - 3.2%
	328,998	Aramark		14,373,923
	9,874	Graham Holdings Co. Class B		5,494,387
	142,035	ServiceMaster Global Holdings, Inc.*		6,691,269
				26,559,579
		Diversified Financials - 2.3%
	31,580	Affiliated Managers Group, Inc.		5,889,670
	213,707	Ares Capital Corp.		3,436,409
	80,954	Raymond James Financial, Inc.		6,863,280
	154,010	Santander Consumer USA Holdings, Inc.*		2,562,726
				18,752,085
		Energy - 2.7%
	36,825	Core Laboratories N.V.		3,678,818
	355,847	Gulfport Energy Corp.*		4,875,104

Shares or Principal Amount			Market Value†
COMMON STOCKS - 88.4% - (continued)
		Energy - 2.7% - (continued)
	206,605	Newfield Exploration Co.*	$	6,361,368
	156,344	Parsley Energy, Inc. Class A*		4,158,750
	133,610	RPC, Inc.		3,248,059
				22,322,099
		Food & Staples Retailing - 0.9%
	262,452	Performance Food Group Co.*		7,427,391
		Food, Beverage & Tobacco - 0.7%
	152,193	Hain Celestial Group, Inc.*		5,481,992
		Health Care Equipment & Services - 6.1%
	87,378	Acadia Healthcare Co., Inc.*		2,740,174
	39,915	Cooper Cos., Inc.		9,589,978
	178,329	DENTSPLY SIRONA, Inc.		10,890,552
	85,986	DexCom, Inc.*		3,866,791
	35,915	Envision Healthcare Corp.*		1,529,979
	80,702	Henry Schein, Inc.*		6,343,177
	102,212	K2M Group Holdings, Inc.*		2,012,554
	15,713	Masimo Corp.*		1,378,973
	52,209	Universal Health Services, Inc. Class B		5,361,864
	69,679	West Pharmaceutical Services, Inc.		7,065,451
				50,779,493
		Household & Personal Products - 1.2%
	92,030	Spectrum Brands Holdings, Inc.		10,115,937
		Insurance - 5.2%
	155,793	Arthur J Gallagher & Co.		9,866,371
	140,784	Brown & Brown, Inc.		7,016,674
	105,326	ProAssurance Corp.		5,903,522
	73,300	Reinsurance Group of America, Inc.		10,949,554
	20,463	RenaissanceRe Holdings Ltd.		2,831,261
	78,769	Torchmark Corp.		6,626,836
				43,194,218
		Materials - 4.3%
	112,622	Ashland Global Holdings, Inc.		7,656,044
	320,986	Graphic Packaging Holding Co.		4,972,073
	55,075	Reliance Steel & Aluminum Co.		4,231,963
	208,126	Sealed Air Corp.		9,205,413
	57,171	Steel Dynamics, Inc.		2,127,333
	322,951	Valvoline, Inc.		7,757,283
				35,950,109
		Media - 1.5%
	174,642	AMC Entertainment Holdings, Inc. Class A		2,427,524
	3,216	Cable One, Inc.		2,282,749
	599,718	TEGNA, Inc.		7,334,551
				12,044,824
		Pharmaceuticals, Biotechnology & Life Sciences - 4.1%
	66,276	Akorn, Inc.*		2,158,609
	301,471	Catalent, Inc.*		12,839,650
	88,178	Pacira Pharmaceuticals, Inc.*		2,826,105
	93,442	PerkinElmer, Inc.		6,757,726
	18,738	Puma Biotechnology, Inc.*		2,385,347
	204,637	VWR Corp.*		6,773,485
				33,740,922
		Real Estate - 5.6%
	39,312	Alexandria Real Estate Equities, Inc. REIT		4,873,115
	106,701	Douglas Emmett, Inc. REIT		4,245,633
	83,753	Equity LifeStyle Properties, Inc. REIT		7,410,465
	173,406	Gramercy Property Trust REIT		5,150,158

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

96

Hartford Schroders US Small/Mid Cap Opportunities Fund

Schedule of Investments – (continued)

October 31, 2017

Shares or Principal Amount			Market Value†
COMMON STOCKS - 88.4% - (continued)
		Real Estate - 5.6% - (continued)
	98,515	Lamar Advertising Co. Class A, REIT	$	6,939,397
	68,231	Mid-America Apartment Communities, Inc. REIT		6,983,443
	66,282	SBA Communications Corp. REIT*		10,418,205
				46,020,416
		Retailing - 2.3%
	142,583	Advance Auto Parts, Inc.		11,654,734
	77,838	Liberty Ventures Series A*		4,433,652
	83,104	Nordstrom, Inc.		3,295,074
				19,383,460
		Semiconductors & Semiconductor Equipment - 2.2%
	175,108	Integrated Device Technology, Inc.*		5,440,606
	41,983	Microchip Technology, Inc.		3,979,988
	421,718	ON Semiconductor Corp.*		8,991,028
				18,411,622
		Software & Services - 9.0%
	90,807	Cadence Design Systems, Inc.*		3,919,230
	197,646	CoreLogic, Inc.*		9,269,598
	53,123	Gartner, Inc. Class A*		6,656,843
	148,909	Genpact Ltd.		4,534,279
	178,667	Leidos Holdings, Inc.		11,170,261
	158,987	Match Group, Inc.*		4,251,312
	94,313	PTC, Inc.*		6,267,099
	335,863	Sabre Corp.		6,569,480
	64,038	Synopsys, Inc.*		5,540,568
	111,901	Vantiv, Inc. Class A*		7,833,070
	76,704	VeriSign, Inc.*		8,247,214
				74,258,954
		Technology Hardware & Equipment - 2.1%
	87,962	Arrow Electronics, Inc.*		7,352,743
	237,056	Ciena Corp.*		5,042,181
	82,002	Dolby Laboratories, Inc. Class A		4,751,196
				17,146,120
		Transportation - 2.7%
	98,084	Kirby Corp.*		6,949,252
	91,879	Ryder System, Inc.		7,449,549
	210,199	Spirit Airlines, Inc.*		7,796,281
				22,195,082
		Utilities - 3.2%
	190,027	Alliant Energy Corp.		8,220,568
	74,730	IDACORP, Inc.		6,877,402
	256,932	NiSource, Inc.		6,775,297
	87,773	Westar Energy, Inc.		4,694,100
				26,567,367
		Total Common Stocks (cost $651,428,678)	$	731,417,335

Shares or Principal Amount			Market Value†
EXCHANGE-TRADED FUNDS - 2.9%
		Other Investment Pools & Funds - 2.9%
	55,226	iShares Russell 2000 ETF	$	8,243,033
	80,506	iShares Russell Mid-Cap ETF		16,126,962
				24,369,995
		Total Exchange-Traded Funds (cost $22,254,838)	$	24,369,995
		Total Long-Term Investments (cost $673,683,516)	$	755,787,330
SHORT-TERM INVESTMENTS - 8.5%
		Other Investment Pools & Funds - 8.5%
	70,596,331	Morgan Stanley Treasury Securities Portfolio, Institutional Class, 0.88%(1)	$	70,596,331
		Total Short-Term Investments (cost $70,596,331)	$	70,596,331

Total Investments (cost $744,279,847)	99.8	%	$	826,383,661
Other Assets and Liabilities	0.2	%		1,341,697
Total Net Assets	100.0	%	$	827,725,358

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

97

Hartford Schroders US Small/Mid Cap Opportunities Fund

Schedule of Investments – (continued)

October 31, 2017

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

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

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

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

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

* Non-income producing.

⁽¹⁾  Current yield as of period end.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:
ETF	Exchange-Traded Fund
REIT	Real Estate Investment Trust

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

98

Hartford Schroders US Small/Mid Cap Opportunities Fund

Schedule of Investments – (continued)

October 31, 2017

Fair Valuation Summary

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

	Total		Level 1(1)		Level 2(1)		Level 3(1)
Assets
Common Stocks
Automobiles & Components	$	10,312,665	$	10,312,665	$	—	$	—
Banks		62,765,690		62,765,690		—		—
Capital Goods		112,412,520		112,412,520		—		—
Commercial & Professional Services		38,401,246		38,401,246		—		—
Consumer Durables & Apparel		17,173,544		17,173,544		—		—
Consumer Services		26,559,579		26,559,579		—		—
Diversified Financials		18,752,085		18,752,085		—		—
Energy		22,322,099		22,322,099		—		—
Food & Staples Retailing		7,427,391		7,427,391		—		—
Food, Beverage & Tobacco		5,481,992		5,481,992		—		—
Health Care Equipment & Services		50,779,493		50,779,493		—		—
Household & Personal Products		10,115,937		10,115,937		—		—
Insurance		43,194,218		43,194,218		—		—
Materials		35,950,109		35,950,109		—		—
Media		12,044,824		12,044,824		—		—
Pharmaceuticals, Biotechnology & Life Sciences		33,740,922		33,740,922		—		—
Real Estate		46,020,416		46,020,416		—		—
Retailing		19,383,460		19,383,460		—		—
Semiconductors & Semiconductor Equipment		18,411,622		18,411,622		—		—
Software & Services		74,258,954		74,258,954		—		—
Technology Hardware & Equipment		17,146,120		17,146,120		—		—
Transportation		22,195,082		22,195,082		—		—
Utilities		26,567,367		26,567,367		—		—
Exchange-Traded Funds		24,369,995		24,369,995		—		—
Short-Term Investments		70,596,331		70,596,331		—		—
Total	$	826,383,661	$	826,383,661	$	—	$	—

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

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

99

Hartford Schroders Funds

Statements of Assets and Liabilities

October 31, 2017

	Hartford Schroders Emerging Markets Debt and Currency Fund			Hartford Schroders Emerging Markets Equity Fund			Hartford Schroders Emerging Markets Multi- Sector Bond Fund
Assets:
Investments in securities, at market value	$	65,346,547		$	2,761,332,728		$	76,250,192
Investments in affiliated issuers, at market value		—			—			—
Cash		—			256,667			—
Cash collateral due from broker on futures contracts		—			—			53,812
Foreign currency		286,939			773,190			—
Unrealized appreciation on OTC swap contracts		—			—			—
Unrealized appreciation on foreign currency contracts		581,677			—			213,566
Receivables:
Investment securities sold		1,753,582			2,392,314			—
Fund shares sold		26,887			2,145,204			169,035
Dividends and interest		507,643			1,582,490			1,301,677
Variation margin on futures contracts		—			—			—
Variation margin on centrally cleared swap contracts		—			—			—
OTC swap contracts premiums paid		—			—			—
Other assets		30,059			3,355,230			59,715
Total assets		68,533,334			2,771,837,823			78,047,997
Liabilities:
Unrealized depreciation on foreign currency contracts		597,727			—			160,351
Bank overdraft		523,694			—			715,394
Unrealized depreciation on OTC swap contracts		—			—			—
Payables:
Investment securities purchased		1,900,474			6,177,240			1,840,171
Fund shares redeemed		23,499			4,819,469			10,136
Investment management fees		52,514			2,344,252			44,107
Transfer agent fees		4,972			373,872			1,440
Accounting services fees		774			41,432			1,134
Board of Directors’ fees		309			9,399			281
Foreign taxes		15,047			2,171,623			10,293
Distribution fees		638			14,030			573
Written options		—			—			—
Accrued expenses		36,674			332,855			35,409
OTC swap contracts premiums received		—			—			—
Total liabilities		3,156,322			16,284,172			2,819,289
Net assets	$	65,377,012		$	2,755,553,651		$	75,228,708
Summary of Net Assets:
Capital stock and paid-in-capital	$	63,485,629		$	2,162,045,430		$	72,795,390
Undistributed (distributions in excess of) net investment income		2,284,019			19,928,872			702,327
Accumulated net realized gain (loss)		(1,791,977	)		(264,878,514	)		991,837
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency		1,399,341			838,457,863			739,154
Net assets	$	65,377,012		$	2,755,553,651		$	75,228,708
Shares authorized		410,000,000			780,000,000			600,000,000
Par value	$	0.0001		$	0.0001		$	0.0001
Class A:     Net asset value per share	$	10.50		$	16.23		$	9.98
Maximum offering price per share	$	10.99		$	17.17		$	10.45
Shares outstanding		278,263			3,271,787			247,607
Net Assets	$	2,921,138		$	53,107,340		$	2,471,799
Class C:     Net asset value per share	$	10.40		$	16.08		$	9.95
Shares outstanding		1,526			227,518			7,308
Net Assets	$	15,878		$	3,658,120		$	72,686

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

100

Hartford Schroders Funds

Statements of Assets and Liabilities – (continued)

October 31, 2017

Hartford Schroders Global Strategic Bond Fund
$	58,142,410
	26,527
	—
	1,453,141
	201,825
	6,456
	1,152,955
	279,810
	130,123
	338,345
	1,421,657
	16,967
	16,720
	66,104
	63,253,040
	709,154
	29,399
	115,461
	2,090,454
	—
	33,756
	753
	921
	251
	—
	69
	161,932
	23,646
	21,729
	3,187,525
$	60,065,515
$	64,998,175
	(371,673	)
	(5,936,088	)
	1,375,101
$	60,065,515
	600,000,000
$	0.0001
$	9.07
$	9.50
	33,650
$	305,223
$	9.07
	1,111
$	10,081

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

101

Hartford Schroders Funds

Statements of Assets and Liabilities – (continued)

October 31, 2017

	Hartford Schroders Emerging Markets Debt and Currency Fund		Hartford Schroders Emerging Markets Equity Fund		Hartford Schroders Emerging Markets Multi- Sector Bond Fund
Class I:      Net asset value per share	$	10.52	$	16.23	$	9.97
Shares outstanding		5,089,061		113,914,876		1,548,660
Net Assets	$	53,528,522	$	1,848,367,860	$	15,440,507
Class R3:   Net asset value per share	$	—	$	16.20	$	9.97
Shares outstanding		—		796		3,578
Net Assets	$	—	$	12,892	$	35,672
Class R4:   Net asset value per share	$	—	$	16.19	$	9.97
Shares outstanding		—		8,372		1,082
Net Assets	$	—	$	135,558	$	10,788
Class R5:   Net asset value per share	$	—	$	16.23	$	9.97
Shares outstanding		—		796		1,084
Net Assets	$	—	$	12,921	$	10,807
Class Y:     Net asset value per share	$	10.52	$	16.25	$	9.97
Shares outstanding		976		6,014,194		12,210
Net Assets	$	10,265	$	97,757,944	$	121,708
Class F:     Net asset value per share	$	10.52	$	16.23	$	9.96
Shares outstanding		978		2,615,556		1,076
Net Assets	$	10,286	$	42,461,628	$	10,727
Class SDR:Net asset value per share	$	10.55	$	16.26	$	9.98
Shares outstanding		842,486		43,661,430		5,716,090
Net Assets	$	8,890,923	$	710,039,388	$	57,054,014
Cost of investments	$	63,906,958	$	1,922,019,144	$	75,540,370
Cost of investments in affiliated issuers	$	—	$	—	$	—
Cost of foreign currency	$	288,521	$	772,596	$	—
Proceeds of written option contracts	$	—	$	—	$	—

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

102

Hartford Schroders Funds

Statements of Assets and Liabilities – (continued)

October 31, 2017

Hartford Schroders Global Strategic Bond Fund
$	9.13
	1,150
$	10,500
$	9.12
	1,113
$	10,147
$	9.13
	1,114
$	10,166
$	9.12
	1,115
$	10,170
$	9.14
	1,115
$	10,190
$	9.14
	1,109
$	10,135
$	9.05
	6,598,685
$	59,688,903
$	57,489,723
$	26,688
$	204,115
$	179,970

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

103

Hartford Schroders Funds

Statements of Assets and Liabilities – (continued)

October 31, 2017

	Hartford Schroders International Multi-Cap Value Fund		Hartford Schroders International Stock Fund			Hartford Schroders Tax-Aware Bond Fund
Assets:
Investments in securities, at market value	$	1,390,259,066	$	200,281,890		$	246,294,075
Cash		—		—			—
Cash collateral due from broker on futures contracts		—		—			—
Foreign currency		581,513		100,075			—
Unrealized appreciation on foreign currency contracts		272,452		—			—
Receivables:
Investment securities sold		5,144,096		—			—
Fund shares sold		9,192,401		309,629			744,747
Dividends and interest		2,720,121		336,225			1,615,160
Tax reclaims		563,087		232,701			—
Variation margin on futures contracts		455,028		—			42,696
Other assets		471,852		117,102			70,125
Total assets		1,409,659,616		201,377,622			248,766,803
Liabilities:
Unrealized depreciation on foreign currency contracts		133,442		—			—
Payables:
Investment securities purchased		47,599,606		—			—
Fund shares redeemed		484,144		109,335			107,320
Investment management fees		806,950		126,874			93,925
Transfer agent fees		50,516		14,635			7,378
Accounting services fees		19,112		3,045			2,922
Board of Directors’ fees		4,193		681			804
Foreign taxes		199,922		119,517			—
Distribution fees		24,337		1,499			8,526
Accrued expenses		86,321		42,727			32,869
Total liabilities		49,408,543		418,313			253,744
Net assets	$	1,360,251,073	$	200,959,309		$	248,513,059
Summary of Net Assets:
Capital stock and paid-in-capital	$	1,250,591,688	$	159,808,512		$	236,561,369
Undistributed (distributions in excess of) net investment income		4,762,414		2,001,947			110,013
Accumulated net realized gain (loss)		11,257,084		(5,969,268	)		298,098
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency		93,639,887		45,118,118			11,543,579
Net assets	$	1,360,251,073	$	200,959,309		$	248,513,059
Shares authorized		780,000,000		610,000,000			410,000,000
Par value	$	0.0001	$	0.0001		$	0.0001
Class A:     Net asset value per share	$	10.18	$	13.62		$	11.08
Maximum offering price per share	$	10.77	$	14.41		$	11.60
Shares outstanding		5,794,514		435,367			2,070,408
Net Assets	$	58,977,005	$	5,930,074		$	22,947,510
Class C:     Net asset value per share	$	10.12	$	13.11		$	11.07
Shares outstanding		1,540,058		24,487			425,544
Net Assets	$	15,580,391	$	320,951		$	4,712,244
Class I:      Net asset value per share	$	10.17	$	13.20		$	11.10
Shares outstanding		69,456,606		8,835,926			13,322,269
Net Assets	$	706,651,783	$	116,660,208		$	147,851,414
Class R3:   Net asset value per share	$	10.15	$	13.19		$	—
Shares outstanding		10,351		956			—
Net Assets	$	105,092	$	12,604		$	—

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

104

Hartford Schroders Funds

Statements of Assets and Liabilities – (continued)

October 31, 2017

Hartford Schroders US Small Cap Opportunities Fund			Hartford Schroders US Small/Mid Cap Opportunities Fund
$	206,937,557		$	826,383,661
	105			1,416
	24,894			—
	—			—
	—			—
	—			—
	217,014			2,823,013
	42,098			289,292
	—			—
	—			—
	66,464			106,104
	207,288,132			829,603,486
	—			—
	421,158			226,942
	115,231			884,082
	154,422			581,760
	10,388			69,484
	2,402			9,582
	674			2,784
	—			—
	7,298			63,872
	26,553			39,622
	738,126			1,878,128
$	206,550,006		$	827,725,358
$	147,684,783		$	735,323,397
	(194,101	)		(3,954	)
	16,350,892			10,302,101
	42,708,432			82,103,814
$	206,550,006		$	827,725,358
	600,000,000			600,000,000
$	0.0001		$	0.0001
$	27.97		$	13.97
$	29.60		$	14.78
	621,390			8,346,021
$	17,378,829		$	116,593,715
$	28.82		$	14.37
	153,566			3,349,500
$	4,425,921		$	48,121,177
$	29.14		$	14.52
	4,278,262			42,757,889
$	124,651,328		$	620,850,466
$	29.05		$	14.43
	1,860			29,430
$	54,041		$	424,820

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

105

Hartford Schroders Funds

Statements of Assets and Liabilities – (continued)

October 31, 2017

	Hartford Schroders International Multi-Cap Value Fund		Hartford Schroders International Stock Fund		Hartford Schroders Tax-Aware Bond Fund
Class R4:   Net asset value per share	$	10.16	$	13.20	$	—
Shares outstanding		79,629		956		—
Net Assets	$	809,041	$	12,620	$	—
Class R5:   Net asset value per share	$	10.17	$	13.22	$	—
Shares outstanding		1,398,012		957		—
Net Assets	$	14,211,531	$	12,644	$	—
Class Y:     Net asset value per share	$	10.17	$	13.23	$	11.10
Shares outstanding		436,555		8,703		914
Net Assets	$	4,440,258	$	115,119	$	10,145
Class F:     Net asset value per share	$	10.18	$	13.22	$	11.10
Shares outstanding		10,864,259		63,846		214,113
Net Assets	$	110,584,892	$	843,814	$	2,376,754
Class SDR:Net asset value per share	$	10.17	$	13.23	$	11.09
Shares outstanding		44,154,017		5,825,622		6,365,795
Net Assets	$	448,891,080	$	77,051,275	$	70,614,992
Cost of investments	$	1,296,894,643	$	155,081,080	$	234,803,543
Cost of foreign currency	$	581,098	$	100,992	$	—

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

106

Hartford Schroders Funds

Statements of Assets and Liabilities – (continued)

October 31, 2017

Hartford Schroders US Small Cap Opportunities Fund		Hartford Schroders US Small/Mid Cap Opportunities Fund
$	29.08	$	14.48
	371		18,902
$	10,788	$	273,766
$	29.11	$	14.51
	703		3,870
$	20,460	$	56,162
$	29.14	$	14.53
	900,142		790,219
$	26,227,355	$	11,478,715
$	29.15	$	14.53
	43,087		580,712
$	1,255,802	$	8,436,192
$	29.19	$	14.56
	1,114,225		1,476,407
$	32,525,482	$	21,490,345
$	164,229,125	$	744,279,847
$	—	$	—

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

107

Hartford Schroders Funds

Statements of Operations

For the Year Ended October 31, 2017

	Hartford Schroders Emerging Markets Debt and Currency Fund			Hartford Schroders Emerging Markets Equity Fund			Hartford Schroders Emerging Markets Multi- Sector Bond Fund
Investment Income:
Dividends	$	—		$	55,961,184		$	—
Dividends from affiliated issuers		—			679,450			—
Interest		3,413,147			169,377			4,458,518
Other income		—			—			55
Less: Foreign tax withheld		(61,188	)		(7,707,835	)		(45,106	)
Total investment income, net		3,351,959			49,102,176			4,413,467
Expenses:
Investment management fees		754,368			22,509,323			462,428
Administrative services fees
Class R3		—			22			25
Class R4		—			122			15
Class R5		—			11			10
Transfer agent fees
Class A		5,274			94,961			828
Class C		36			2,097			61
Class I		59,118			3,683,264			6,919
Class R3		—			7			7
Class R4		—			20			7
Class R5		—			7			7
Class Y		—			16,464			18
Class F		—			—			—
Class SDR		41			696			102
Distribution fees
Class A		6,502			109,634			5,014
Class C		120			13,855			368
Class R3		—			55			62
Class R4		—			203			25
Custodian fees		12,480			337,556			14,378
Registration and filing fees		60,278			440,534			69,726
Accounting services fees		11,117			396,168			11,891
Board of Directors’ fees		3,140			75,706			2,377
Audit fees		10,523			68,945			10,050
Other expenses		3,478			295,536			3,984
Total expenses (before waivers and fees paid indirectly)		926,475			28,045,186			588,302
Expense waivers		(61,046	)		(1,437,906	)		(79,428	)
Distribution fee reimbursements		(6	)		(251	)		(95	)
Total waivers and fees paid indirectly		(61,052	)		(1,438,157	)		(79,523	)
Total expenses, net		865,423			26,607,029			508,779
Net Investment Income (Loss)		2,486,536			22,495,147			3,904,688
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:
Capital gain distributions received from underlying funds		—			551,226			—
Net realized gain (loss) on investments		(849,747	)		(4,414,271	)		2,758,585
Less: Foreign taxes paid on realized capital gains		(26,130	)		(263,302	)		(28,313	)
Net realized gain (loss) on investments in affiliated issuers		—			3,064,691			—
Net realized gain (loss) on purchased options contracts		—			—			—
Net realized gain (loss) on futures contracts		—			—			61,662
Net realized gain (loss) on written options contracts		—			—			—
Net realized gain (loss) on swap contracts		—			—			58,304
Net realized gain (loss) on foreign currency contracts		520,247			—			130,943
Net realized gain (loss) on other foreign currency transactions		34,437			(298,972	)		(81,198	)
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		(321,193	)		(1,360,628	)		2,899,983

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

108

Hartford Schroders Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2017

Hartford Schroders Global Strategic Bond Fund
$	—
	—
	1,684,259
	—
	(2,276	)
	1,681,983
	415,594
	21
	15
	11
	246
	7
	22
	7
	7
	7
	—
	—
	68
	346
	101
	51
	25
	10,399
	89,565
	11,334
	2,529
	11,768
	4,436
	546,559
	(142,713	)
	(59	)
	(142,772	)
	403,787
	1,278,196
	—
	(1,504,725	)
	—
	—
	(219,361	)
	153,381
	217,883
	(899,769	)
	(323,019	)
	6,837
	(2,568,773	)

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

109

Hartford Schroders Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2017

	Hartford Schroders Emerging Markets Debt and Currency Fund		Hartford Schroders Emerging Markets Equity Fund			Hartford Schroders Emerging Markets Multi- Sector Bond Fund
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments	$	585,949	$	599,080,226		$	(1,021,562	)
Net unrealized appreciation (depreciation) of investments in affiliated issuers		—		(2,443,436	)		—
Net unrealized appreciation (depreciation) of purchased options contracts		—		—			—
Net unrealized appreciation (depreciation) of futures contracts		—		—			—
Net unrealized appreciation (depreciation) of written options contracts		—		—			—
Net unrealized appreciation (depreciation) of swap contracts		—		—			(612	)
Net unrealized appreciation (depreciation) of foreign currency contracts		78,438		—			15,905
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		78,949		16,096			(11,553	)
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions		743,336		596,652,886			(1,017,822	)
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		422,143		595,292,258			1,882,161
Net Increase (Decrease) in Net Assets Resulting from Operations	$	2,908,679	$	617,787,405		$	5,786,849

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

110

Hartford Schroders Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2017

Hartford Schroders Global Strategic Bond Fund
$	2,560,920
	(95	)
	143,687
	13,919
	(28,984	)
	197,838
	(228,978	)
	7,759
	2,666,066
	97,293
$	1,375,489

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

111

Hartford Schroders Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2017

	Hartford Schroders International Multi-Cap Value Fund			Hartford Schroders International Stock Fund			Hartford Schroders Tax-Aware Bond Fund
Investment Income:
Dividends	$	28,717,891		$	3,866,616		$	—
Interest		396,194			19,440			5,103,608
Non-cash dividends		99,384			249,636			—
Less: Foreign tax withheld		(2,644,066	)		(395,939	)		—
Total investment income, net		26,569,403			3,739,753			5,103,608
Expenses:
Investment management fees		6,289,765			1,266,718			897,362
Administrative services fees
Class R3		113			22			—
Class R4		421			17			—
Class R5		5,064			11			—
Transfer agent fees
Class A		44,560			8,688			10,491
Class C		6,252			114			952
Class I		309,553			145,711			52,263
Class R3		27			7			—
Class R4		32			7			—
Class R5		92			7			—
Class Y		1,014			5			—
Class F		—			—			—
Class SDR		6,462			41			430
Distribution fees
Class A		88,147			10,598			36,987
Class C		61,961			761			21,770
Class R3		282			55			—
Class R4		702			28			—
Custodian fees		69,896			10,309			—
Registration and filing fees		221,251			114,073			108,892
Accounting services fees		147,562			30,401			27,918
Board of Directors’ fees		26,037			6,434			6,959
Audit fees		15,624			21,957			21,949
Other expenses		47,759			9,736			7,511
Total expenses (before waivers and fees paid indirectly)		7,342,576			1,625,700			1,193,484
Expense waivers		(677,519	)		(116,802	)		(216,559	)
Distribution fee reimbursements		(66	)		(64	)		(104	)
Total waivers and fees paid indirectly		(677,585	)		(116,866	)		(216,663	)
Total expenses, net		6,664,991			1,508,834			976,821
Net Investment Income (Loss)		19,904,412			2,230,919			4,126,787
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:
Net realized gain (loss) on investments		27,743,206			1,839,966			(69,552	)
Less: Foreign taxes paid on realized capital gains		—			(2,352	)		—
Net realized gain (loss) on futures contracts		6,383,668			—			351,481
Net realized gain (loss) on foreign currency contracts		(669,317	)		(264	)		—
Net realized gain (loss) on other foreign currency transactions		(395,042	)		(104,375	)		—
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		33,062,515			1,732,975			281,929

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

112

Hartford Schroders Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2017

Hartford Schroders US Small Cap Opportunities Fund			Hartford Schroders US Small/Mid Cap Opportunities Fund
$	1,762,832		$	5,798,668
	84,394			333,801
	92,446			185,539
	(2,491	)		(14,160	)
	1,937,181			6,303,848
	1,476,659			4,673,197
	24			300
	15			96
	16			30
	18,260			100,194
	3,344			30,972
	71,023			445,607
	7			47
	7			53
	26			37
	1,093			1,135
	—			—
	83			93
	28,418			217,539
	24,772			245,381
	59			750
	26			161
	—			730
	112,708			176,122
	22,970			76,970
	5,817			16,458
	11,157			15,052
	10,328			60,259
	1,786,812			6,061,183
	(84,749	)		(70,347	)
	(446	)		(956	)
	(85,195	)		(71,303	)
	1,701,617			5,989,880
	235,564			313,968
	16,581,165			10,966,769
	—			—
	(105,097	)		17,492
	—			—
	228			730
	16,476,296			10,984,991

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

113

Hartford Schroders Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2017

	Hartford Schroders International Multi-Cap Value Fund		Hartford Schroders International Stock Fund		Hartford Schroders Tax-Aware Bond Fund
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments	$	95,432,756	$	35,569,419	$	(382,030	)
Net unrealized appreciation (depreciation) of futures contracts		237,433		—		(45,897	)
Net unrealized appreciation (depreciation) of foreign currency contracts		475,043		—		—
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		49,463		44,300		—
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions		96,194,695		35,613,719		(427,927	)
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		129,257,210		37,346,694		(145,998	)
Net Increase (Decrease) in Net Assets Resulting from Operations	$	149,161,622	$	39,577,613	$	3,980,789

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

114

Hartford Schroders Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2017

Hartford Schroders US Small Cap Opportunities Fund		Hartford Schroders US Small/Mid Cap Opportunities Fund
$	17,176,966	$	66,489,483
	—		—
	—		—
	—		—
	17,176,966		66,489,483
	33,653,262		77,474,474
$	33,888,826	$	77,788,442

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

115

Hartford Schroders Funds

Statements of Changes in Net Assets

	Hartford Schroders Emerging Markets Debt and Currency Fund						Hartford Schroders Emerging Markets Equity Fund
	For the Year Ended October 31, 2017			For the Year Ended October 31, 2016			For the Year Ended October 31, 2017			For the Year Ended October 31, 2016
Operations:
Net investment income (loss)	$	2,486,536		$	3,974,962		$	22,495,147		$	12,168,574
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		(321,193	)		(1,153,662	)		(1,360,628	)		(90,593,861	)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		743,336			3,430,707			596,652,886			214,415,224
Net Increase (Decrease) in Net Assets Resulting from Operations		2,908,679			6,252,007			617,787,405			135,989,937
Distributions to Shareholders:
From net investment income
Class A		—			—			(270,156	)		(236,605	)
Class C		—			—			(1,862	)		—
Class I		—			—			(9,227,775	)		(7,602,828	)
Class R3		—			—			(78	)		—
Class R4		—			—			(84	)		—
Class R5		—			—			(89	)		—
Class Y		—			—			(91	)		—
Class F		—			—			—			—
Class SDR		—			—			(5,074,710	)		(3,657,503	)
Total from net investment income		—			—			(14,574,845	)		(11,496,936	)
From net realized gain on investments
Class A		—			—			—			—
Class C		—			—			—			—
Class I		—			—			—			—
Class R3		—			—			—			—
Class R4		—			—			—			—
Class R5		—			—			—			—
Class Y		—			—			—			—
Class SDR		—			—			—			—
Total from net realized gain on investments		—			—			—			—
From tax return of capital
Class A		—			—			—			—
Class C		—			—			—			—
Class I		—			—			—			—
Class R3		—			—			—			—
Class R4		—			—			—			—
Class R5		—			—			—			—
Class Y		—			—			—			—
Class F		—			—			—			—
Class SDR		—			—			—			—
Total from tax return of capital		—			—			—			—
Total distributions		—			—			(14,574,845	)		(11,496,936	)
Capital Share Transactions:
Sold		21,777,663			41,499,814			1,320,423,954			693,064,230
Issued on reinvestment of distributions		—			2			9,850,470			9,067,038
Redeemed		(43,958,839	)		(66,241,580	)		(798,931,394	)		(476,071,019	)
Other Capital		—			—			—			13,527
Net increase (decrease) from capital share transactions		(22,181,176	)		(24,741,764	)		531,343,030			226,073,776
Net Increase (Decrease) in Net Assets		(19,272,497	)		(18,489,757	)		1,134,555,590			350,566,777
Net Assets:
Beginning of period		84,649,509			103,139,266			1,620,998,061			1,270,431,284
End of period	$	65,377,012		$	84,649,509		$	2,755,553,651		$	1,620,998,061
Undistributed (distributions in excess of) net investment income	$	2,284,019		$	(191,582	)	$	19,928,872		$	11,341,680

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

116

Hartford Schroders Funds

Statements of Changes in Net Assets – (continued)

Hartford Schroders Emerging Markets Multi-Sector Bond Fund						Hartford Schroders Global Strategic Bond Fund
For the Year Ended October 31, 2017			For the Year Ended October 31, 2016			For the Year Ended October 31, 2017			For the Year Ended October 31, 2016
$	3,904,688		$	2,835,374		$	1,278,196		$	826,350
	2,899,983			227,904			(2,568,773	)		(107,856	)
	(1,017,822	)		3,037,433			2,666,066			966,689
	5,786,849			6,100,711			1,375,489			1,685,183
	(111,772	)		(46,919	)		(3,337	)		(820	)
	(1,789	)		—			(272	)		(8	)
	(571,348	)		(247,622	)		(337	)		(80	)
	(550	)		—			(283	)		(8	)
	(563	)		—			(290	)		(9	)
	(581	)		—			(300	)		(9	)
	(2,138	)		—			(301	)		(9	)
	(447	)		—			—			—
	(3,098,650	)		(1,336,497	)		(2,112,250	)		(1,110,293	)
	(3,787,838	)		(1,631,038	)		(2,117,370	)		(1,111,236	)
	(17,509	)		—			—			—
	(100	)		—			—			—
	(81,544	)		—			—			—
	(100	)		—			—			—
	(100	)		—			—			—
	(100	)		—			—			—
	(100	)		—			—			—
	(512,123	)		—			—			—
	(611,676	)		—			—			—
	—			—			(412	)		—
	—			—			(33	)		—
	—			—			(42	)		—
	—			—			(35	)		—
	—			—			(36	)		—
	—			—			(37	)		—
	—			—			(37	)		—
	—			—			—			—
	—			—			(260,585	)		—
	—			—			(261,217	)		—
	(4,399,514	)		(1,631,038	)		(2,378,587	)		(1,111,236	)
	13,893,815			31,816,573			6,137,138			20,715,040
	2,745,773			869,113			2,378,587			1,111,226
	(4,991,648	)		(3,749,156	)		(17,967,161	)		(62,295,305	)
	—			—			—			—
	11,647,940			28,936,530			(9,451,436	)		(40,469,039	)
	13,035,275			33,406,203			(10,454,534	)		(39,895,092	)
	62,193,433			28,787,230			70,520,049			110,415,141
$	75,228,708		$	62,193,433		$	60,065,515		$	70,520,049
$	702,327		$	211,235		$	(371,673	)	$	1,486,940

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

117

Hartford Schroders Funds

Statements of Changes in Net Assets – (continued)

	Hartford Schroders International Multi-Cap Value Fund						Hartford Schroders International Stock Fund
	For the Year Ended October 31, 2017			For the Year Ended October 31, 2016			For the Year Ended October 31, 2017			For the Year Ended October 31, 2016
Operations:
Net investment income (loss)	$	19,904,412		$	6,682,992		$	2,230,919		$	2,248,987
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		33,062,515			(12,910,844	)		1,732,975			(7,391,053	)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		96,194,695			18,131,672			35,613,719			3,312,139
Net Increase (Decrease) in Net Assets Resulting from Operations		149,161,622			11,903,820			39,577,613			(1,829,927	)
Distributions to Shareholders:
From net investment income
Class A		(609,559	)		(346,384	)		(45,213	)		(32,642	)
Class C		(80,568	)		—			(154	)		—
Class I		(8,600,005	)		(4,268,104	)		(1,382,174	)		(1,237,963	)
Class R3		(879	)		—			(161	)		—
Class R4		(3,637	)		—			(167	)		—
Class R5		(120,710	)		—			(173	)		—
Class Y		(420,640	)		—			(174	)		—
Class F		(777,241	)		—			—			—
Class SDR		(5,991,939	)		(2,818,017	)		(1,152,755	)		(740,985	)
Total from net investment income		(16,605,178	)		(7,432,505	)		(2,580,971	)		(2,011,590	)
From net realized gain on investments
Class A		—			—			—			—
Class C		—			—			—			—
Class I		—			—			—			—
Class R3		—			—			—			—
Class R4		—			—			—			—
Class R5		—			—			—			—
Class Y		—			—			—			—
Class SDR		—			—			—			—
Total from net realized gain on investments		—			—			—			—
From tax return of capital
Class A		—			—			—			—
Class C		—			—			—			—
Class I		—			—			—			—
Class R3		—			—			—			—
Class R4		—			—			—			—
Class R5		—			—			—			—
Class Y		—			—			—			—
Class F		—			—			—			—
Class SDR		—			—			—			—
Total from tax return of capital		—			—			—			—
Total distributions		(16,605,178	)		(7,432,505	)		(2,580,971	)		(2,011,590	)
Capital Share Transactions:
Sold		1,123,690,242			328,552,582			41,676,014			47,505,531
Issued on reinvestment of distributions		14,839,386			5,047,337			2,528,482			1,531,659
Redeemed		(343,599,544	)		(218,379,151	)		(30,497,853	)		(57,844,806	)
Other Capital		—			19,460			—			101
Net increase (decrease) from capital share transactions		794,930,084			115,240,228			13,706,643			(8,807,515	)
Net Increase (Decrease) in Net Assets		927,486,528			119,711,543			50,703,285			(12,649,032	)
Net Assets:
Beginning of period		432,764,545			313,053,002			150,256,024			162,905,056
End of period	$	1,360,251,073		$	432,764,545		$	200,959,309		$	150,256,024
Undistributed (distributions in excess of) net investment income	$	4,762,414		$	949,632		$	2,001,947		$	2,454,741

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

118

Hartford Schroders Funds

Statements of Changes in Net Assets – (continued)

Hartford Schroders Tax-Aware Bond Fund						Hartford Schroders US Small Cap Opportunities Fund						Hartford Schroders US Small/Mid Cap Opportunities Fund
For the Year Ended October 31, 2017			For the Year Ended October 31, 2016			For the Year Ended October 31, 2017			For the Year Ended October 31, 2016			For the Year Ended October 31, 2017			For the Year Ended October 31, 2016
$	4,126,787		$	3,437,867		$	235,564		$	401,920		$	313,968		$	423,260
	281,929			467,995			16,476,296			7,535,209			10,984,991			3,412,716
	(427,927	)		3,257,369			17,176,966			(1,541,618	)		66,489,483			3,997,302
	3,980,789			7,163,231			33,888,826			6,395,511			77,788,442			7,833,278
	(265,057	)		(96,808	)		(10,422	)		—			(79,721	)		—
	(20,682	)		(17	)		(3,055	)		—			(9,333	)		—
	(2,366,420	)		(3,140,421	)		(501,740	)		—			(574,780	)		(14,506	)
	—			—			(28	)		—			(54	)		—
	—			—			(34	)		—			(26	)		—
	—			—			(57	)		—			(44	)		—
	(203	)		(18	)		(42	)		—			(27	)		—
	(8,412	)		—			—			—			—			—
	(1,374,814	)		(122,307	)		(28,449	)		—			(14,249	)		(2,227	)
	(4,035,588	)		(3,359,571	)		(543,827	)		—			(678,234	)		(16,733	)
	(29,381	)		—			(189,413	)		(71,266	)		(711,963	)		(590,430	)
	(224	)		—			(27,933	)		—			(35,683	)		—
	(289,316	)		—			(6,679,192	)		(9,247,762	)		(3,211,860	)		(5,189,938	)
	—			—			(552	)		—			(439	)		—
	—			—			(552	)		—			(205	)		—
	—			—			(759	)		—			(272	)		—
	(37	)		—			(552	)		—			(154	)		—
	(237,039	)		—			(366,590	)		(1,557	)		(81,541	)		(197,859	)
	(555,997	)		—			(7,265,543	)		(9,320,585	)		(4,042,117	)		(5,978,227	)
	—			—			—			—			—			—
	—			—			—			—			—			—
	—			—			—			—			—			—
	—			—			—			—			—			—
	—			—			—			—			—			—
	—			—			—			—			—			—
	—			—			—			—			—			—
	—			—			—			—			—			—
	—			—			—			—			—			—
	—			—			—			—			—			—
	(4,591,585	)		(3,359,571	)		(7,809,370	)		(9,320,585	)		(4,720,351	)		(5,994,960	)
	142,241,870			141,987,220			115,079,181			14,266,448			685,187,154			173,787,860
	3,136,116			2,264,825			7,563,213			9,046,405			4,176,074			5,925,649
	(53,285,396	)		(97,099,803	)		(64,678,394	)		(27,090,303	)		(149,462,510	)		(24,429,429	)
	—			—			—			536			—			31,725
	92,092,590			47,152,242			57,964,000			(3,776,914	)		539,900,718			155,315,805
	91,481,794			50,955,902			84,043,456			(6,701,988	)		612,968,809			157,154,123
	157,031,265			106,075,363			122,506,550			129,208,538			214,756,549			57,602,426
$	248,513,059		$	157,031,265		$	206,550,006		$	122,506,550		$	827,725,358		$	214,756,549
$	110,013		$	58,131		$	(194,101	)	$	(29,276	)	$	(3,954	)	$	398,691

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

119

Hartford Schroders Funds

Financial Highlights

	— Selected Per-Share Data(1) —																											— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distri- butions from Capital Gains			Returns of Capital		Total Dividends and Distri- butions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
Hartford Schroders Emerging Markets Debt and Currency Fund(4)
For the Year Ended October 31, 2017
A	$	10.20	$	0.29		$	0.01		$	0.30		$	—		$	—		$	—	$	—		$	10.50		2.84	%	$	2,921		1.48	%		1.40	%		2.80	%		154	%
C		10.18		0.21			0.01			0.22			—			—			—		—			10.40		2.16			16		2.37			2.15			2.07			154
I		10.19		0.32			0.01			0.33			—			—			—		—			10.52		3.24			53,529		1.16			1.09			3.13			154
Y		10.18		0.33			0.01			0.34			—			—			—		—			10.52		3.24			10		1.08			1.00			3.20			154
F(5)		10.23		0.24			0.05			0.29			—			—			—		—			10.52		2.93	(6)		10		1.08	(7)		1.00	(7)		3.39	(7)		154
SDR		10.21		0.33			0.01			0.34			—			—			—		—			10.55		3.33			8,891		1.08			1.00			3.21			154
For the Year Ended October 31, 2016
A	$	9.35	$	0.50		$	0.35		$	0.85		$	—		$	—		$	—	$	—		$	10.20		9.20	%	$	3,410		1.73	%		1.38	%		5.08	%		163	%
C(8)		10.25		0.20			(0.27	)		(0.07	)		—			—			—		—			10.18		(0.59	)(6)		10		1.98	(7)		1.98	(7)		73.05	(7)		163
I		9.32		0.46			0.41			0.87			—			—			—		—			10.19		9.33			72,080		1.47			1.12			4.66			163
Y(8)		10.25		0.21			(0.28	)		(0.07	)		—			—			—		—			10.18		(0.59	)(6)		10		0.98	(7)		0.98	(7)		74.14	(7)		163
SDR		9.33		0.87			0.01			0.88			—			—			—		—			10.21		9.54			9,140		1.27			0.96			8.70			163
For the Year Ended October 31, 2015
A	$	10.15	$	0.14		$	(0.80	)	$	(0.66	)	$	—		$	(0.14	)	$	—	$	(0.14	)	$	9.35		(6.59	)%	$	5,026		1.57	%		1.40	%		1.43	%		207	%
I		10.19		0.17			(0.80	)		(0.63	)		(0.10	)		(0.14	)		—		(0.24	)		9.32		(6.34	)		97,022		1.31			1.15			1.73			207
SDR (9)		9.78		0.13			(0.58	)		(0.45	)		—			—			—		—			9.33		(4.60	)(6)		1,092		1.22	(7)		1.00	(7)		1.63	(7)		207
For the Year Ended October 31, 2014
A	$	10.26	$	0.17		$	(0.10	)	$	0.07		$	(0.04	)	$	(0.14	)	$	—	$	(0.18	)	$	10.15		0.68	%	$	10,001		1.41	%		1.40	%		1.65	%		149	%
I		10.30		0.21			(0.13	)		0.08			(0.05	)		(0.14	)		—		(0.19	)		10.19		0.83			257,568		1.18			1.15			2.09			149
For the Year Ended October 31, 2013
A	$	10.01	$	0.04		$	0.32		$	0.36		$	(0.11	)	$	—		$	—	$	(0.11	)	$	10.26		3.57	%	$	43,814		1.51	%		1.40	%		0.41	%		103	%
I		10.03		0.07			0.32			0.39			(0.12	)		—			—		(0.12	)		10.30		3.90			121,402		1.29			1.15			0.71			103
Hartford Schroders Emerging Markets Equity Fund(4)
For the Year Ended October 31, 2017
A	$	12.59	$	0.10		$	3.62		$	3.72		$	(0.08	)	$	—		$	—	$	(0.08	)	$	16.23		29.83	%	$	53,107		1.56	%		1.50	%		0.69	%		33	%
C		12.58		0.04			3.57			3.61			(0.11	)		—			—		(0.11	)		16.08		29.00			3,658		2.25			2.25			0.25			33
I		12.59		0.14			3.61			3.75			(0.11	)		—			—		(0.11	)		16.23		30.14			1,848,368		1.35			1.25			0.98			33
R3		12.58		0.10			3.62			3.72			(0.10	)		—			—		(0.10	)		16.20		29.87			13		1.86			1.48			0.71			33
R4		12.58		0.16			3.56			3.72			(0.11	)		—			—		(0.11	)		16.19		29.86			136		1.52			1.50			1.11			33
R5		12.58		0.13			3.63			3.76			(0.11	)		—			—		(0.11	)		16.23		30.26			13		1.25			1.20			0.97			33
Y		12.58		0.26			3.53			3.79			(0.12	)		—			—		(0.12	)		16.25		30.45			97,758		1.14			1.14			1.72			33
F(5)		12.98		0.16			3.09			3.25			—			—			—		—			16.23		25.04	(6)		42,462		1.10	(7)		1.10	(7)		1.57	(7)		33
SDR		12.60		0.15			3.63			3.78			(0.12	)		—			—		(0.12	)		16.26		30.32			710,039		1.10			1.10			1.10			33
For the Year Ended October 31, 2016
A	$	11.56	$	0.08		$	1.02	(10)	$	1.10		$	(0.07	)	$	—		$	—	$	(0.07	)	$	12.59		9.59	%	$	38,918		1.57	%		1.49	%		0.71	%		47	%
C(8)		12.68		(0.01	)		(0.09	)		(0.10	)		—			—			—		—			12.58		(0.79	)(6)		10		2.06	(7)		2.06	(7)		(2.06	)(7)		47
I		11.56		0.10			1.03	(10)		1.13			(0.10	)		—			—		(0.10	)		12.59		9.94			1,020,291		1.32			1.24			0.89			47
R3(8)		12.68		(0.01	)		(0.09	)		(0.10	)		—			—			—		—			12.58		(0.79	)(6)		10		1.75	(7)		1.75	(7)		(1.75	)(7)		47
R4(8)		12.68		(0.01	)		(0.09	)		(0.10	)		—			—			—		—			12.58		(0.79	)(6)		10		1.46	(7)		1.46	(7)		(1.46	)(7)		47
R5(8)		12.68		—			(0.10	)		(0.10	)		—			—			—		—			12.58		(0.79	)(6)		10		1.17	(7)		1.17	(7)		(1.16	)(7)		47
Y(8)		12.68		—			(0.10	)		(0.10	)		—			—			—		—			12.58		(0.79	)(6)		10		1.06	(7)		1.06	(7)		(1.06	)(7)		47
SDR		11.57		0.12			1.03	(10)		1.15			(0.12	)		—			—		(0.12	)		12.60		10.10			561,740		1.18			1.10			1.05			47

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

120

Hartford Schroders Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																											— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distri- butions from Capital Gains			Returns of Capital			Total Dividends and Distri- butions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
Hartford Schroders Emerging Markets Equity Fund(4) - (continued)
For the Year Ended October 31, 2015
A	$	13.33	$	0.10	$	(1.83	)(10)	$	(1.73	)	$	(0.04	)	$	—		$	—		$	(0.04	)	$	11.56		(13.01	)%	$	41,116		1.57	%		1.49	%		0.76	%		55	%
I		13.40		0.13		(1.85	)(10)		(1.72	)		(0.12	)		—			—			(0.12	)		11.56		(12.88	)		877,480		1.33			1.24			1.05			55
SDR(9)		12.60		0.14		(1.17	)(10)		(1.03	)		—			—			—			—			11.57		(8.17	)(6)		351,836		1.21	(7)		1.10	(7)		1.35	(7)		55
For the Year Ended October 31, 2014
A	$	13.70	$	0.08	$	(0.37	)(10)	$	(0.29	)	$	(0.08	)	$	—		$	—		$	(0.08	)	$	13.33		(2.08	)%	$	122,722		1.50	%		1.49	%		0.61	%		58	%
I		13.76		0.12		(0.36	)(10)		(0.24	)		(0.12	)		—			—			(0.12	)		13.40		(1.77	)		1,135,896		1.26			1.24			0.87			58
For the Year Ended October 31, 2013
A	$	12.85	$	0.11	$	0.83	(10)	$	0.94		$	(0.09	)	$	—		$	—		$	(0.09	)	$	13.70		7.33	%	$	208,116		1.50	%		1.48	%		0.84	%		47	%
I		12.91		0.15		0.81	(10)		0.96			(0.11	)		—			—			(0.11	)		13.76		7.49			841,841		1.25			1.23			1.16			47
Hartford Schroders Emerging Markets Multi-Sector Bond Fund(4)
For the Year Ended October 31, 2017
A	$	9.79	$	0.55	$	0.27		$	0.82		$	(0.53	)	$	(0.10	)	$	—		$	(0.63	)	$	9.98		8.83	%	$	2,472		1.15	%		1.03	%		5.65	%		212	%
C		9.78		0.46		0.29			0.75			(0.48	)		(0.10	)		—			(0.58	)		9.95		8.01			73		2.03			1.90			4.72			212
I		9.78		0.57		0.28			0.85			(0.56	)		(0.10	)		—			(0.66	)		9.97		9.08			15,441		0.94			0.82			5.86			212
R3		9.78		0.54		0.28			0.82			(0.53	)		(0.10	)		—			(0.63	)		9.97		8.74			36		1.63			1.19			5.53			212
R4		9.78		0.55		0.28			0.83			(0.54	)		(0.10	)		—			(0.64	)		9.97		8.88			11		1.33			1.02			5.67			212
R5		9.78		0.57		0.27			0.84			(0.55	)		(0.10	)		—			(0.65	)		9.97		9.07			11		1.04			0.85			5.82			212
Y		9.78		0.57		0.28			0.85			(0.56	)		(0.10	)		—			(0.66	)		9.97		9.16			122		0.91			0.79			5.81			212
F(5)		9.70		0.39		0.30			0.69			(0.43	)		—			—			(0.43	)		9.96		7.22	(6)		11		0.87	(7)		0.75	(7)		5.90	(7)		212
SDR		9.79		0.58		0.27			0.85			(0.56	)		(0.10	)		—			(0.66	)		9.98		9.16			57,054		0.87			0.75			5.93			212
For the Year Ended October 31, 2016
A	$	9.04	$	0.52	$	0.51		$	1.03		$	(0.28	)	$	—		$	—		$	(0.28	)	$	9.79		11.59	%	$	1,707		1.82	%		1.11	%		5.61	%		147	%
C(8)		9.87		0.02		(0.11	)		(0.09	)		—			—			—			—			9.78		(0.91	)(6)		10		1.73	(7)		1.73	(7)		7.72	(7)		147
I		9.02		0.55		0.51			1.06			(0.30	)		—			—			(0.30	)		9.78		11.94			9,218		1.54			0.85			5.89			147
R3(8)		9.87		0.02		(0.11	)		(0.09	)		—			—			—			—			9.78		(0.91	)(6)		10		1.41	(7)		1.41	(7)		8.09	(7)		147
R4(8)		9.87		0.02		(0.11	)		(0.09	)		—			—			—			—			9.78		(0.91	)(6)		10		1.13	(7)		1.13	(7)		8.46	(7)		147
R5(8)		9.87		0.02		(0.11	)		(0.09	)		—			—			—			—			9.78		(0.91	)(6)		10		0.84	(7)		0.84	(7)		8.46	(7)		147
Y(8)		9.87		0.02		(0.11	)		(0.09	)		—			—			—			—			9.78		(0.91	)(6)		10		0.73	(7)		0.73	(7)		8.82	(7)		147
SDR		9.03		0.56		0.51			1.07			(0.31	)		—			—			(0.31	)		9.79		12.04			51,219		1.36			0.71			5.99			147
For the Year Ended October 31, 2015
A	$	9.97	$	0.53	$	(1.19	)	$	(0.66	)	$	(0.18	)	$	(0.06	)	$	(0.03	)	$	(0.27	)	$	9.04		(6.59	)%	$	1,637		2.01	%		1.15	%		5.75	%		209	%
I		9.96		0.53		(1.17	)		(0.64	)		(0.22	)		(0.06	)		(0.02	)		(0.30	)		9.02		(6.47	)		5,980		1.68			0.90			5.66			209
SDR(9)		9.23		0.49		(0.57	)		(0.08	)		(0.09	)		—			(0.03	)		(0.12	)		9.03		(0.87	)(6)		21,171		1.66	(7)		0.75	(7)		6.32	(7)		209
For the Year Ended October 31, 2014
A	$	10.14	$	0.67	$	(0.33	)	$	0.34		$	(0.47	)	$	(0.04	)	$	—		$	(0.51	)	$	9.97		3.32	%	$	2,061		1.86	%		1.15	%		6.58	%		380	%
I		10.14		0.67		(0.32	)		0.35			(0.49	)		(0.04	)		—			(0.53	)		9.96		3.48			33,731		1.68			0.90			6.66			380
For the Year Ended October 31, 2013
A(11)	$	10.00	$	0.20	$	0.11		$	0.31		$	(0.17	)	$	—		$	—		$	(0.17	)	$	10.14		3.11	%(6)	$	1,924		2.71	%(7)		1.15	%(7)		5.84	%(7)		76	%
I(11)		10.00		0.21		0.11			0.32			(0.18	)		—			—			(0.18	)		10.14		3.19	(6)		24,325		2.47	(7)		0.90	(7)		5.94	(7)		76

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

121

Hartford Schroders Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																											— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distri- butions from Capital Gains		Returns of Capital			Total Dividends and Distri- butions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
Hartford Schroders Global Strategic Bond Fund(4)
For the Year Ended October 31, 2017
A	$	9.21	$	0.15		$	0.02		$	0.17		$	(0.28	)	$	—	$	(0.03	)	$	(0.31	)	$	9.07		1.85	%	$	305		1.28	%		1.04	%		1.67	%		127	%
C		9.25		0.09			0.01			0.10			(0.25	)		—		(0.03	)		(0.28	)		9.07		1.13			10		1.94			1.69			1.00			127
I		9.26		0.17			0.01			0.18			(0.28	)		—		(0.03	)		(0.31	)		9.13		2.03			11		1.04			0.79			1.86			127
R3		9.26		0.15			—			0.15			(0.26	)		—		(0.03	)		(0.29	)		9.12		1.82			10		1.65			1.04			1.64			127
R4		9.26		0.16			0.01			0.17			(0.27	)		—		(0.03	)		(0.30	)		9.13		2.02			10		1.33			0.92			1.78			127
R5		9.26		0.17			—			0.17			(0.28	)		—		(0.03	)		(0.31	)		9.12		1.91			10		1.04			0.81			1.86			127
Y		9.26		0.19			—			0.19			(0.28	)		—		(0.03	)		(0.31	)		9.14		2.14			10		0.87			0.64			2.07			127
F(5)		9.02		0.14			(0.02	)		0.12			—			—		—			—			9.14		1.33	(6)		10		0.89	(7)		0.64	(7)		2.34	(7)		127
SDR		9.17		0.18			0.02			0.20			(0.28	)		—		(0.04	)		(0.32	)		9.05		2.21			59,689		0.87			0.64			2.03			127
For the Year Ended October 31, 2016
A	$	9.08	$	(0.10	)	$	0.27		$	0.17		$	(0.04	)	$	—	$	—		$	(0.04	)	$	9.21		1.92	%	$	125		1.40	%		1.02	%		(1.06	)%		140	%
C(8)		9.29		0.04			(0.07	)		(0.03	)		(0.01	)		—		—			(0.01	)		9.25		(0.35	)(6)		10		1.69	(7)		1.69	(7)		16.49	(7)		140
I		9.10		(0.04	)		0.24			0.20			(0.04	)		—		—			(0.04	)		9.26		2.24			10		1.05			0.78			(0.42	)		140
R3(8)		9.29		0.04			(0.06	)		(0.02	)		(0.01	)		—		—			(0.01	)		9.26		(0.35	)(6)		10		1.37	(7)		1.37	(7)		15.76	(7)		140
R4(8)		9.29		0.04			(0.06	)		(0.02	)		(0.01	)		—		—			(0.01	)		9.26		(0.34	)(6)		10		1.08	(7)		1.08	(7)		16.12	(7)		140
R5(8)		9.29		0.04			(0.06	)		(0.02	)		(0.01	)		—		—			(0.01	)		9.26		(0.23	)(6)		10		0.80	(7)		0.80	(7)		17.59	(7)		140
Y(8)		9.29		0.04			(0.06	)		(0.02	)		(0.01	)		—		—			(0.01	)		9.26		(0.23	)(6)		10		0.69	(7)		0.69	(7)		16.49	(7)		140
SDR		9.12		0.11			0.10			0.21			(0.16	)		—		—			(0.16	)		9.17		2.33			70,334		1.01			0.62			1.19			140
For the Year Ended October 31, 2015
A	$	10.16	$	0.03		$	(0.57	)	$	(0.54	)	$	(0.54	)	$	—	$	—		$	(0.54	)	$	9.08		(5.51	)%	$	471		1.40	%		1.04	%		0.35	%		73	%
I		10.16		0.07			(0.58	)		(0.51	)		(0.55	)		—		—			(0.55	)		9.10		(5.20	)		13,362		1.21			0.79			0.78			73
SDR(12)		9.43		0.08			(0.39	)		(0.31	)		—			—		—			—			9.12		(3.29	)(6)		96,582		0.87	(7)		0.64	(7)		1.03	(7)		73
For the Period Ended October 31, 2014
A(13)	$	10.00	$	0.01		$	0.15		$	0.16		$	—		$	—	$	—		$	—		$	10.16		1.64	%(6)	$	1,483		2.19	%(7)		1.04	%(7)		0.19	%(7)		20	%
I(13)		10.00		0.02			0.15			0.17			(0.01	)		—		—			(0.01	)		10.16		1.68	(6)		28,444		1.94	(7)		0.79	(7)		0.49	(7)		20
Hartford Schroders International Multi-Cap Value Fund(4)
For the Year Ended October 31, 2017
A	$	8.61	$	0.20		$	1.53		$	1.73		$	(0.16	)	$	—	$	—		$	(0.16	)	$	10.18		20.26	%	$	58,977		1.20	%		1.12	%		2.08	%		63	%
C		8.60		0.15			1.50			1.65			(0.13	)		—		—			(0.13	)		10.12		19.31			15,580		1.93			1.85			1.51			63
I		8.60		0.24			1.52			1.76			(0.19	)		—		—			(0.19	)		10.17		20.47			706,652		0.91			0.82			2.48			63
R3		8.60		0.20			1.49			1.69			(0.14	)		—		—			(0.14	)		10.15		19.82			105		1.58			1.42			2.03			63
R4		8.60		0.18			1.54			1.72			(0.16	)		—		—			(0.16	)		10.16		20.23			809		1.24			1.15			1.83			63
R5		8.60		0.23			1.52			1.75			(0.18	)		—		—			(0.18	)		10.17		20.57			14,212		0.93			0.85			2.32			63
Y		8.60		0.21			1.56			1.77			(0.20	)		—		—			(0.20	)		10.17		20.80			4,440		0.84			0.76			2.30			63
F(5)		9.13		0.17			1.02			1.19			(0.14	)		—		—			(0.14	)		10.18		13.07	(6)		110,585		0.83	(7)		0.75	(7)		2.60	(7)		63
SDR		8.60		0.23			1.53			1.76			(0.19	)		—		—			(0.19	)		10.17		20.70			448,891		0.83			0.75			2.43			63
For the Year Ended October 31, 2016
A	$	8.48	$	0.15		$	0.17	(10)	$	0.32		$	(0.19	)	$	—	$	—		$	(0.19	)	$	8.61		3.88	%	$	27,751		1.47	%		1.14	%		1.80	%		94	%
C(8)		8.62		—			(0.02	)		(0.02	)		—			—		—			—			8.60		(0.23	)(6)		10		1.80	(7)		1.80	(7)		(1.10	)(7)		94
I		8.47		0.18			0.16	(10)		0.34			(0.21	)		—		—			(0.21	)		8.60		4.27			183,321		1.22			0.89			2.15			94
R3(8)		8.62		—			(0.02	)		(0.02	)		—			—		—			—			8.60		(0.23	)(6)		10		1.48	(7)		1.48	(7)		(0.73	)(7)		94
R4(8)		8.62		—			(0.02	)		(0.02	)		—			—		—			—			8.60		(0.23	)(6)		10		1.19	(7)		1.19	(7)		(0.37	)(7)		94
R5(8)		8.62		—			(0.02	)		(0.02	)		—			—		—			—			8.60		(0.23	)(6)		10		0.91	(7)		0.91	(7)		0.73	(7)		94
Y(8)		8.62		—			(0.02	)		(0.02	)		—			—		—			—			8.60		(0.23	)(6)		10		0.80	(7)		0.80	(7)		—	(7)		94
SDR		8.46		0.20			0.16	(10)		0.36			(0.22	)		—		—			(0.22	)		8.60		4.44			221,643		1.06			0.75			2.37			94

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

122

Hartford Schroders Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																											— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distri- butions from Capital Gains			Returns of Capital		Total Dividends and Distri- butions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
Hartford Schroders International Multi-Cap Value Fund(4) - (continued)
For the Year Ended October 31, 2015
A	$	9.46	$	0.20		$	(0.68	)(10)	$	(0.48	)	$	(0.24	)	$	(0.26	)	$	—	$	(0.50	)	$	8.48		(5.27	)%	$	19,330		1.48	%		1.17	%		2.21	%		90	%
I		9.46		0.22			(0.69	)(10)		(0.47	)		(0.26	)		(0.26	)		—		(0.52	)		8.47		(5.12	)		218,467		1.22			0.91			2.45			90
SDR(9)		8.79		0.24			(0.38	)		(0.14	)		(0.19	)		—			—		(0.19	)		8.46		(1.62	)(6)		75,256		1.08	(7)		0.76	(7)		3.18	(7)		90
For the Year Ended October 31, 2014
A	$	10.22	$	0.26		$	(0.20	)(10)	$	0.06		$	(0.32	)	$	(0.50	)	$	—	$	(0.82	)	$	9.46		0.67	%	$	24,498		1.51	%		1.30	%		2.66	%		66	%
I		10.21		0.28			(0.17	)(10)		0.11			(0.36	)		(0.50	)		—		(0.86	)		9.46		1.15			213,991		1.14			0.95			2.86			66
For the Year Ended October 31, 2013
A	$	8.58	$	0.22		$	1.75	(14)	$	1.97		$	(0.33	)	$	—		$	—	$	(0.33	)	$	10.22		23.58	%	$	38,501		1.78	%		1.30	%		2.32	%		79	%
I		8.59		0.24			1.75	(10)		1.99			(0.37	)		—			—		(0.37	)		10.21		23.84			105,501		1.43			0.95			2.58			79
Hartford Schroders International Stock Fund(4)
For the Year Ended October 31, 2017
A	$	11.02	$	0.12		$	2.64		$	2.76		$	(0.16	)	$	—		$	—	$	(0.16	)	$	13.62		25.41	%	$	5,930		1.32	%		1.20	%		0.98	%		53	%
C		10.69		(0.02	)		2.60			2.58			(0.16	)		—			—		(0.16	)		13.11		24.60			321		2.01			1.94			(0.13	)		53
I		10.69		0.14			2.55			2.69			(0.18	)		—			—		(0.18	)		13.20		25.69			116,660		1.02			0.95			1.24			53
R3		10.69		0.12			2.55			2.67			(0.17	)		—			—		(0.17	)		13.19		25.45			13		1.62			1.18			1.04			53
R4		10.69		0.13			2.56			2.69			(0.18	)		—			—		(0.18	)		13.20		25.61			13		1.34			1.08			1.15			53
R5		10.69		0.16			2.55			2.71			(0.18	)		—			—		(0.18	)		13.22		25.88			13		1.02			0.90			1.34			53
Y		10.69		0.13			2.59			2.72			(0.18	)		—			—		(0.18	)		13.23		25.99			115		0.88			0.79			1.04			53
F(5)		10.87		0.04			2.31			2.35			—			—			—		—			13.22		21.62	(6)		844		0.85	(7)		0.80	(7)		0.52	(7)		53
SDR		10.70		0.17			2.55			2.72			(0.19	)		—			—		(0.19	)		13.23		25.88			77,051		0.86			0.80			1.45			53
For the Year Ended October 31, 2016
A	$	11.35	$	0.12		$	(0.35	)(10)	$	(0.23	)	$	(0.10	)	$	—		$	—	$	(0.10	)	$	11.02		(2.01	)%	$	3,217		1.45	%		1.18	%		1.11	%		53	%
C(8)		10.64		(0.01	)		0.06			0.05			—			—			—		—			10.69		0.47	(6)		10		1.77	(7)		1.77	(7)		(1.77	)(7)		53
I		11.01		0.14			(0.33	)(10)		(0.19	)		(0.13	)		—			—		(0.13	)		10.69		(1.70	)		82,726		1.20			0.92			1.33			53
R3(8)		10.64		—			0.05			0.05			—			—			—		—			10.69		0.47	(6)		10		1.47	(7)		1.47	(7)		(1.47	)(7)		53
R4(8)		10.64		—			0.05			0.05			—			—			—		—			10.69		0.47	(6)		10		1.17	(7)		1.17	(7)		(1.17	)(7)		53
R5(8)		10.64		—			0.05			0.05			—			—			—		—			10.69		0.47	(6)		10		0.89	(7)		0.89	(7)		(0.87	)(7)		53
Y(8)		10.64		—			0.05			0.05			—			—			—		—			10.69		0.47	(6)		10		0.78	(7)		0.78	(7)		(0.78	)(7)		53
SDR		11.02		0.16			(0.33	)(10)		(0.17	)		(0.15	)		—			—		(0.15	)		10.70		(1.54	)		64,263		1.07			0.79			1.54			53
For the Year Ended October 31, 2015
A	$	11.93	$	0.05		$	(0.18	)	$	(0.13	)	$	—		$	(0.45	)	$	—	$	(0.45	)	$	11.35		(1.08	)%	$	3,921		1.38	%		1.17	%		0.46	%		45	%
I		11.86		0.12			(0.23	)(10)		(0.11	)		(0.29	)		(0.45	)		—		(0.74	)		11.01		(0.89	)		104,237		1.19			0.95			1.02			45
SDR(9)		10.88		0.17			(0.03	)		0.14			—			—			—		—			11.02		1.29	(6)		54,747		1.09	(7)		0.81	(7)		1.78	(7)		45
For the Year Ended October 31, 2014
A	$	12.11	$	0.26		$	(0.22	)(10)	$	0.04		$	(0.12	)	$	(0.10	)	$	—	$	(0.22	)	$	11.93		0.30	%	$	84,474		1.31	%		1.23	%		2.17	%		54	%
I		12.04		0.29			(0.23	)(10)		0.06			(0.14	)		(0.10	)		—		(0.24	)		11.86		0.54			98,855		1.03			0.95			2.39			54
For the Year Ended October 31, 2013
A	$	9.93	$	0.17		$	2.09	(10)	$	2.26		$	(0.08	)	$	—		$	—	$	(0.08	)	$	12.11		22.91	%	$	101,113		1.33	%		1.23	%		1.50	%		47	%
I		9.87		0.14			2.14	(10)		2.28			(0.11	)		—			—		(0.11	)		12.04		23.27			97,227		1.10			0.95			1.28			47

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

123

Hartford Schroders Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																											— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distri- butions from Capital Gains			Returns of Capital		Total Dividends and Distri- butions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
Hartford Schroders Tax-Aware Bond Fund(4)
For the Year Ended October 31, 2017
A	$	11.19	$	0.20		$	(0.07	)	$	0.13		$	(0.20	)	$	(0.04	)	$	—	$	(0.24	)	$	11.08		1.20	%	$	22,948		0.86	%		0.71	%		1.83	%		72	%
C		11.20		0.11			(0.07	)		0.04			(0.13	)		(0.04	)		—		(0.17	)		11.07		0.40			4,712		1.58			1.50			0.96			72
I		11.21		0.23			(0.07	)		0.16			(0.23	)		(0.04	)		—		(0.27	)		11.10		1.45			147,851		0.58			0.46			2.10			72
Y		11.20		0.23			(0.07	)		0.16			(0.22	)		(0.04	)		—		(0.26	)		11.10		1.53			10		0.54			0.46			2.08			72
F(5)		10.93		0.14			0.17			0.31			(0.14	)		—			—		(0.14	)		11.10		2.85	(6)		2,377		0.53	(7)		0.46	(7)		1.96	(7)		72
SDR		11.20		0.23			(0.07	)		0.16			(0.23	)		(0.04	)		—		(0.27	)		11.09		1.46			70,615		0.54			0.46			2.12			72
For the Year Ended October 31, 2016
A	$	10.84	$	0.25		$	0.35		$	0.60		$	(0.25	)	$	—		$	—	$	(0.25	)	$	11.19		5.61	%	$	8,648		0.90	%		0.70	%		2.22	%		42	%
C(8)		11.23		—			(0.01	)		(0.01	)		(0.02	)		—			—		(0.02	)		11.20		(0.10	)(6)		10		1.46	(7)		1.45	(7)		1.47	(7)		42
I		10.84		0.28			0.37			0.65			(0.28	)		—			—		(0.28	)		11.21		6.02			82,088		0.66			0.45			2.55			42
Y(8)		11.23		0.01			(0.02	)		(0.01	)		(0.02	)		—			—		(0.02	)		11.20		(0.08	)(6)		10		0.46	(7)		0.45	(7)		2.56	(7)		42
SDR(8)		11.23		0.01			(0.02	)		(0.01	)		(0.02	)		—			—		(0.02	)		11.20		(0.08	)(6)		66,275		0.47	(7)		0.46	(7)		4.71	(7)		42
For the Year Ended October 31, 2015
A(9)	$	10.93	$	0.25		$	(0.10	)	$	0.15		$	(0.24	)	$	—		$	—	$	(0.24	)	$	10.84		1.42	%(6)	$	1,039		1.01	%(7)		0.71	%(7)		2.77	%(7)		36	%
I		11.09		0.32			(0.10	)		0.22			(0.32	)		(0.15	)		—		(0.47	)		10.84		2.00			105,036		0.70			0.46			2.93			36
For the Year Ended October 31, 2014
I		10.20		0.36			1.01			1.37			(0.36	)		(0.12	)		—		(0.48	)		11.09		13.85			96,342		0.68			0.46			3.45			27
For the Period Ended October 31, 2013
I(15)		10.03		0.10			0.17			0.27			(0.10	)		—			—		(0.10	)		10.20		2.69	(6)		95,457		0.73	(7)		0.46	(7)		3.86	(7)		8
For the Year Ended July 31, 2013
I	$	10.93	$	0.37		$	(0.90	)	$	(0.53	)	$	(0.36	)	$	(0.01	)	$	—	$	(0.37	)	$	10.03		(5.05	)%	$	100,671		0.67	%		0.46	%		3.39	%		18	%
Hartford Schroders US Small Cap Opportunities Fund(4)
For the Year Ended October 31, 2017
A	$	23.78	$	(0.07	)	$	5.71		$	5.64		$	(0.07	)	$	(1.38	)	$	—	$	(1.45	)	$	27.97		24.43	%	$	17,379		1.41	%		1.35	%		(0.25	)%		69	%
C		24.66		(0.27	)		5.90			5.63			(0.09	)		(1.38	)		—		(1.47	)		28.82		23.50			4,426		2.14			2.08			(1.00	)		69
I		24.67		0.05			5.90			5.95			(0.10	)		(1.38	)		—		(1.48	)		29.14		24.85			124,651		1.05			1.00			0.20			69
R3		24.67		(0.07	)		5.91			5.84			(0.07	)		(1.38	)		—		(1.45	)		29.06		24.36			54		1.76			1.38			(0.27	)		69
R4		24.67		(0.01	)		5.88			5.87			(0.08	)		(1.38	)		—		(1.46	)		29.08		24.51			11		1.46			1.22			(0.03	)		69
R5		24.67		0.04			5.88			5.92			(0.10	)		(1.38	)		—		(1.48	)		29.11		24.72			20		1.25			1.05			0.13			69
Y		24.67		(0.05	)		6.00			5.95			(0.10	)		(1.38	)		—		(1.48	)		29.14		24.86			26,227		1.04			0.95			(0.17	)		69
F(5)		26.78		0.02			2.35			2.37			—			—			—		—			29.15		8.85	(6)		1,256		1.00	(7)		0.96	(7)		0.10	(7)		69
SDR		24.71		0.05			5.91			5.96			(0.10	)		(1.38	)		—		(1.48	)		29.19		24.86			32,525		1.00			0.95			0.17			69
For the Year Ended October 31, 2016
A	$	24.46	$	0.03		$	1.14	(10)	$	1.17		$	—		$	(1.85	)	$	—	$	(1.85	)	$	23.78		5.33	%	$	2,579		1.65	%		1.41	%		0.12	%		51	%
C(8)		24.96		(0.01	)		(0.29	)		(0.30	)		—			—			—		—			24.66		(1.20	)(6)		10		1.90	(7)		1.90	(7)		(1.70	)(7)		51
I		25.25		0.08			1.19	(10)		1.27			—			(1.85	)		—		(1.85	)		24.67		5.58			113,072		1.41			1.16			0.33			51
R3(8)		24.96		(0.01	)		(0.28	)		(0.29	)		—			—			—		—			24.67		(1.16	)(6)		10		1.59	(7)		1.59	(7)		(1.39	)(7)		51
R4(8)		24.96		—			(0.29	)		(0.29	)		—			—			—		—			24.67		(1.16	)(6)		10		1.31	(7)		1.31	(7)		(1.10	)(7)		51
R5(8)		24.96		—			(0.29	)		(0.29	)		—			—			—		—			24.67		(1.16	)(6)		10		1.02	(7)		1.02	(7)		(0.80	)(7)		51
Y(8)		24.96		—			(0.29	)		(0.29	)		—			—			—		—			24.67		(1.16	)(6)		10		0.91	(7)		0.91	(7)		(0.70	)(7)		51
SDR		25.25		0.12			1.19	(10)		1.31			—			(1.85	)		—		(1.85	)		24.71		5.74			6,806		1.26			1.02			0.50			51
For the Year Ended October 31, 2015
A	$	26.66	$	(0.11	)	$	0.93		$	0.82		$	—		$	(3.02	)	$	—	$	(3.02	)	$	24.46		3.50	%	$	937		1.66	%		1.58	%		(0.46	)%		49	%
I		27.36		(0.05	)		0.96	(10)		0.91			—			(3.02	)		—		(3.02	)		25.25		3.76			128,250		1.39			1.31			(0.18	)		49
SDR(16)		23.83		(0.02	)		1.44			1.42			—			—			—		—			25.25		5.96	(6)		21		1.90	(7)		1.05	(7)		(0.95	)(7)		49

The accompanying notes are an integral part of these financial statements.

124

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Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																											— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distri- butions from Capital Gains			Returns of Capital		Total Dividends and Distri- butions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
Hartford Schroders US Small Cap Opportunities Fund(4) - (continued)
For the Year Ended October 31, 2014
A	$	29.09	$	(0.13	)	$	2.34		$	2.21		$	—		$	(4.64	)	$	—	$	(4.64	)	$	26.66		9.17	%	$	856		1.59	%		1.59	%		(0.48	)%		66	%
I		29.65		(0.04	)		2.40	(10)		2.36			(0.01	)		(4.64	)		—		(4.65	)		27.36		9.57			138,855		1.24			1.24			(0.13	)		66
For the Year Ended October 31, 2013
A	$	23.84	$	(0.04	)	$	7.20		$	7.16		$	—		$	(1.91	)	$	—	$	(1.91	)	$	29.09		32.58	%	$	1,137		1.57	%		1.57	%		(0.16	)%		74	%
I		24.20		0.01			7.36	(10)		7.37			(0.01	)		(1.91	)		—		(1.92	)		29.65		33.03			143,507		1.26			1.26			0.04			74
Hartford Schroders US Small/Mid Cap Opportunities Fund(4)
For the Year Ended October 31, 2017
A	$	11.98	$	(0.02	)	$	2.22		$	2.20		$	(0.02	)	$	(0.19	)	$	—	$	(0.21	)	$	13.97		18.57	%	$	116,594		1.28	%		1.27	%		(0.12	)%		54	%
C		12.41		(0.13	)		2.31			2.18			(0.03	)		(0.19	)		—		(0.22	)		14.37		17.75			48,121		2.04			2.02			(0.94	)		54
I		12.42		0.02			2.30			2.32			(0.03	)		(0.19	)		—		(0.22	)		14.52		18.91			620,850		1.02			1.01			0.15			54
R3		12.41		(0.07	)		2.30			2.23			(0.02	)		(0.19	)		—		(0.21	)		14.43		18.28			425		1.64			1.60			(0.49	)		54
R4		12.42		(0.04	)		2.31			2.27			(0.02	)		(0.19	)		—		(0.21	)		14.48		18.52			274		1.39			1.30			(0.28	)		54
R5		12.42		0.02			2.29			2.31			(0.03	)		(0.19	)		—		(0.22	)		14.51		18.82			56		1.14			1.00			0.18			54
Y		12.42		0.02			2.31			2.33			(0.03	)		(0.19	)		—		(0.22	)		14.53		19.00			11,479		0.96			0.94			0.16			54
F(5)		13.63		0.01			0.89			0.90			—			—			—		—			14.53		6.60	(6)		8,436		0.91	(7)		0.90	(7)		0.14	(7)		54
SDR		12.44		0.03			2.31			2.34			(0.03	)		(0.19	)		—		(0.22	)		14.56		19.06			21,490		0.91			0.90			0.24			54
For the Year Ended October 31, 2016
A	$	12.36	$	0.02		$	0.89	(10)	$	0.91		$	—		$	(1.29	)	$	—	$	(1.29	)	$	11.98		8.40	%	$	32,399		1.67	%		1.26	%		0.15	%		72	%
C(8)		12.49		(0.01	)		(0.07	)		(0.08	)		—			—			—		—			12.41		(0.64	)(6)		10		1.86	(7)		1.86	(7)		(1.49	)(7)		72
I		12.74		0.05			0.92	(10)		0.97			—			(1.29	)		—		(1.29	)		12.42		8.68			177,197		1.44			1.01			0.45			72
R3(8)		12.49		—			(0.08	)		(0.08	)		—			—			—		—			12.41		(0.64	)(6)		10		1.54	(7)		1.54	(7)		(1.18	)(7)		72
R4(8)		12.49		—			(0.07	)		(0.07	)		—			—			—		—			12.42		(0.56	)(6)		10		1.25	(7)		1.25	(7)		(0.89	)(7)		72
R5(8)		12.49		—			(0.07	)		(0.07	)		—			—			—		—			12.42		(0.56	)(6)		10		0.97	(7)		0.97	(7)		(0.57	)(7)		72
Y(8)		12.49		—			(0.07	)		(0.07	)		—			—			—		—			12.42		(0.56	)(6)		10		0.86	(7)		0.86	(7)		(0.49	)(7)		72
SDR		12.76		0.06			0.92	(10)		0.98			(0.01	)		(1.29	)		—		(1.30	)		12.44		8.77			5,111		1.33			0.88			0.47			72
For the Year Ended October 31, 2015
A	$	13.56	$	(0.03	)	$	0.85	(10)	$	0.82		$	—		$	(2.02	)	$	—	$	(2.02	)	$	12.36		7.00	%	$	5,541		1.85	%		1.30	%		(0.21	)%		56	%
I		13.89		0.01			0.86	(10)		0.87			—			(2.02	)		—		(2.02	)		12.74		7.23			50,126		1.60			1.05			0.05			56
SDR(9)		12.36		—			0.40			0.40			—			—			—		—			12.76		3.24	(6)		1,935		1.51	(7)		0.90	(7)		0.03	(7)		56
For the Year Ended October 31, 2014
A	$	15.12	$	(0.03	)	$	1.57	(10)	$	1.54		$	—		$	(3.10	)	$	—	$	(3.10	)	$	13.56		12.65	%	$	5,756		1.63	%		1.30	%		(0.25	)%		62	%
I		15.39		—			1.61			1.61			(0.01	)		(3.10	)		—		(3.11	)		13.89		12.97			59,840		1.38			1.05			—			62
For the Year Ended October 31, 2013
A	$	12.15	$	(0.04	)	$	3.76		$	3.72		$	—		$	(0.75	)	$	—	$	(0.75	)	$	15.12		32.52	%	$	6,766		1.59	%		1.30	%		(0.27	)%		72	%
I		12.33		—			3.81	(10)		3.81			—			(0.75	)		—		(0.75	)		15.39		32.80			67,890		1.35			1.05			0.02			72

⁽¹⁾  Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.

⁽²⁾  Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.

⁽³⁾  Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).

⁽⁴⁾  Prior to October 24, 2016 this Fund operated under a different name. Effective before the opening of business on October 24, 2016, the Advisor, Investor, and R6 share classes were redesignated as Class A, I, and SDR, respectively.

⁽⁵⁾  Commenced operations on February 28, 2017.

The accompanying notes are an integral part of these financial statements.

125

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Financial Highlights – (continued)

⁽⁶⁾  Not annualized.

⁽⁷⁾  Annualized.

⁽⁸⁾  Commenced operations on October 24, 2016.

⁽⁹⁾  Commenced operations on December 30, 2014.

⁽¹⁰⁾  Includes redemption fees. Amount was less than $0.01 per share.

⁽¹¹⁾  Commenced operations on June 25, 2013.

⁽¹²⁾  Commenced operations on December 19, 2014.

⁽¹³⁾  Commenced operations on June 23, 2014.

⁽¹⁴⁾  Includes redemption fees of $0.01 per share.

⁽¹⁵⁾  For the period August 1, 2013 to October 31, 2013.

⁽¹⁶⁾  Commenced operations on September 28, 2015.

The accompanying notes are an integral part of these financial statements.

126

Hartford Schroders Funds

Notes to Financial Statements

October 31, 2017

1. Organization:

The Hartford Mutual Funds II, Inc. (the “Company”) is an open-end registered management investment company comprised of thirteen series, as of October 31, 2017. Financial statements of each series of the Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds II, Inc.:

Hartford Schroders Emerging Markets Debt and Currency Fund (the “Emerging Markets Debt and Currency Fund”)

Hartford Schroders Emerging Markets Equity Fund (the “Emerging Markets Equity Fund”)

Hartford Schroders Emerging Markets Multi-Sector Bond Fund (the “Emerging Markets Multi-Sector Bond Fund”)

Hartford Schroders Global Strategic Bond Fund (the “Global Strategic Bond Fund”)

Hartford Schroders International Multi-Cap Value Fund (the “International Multi-Cap Value Fund”)

Hartford Schroders International Stock Fund (the “International Stock Fund”)

Hartford Schroders Tax-Aware Bond Fund (the “Tax-Aware Bond Fund”)

Hartford Schroders US Small Cap Opportunities Fund (the “US Small Cap Opportunities Fund”)

Hartford Schroders US Small/Mid Cap Opportunities Fund (the “US Small/Mid Cap Opportunities Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. The Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund, except Emerging Markets Debt and Currency Fund, Emerging Markets Multi-Sector Bond Fund and Global Strategic Bond Fund, is a diversified open-end management investment company. Emerging Markets Debt and Currency Fund, Emerging Markets Multi-Sector Bond Fund and Global Strategic Bond Fund, are non-diversified open-end management investment companies. Each Fund applies specialized accounting and reporting standards under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.

Each Fund has registered for sale Class A, Class T, Class C, Class I, Class Y, Class F and Class SDR shares. As of October 31, 2017 Class T shares have not commenced operations. In addition, each Fund, except Emerging Markets Debt and Currency Fund and Tax-Aware Bond Fund, has registered for sale Class R3, Class R4 and Class R5 shares. Each Fund’s Class A shares are sold with a front-end sales charge of up to 5.50%, except Emerging Markets Debt and Currency Fund, Emerging Markets Multi-Sector Bond Fund, Global Strategic Bond Fund and Tax-Aware Bond Fund for which Class A shares are sold with front-end sales charge of up to 4.50%. Class T shares of each Fund have a front-end sales charge of up to 2.50%. Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Classes I, R3, R4, R5, Y, F and SDR shares are sold without a sales charge. All classes of shares have identical voting, redemption, dividend, liquidation and other rights and the same terms and conditions, with the exceptions that each class may have different expenses, which may affect performance.

2. Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

a) Determination of Net Asset Value – The per share net asset value (“NAV”) of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

b) Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company. Market prices are

127

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Company’s 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 interests), 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 Company’s Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term 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 options privately negotiated in the over-the-counter market (“OTC options”) and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the NYSE is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund as determined in accordance with its valuation procedures. 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 Company’s Board of Directors.

U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value

128

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

• Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange-traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange-traded funds, rights and warrants.

• Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange-traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

• Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Directors of the Company generally reviews and approves the “Procedures for Valuation of Portfolio Investments” at least once a year. These procedures define how investments are to be valued, including the formation and activities of a Valuation Committee. The Valuation Committee, which is chaired by the Company’s Treasurer, is responsible for determining in good faith the fair value of investments when the value cannot be obtained from primary pricing services or alternative sources or if the valuation of an investment as provided by the primary pricing service or alternative source is believed not to reflect the investment’s fair value as of the Valuation Date. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors of the Company. The Audit Committee receives quarterly written reports which include details of all fair-valued investments, including the reason for the fair valuation, and an indication, when possible, of the accuracy of the valuation by disclosing the next available reliable public price quotation or the disposition price of such investments (the “lookback” test). The Board of Directors of the Company then must consider for ratification all of the fair value determinations made during the previous quarter.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.

c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage related and other asset backed securities are included in interest income in the Statements of Operations, as applicable.

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d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund many also be subject to taxes withheld on foreign dividends or interest from securities in which the Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.

e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of Emerging Markets Debt and Currency Fund, Emerging Markets Equity Fund, International Stock Fund, US Small Cap Opportunities Fund and US Small/Mid Cap Opportunities Fund is to pay dividends from net investment income and realized gains, if any, at least once a year. The policy of Global Strategic Bond Fund and Tax-Aware Bond Fund is to pay dividends from net investment income, if any, monthly, and realized gains, if any, at least once a year. The policy of Emerging Markets Multi-Sector Bond Fund and International Multi-Cap Value Fund is to pay dividends from net investment income, if any, quarterly, and realized gains, if any, at least once a year.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

3. Securities and Other Investments:

a) Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may

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also purchase certain investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of October 31, 2017.

b) Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of October 31, 2017.

In connection with a Fund’s ability to purchase investments on a when-issued or forward commitment basis, the Fund may enter into to-be announced (“TBA”) commitments. TBA commitments are forward agreements for the purchase or sale of mortgage backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. These transactions are excluded from a Fund’s portfolio turnover. See each Fund’s Schedule of Investments, if applicable, for TBA commitments as of October 31, 2017.

c) Mortgage Related and Other Asset Backed Securities – A Fund may invest in mortgage related and other asset backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage backed securities, stripped mortgage backed securities, asset backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage related securities is guaranteed by the full faith and credit of the United States Government. Mortgage related and other asset backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund’s Schedule of Investments, if applicable, for mortgage related and other asset backed securities as of October 31, 2017.

d) Inflation Indexed Bonds – A Fund may invest in inflation indexed bonds. Inflation indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation indexed bond will be included as interest income on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund’s Schedule of Investments, if applicable, for inflation indexed bonds as of October 31, 2017.

4. Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund uses derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in

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the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

a) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

During the fiscal year ended October 31, 2017, Emerging Markets Debt and Currency Fund, Emerging Markets Multi-Sector Bond Fund, Global Strategic Bond Fund and International Multi-Cap Value Fund had engaged in Foreign Currency Contracts.

b) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund uses futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the fiscal year ended October 31, 2017, Emerging Markets Multi-Sector Bond Fund, Global Strategic Bond Fund, International Multi-Cap Value Fund, Tax-Aware Bond Fund, US Small Cap Opportunities Fund and US Small/Mid Cap Opportunities Fund had engaged in Futures Contracts.

c) Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either OTC options or executed in a registered exchange (“exchange-traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and, for written put options, a value equal to the exercise price. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swap, investment or currency transaction to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added

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to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.

During the year ended October 31, 2017, Global Strategic Bond Fund had engaged in Options Contracts.

d) Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified, future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.

Swaps are valued based on custom valuations furnished by an independent pricing service. Swaps for which prices are not available from an independent pricing service are valued in accordance with procedures established by the Company’s Board of Directors. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swap. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.

Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).

A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.

Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.

Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit

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risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.

During the year ended October 31, 2017, Emerging Markets Multi-Sector Bond Fund and Global Strategic Bond Fund had engaged in Credit Default Swaps.

Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.

If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.

During the year ended October 31, 2017, Global Strategic Bond Fund had engaged in Interest Rate Swaps.

e) Additional Derivative Instrument Information:

Emerging Markets Debt and Currency Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2017:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	581,677	$	—	$	—	$	—	$	—	$	581,677
Total	$	—	$	581,677	$	—	$	—	$	—	$	—	$	581,677
Liabilities:
Unrealized depreciation on foreign currency contracts	$	—	$	597,727	$	—	$	—	$	—	$	—	$	597,727
Total	$	—	$	597,727	$	—	$	—	$	—	$	—	$	597,727

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October 31, 2017

Emerging Markets Debt and Currency Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2017

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on foreign currency contracts	$	—	$	520,247	$	—	$	—	$	—	$	—	$	520,247
Total	$	—	$	520,247	$	—	$	—	$	—	$	—	$	520,247
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of foreign currency contracts	$	—	$	78,438	$	—	$	—	$	—	$	—	$	78,438
Total	$	—	$	78,438	$	—	$	—	$	—	$	—	$	78,438

For the year ended October 31, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Foreign Currency Contracts Purchased at Contract Amount	$	34,109,845
Foreign Currency Contracts Sold at Contract Amount	$	34,042,610

Emerging Markets Multi-Sector Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2017:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	213,566	$	—	$	—	$	—	$	—	$	213,566
Total	$	—	$	213,566	$	—	$	—	$	—	$	—	$	213,566
Liabilities:
Unrealized depreciation on foreign currency contracts	$	—	$	160,351	$	—	$	—	$	—	$	—	$	160,351
Total	$	—	$	160,351	$	—	$	—	$	—	$	—	$	160,351

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October 31, 2017

Emerging Markets Multi-Sector Bond Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2017

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts			Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	61,662	$	—	$	—		$	—	$	—	$	—	$	61,662
Net realized gain (loss) on swap contracts		—		—		58,304			—		—		—		58,304
Net realized gain (loss) on foreign currency contracts		—		130,943		—			—		—		—		130,943
Total	$	61,662	$	130,943	$	58,304		$	—	$	—	$	—	$	250,909
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of swap contracts	$	—	$	—	$	(612	)	$	—	$	—	$	—	$	(612	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—		15,905		—			—		—		—		15,905
Total	$	—	$	15,905	$	(612	)	$	—	$	—	$	—	$	15,293

For the year ended October 31, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long at Number of Contracts		12
Futures Contracts Short at Number of Contracts		(15	)
Swap Contracts at Notional Amount	$	3,270,000
Foreign Currency Contracts Purchased at Contract Amount	$	6,807,154
Foreign Currency Contracts Sold at Contract Amount	$	9,464,415

Global Strategic Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2017:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	384,219	$	442,734	$	—	$	—	$	—	$	—	$	826,953
Unrealized appreciation on futures contracts(1)		231,910		—		—		—		—		—		231,910
Unrealized appreciation on foreign currency contracts		—		1,152,955		—		—		—		—		1,152,955
Unrealized appreciation on swap contracts(2)		242,732		—		—		—		—		—		242,732
Total	$	858,861	$	1,595,689	$	—	$	—	$	—	$	—	$	2,454,550
Liabilities:
Unrealized depreciation on futures contracts(1)	$	85,908	$	—	$	—	$	—	$	—	$	—	$	85,908
Unrealized depreciation on foreign currency contracts		—		709,154		—		—		—		—		709,154
Written options, market value		—		161,932		—		—		—		—		161,932
Unrealized depreciation on swap contracts(2)		86,122		—		43,078		—		—		—		129,200
Total	$	172,030	$	871,086	$	43,078	$	—	$	—	$	—	$	1,086,194

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October 31, 2017

Global Strategic Bond Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2017

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts			Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	164,106		$	(383,467	)	$	—		$	—	$	—	$	—	$	(219,361	)
Net realized gain (loss) on futures contracts		153,381			—			—			—		—		—		153,381
Net realized gain (loss) on written options contracts		34,134			183,749			—			—		—		—		217,883
Net realized gain (loss) on swap contracts		(376,919	)		—			(522,850	)		—		—		—		(899,769	)
Net realized gain (loss) on foreign currency contracts		—			(323,019	)		—			—		—		—		(323,019	)
Total	$	(25,298	)	$	(522,737	)	$	(522,850	)	$	—	$	—	$	—	$	(1,070,885	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	46,871		$	96,816		$	—		$	—	$	—	$	—	$	143,687
Net change in unrealized appreciation (depreciation) of futures contracts		13,919			—			—			—		—		—		13,919
Net change in unrealized appreciation (depreciation) of written options contracts		18,888			(47,872	)		—			—		—		—		(28,984	)
Net change in unrealized appreciation (depreciation) of swap contracts		158,272			—			39,566			—		—		—		197,838
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			(228,978	)		—			—		—		—		(228,978	)
Total	$	237,950		$	(180,034	)	$	39,566		$	—	$	—	$	—	$	97,482

For the year ended October 31, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts at Number of Contracts		18,293,333
Futures Contracts Long at Number of Contracts		163
Futures Contracts Short at Number of Contracts		(350	)
Written Options Contracts at Number of Contracts		(10,100,833	)
Swap Contracts at Notional Amount	$	90,982,620
Foreign Currency Contracts Purchased at Contract Amount	$	83,214,374
Foreign Currency Contracts Sold at Contract Amount	$	97,836,980

International Multi-Cap Value Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2017:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on futures contracts(1)	$	—	$	—	$	—	$	182,616	$	—	$	—	$	182,616
Unrealized appreciation on foreign currency contracts		—		272,452		—		—		—		—		272,452
Total	$	—	$	272,452	$	—	$	182,616	$	—	$	—	$	455,068
Liabilities:
Unrealized depreciation on foreign currency contracts	$	—	$	133,442	$	—	$	—	$	—	$	—	$	133,442
Total	$	—	$	133,442	$	—	$	—	$	—	$	—	$	133,442

137

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2017

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts			Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	—	$	—		$	—	$	6,383,668	$	—	$	—	$	6,383,668
Net realized gain (loss) on foreign currency contracts		—		(669,317	)		—		—		—		—		(669,317	)
Total	$	—	$	(669,317	)	$	—	$	6,383,668	$	—	$	—	$	5,714,351
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	—	$	—		$	—	$	237,433	$	—	$	—	$	237,433
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—		475,043			—		—		—		—		475,043
Total	$	—	$	475,043		$	—	$	237,433	$	—	$	—	$	712,476

For the year ended October 31, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long at Number of Contracts		341
Foreign Currency Contracts Purchased at Contract Amount	$	2,783,434
Foreign Currency Contracts Sold at Contract Amount	$	14,383,722

Tax-Aware Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2017:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on futures contracts(1)	$	53,047	$	—	$	—	$	—	$	—	$	—	$	53,047
Total	$	53,047	$	—	$	—	$	—	$	—	$	—	$	53,047

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2017

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	351,481		$	—	$	—	$	—	$	—	$	—	$	351,481
Total	$	351,481		$	—	$	—	$	—	$	—	$	—	$	351,481
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	(45,897	)	$	—	$	—	$	—	$	—	$	—	$	(45,897	)
Total	$	(45,897	)	$	—	$	—	$	—	$	—	$	—	$	(45,897	)

138

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

For the year ended October 31, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Short at Number of Contracts		(51	)

⁽¹⁾  Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities.

⁽²⁾  Amount represents the cumulative appreciation (depreciation) on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation (depreciation) on OTC swap contracts, if applicable.

f) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of October 31, 2017:

Emerging Markets Debt and Currency Fund

Derivative Financial Instruments:	Assets		Liabilities
Foreign currency contracts	$	581,677	$	(597,727	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		581,677		(597,727	)
Derivatives not subject to a MNA		—		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	581,677	$	(597,727	)

Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Citibank NA	$	201,238	$	(171,095	)	$	—	$	—	$	30,143
JP Morgan Chase & Co.		288,520		(224,543	)		—		—		63,977
Morgan Stanley		62,293		(62,293	)		—		—		—
UBS AG		29,626		(29,626	)		—		—		—
Total	$	581,677	$	(487,557	)	$	—	$	—	$	94,120

139

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Notes to Financial Statements – (continued)

October 31, 2017

Emerging Markets Debt and Currency Fund – (continued)

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Banc of America Securities LLC	$	(2,937	)	$	—	$	—	$	—	$	(2,937	)
Citibank NA		(171,095	)		171,095		—		—		—
JP Morgan Chase & Co.		(224,543	)		224,543		—		—		—
Morgan Stanley		(81,204	)		62,293		—		—		(18,911	)
UBS AG		(117,948	)		29,626		—		—		(88,322	)
Total	$	(597,727	)	$	487,557	$	—	$	—	$	(110,170	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Emerging Markets Multi-Sector Bond Fund

Derivative Financial Instruments:	Assets		Liabilities
Foreign currency contracts	$	213,566	$	(160,351	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		213,566		(160,351	)
Derivatives not subject to a MNA		—		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	213,566	$	(160,351	)

Counterparty	Gross Amount of Assets			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Citibank NA	$	202,707		$	(113,949	)	$	—	$	—	$	88,758
Morgan Stanley		8,120			—			—		—		8,120
UBS AG		2,739			(2,739	)		—		—		—
Total	$	213,566		$	(116,688	)	$	—	$	—	$	96,878
Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Citibank NA	$	(113,949	)	$	113,949		$	—	$	—	$	—
UBS AG		(46,402	)		2,739			—		—		(43,663	)
Total	$	(160,351	)	$	116,688		$	—	$	—	$	(43,663	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

140

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

Global Strategic Bond Fund

Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	1,152,955		$	(709,154	)
Futures contracts		231,910			(85,908	)
Purchased options		567,126			(42,331	)
Swap contracts		242,732			(129,200	)
Written options		—			(161,932	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		2,194,723			(1,128,525	)
Derivatives not subject to a MNA		(468,186	)		99,647
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	1,726,537		$	(1,028,878	)

Counterparty	Gross Amount of Assets			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Barclays	$	481,999		$	(333,739	)	$	—	$	—	$	148,260
BNP Paribas Securities Services		113,391			(78,486	)		—		—		34,905
Citibank NA		201,947			(201,947	)		—		—		—
JP Morgan Chase & Co.		619,574			(169,946	)		—		—		449,628
Morgan Stanley		66,403			(61,876	)		—		—		4,527
State Street Global Markets LLC		164,324			(97,221	)		—		—		67,103
UBS AG		78,899			(66,643	)		—		—		12,256
Total	$	1,726,537		$	(1,009,858	)	$	—	$	—	$	716,679
Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Banc of America Securities LLC	$	(8,910	)	$	—		$	—	$	—	$	(8,910	)
Barclays		(333,739	)		333,739			—		—		—
BNP Paribas Securities Services		(78,486	)		78,486			—		—		—
Citibank NA		(212,057	)		201,947			—		—		(10,110	)
JP Morgan Chase & Co.		(169,946	)		169,946			—		—		—
Morgan Stanley		(61,876	)		61,876			—		—		—
State Street Global Markets LLC		(97,221	)		97,221			—		—		—
UBS AG		(66,643	)		66,643			—		—		—
Total	$	(1,028,878	)	$	1,009,858		$	—	$	—	$	(19,020	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

International Multi-Cap Value Fund

Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	272,452		$	(133,442	)
Futures contracts		182,616			—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		455,068			(133,442	)
Derivatives not subject to a MNA		(182,616	)		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	272,452		$	(133,442	)

141

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Notes to Financial Statements – (continued)

October 31, 2017

International Multi-Cap Value Fund – (continued)

Counterparty	Gross Amount of Assets			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Banc of America Securities LLC	$	32,999		$	—		$	—	$	—	$	32,999
Citibank NA		157,109			(133,442	)		—		—		23,667
Morgan Stanley		82,344			—			—		—		82,344
Total	$	272,452		$	(133,442	)	$	—	$	—	$	139,010
Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Citibank NA	$	(133,442	)	$	133,442		$	—	$	—	$	—

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Tax-Aware Bond Fund

Derivative Financial Instruments:	Assets			Liabilities
Futures contracts	$	53,047		$	—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		53,047			—
Derivatives not subject to a MNA		(53,047	)		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—		$	—

5. Principal Risks:

A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

142

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

6. Federal Income Taxes:

a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2017. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

b) Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to Passive Foreign Investment Companies (“PFICs”), Real Estate Investment Trusts (“REITs”), RICs, certain derivatives and partnerships. The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by each Fund.

c) Distributions and Components of Distributable Earnings – The tax character of distributions paid by each Fund for the years ended October 31, 2017 and October 31, 2016 are as follows (as adjusted for dividends payable, if applicable):

	For the Year Ended October 31, 2017								For the Year Ended October 31, 2016
Fund	Tax Exempt Income		Ordinary Income		Long-Term Capital Gains		Return of Capital		Tax Exempt Income		Ordinary Income		Long-Term Capital Gains
Emerging Markets Debt and Currency Fund	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Emerging Markets Equity Fund		—		14,574,845		—		—		—		11,496,936		—
Emerging Markets Multi-Sector Bond Fund		—		4,399,514		—		—		—		1,631,038		—
Global Strategic Bond Fund		—		2,117,370		—		261,217		—		1,111,236		—
International Multi-Cap Value Fund		—		16,605,178		—		—		—		7,432,505		—
International Stock Fund		—		2,580,971		—		—		—		2,011,590		—
Tax-Aware Bond Fund		2,751,137		1,284,451		555,997		—		2,217,115		1,142,456		—
US Small Cap Opportunities Fund		—		531,802		7,277,568		—		—		—		9,320,585
US Small/Mid Cap Opportunities Fund		—		1,586,897		3,133,454		—		—		16,733		5,978,227

143

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Notes to Financial Statements – (continued)

October 31, 2017

As of October 31, 2017, the components of distributable earnings (deficit) for each Fund on a tax basis are as follows:

Fund	Tax Exempt Income		Undistributed Ordinary Income		Undistributed Long-Term Capital Gain		Accumulated Capital and Other Losses(1)			Other Temporary Differences			Unrealized Appreciation (Depreciation) on Investments(2)		Total Accumulated Earnings (Deficit)
Emerging Markets Debt and Currency Fund	$	—	$	2,305,581	$	—	$	(1,711,053	)	$	(28,920	)	$	1,325,775	$	1,891,383
Emerging Markets Equity Fund		—		21,786,916		—		(243,758,656	)		(4,878	)		815,484,839		593,508,221
Emerging Markets Multi-Sector Bond Fund		—		1,140,253		1,034,146		(303,793	)		—			562,712		2,433,318
Global Strategic Bond Fund		—		—		—		(5,821,123	)		79,765			808,698		(4,932,660	)
International Multi-Cap Value Fund		—.		27,727,840		—		—			(9,909	)		81,941,454		109,659,385
International Stock Fund		—		2,322,076		—		(5,551,345	)		—			44,380,066		41,150,797
Tax-Aware Bond Fund		110,013		—		230,989		—			—			11,610,688		11,951,690
US Small Cap Opportunities Fund		—		3,362,641		13,127,034		—			—			42,375,548		58,865,223
US Small/Mid Cap Opportunities Fund		—		8,171,238		4,111,351		—			(3,954	)		80,123,326		92,401,961

⁽¹⁾  The Funds have capital loss carryforwards that are identified in the Capital Loss Carryforward note that follows.

⁽²⁾  Differences between book-basis and tax-basis unrealized appreciation (depreciation) may be attributable to the losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to PFICs, REITs, RICs, certain derivatives and partnerships.

d) Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at October 31, 2017 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below:

Fund	Tax Cost		Gross Unrealized Appreciation		Gross Unrealized Depreciation			Net Unrealized Appreciation
Emerging Markets Debt and Currency Fund	$	64,042,445	$	1,744,267	$	(397,221	)	$	1,347,046
Emerging Markets Equity Fund		1,944,992,168		836,761,634		(20,420,595	)		816,341,039
Emerging Markets Multi-Sector Bond Fund		75,687,045		1,759,272		(1,172,676	)		586,596
Global Strategic Bond Fund		57,528,068		1,381,440		(465,544	)		915,896
International Multi-Cap Value Fund		1,308,311,715		118,230,020		(36,231,993	)		81,998,027
International Stock Fund		155,819,133		44,899,727		(436,987	)		44,462,740
Tax-Aware Bond Fund		234,683,387		11,843,421		(232,733	)		11,610,688
US Small Cap Opportunities Fund		164,562,009		44,971,041		(2,595,493	)		42,375,548
US Small/Mid Cap Opportunities Fund		746,260,335		102,037,734		(21,914,408	)		80,123,326

e) Reclassification of Capital Accounts – The Funds may record reclassifications in their capital accounts. These reclassifications have no impact on the total net assets of the Funds. The reclassifications are a result of permanent differences between U.S. GAAP and tax accounting for such items as foreign currency, PFICs, expiration of capital loss carryforwards and utilization or write-off of net operating losses. Adjustments are made to reflect the impact these items have on current and future distributions to shareholders. Therefore, the source of the Funds’ distributions may be shown in the accompanying Statements of Changes in Net Assets as from undistributed net investment income, from accumulated net realized gains on investments or from capital depending on the type of book and tax differences that exist. For the year ended October 31, 2017, the Funds recorded reclassifications to increase (decrease) the accounts listed below:

Fund	Capital Stock and Paid-in-Capital			Undistributed Net Investment Income (Loss)			Accumulated Net Realized Gain (Loss)
Emerging Markets Debt and Currency Fund	$	(1	)	$	(10,935	)	$	10,936
Emerging Markets Equity Fund		1			666,890			(666,891	)
Emerging Markets Multi-Sector Bond Fund		—			374,242			(374,242	)
Global Strategic Bond Fund		(1,192,713	)		(1,019,439	)		2,212,152
International Multi-Cap Value Fund		—			513,548			(513,548	)
International Stock Fund		(3,224,428	)		(102,742	)		3,327,170
Tax-Aware Bond Fund		—			(39,317	)		39,317
US Small Cap Opportunities Fund		(1	)		143,438			(143,437	)
US Small/Mid Cap Opportunities Fund		(4	)		(38,379	)		38,383

144

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

f) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

At October 31, 2017 (tax year end), the capital loss carryforwards for U.S. federal income tax purposes were as follows:

Fund	Unlimited Short-Term Capital Loss Carryforward		Unlimited Long-Term Capital Loss Carryforward
Emerging Markets Debt and Currency	$	1,711,053	$	—
Emerging Markets Equity		175,928,167		67,830,489
Emerging Markets Multi-Sector Bond		274,465		29,328
Global Strategic Bond		3,807,536		2,013,584
International Stock		1,453,967		4,097,378

The International Multi-Cap Value Fund, Tax-Aware Bond Fund, US Small Cap Opportunities Fund and US Small/Mid Cap Opportunities Fund had no capital loss carryforwards for U.S. federal income tax purposes as of October 31, 2017.

During the fiscal year ended October 31, 2017, the Emerging Markets Equity Fund, Emerging Markets Multi-Sector Bond Fund, International Multi-Cap Value Fund and International Stock Fund utilized $2,479,512, $800,286, $16,207,318 and $1,306,713 of prior year capital loss carryforwards, respectively. During the fiscal year ended October 31, 2017, the International Stock Fund had expired prior year capital loss carryforwards of $3,224,422.

g) Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, Hartford Funds Management Company, LLC (“HFMC”) reviews each Fund’s tax positions for all open tax years. As of October 31, 2017, HFMC had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. Each Fund files U.S. tax returns. Although the statute of limitations for examining a Fund’s U.S. tax returns remains open for 3 years, no examination is currently in progress. HFMC is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months.

Under the current tax law, net investment losses realized after December 31 of a Fund’s fiscal year may be deferred and treated as occurring on the first business day of the following fiscal year for tax purposes. At October 31, 2017, none of the Funds elected to defer Late-Year Ordinary Losses.

7. Expenses:

a) Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager pursuant to an Investment Management Agreement with the Company. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Schroder Investment Management North America Inc. (“SIMNA”) under a sub-advisory agreement and SIMNA has contracted with Schroder Investment Management North America Limited (“SIMNA Ltd.”) under a sub-sub-advisory agreement with respect to certain Funds. SIMNA performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. SIMNA Ltd. also performs daily investment of the assets for each of Emerging Markets Debt and Currency Fund, Emerging Markets Equity Fund, International Stock Fund, International Multi-Cap Value Fund and Global Strategic Bond Fund. Each Fund pays a fee to HFMC, a portion of which may be used to compensate SIMNA.

145

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of October 31, 2017; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

Fund	Management Fee Rates
Emerging Markets Debt and Currency Fund	0.950% on first $1 billion and;
	0.900% on next $4 billion and;
	0.890% on next $5 billion and;
	0.885% over $10 billion
Emerging Markets Equity Fund	1.050% on first $1 billion and;
	1.000% on next $4 billion and;
	0.990% on next $5 billion and;
	0.985% over $10 billion
Emerging Markets Multi-Sector Bond Fund	0.700% on first $1 billion and;
	0.650% on next $4 billion and;
	0.640% on next $5 billion and;
	0.635% over $10 billion
Global Strategic Bond Fund	0.660% on first $1 billion and;
	0.580% on next $4 billion and;
	0.555% on next $5 billion and;
	0.545% over $10 billion
International Multi-Cap Value Fund	0.770% on first $1 billion and;
	0.720% on next $4 billion and;
	0.710% on next $5 billion and;
	0.705% over $10 billion
International Stock Fund	0.750% on first $1 billion and;
	0.700% on next $4 billion and;
	0.690% on next $5 billion and;
	0.685% over $10 billion
Tax-Aware Bond Fund	0.450% on first $1 billion and;
	0.430% on next $4 billion and;
	0.425% on next $5 billion and;
	0.420% over $10 billion
US Small Cap Opportunities Fund	0.900% on first $1 billion and;
	0.890% on next $4 billion and;
	0.880% on next $5 billion and;
	0.870% over $10 billion
US Small/Mid Cap Opportunities Fund	0.850% on first $1 billion and;
	0.800% on next $4 billion and;
	0.790% on next $5 billion and;
	0.785% over $10 billion

b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and the Company, on behalf of each Fund, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

Fund	Accounting Services Fee Rates
Emerging Markets Debt and Currency Fund	0.014% on first $3.5 billion;
	0.012% on next $3.5 billion; and
	0.010% over $7 billion

146

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

Fund	Accounting Services Fee Rates
Emerging Markets Equity Fund	0.018% on first $3.5 billion;
	0.014% on next $3.5 billion; and
	0.010% over $7 billion
Emerging Markets Multi Sector Bond Fund	0.018% on first $3.5 billion;
	0.014% on next $3.5 billion; and
	0.010% over $7 billion
Global Strategic Bond Fund	0.018% on first $3.5 billion;
	0.014% on next $3.5 billion; and
	0.010% over $7 billion
International Multi-Cap Value Fund	0.018% on first $3.5 billion;
	0.014% on next $3.5 billion; and
	0.010% over $7 billion
International Stock Fund	0.018% on first $3.5 billion;
	0.014% on next $3.5 billion; and
	0.010% over $7 billion
Tax-Aware Bond Fund	0.014% on first $3.5 billion;
	0.012% on next $3.5 billion; and
	0.010% over $7 billion
US Small Cap Opportunities Fund	0.014% on first $3.5 billion;
	0.012% on next $3.5 billion; and
	0.010% over $7 billion
US Small/Mid Cap Opportunities Fund	0.014% on first $3.5 billion; and
	0.012% on next $3.5 billion; and
	0.010% over $7 billion

HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

c) Operating Expenses – Allocable expenses incurred by the Company are allocated to each series within the Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of October 31, 2017, HFMC contractually limited the total operating expenses of each Fund, exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses, through October 24, 2018 as follows:

	Expense Limit as a Percentage of Average Daily Net Assets
Fund	Class A			Class C			Class I			Class R3			Class R4			Class R5			Class Y			Class F			Class SDR
Emerging Markets Debt and Currency Fund		1.40	%		2.15	%		1.15	%		NA			NA			NA			1.05	%		1.00	%		1.00	%
Emerging Markets Equity Fund		1.50	%		2.25	%		1.25	%		1.80	%		1.50	%		1.20	%		1.15	%		1.10	%		1.10	%
Emerging Markets Multi-Sector Bond Fund		1.15	%		1.90	%		0.90	%		1.45	%		1.15	%		0.85	%		0.80	%		0.75	%		0.75	%
Global Strategic Bond Fund		1.04	%		1.86	%		0.79	%		1.41	%		1.11	%		0.81	%		0.76	%		0.64	%		0.64	%
International Multi-Cap Value Fund		1.15	%		1.97	%		0.90	%		1.52	%		1.22	%		0.92	%		0.87	%		0.75	%		0.75	%
International Stock Fund		1.20	%		1.95	%		0.95	%		1.50	%		1.20	%		0.90	%		0.85	%		0.80	%		0.80	%
Tax-Aware Bond Fund		0.71	%		1.59	%		0.46	%		NA			NA			NA			0.54	%		0.46	%		0.46	%
US Small Cap Opportunities Fund		1.35	%		2.10	%		1.10	%		1.65	%		1.35	%		1.05	%		1.00	%		0.95	%		0.95	%
US Small/Mid Cap Opportunities Fund		1.30	%		2.05	%		1.05	%		1.60	%		1.30	%		1.00	%		0.95	%		0.90	%		0.90	%

d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the year ended October 31, 2017, these amounts, if any, are included in the Statements of Operations.

147

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

Fund	Class A			Class C			Class I			Class R3			Class R4			Class R5			Class Y			Class F			Class SDR
Emerging Markets Debt and Currency Fund		1.40	%		2.15	%		1.09	%		N/A			N/A			N/A			1.00	%		1.00	%		1.00	%
Emerging Markets Equity Fund		1.50	%		2.25	%		1.25	%		1.48	%		1.50	%		1.20	%		1.14	%		1.10	%		1.10	%
Emerging Markets Multi-Sector Bond Fund		1.03	%		1.90	%		0.82	%		1.19	%		1.02	%		0.85	%		0.79	%		0.75	%		0.75	%
Global Strategic Bond Fund		1.04	%		1.69	%		0.79	%		1.04	%		0.92	%		0.81	%		0.64	%		0.64	%		0.64	%
International Multi-Cap Value Fund		1.12	%		1.85	%		0.82	%		1.42	%		1.15	%		0.85	%		0.76	%		0.75	%		0.75	%
International Stock Fund		1.20	%		1.94	%		0.95	%		1.18	%		1.08	%		0.90	%		0.79	%		0.80	%		0.80	%
Tax-Aware Bond Fund		0.71	%		1.50	%		0.46	%		N/A			N/A			N/A			0.46	%		0.46	%		0.46	%
US Small Cap Opportunities Fund		1.35	%		2.08	%		1.00	%		1.38	%		1.22	%		1.05	%		0.95	%		0.96	%		0.95	%
US Small/Mid Cap Opportunities Fund		1.27	%		2.02	%		1.01	%		1.60	%		1.30	%		1.00	%		0.94	%		0.90	%		0.90	%

e) Sales Charges and Distribution and Service Plan for Class A, T, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the year ended October 31, 2017, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

Fund	Front-end Sales Charges		Contingent Deferred Sales Charges
Emerging Markets Debt and Currency Fund	$	890	$	—	**
Emerging Markets Equity Fund		97,072		783
Emerging Markets Multi-Sector Bond Fund		3,995		1
Global Strategic Bond Fund		297		—
International Multi-Cap Value Fund		266,134		—	*
International Stock Fund		33,840		31
Tax-Aware Bond Fund		54,854		305
US Small Cap Opportunities Fund		95,748		301
US Small/Mid Cap Opportunities Fund		1,046,924		—	*

* Total CDSC includes Underwriter Adjustment credits which may cause negative dollar amounts.

** Amount rounds to less than $1.

The Board of Directors of the Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for each of Class A, T, C, R3 and R4 shares. Under a Plan, Class A, Class T, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class T Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class T shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. As of October 31, 2017, Class T shares have not commenced operations. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the Company’s Board of Directors may determine.

148

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

f) Redemption Fees – Prior to October 24, 2016, certain Predecessor Funds (Schroder Emerging Market Equity Fund, Schroder International Alpha Fund, Schroder International Multi-Cap Value Fund, Schroder U.S. Opportunities Fund and Schroder U.S. Small and Mid Cap Opportunities Fund) generally imposed a 2.00% redemption fee on shares redeemed (including in connection with an exchange) two months or less from their date of purchase. These fees, which are not sales charges, were retained by the Predecessor Funds and not paid to Schroder Fund Advisors LLC (“SFA”), or any other entity. The redemption fees are included in the Statements of Changes in Net Assets under “Redemption fees,” and are included as part of “Paid-in-Capital” on the Statements of Assets and Liabilities. Subsequent to the reorganization, the Funds did not impose any redemption fees.

g) Other Related Party Transactions – Certain officers of the Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the year ended October 31, 2017, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

Fund	CCO Compensation Paid by Fund
Emerging Markets Debt and Currency Fund	$	172
Emerging Markets Equity Fund		4,765
Emerging Markets Multi-Sector Bond Fund		143
Global Strategic Bond Fund		136
International Multi-Cap Value Fund		1,775
International Stock Fund		366
Tax-Aware Bond Fund		432
US Small Cap Opportunities Fund		355
US Small/Mid Cap Opportunities Fund		1,190

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. During the fiscal year ended October 31, 2017, HASCO contractually agreed to reimburse any portion of the transfer agency fees over 0.30% of average daily net assets per fiscal year for each class. HASCO contractually agreed to reimburse all transfer agency fees for Class F shares until February 28, 2018. Any transfer agency fee reimbursement is determined before considering the contractual operating expense limitation. For providing such services during the fiscal year ended October 31, 2017, HASCO was compensated on a per account basis that varies by account type, except with respect to Class Y, for which it was compensated based on average daily net assets. Prior to May 1, 2017, Class Y shares were subject to a fee cap on transfer agency fees. Pursuant to a sub-transfer agency agreement between HASCO and Boston Financial Data Services, Inc. (“BFDS”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to BFDS. The costs and expenses of such delegation are borne by HASCO, not by the Funds. The accrued amount shown in the Statement of Operations reflects the amount charged by HASCO. These fees are accrued daily and paid monthly.

For the fiscal year ended October 31, 2017, the effective rate of compensation paid to HASCO for transfer agency services before waivers and/or reimbursements as a percentage of each Class’s average daily net assets is as follows:

Fund	Class A			Class C			Class I			Class R3			Class R4			Class R5			Class Y			Class F		Class SDR
Emerging Markets Debt and Currency Fund		0.18	%		0.30	%		0.09	%		—			—			—			—			—		0.00	%
Emerging Markets Equity Fund		0.21	%		0.15	%		0.25	%		0.06	%		0.02	%		0.06	%		0.04	%		—		0.00	%
Emerging Markets Multi-Sector Bond Fund		0.04	%		0.17	%		0.07	%		0.06	%		0.07	%		0.07	%		0.04	%		—		0.00	%
Global Strategic Bond Fund		0.17	%		0.07	%		0.18	%		0.07	%		0.07	%		0.07	%		—			—		0.00	%
International Multi-Cap Value Fund		0.13	%		0.10	%		0.07	%		0.05	%		0.01	%		0.00	%		0.01	%		—		0.00	%
International Stock Fund		0.21	%		0.15	%		0.16	%		0.06	%		0.06	%		0.06	%		0.02	%		—		0.00	%
Tax-Aware Bond Fund		0.07	%		0.04	%		0.05	%		—			—			—			—			—		0.00	%
US Small Cap Opportunities Fund		0.16	%		0.14	%		0.05	%		0.06	%		0.07	%		0.16	%		0.05	%		—		0.00	%
US Small/Mid Cap Opportunities Fund		0.12	%		0.13	%		0.11	%		0.03	%		0.08	%		0.12	%		0.05	%		—		0.00	%

149

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

For the fiscal year ended October 31, 2017, the effective rate of compensation paid to HASCO for transfer agency services after waivers and/or reimbursements as a percentage of each class’s average daily net assets is as follows:

Fund	Class A			Class C			Class I			Class R3			Class R4			Class R5			Class Y			Class F		Class SDR
Emerging Markets Debt and Currency Fund		0.18	%		0.30	%		0.09	%		—			—			—			—			—		0.00	%
Emerging Markets Equity Fund		0.21	%		0.15	%		0.25	%		0.06	%		0.02	%		0.06	%		0.04	%		—		0.00	%
Emerging Markets Multi-Sector Bond Fund		0.04	%		0.17	%		0.07	%		0.06	%		0.07	%		0.07	%		0.04	%		—		0.00	%
Global Strategic Bond Fund		0.17	%		0.07	%		0.18	%		0.07	%		0.07	%		0.07	%		—			—		0.00	%
International Multi-Cap Value Fund		0.13	%		0.10	%		0.07	%		0.05	%		0.01	%		0.00	%		0.01	%		—		0.00	%
International Stock Fund		0.21	%		0.15	%		0.16	%		0.06	%		0.06	%		0.06	%		0.02	%		—		0.00	%
Tax-Aware Bond Fund		0.07	%		0.04	%		0.05	%		—			—			—			—			—		0.00	%
US Small Cap Opportunities Fund		0.16	%		0.14	%		0.05	%		0.06	%		0.07	%		0.16	%		0.05	%		—		0.00	%
US Small/Mid Cap Opportunities Fund		0.12	%		0.13	%		0.11	%		0.03	%		0.08	%		0.12	%		0.05	%		—		0.00	%

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

8. Affiliate Holdings:

As of October 31, 2017, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

Fund	Class A		Class C			Class I		Class R3			Class R4			Class R5			Class Y			Class F			Class SDR
Emerging Markets Debt and Currency Fund		—		64	%		—		NA			NA			NA			100	%		100	%		—
Emerging Markets Equity Fund		—		—	%*		—		100	%		10	%		100	%		—	%*		—	%*		—
Emerging Markets Multi-Sector Bond Fund		—		15	%		—		30	%		100	%		100	%		9	%		100	%		—
Global Strategic Bond Fund		—		100	%		—		100	%		100	%		100	%		100	%		100	%		—
International Multi-Cap Value Fund		—		—	%*		—		11	%		1	%		—	%		—	%*		—	%*		—
International Stock Fund		—		4	%		—		100	%		100	%		100	%		11	%		2	%		—
Tax-Aware Bond Fund		—		—	%*		—		NA			NA			NA			100	%		—	%*		—	%*
US Small Cap Opportunities Fund		—		—	%*		—		20	%		100	%		53	%		—	%*		1	%		—
US Small/Mid Cap Opportunities Fund		—		—	%*		—		3	%		4	%		21	%		—	%*		—	%*		—

Percentage of Fund by Class:

Fund

Class A

Class C

Class I

Class R3

Class R4

Class R5

Class Y

Class F

Class SDR

Emerging Markets Debt and Currency Fund

—

—

%*

—

NA

NA

NA

—

%*

—

%*

—

Emerging Markets Equity Fund

—

—

%*

—

—

%*

—

%*

—

%*

—

%*

—

%*

—

Emerging Markets Multi-Sector Bond Fund

—

—

%*

—

—

%*

—

%*

—

%*

—

%*

—

%*

—

Global Strategic Bond Fund

—

—

%*

—

—

%*

—

%*

—

%*

—

%*

—

%*

—

International Multi-Cap Value Fund

—

—

%*

—

—

%*

—

%*

—

%*

—

%*

—

%*

—

International Stock Fund

—

—

%*

—

—

%*

—

%*

—

%*

—

%*

—

%*

—

Tax-Aware Bond Fund

—

—

%*

—

NA

NA

NA

—

%*

—

%*

—

%*

US Small Cap Opportunities Fund

—

—

%*

—

—

%*

—

%*

—

%*

—

%*

—

%*

—

US Small/Mid Cap Opportunities Fund

—

—

%*

—

—

%*

—

%*

—

%*

—

%*

—

%*

—

* Percentage rounds to zero.

As of October 31, 2017, affiliated funds of funds in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares from these affiliated funds of funds. Affiliated funds of funds owned shares in the Funds listed below as follows:

Funds	Percentage of Fund*
Emerging Markets Equity Fund		2	%
International Multi-Cap Value Fund		5	%

* As of October 31, 2017, the affiliated funds of funds were invested in Class F shares.

150

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

9. Affiliated Issuer Transactions:

A summary of affiliate fund transactions for the Emerging Markets Equity Fund and Global Strategic Bond Fund for the year ended October 31, 2017 follows:

Emerging Markets Equity Fund

Affiliated Issuer	Beginning Value as of October 31, 2016		Purchases at Cost		Proceeds from Sales		Net Realized Gain/(Loss) on Sales		Change in Unrealized Appreciation/ Depreciation			Ending Value as of October 31, 2017		Shares as of October 31, 2017		Dividend Income		Capital Gain Distributions
Schroder Emerging Markets Small Cap Fund, Class R6	$	15,759,459	$	2,182,756	$	18,563,470	$	3,064,691	$	(2,443,436	)	$	—		—	$	128,224	$	551,226

Global Strategic Bond Fund

Affiliated Issuer	Beginning Value as of October 31, 2016		Purchases at Cost		Proceeds from Sales		Net Realized Gain/(Loss) on Sales		Change in Unrealized Appreciation/ Depreciation			Ending Value as of October 31, 2017		Par as of October 31, 2017		Interest Income		Capital Gain Distributions
Hartford Financial Services Group, Inc. (The)	$	22,630	$	3,992	$	—	$	—	$	(95	)	$	26,527	$	24,000	$	1,120	$	—

10. Investment Transactions:

For the year ended October 31, 2017, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

Fund	Cost of Purchases Excluding U.S. Government Obligations		Sales Proceeds Excluding U.S. Government Obligations
Emerging Markets Debt and Currency Fund	$	55,480,091	$	67,255,866
Emerging Markets Equity Fund		1,258,838,570		717,438,925
Emerging Markets Multi-Sector Bond Fund		144,574,386		131,364,724
Global Strategic Bond Fund		70,866,204		84,658,414
International Multi-Cap Value Fund		1,246,458,569		492,278,519
International Stock Fund		92,016,420		88,199,119
Tax-Aware Bond Fund		180,752,338		92,577,831
US Small Cap Opportunities Fund		149,582,836		104,636,357
US Small/Mid Cap Opportunities Fund		757,775,824		269,712,707
Fund	Cost of Purchases For U.S. Government Obligations		Sales Proceeds For U.S. Government Obligations
Emerging Markets Debt and Currency Fund	$	9,728,344	$	9,744,922
Emerging Markets Equity Fund		—		—
Emerging Markets Multi-Sector Bond Fund		—		—
Global Strategic Bond Fund		—		—
International Multi-Cap Value Fund		—		—
International Stock Fund		—		—
Tax-Aware Bond Fund		52,683,648		49,408,964
US Small Cap Opportunities Fund		—		—
US Small/Mid Cap Opportunities Fund		—		—

151

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

Fund	Total Cost of Purchases		Total Sales Proceeds
Emerging Markets Debt and Currency Fund	$	65,208,435	$	77,000,788
Emerging Markets Equity Fund		1,258,838,570		717,438,925
Emerging Markets Multi-Sector Bond Fund		144,574,386		131,364,724
Global Strategic Bond Fund		70,866,204		84,658,414
International Multi-Cap Value Fund		1,246,458,569		492,278,519
International Stock Fund		92,016,420		88,199,119
Tax-Aware Bond Fund		233,435,986		141,986,796
US Small Cap Opportunities Fund		149,582,836		104,636,357
US Small/Mid Cap Opportunities Fund		757,775,824		269,712,707

11. Capital Share Transactions:

The following information is for the year ended October 31, 2017, and the year ended October 31, 2016:

Emerging Markets Debt and Currency Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		75,499		$	784,901			212,257		$	2,105,028
Shares Redeemed		(131,558	)		(1,345,055	)		(415,226	)		(4,081,061	)
Net Increase (Decrease)		(56,059	)		(560,154	)		(202,969	)		(1,976,033	)
Class C(1)
Shares Sold		772		$	8,097			976		$	10,000
Shares Redeemed		(222	)		(2,330	)		—			—
Net Increase (Decrease)		550			5,767			976			10,000
Class I
Shares Sold		2,012,673		$	20,667,153			3,226,848		$	31,511,350
Shares Issued for Reinvested Dividends		—			—			—			2
Shares Redeemed		(4,000,006	)		(41,762,301	)		(6,561,452	)		(62,026,093	)
Net Increase (Decrease)		(1,987,333	)		(21,095,148	)		(3,334,604	)		(30,514,741	)
Class Y(1)
Shares Sold		—		$	—			976		$	10,000
Net Increase (Decrease)		—			—			976			10,000
Class F(2)
Shares Sold		1,956		$	20,313			—		$	—
Shares Redeemed		(978	)		(10,391	)		—			—
Net Increase (Decrease)		978			9,922			—			—
Class SDR
Shares Sold		28,721		$	297,199			791,753		$	7,863,436
Shares Redeemed		(81,338	)		(838,762	)		(13,673	)		(134,426	)
Net Increase (Decrease)		(52,617	)		(541,563	)		778,080			7,729,010
Total Net Increase (Decrease)		(2,094,481	)	$	(22,181,176	)		(2,757,541	)	$	(24,741,764	)

⁽¹⁾  Inception date of class was October 24, 2016.

⁽²⁾  Inception date of class was February 28, 2017.

152

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

Emerging Markets Equity Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		1,322,665		$	18,053,422			768,042		$	8,388,557
Shares Issued for Reinvested Dividends		22,460			265,033			19,654			214,035
Shares Redeemed		(1,163,853	)		(15,869,760	)		(1,254,141	)		(14,152,205	)
Redemption fees		—			—			—			2,047
Net Increase (Decrease)		181,272			2,448,695			(466,445	)		(5,547,566	)
Class C(1)
Shares Sold		242,120		$	3,453,577			789		$	10,000
Shares Issued for Reinvested Dividends		158			1,862			—			—
Shares Redeemed		(15,549	)		(231,870	)		—			—
Net Increase (Decrease)		226,729			3,223,569			789			10,000
Class I
Shares Sold		78,005,000		$	1,043,162,795			42,350,060		$	479,876,677
Shares Issued for Reinvested Dividends		423,698			4,986,920			478,171			5,195,500
Shares Redeemed		(45,571,924	)		(629,684,375	)		(37,664,553	)		(415,977,908	)
Redemption fees		—			—			—			11,317
Net Increase (Decrease)		32,856,774			418,465,340			5,163,678			69,105,586
Class R3(1)
Shares Sold		—		$	—			789		$	10,000
Shares Issued for Reinvested Dividends		7			78			—			—
Net Increase (Decrease)		7			78			789			10,000
Class R4(1)
Shares Sold		7,576		$	100,000			789		$	10,000
Shares Issued for Reinvested Dividends		7			84			—			—
Net Increase (Decrease)		7,583			100,084			789			10,000
Class R5(1)
Shares Sold		—		$	—			789		$	10,000
Shares Issued for Reinvested Dividends		7			89			—			—
Net Increase (Decrease)		7			89			789			10,000
Class Y(1)
Shares Sold		8,298,496		$	117,821,460			789		$	10,000
Shares Issued for Reinvested Dividends		8			91			—			—
Shares Redeemed		(2,285,099	)		(31,185,723	)		—			—
Net Increase (Decrease)		6,013,405			86,635,828			789			10,000
Class F(2)
Shares Sold		3,452,646		$	50,114,175			—		$	—
Shares Redeemed		(837,090	)		(13,027,004	)		—			—
Net Increase (Decrease)		2,615,556			37,087,171			—			—

153

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

Emerging Markets Equity Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class SDR
Shares Sold		6,283,279		$	87,718,525			17,986,177		$	204,748,996
Shares Issued for Reinvested Dividends		390,179			4,596,313			336,787			3,657,503
Shares Redeemed		(7,597,655	)		(108,932,662	)		(4,136,105	)		(45,940,906	)
Redemption fees		—			—			—			163
Net Increase (Decrease)		(924,197	)		(16,617,824	)		14,186,859			162,465,756
Total Net Increase (Decrease)		40,977,136		$	531,343,030			18,888,037		$	226,073,776

⁽¹⁾  Inception date of class was October 24, 2016.

⁽²⁾  Inception date of class was February 28, 2017.

Emerging Markets Multi-Sector Bond Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		81,249		$	787,575			22,065		$	207,155
Shares Issued for Reinvested Dividends		6,811			65,928			2,062			19,049
Shares Redeemed		(14,920	)		(146,192	)		(30,800	)		(264,534	)
Net Increase (Decrease)		73,140			707,311			(6,673	)		(38,330	)
Class C(1)
Shares Sold		6,102		$	59,789			1,013		$	10,000
Shares Issued for Reinvested Dividends		193			1,889			—			—
Net Increase (Decrease)		6,295			61,678			1,013			10,000
Class I
Shares Sold		938,073		$	9,272,835			583,586		$	5,313,606
Shares Issued for Reinvested Dividends		59,168			571,169			22,534			210,458
Shares Redeemed		(391,380	)		(3,787,727	)		(326,189	)		(3,023,709	)
Net Increase (Decrease)		605,861			6,056,277			279,931			2,500,355
Class R3(1)
Shares Sold		2,497		$	25,000			1,013		$	10,000
Shares Issued for Reinvested Dividends		68			650			—			—
Net Increase (Decrease)		2,565			25,650			1,013			10,000
Class R4(1)
Shares Sold		—		$	—			1,013		$	10,000
Shares Issued for Reinvested Dividends		69			663			—			—
Net Increase (Decrease)		69			663			1,013			10,000
Class R5(1)
Shares Sold		—		$	—			1,013		$	10,000
Shares Issued for Reinvested Dividends		71			681			—			—
Net Increase (Decrease)		71			681			1,013			10,000

154

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

Emerging Markets Multi-Sector Bond Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class Y(1)
Shares Sold		10,970		$	107,280			1,013		$	10,000
Shares Issued for Reinvested Dividends		227			2,237			—			—
Net Increase (Decrease)		11,197			109,517			1,013			10,000
Class F(2)
Shares Sold		1,031		$	10,000			—		$	—
Shares Issued for Reinvested Dividends		45			447			—			—
Net Increase (Decrease)		1,076			10,447			—			—
Class SDR
Shares Sold		374,857		$	3,631,336			2,870,164		$	26,245,812
Shares Issued for Reinvested Dividends		218,026			2,102,109			67,045			639,606
Shares Redeemed		(109,824	)		(1,057,729	)		(49,501	)		(460,913	)
Net Increase (Decrease)		483,059			4,675,716			2,887,708			26,424,505
Total Net Increase (Decrease)		1,183,333		$	11,647,940			3,166,031		$	28,936,530

⁽¹⁾  Inception date of class was October 24, 2016.

⁽²⁾  Inception date of class was February 28, 2017.

Global Strategic Bond Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		25,807		$	234,929			1,111		$	10,000
Shares Issued for Reinvested Dividends		418			3,749			91			820
Shares Redeemed		(6,194	)		(56,413	)		(39,408	)		(356,540	)
Net Increase (Decrease)		20,031			182,265			(38,206	)		(345,720	)
Class C(1)
Shares Sold		—		$	—			1,076		$	10,000
Shares Issued for Reinvested Dividends		34			305			1			8
Net Increase (Decrease)		34			305			1,077			10,008
Class I
Shares Sold		2,148		$	19,815			19,939		$	181,559
Shares Issued for Reinvested Dividends		42			379			9			71
Shares Redeemed		(2,152	)		(19,802	)		(1,487,107	)		(13,524,417	)
Net Increase (Decrease)		38			392			(1,467,159	)		(13,342,787	)
Class R3(1)
Shares Sold		—		$	—			1,076		$	10,000
Shares Issued for Reinvested Dividends		36			318			1			8
Net Increase (Decrease)		36			318			1,077			10,008

155

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

Global Strategic Bond Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class R4(1)
Shares Sold		—		$	—			1,076		$	10,000
Shares Issued for Reinvested Dividends		37			326			1			9
Net Increase (Decrease)		37			326			1,077			10,009
Class R5(1)
Shares Sold		—		$	—			1,076		$	10,000
Shares Issued for Reinvested Dividends		38			337			1			9
Net Increase (Decrease)		38			337			1,077			10,009
Class Y(1)
Shares Sold		—		$	—			1,076		$	10,000
Shares Issued for Reinvested Dividends		38			338			1			9
Net Increase (Decrease)		38			338			1,077			10,009
Class F(2)
Shares Sold		1,109		$	10,000			—		$	—
Net Increase (Decrease)		1,109			10,000			—			—
Class SDR
Shares Sold		649,995		$	5,872,394			2,269,257		$	20,473,481
Shares Issued for Reinvested Dividends		265,739			2,372,835			123,358			1,110,292
Shares Redeemed		(1,988,577	)		(17,890,946	)		(5,314,713	)		(48,414,348	)
Net Increase (Decrease)		(1,072,843	)		(9,645,717	)		(2,922,098	)		(26,830,575	)
Total Net Increase (Decrease)		(1,051,482	)	$	(9,451,436	)		(4,422,078	)	$	(40,469,039	)

⁽¹⁾  Inception date of class was October 24, 2016.

⁽²⁾  Inception date of class was February 28, 2017.

International Multi-Cap Value Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		5,006,360		$	47,787,802			2,131,332		$	18,180,103
Shares Issued for Reinvested Dividends		58,196			555,127			42,522			349,053
Shares Redeemed		(2,493,299	)		(22,450,538	)		(1,231,375	)		(10,130,368	)
Redemption fees		—			—			—			1,037
Net Increase (Decrease)		2,571,257			25,892,391			942,479			8,399,825
Class C(1)
Shares Sold		1,566,183		$	14,945,146			1,160		$	10,000
Shares Issued for Reinvested Dividends		8,274			80,273			—			—
Shares Redeemed		(35,559	)		(346,450	)		—			—
Net Increase (Decrease)		1,538,898			14,678,969			1,160			10,000

156

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

International Multi-Cap Value Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class I
Shares Sold		56,099,805		$	531,162,068			9,983,461		$	80,943,393
Shares Issued for Reinvested Dividends		779,098			7,436,502			474,651			3,901,435
Shares Redeemed		(8,728,074	)		(81,936,087	)		(14,949,531	)		(121,583,362	)
Redemption fees		—			—			—			18,423
Net Increase (Decrease)		48,150,829			456,662,483			(4,491,419	)		(36,720,111	)
Class R3(1)
Shares Sold		9,104		$	85,851			1,160		$	10,000
Shares Issued for Reinvested Dividends		90			879			—			—
Shares Redeemed		(3	)		(33	)		—			—
Net Increase (Decrease)		9,191			86,697			1,160			10,000
Class R4(1)
Shares Sold		81,805		$	791,444			1,160		$	10,000
Shares Issued for Reinvested Dividends		365			3,637			—			—
Shares Redeemed		(3,701	)		(36,834	)		—			—
Net Increase (Decrease)		78,469			758,247			1,160			10,000
Class R5(1)
Shares Sold		1,596,480		$	15,642,962			1,160		$	10,000
Shares Issued for Reinvested Dividends		12,250			120,710			—			—
Shares Redeemed		(211,878	)		(2,099,404	)		—			—
Net Increase (Decrease)		1,396,852			13,664,268			1,160			10,000
Class Y(1)
Shares Sold		6,269,776		$	55,274,411			1,160		$	10,000
Shares Issued for Reinvested Dividends		46,525			412,453			—			—
Shares Redeemed		(5,880,906	)		(54,708,163	)		—			—
Net Increase (Decrease)		435,395			978,701			1,160			10,000
Class F(2)
Shares Sold		10,999,915		$	106,403,475			—		$	—
Shares Issued for Reinvested Dividends		77,847			766,645			—			—
Shares Redeemed		(213,503	)		(2,130,851	)		—			—
Net Increase (Decrease)		10,864,259			105,039,269			—			—
Class SDR
Shares Sold		36,330,966		$	351,597,083			26,531,901		$	229,379,086
Shares Issued for Reinvested Dividends		574,415			5,463,160			94,569			796,849
Shares Redeemed		(18,528,675	)		(179,891,184	)		(9,741,042	)		(86,665,421	)
Net Increase (Decrease)		18,376,706			177,169,059			16,885,428			143,510,514
Total Net Increase (Decrease)		83,421,856		$	794,930,084			13,342,288		$	115,240,228

⁽¹⁾  Inception date of class was October 24, 2016.

⁽²⁾  Inception date of class was February 28, 2017.

157

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

International Stock Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		271,603		$	3,317,319			78,717		$	859,173
Shares Issued for Reinvested Dividends		4,108			43,587			2,802			30,822
Shares Redeemed		(132,318	)		(1,596,607	)		(135,133	)		(1,473,137	)
Redemption fees		—			—			—			101
Net Increase (Decrease)		143,393			1,764,299			(53,614	)		(583,041	)
Class C(1)
Shares Sold		26,062		$	325,813			940		$	10,000
Shares Issued for Reinvested Dividends		15			154			—			—
Shares Redeemed		(2,530	)		(33,072	)		—			—
Net Increase (Decrease)		23,547			292,895			940			10,000
Class I
Shares Sold		2,931,137		$	35,108,647			3,477,142		$	36,596,358
Shares Issued for Reinvested Dividends		129,757			1,331,311			105,573			1,124,545
Shares Redeemed		(1,964,798	)		(22,865,136	)		(5,307,298	)		(56,371,669	)
Net Increase (Decrease)		1,096,096			13,574,822			(1,724,583	)		(18,650,766	)
Class R3(1)
Shares Sold		—		$	—			940		$	10,000
Shares Issued for Reinvested Dividends		16			161			—			—
Net Increase (Decrease)		16			161			940			10,000
Class R4(1)
Shares Sold		—		$	—			940		$	10,000
Shares Issued for Reinvested Dividends		16			167			—			—
Net Increase (Decrease)		16			167			940			10,000
Class R5(1)
Shares Sold		—		$	—			940		$	10,000
Shares Issued for Reinvested Dividends		17			173			—			—
Net Increase (Decrease)		17			173			940			10,000
Class Y(1)
Shares Sold		7,746		$	100,005			940		$	10,000
Shares Issued for Reinvested Dividends		17			174			—			—
Shares Redeemed		—			(2	)		—			—
Net Increase (Decrease)		7,763			100,177			940			10,000
Class F(2)
Shares Sold		64,083		$	824,230			—		$	—
Shares Redeemed		(237	)		(3,036	)		—			—
Net Increase (Decrease)		63,846			821,194			—			—

158

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

International Stock Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class SDR
Shares Sold		193,798		$	2,000,000			1,006,425		$	10,000,000
Shares Issued for Reinvested Dividends		112,245			1,152,755			35,366			376,292
Shares Redeemed		(488,599	)		(6,000,000	)		—			—
Net Increase (Decrease)		(182,556	)		(2,847,245	)		1,041,791			10,376,292
Total Net Increase (Decrease)		1,152,138		$	13,706,643			(731,706	)	$	(8,807,515	)

⁽¹⁾  Inception date of class was October 24, 2016.

⁽²⁾  Inception date of class was February 28, 2017.

Tax-Aware Bond Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		1,640,817		$	18,032,638			887,765		$	9,951,506
Shares Issued for Reinvested Dividends		26,673			292,742			8,447			94,775
Shares Redeemed		(369,821	)		(4,049,082	)		(219,375	)		(2,467,042	)
Net Increase (Decrease)		1,297,669			14,276,298			676,837			7,579,239
Class C(1)
Shares Sold		445,736		$	4,890,252			890		$	10,000
Shares Issued for Reinvested Dividends		1,896			20,872			2			17
Shares Redeemed		(22,980	)		(253,830	)		—			—
Net Increase (Decrease)		424,652			4,657,294			892			10,017
Class I
Shares Sold		9,939,266		$	109,186,794			5,891,129		$	65,656,201
Shares Issued for Reinvested Dividends		186,672			2,049,270			189,286			2,107,781
Shares Redeemed		(4,129,677	)		(45,414,871	)		(8,442,675	)		(94,632,761	)
Net Increase (Decrease)		5,996,261			65,821,193			(2,362,260	)		(26,868,779	)
Class Y(1)
Shares Sold		—		$	5			890		$	10,000
Shares Issued for Reinvested Dividends		22			239			2			16
Shares Redeemed		—			(2	)		—			—
Net Increase (Decrease)		22			242			892			10,016
Class F(2)
Shares Sold		221,689		$	2,462,031			—		$	—
Shares Issued for Reinvested Dividends		758			8,411			—			—
Shares Redeemed		(8,334	)		(92,611	)		—			—
Net Increase (Decrease)		214,113			2,377,831			—			—

159

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

Tax-Aware Bond Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares		Amount
Class SDR(1)
Shares Sold		695,025		$	7,670,150			5,911,674	$	66,359,513
Shares Issued for Reinvested Dividends		69,985			764,582			5,557		62,236
Shares Redeemed		(316,446	)		(3,475,000	)		—		—
Net Increase (Decrease)		448,564			4,959,732			5,917,231		66,421,749
Total Net Increase (Decrease)		8,381,281		$	92,092,590			4,233,592	$	47,152,242

⁽¹⁾  Commenced operations on October 24, 2016.

⁽²⁾  Inception date of class was February 28, 2017.

US Small Cap Opportunities Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		656,932		$	16,916,826			80,761		$	1,841,081
Shares Issued for Reinvested Dividends		7,985			199,834			3,094			68,810
Shares Redeemed		(151,971	)		(3,964,509	)		(13,724	)		(325,981	)
Redemption fees		—			—			—			12
Net Increase (Decrease)		512,946			13,152,151			70,131			1,583,922
Class C(1)
Shares Sold		163,985		$	4,413,456			401		$	10,000
Shares Issued for Reinvested Dividends		1,193			30,988			—			—
Shares Redeemed		(12,013	)		(326,875	)		—			—
Net Increase (Decrease)		153,165			4,117,569			401			10,000
Class I
Shares Sold		1,533,290		$	41,347,867			243,710		$	5,792,715
Shares Issued for Reinvested Dividends		266,542			6,936,016			389,981			8,977,595
Shares Redeemed		(2,104,288	)		(58,468,743	)		(1,130,443	)		(26,535,848	)
Redemption fees		—			—			—			524
Net Increase (Decrease)		(304,456	)		(10,184,860	)		(496,752	)		(11,765,014	)
Class R3(1)
Shares Sold		1,489		$	43,000			401		$	10,000
Shares Issued for Reinvested Dividends		22			580			—			—
Shares Redeemed		(52	)		(1,403	)		—			—
Net Increase (Decrease)		1,459			42,177			401			10,000
Class R4(1)
Shares Sold		—		$	—			401		$	10,000
Shares Issued for Reinvested Dividends		23			587			—			—
Shares Redeemed		(53	)		(1,409	)		—			—
Net Increase (Decrease)		(30	)		(822	)		401			10,000

160

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

US Small Cap Opportunities Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class R5(1)
Shares Sold		329		$	8,820			401		$	10,000
Shares Issued for Reinvested Dividends		31			816			—			—
Shares Redeemed		(58	)		(1,558	)		—			—
Net Increase (Decrease)		302			8,078			401			10,000
Class Y(1)
Shares Sold		937,722		$	27,007,868			401		$	10,000
Shares Issued for Reinvested Dividends		23			595			—			—
Shares Redeemed		(38,004	)		(1,081,198	)		—			—
Net Increase (Decrease)		899,741			25,927,265			401			10,000
Class F(2)
Shares Sold		44,161		$	1,227,347			—		$	—
Shares Redeemed		(1,074	)		(29,475	)		—			—
Net Increase (Decrease)		43,087			1,197,872			—			—
Class SDR
Shares Sold		852,967		$	24,113,997			283,850		$	6,582,652
Shares Issued for Reinvested Dividends		15,110			393,797			—			—
Shares Redeemed		(29,263	)		(803,224	)		(9,278	)		(228,474	)
Net Increase (Decrease)		838,814			23,704,570			274,572			6,354,178
Total Net Increase (Decrease)		2,145,028		$	57,964,000			(150,044	)	$	(3,776,914	)

⁽¹⁾  Inception date of class was October 24, 2016.

⁽²⁾  Inception date of class was February 28, 2017.

US Small/Mid Cap Opportunities Fund
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class A
Shares Sold		8,613,677		$	112,413,597			2,546,389		$	28,666,541
Shares Issued for Reinvested Dividends		59,695			753,598			53,817			585,529
Shares Redeemed		(3,032,467	)		(39,954,913	)		(343,566	)		(3,926,531	)
Redemption fees		—			—			—			2,101
Net Increase (Decrease)		5,640,905			73,212,282			2,256,640			25,327,640
Class C(1)
Shares Sold		3,498,056		$	47,478,438			801		$	10,000
Shares Issued for Reinvested Dividends		3,445			45,016			—			—
Shares Redeemed		(152,802	)		(2,102,637	)		—			—
Net Increase (Decrease)		3,348,699			45,420,817			801			10,000
Class I
Shares Sold		35,819,408		$	487,600,335			11,587,566		$	141,725,801
Shares Issued for Reinvested Dividends		250,430			3,280,448			456,801			5,140,034
Shares Redeemed		(7,579,069	)		(104,245,413	)		(1,712,689	)		(20,097,554	)
Redemption fees		—			—			—			29,383
Net Increase (Decrease)		28,490,769			386,635,370			10,331,678			126,797,664

161

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

US Small/Mid Cap Opportunities Fund – (continued)
	For the Year Ended October 31, 2017						For the Year Ended October 31, 2016
	Shares			Amount			Shares			Amount
Class R3(1)
Shares Sold		28,592		$	396,760			801		$	10,000
Shares Issued for Reinvested Dividends		38			493			—			—
Shares Redeemed		(1	)		(13	)		—			—
Net Increase (Decrease)		28,629			397,240			801			10,000
Class R4(1)
Shares Sold		18,083		$	255,632			801		$	10,000
Shares Issued for Reinvested Dividends		18			231			—			—
Shares Redeemed		—			(4	)		—			—
Net Increase (Decrease)		18,101			255,859			801			10,000
Class R5(1)
Shares Sold		4,153		$	57,126			801		$	10,000
Shares Issued for Reinvested Dividends		24			317			—			—
Shares Redeemed		(1,108	)		(15,244	)		—			—
Net Increase (Decrease)		3,069			42,199			801			10,000
Class Y(1)
Shares Sold		850,566		$	11,911,660			801		$	10,000
Shares Issued for Reinvested Dividends		14			181			—			—
Shares Redeemed		(61,162	)		(855,237	)		—			—
Net Increase (Decrease)		789,418			11,056,604			801			10,000
Class F(2)
Shares Sold		591,095		$	8,312,510			—		$	—
Shares Redeemed		(10,383	)		(148,835	)		—			—
Net Increase (Decrease)		580,712			8,163,675			—			—
Class SDR
Shares Sold		1,211,750		$	16,761,096			274,974		$	3,345,518
Shares Issued for Reinvested Dividends		7,302			95,790			17,770			200,086
Shares Redeemed		(153,589	)		(2,140,214	)		(33,513	)		(405,344	)
Redemption fees		—			—			—			241
Net Increase (Decrease)		1,065,463			14,716,672			259,231			3,140,501
Total Net Increase (Decrease)		39,965,765		$	539,900,718			12,851,554		$	155,315,805

⁽¹⁾  Inception date of class was October 24, 2016.

⁽²⁾  Inception date of class was February 28, 2017.

12. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $375 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the year ended October 31, 2017, none of the Funds had borrowings under this facility.

162

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

13. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings.

HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that, among other things, added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. A bench trial on the issue of liability was held in November 2016. On February 28, 2017, the court granted judgment for HIFSCO and HFMC as to all claims. On March 23, 2017, plaintiffs appealed to the United States Court of Appeals for the Third Circuit.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.

14. Indemnifications:

Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of the Funds, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

15. Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the year ended October 31, 2017, events and transactions subsequent to October 31, 2017, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. The following subsequent events requiring financial statement adjustment or disclosure have been identified.

Effective November 1, 2017, the Company, on behalf of each Fund, entered into an Amended and Restated Transfer Agency and Service Agreement (“Agreement”). Effective November 1, 2017, under the terms of the Agreement, each Fund pays HASCO a transfer agency fee payable monthly based on the costs of providing or overseeing transfer agency services provided to such Fund. Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to BFDS (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and BFDS (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the Company’s Board of Directors (“Board”); (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO

163

Hartford Schroders Funds

Notes to Financial Statements – (continued)

October 31, 2017

that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin. Effective November 1, 2017 through February 28, 2019, HASCO has also contractually agreed to waive and/or reimburse a portion of the transfer agency fee to the extent necessary to maintain the transfer agency fees as follows: 0.25% (Class A), 0.25% (Class T), 0.25% (Class C), 0.20% (Class I), 0.02% (Class R3), 0.02% (Class R4), 0.02% (Class R5), 0.06% (Class Y) and 0.004% (Class SDR). HASCO has also contractually agreed to reimburse all transfer agency fees for Class F shares until February 28, 2018, and thereafter, has agreed to waive and/or reimburse a portion of the transfer agency fee to the extent necessary to maintain the transfer agency fee at 0.004% of the average daily net assets for Class F shares through February 28, 2019. Each contractual arrangement, except the reimbursement of the entire transfer agency fee for Class F, will automatically renew for one-year terms thereafter unless HASCO provides written notice of termination prior to start of the next term or upon approval of the applicable Board.

164

Report of Independent Registered Public Accounting Firm

The Board of Directors and Shareholders of

The Hartford Mutual Funds II, Inc.

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of Hartford Schroders Emerging Markets Debt and Currency Fund, Hartford Schroders Emerging Markets Equity Fund, Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Hartford Schroders Global Strategic Bond Fund, Hartford Schroders International Multi-Cap Value Fund, Hartford Schroders International Stock Fund, Hartford Schroders Tax-Aware Bond Fund, Hartford Schroders US Small Cap Opportunities Fund and Hartford Schroders US Small/Mid Cap Opportunities Fund (collectively, the Funds) (nine of the series constituting The Hartford Mutual Funds II, Inc. (the Company)) as of October 31, 2017, and the related statements of operations for the year then ended and the statements of changes in net assets and the financial highlights for each of the two years then ended. These financial statements and financial highlights are the responsibility of the Company’s management. Our responsibility is to express an opinion on these financial statements and financial highlights based on our audits. The financial highlights of the Funds for the periods presented through October 31, 2015, were audited by other auditors whose report dated December 22, 2015, expressed an unqualified opinion on such financial highlights.

We conducted our audits in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements and financial highlights are free of material misstatement. We were not engaged to perform an audit of the Company’s internal control over financial reporting. Our audits included consideration of internal control over financial reporting as a basis for designing audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the Company’s internal control over financial reporting. Accordingly, we express no such opinion. An audit also includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements and financial highlights, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. Our procedures included confirmation of securities owned as of October 31, 2017, by correspondence with the custodian, brokers and others or by other appropriate auditing procedures where replies from brokers or others were not received. We believe that our audits provide a reasonable basis for our opinion.

In our opinion, the financial statements and financial highlights referred to above present fairly, in all material respects, the financial position of Hartford Schroders Emerging Markets Debt and Currency Fund, Hartford Schroders Emerging Markets Equity Fund, Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Hartford Schroders Global Strategic Bond Fund, Hartford Schroders International Multi-Cap Value Fund, Hartford Schroders International Stock Fund, Hartford Schroders Tax-Aware Bond Fund, Hartford Schroders US Small Cap Opportunities Fund, and Hartford Schroders US Small/Mid Cap Opportunities Fund (nine of the series constituting The Hartford Mutual Funds II, Inc.) at October 31, 2017, the results of their operations for the year ended, and the changes in their net assets and the financial highlights for each of the two years in the period then ended, in conformity with U.S. generally accepted accounting principles.

Philadelphia, Pennsylvania

December 29, 2017

165

Hartford Schroders Funds

Directors and Officers of the Company (Unaudited)

The Hartford Mutual Funds II, Inc. (the “Company”) is governed by a Board of Directors (the “Directors”). The following tables present certain information regarding the Directors and officers of the Company as of October 31, 2017. For more information regarding the Directors and officers, please refer to the Statement of Additional Information, which is available, without charge, upon request by calling 1-888-843-7824.

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
NON-INTERESTED DIRECTORS
HILARY E. ACKERMANN (1956)	Director	Since 2014	Ms. Ackermann served as Chief Risk Officer at Goldman Sachs Bank USA from October 2008 to November 2011. Ms. Ackermann has served as a Director of Dynegy, Inc. (an independent power company) from October 2012 to present and as a Director of Credit Suisse Holdings (USA), Inc. from January 2017 to present.	89	Ms. Ackermann serves as a Director of Dynegy, Inc. (a power company) (October 2012 to present) and as a Director of Credit Suisse Holdings (USA), Inc. from January 2017 to present.
ROBIN C. BEERY (1967)	Director	Since 2017	Ms. Beery has served as a Consultant of Arrowpoint Partners (an alternative asset manager) since March 2015. Previously, she was Executive Vice President, Head of Distribution, for Janus Capital Group, and Chief Executive Officer and President of the Janus Mutual Funds (a global asset manager) from September 2009 to August 2014.	89	Ms. Beery serves as a Director of UMB Financial Corporation (January 2015 to present).

166

Hartford Schroders Funds

Directors and Officers of the Company (Unaudited) – (continued)

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
LYNN S. BIRDSONG (1946)	Director	Since 2003	Mr. Birdsong currently serves as a Director of Aberdeen Global and Aberdeen Global II (investment funds) (September 2014 to present) and Aberdeen Islamic SICAV and Aberdeen Liquidity Fund (investment funds) (2016 to present). Mr. Birdsong served as an Independent Director of Nomura Partners Funds, Inc. (formerly, The Japan Fund) (April 2003 to February 2015) and as a Director of the Sovereign High Yield Investment Company (April 2010 to June 2014). From 2003 to March 2005, Mr. Birdsong was an Independent Director of the Atlantic Whitehall Funds. From 1979 to 2002, Mr. Birdsong was a Managing Director of Zurich Scudder Investments, an investment management firm. During his employment with Scudder, Mr. Birdsong was an Interested Director of The Japan Fund. From January 1981 through December 2013, Mr. Birdsong was a partner in Birdsong Company, an advertising specialty firm.	89	None
CHRISTINE R. DETRICK (1958)	Director	Since 2016	Ms. Detrick has served as a Director of Reinsurance Group of America since January 2014 and Forest City Realty Trust (a real estate company) since November 2014. Previously, she was a Director of Forethought Financial Group, Inc. (a financial services company) from January 2012 to January 2014 and a Senior Partner/ Advisor at Bain & Company (a management consulting firm) from September 2002 to December 2012.	89	Ms. Detrick serves as a Director of Reinsurance Group of America (January 2014 to present) and Forest City Realty Trust (a real estate company) (November 2014 to present).

167

Hartford Schroders Funds

Directors and Officers of the Company (Unaudited) – (continued)

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
DUANE E. HILL (1945)	Director	Since 2002	Mr. Hill is a Partner of TSG Ventures L.P., a private equity investment company. Mr. Hill is a former partner of TSG Capital Group, a private equity investment firm that served as sponsor and lead investor in leveraged buyouts of middle market companies.	89	None
WILLIAM P. JOHNSTON (1944)	Director and Chairman of the Board	Director since 2005 and Chairman of the Board since 2015	In June 2006, Mr. Johnston was appointed as Senior Advisor to The Carlyle Group, a global private equity and other alternative asset investment firm and currently serves as an Operating Executive. In July 2006, Mr. Johnston was elected to the Board of Directors of MultiPlan, Inc. and served as a Director (July 2006 to August 2010). In August 2007, Mr. Johnston was elected to the Board of Directors of LifeCare Holdings, Inc. and served as a Director (August 2007 to June 2013). In February 2008, Mr. Johnston was elected to the Board of Directors of HCR-ManorCare, Inc. In May 2006, Mr. Johnston was elected to the Supervisory Board of Fresenius Medical Care AG & Co. KGaA, after its acquisition of Renal Care Group, Inc. in March 2006. Mr. Johnston joined Renal Care Group in November 2002 as a member of the Board of Directors and served as Chairman of the Board from March 2003 through March 2006. From 2002 through 2013, Mr. Johnston served as a Board member of the Georgia O’Keefe Museum. From September 1987 to December 2002, Mr. Johnston was with Equitable Securities Corporation (and its successors, SunTrust Equitable Securities and SunTrust Robinson Humphrey) serving in various investment banking and managerial positions, including Managing Director and Head of Investment Banking, Chief Executive Officer and Vice Chairman.	89	None

168

Hartford Schroders Funds

Directors and Officers of the Company (Unaudited) – (continued)

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
PHILLIP O. PETERSON (1944)	Director	Since 2000	Mr. Peterson is a mutual fund industry consultant. He was a partner of KPMG LLP (an accounting firm) until July 1999. Mr. Peterson joined William Blair Funds in February 2007 as a member of the Board of Trustees. From February 2012 to February 2014, Mr. Peterson served as a Trustee of Symetra Variable Mutual Funds. From January 2004 to April 2005, Mr. Peterson served as Independent President of the Strong Mutual Funds.	89	Mr. Peterson is a Trustee of the William Blair Funds (February 2007 to current) (22 funds overseen).
LEMMA W. SENBET (1946)	Director	Since 2005	Dr. Senbet is the William E. Mayer Chair Professor of Finance and Founding Director, Center for Financial Policy, at the University of Maryland, Robert H. Smith School of Business. He was chair of the Finance Department of the University of Maryland, Robert H. Smith School of Business from 1998 to 2006. Since June 2013, he has been on leave from the University to serve as Executive Director of the African Economic Research Consortium which focuses on economic policy research and training. Previously, he was a chaired professor of finance at the University of Wisconsin-Madison. Also, he was a Director of the Fortis Funds from March 2000 to July 2002. Dr. Senbet served as Director of the American Finance Association and President of the Western Finance Association. In 2006, Dr. Senbet was inducted Fellow of Financial Management Association International for his career-long distinguished scholarship and professional service.	89	None

169

Hartford Schroders Funds

Directors and Officers of the Company (Unaudited) – (continued)

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
DAVID SUNG (1953)	Director	Since 2017	Mr. Sung has served as a Director of Nippon Wealth Bank since April 2015 and CITIC-Prudential Fund Management Company, Inc. since January 2016. Mr. Sung is a Director of four private investment pools. Previously, he was a Partner at Ernst & Young LLP from October 1995 to July 2014.	89	Mr. Sung serves as a Trustee of Ironwood Institutional Multi-Strategy Fund, LLC and Ironwood Multi-Strategy Fund, LLC (October 2015 to present) (2 portfolios).
OFFICERS(4) AND INTERESTED DIRECTORS
JAMES E. DAVEY(5) (1964)	Director, President and Chief Executive Officer	President and Chief Executive Officer since 2010; Director since 2012	Mr. Davey serves as Executive Vice President of The Hartford Financial Services Group, Inc. Additionally, Mr. Davey serves as Chairman of the Board, Manager and Senior Managing Director of Hartford Funds Distributors, LLC (“HFD”). He also currently serves as Director, Chairman of the Board, President and Senior Managing Director of Hartford Administrative Services Company (“HASCO”). Mr. Davey also serves as President, Manager, Chairman of the Board and Senior Managing Director for Hartford Funds Management Company, LLC (“HFMC”) and Director, Chairman of the Board and Senior Managing Director for Hartford Funds Management Group, Inc. (“HFMG”). Mr. Davey also serves as Chairman of the Board, President and Manager of Lattice Strategies LLC effective July 30, 2016. Mr. Davey has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Davey joined The Hartford in 2002.	89	N/A

170

Hartford Schroders Funds

Directors and Officers of the Company (Unaudited) – (continued)

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
ANDREW S. DECKER (1963)	AML Compliance Officer	Since 2015	Mr. Decker currently serves as Chief Compliance Officer and AML Compliance Officer of HASCO and as AML Officer of HFD. Prior to joining The Hartford, Mr. Decker served as Vice President and AML Officer at Janney Montgomery Scott (a broker dealer) from April 2011 to January 2015. Mr. Decker served as AML Compliance and Sanctions Enforcement Officer at SEI Investments from December 2007 to April 2011.	N/A	N/A
MICHAEL J. FLOOK (1965)	Vice President, Treasurer and Controller	Since 2015	Mr. Flook served as Assistant Treasurer for the Company, The Hartford Mutual Funds Inc., The Hartford Alternative Strategies Fund, Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. from February 2015 to March 2015. Mr. Flook joined The Hartford in 2014. Prior to joining The Hartford, Mr. Flook served as Director, Vice President and Assistant Treasurer at UBS Global Asset Management from May 2006 to November 2014. Mr. Flook currently serves as an employee of HFMC.	N/A	N/A
WALTER F. GARGER (1965)	Vice President and Chief Legal Officer	Since 2016	Mr. Garger currently serves as Secretary, Managing Director and General Counsel of HFD, HASCO, HFMC and HFMG. Mr. Garger also serves as Secretary and General Counsel of Lattice Strategies LLC effective July 30, 2016. Mr. Garger has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Garger joined The Hartford in 1995.	N/A	N/A

171

Hartford Schroders Funds

Directors and Officers of the Company (Unaudited) – (continued)

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
JOSEPH G. MELCHER (1973)	Vice President and Chief Compliance Officer	Since 2013	Mr. Melcher currently serves as Executive Vice President of HFD, HFMG and HASCO. Mr. Melcher also currently serves as Executive Vice President and Chief Compliance Officer of HFMC, Lattice Strategies, LLC and the Hartford Funds Exchange-Traded Trust. Mr. Melcher has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds since joining The Hartford in 2012. Prior to joining The Hartford, Mr. Melcher worked at Touchstone Investments, a member of the Western & Southern Financial Group, where he held the position of Vice President and Chief Compliance Officer from 2010 through 2012 and Assistant Vice President, Compliance from 2005 to 2010.	N/A	N/A
VERNON J. MEYER (1964)	Vice President	Since 2006	Mr. Meyer currently serves as Senior Vice President of Hartford Life Insurance Company (“HLIC”). He also currently serves as Managing Director and Chief Investment Officer of HFMC and Managing Director of HFMG. Mr. Meyer has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Meyer joined The Hartford in 2004.	N/A	N/A
ALICE A. PELLEGRINO (1960)	Vice President	Since 2016	Ms. Pellegrino currently serves as Vice President of HLIC and HFMG. Ms. Pellegrino is a Senior Counsel and has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Pellegrino joined The Hartford in 2007.	N/A	N/A

172

Hartford Schroders Funds

Directors and Officers of the Company (Unaudited) – (continued)

NAME, YEAR OF BIRTH AND ADDRESS(1)	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(2) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(3) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
THOMAS R. PHILLIPS (1960)	Vice President and Secretary	Since 2017	Mr. Phillips currently serves as Vice President and Senior Counsel for HFMG. Prior to joining HFMG in 2017, Mr. Phillips was a Director and Chief Legal Officer of Saturna Capital Corporation from 2014–2016. Prior to that Mr. Phillips was a Partner and Deputy General Counsel of Lord, Abbett & Co. LLC.	N/A	N/A
LAURA S. QUADE (1969)	Vice President	Since 2012	Ms. Quade currently serves as Vice President of HASCO, HFD and HFMG. She is the Head of Operations of HASCO and formerly served as Director, Enterprise Operations of HLIC. Ms. Quade has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Quade joined The Hartford in 2001.	N/A	N/A

⁽¹⁾ The address for each officer and Director is c/o Hartford Funds 690 Lee Road, Wayne, PA 19087.

⁽²⁾ Each Director holds an indefinite term until the earlier of (i) the election and qualification of his or her successor or (ii) when the Director turns 75 years of age. Each officer shall serve until his or her successor is elected and qualifies.

⁽³⁾ The portfolios of the “Fund Complex” are series of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc., Hartford HLS Series Fund II, Inc., Hartford Funds Master Fund, Lattice Strategies Trust, Hartford Funds Exchange-Traded Trust, and Hartford Funds NextShares Trust.

⁽⁴⁾ Effective November 7, 2017, Albert Lee and Theodore Lucas were elected as officers of the Company. For more information, please see the most recent Statement of Additional Information.

⁽⁵⁾ “Interested person,” as defined in the 1940 Act, of the Company because of the person’s affiliation with, or equity ownership of, HFMC, HFD or affiliated companies.

173

Hartford Schroders Funds

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2)  on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund‘s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

174

Hartford Schroders Funds

Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited)

The Hartford Mutual Funds II, Inc.

Hartford Schroders Emerging Markets Debt and Currency Fund

Hartford Schroders Emerging Markets Equity Fund

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Hartford Schroders Global Strategic Bond Fund

Hartford Schroders International Multi-Cap Value Fund

Hartford Schroders International Stock Fund

Hartford Schroders Tax-Aware Bond Fund

Hartford Schroders US Small Cap Opportunities Fund

Hartford Schroders US Small/Mid Cap Opportunities Fund

Each of the funds listed above (each a “Fund” and collectively, the “Funds”) is the successor to a corresponding series of Schroder Series Trust and Schroder Capital Funds (Delaware) (each a “Predecessor Fund” and collectively, the “Predecessor Funds”), pursuant to a reorganization consummated on October 24, 2016. Each Fund has an investment objective and strategies substantially similar to those of its corresponding Predecessor Fund.

Section 15(c) of the Investment Company Act of 1940, as amended (the “1940 Act”), requires that each mutual fund’s board of directors, including a majority of those directors who are not “interested persons” of the mutual fund, as defined in the 1940 Act (the “Independent Directors”), annually review and consider the continuation of the mutual fund’s investment advisory and sub-advisory agreements. At its meeting held on August 1-2, 2017, the Board of Directors (the “Board”) of The Hartford Mutual Funds II, Inc. (“HMF II”), including each of the Independent Directors, unanimously voted to approve (i) the continuation of an investment management agreement (the “Management Agreement”) by and between HMF II, on behalf of each of its funds listed above (each a “Fund” and collectively, the “Funds”), The Hartford Mutual Funds, Inc. and Hartford Funds Management Company, LLC (“HFMC”); (ii) the continuation of an investment sub-advisory agreement (the “Sub-Advisory Agreement”) by and between HFMC and each Fund’s sub-adviser, Schroder Investment Management North America Inc. (“SIMNA Inc.”); and (iii) the continuation of a separate secondary sub-advisory agreement (the “Sub-Sub-Advisory Agreement” and collectively with the Management Agreement and Sub-Advisory Agreement, the “Agreements”) by and between SIMNA Inc. and Schroder Investment Management North America Limited (“SIMNA Ltd.,” together with SIMNA Inc., the “Sub-advisers,” and together with HFMC, the “Advisers”) on behalf of Hartford Schroders Emerging Markets Debt and Currency Fund, Hartford Schroders Emerging Markets Equity Fund, Hartford Schroders Global Strategic Bond Fund, Hartford Schroders International Stock Fund and Hartford Schroders International Multi-Cap Value Fund (collectively, the “Sub-Sub-Advised Funds”).

In the months preceding the August 1-2, 2017 meeting, the Board requested and reviewed written responses from the Advisers to questions posed to the Advisers on behalf of the Independent Directors and supporting materials relating to those questions and responses. In addition, the Board considered such additional information as it deemed reasonably necessary to evaluate the Agreements, as applicable, with respect to each Fund, which included information furnished to the Board at its meetings throughout the year, as well as information specifically prepared in connection with the approval of the Agreements that was presented at the Board’s meetings held on June 20-21, 2017 and August 1-2, 2017. Information provided to the Board at its meetings throughout the year included, among other things, reports on Fund performance, legal, compliance and risk management matters, sales and marketing activity, shareholder services, and the other services provided to each Fund by the Advisers and their affiliates. The Board also considered the materials and in-person presentations by Fund officers and representatives of HFMC received at the Board’s meetings on June 20-21, 2017 and August 1-2, 2017 concerning the Agreements.

The Independent Directors, advised by independent legal counsel, engaged service providers to assist them with evaluating the Agreements with respect to each Fund, as applicable. Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data, was retained to provide the Board with reports on how each Fund’s contractual management fees, actual management fees, other non-management fees, overall expense ratios and investment performance compared to those of comparable mutual funds with similar investment objectives. The Independent Directors also engaged an independent financial services consultant (the “Consultant”) to assist them in evaluating the Funds’ respective management fees, sub-advisory fees, other non-management fees, overall expense ratios and investment performance. In addition, the Consultant reviewed the profitability calculations utilized by HFMC in connection with the continuation of the Management Agreement.

175

Hartford Schroders Funds

Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

In determining whether to continue the Agreements for a Fund, the members of the Board reviewed and evaluated information and factors they believed to be relevant and appropriate in light of the information that the Board deemed necessary and appropriate through the exercise of its reasonable business judgment. While individual members of the Board may have weighed certain factors differently, the Board’s determination to continue the Agreements was based on a comprehensive consideration of all information provided to the Board throughout the year and specifically with respect to the continuation of the Agreements. The Board was also furnished with an analysis of its fiduciary obligations in connection with its evaluation of the Agreements and, throughout the evaluation process, the Board was assisted by counsel for the Funds. The Independent Directors were also separately assisted by independent legal counsel. A more detailed summary of the important, but not necessarily all, factors the Board considered with respect to its approval of the Agreements is provided below.

Nature, Extent and Quality of Services Provided by the Advisers

The Board requested and considered information concerning the nature, extent and quality of the services provided to each Fund by the Advisers. The Board considered, among other things, the terms of the Agreements and the range of services provided by the Advisers. The Board considered the Advisers’ professional personnel who provide services to the Funds, including each Adviser’s ability and experience in attracting and retaining qualified personnel to service the Funds. The Board considered each Adviser’s reputation and overall financial strength, as well as its willingness to consider and implement organizational and operational changes designed to enhance services to the Hartford Funds. In addition, the Board considered the quality of each Adviser’s communications with the Board and responsiveness to Board inquiries and requests made from time to time with respect to the Funds and other Hartford Funds.

The Board also requested and evaluated information concerning each Adviser’s regulatory and compliance environment. In this regard, the Board requested and reviewed information about each Adviser’s compliance policies and procedures, compliance history, and a report from the Funds’ Chief Compliance Officer about each Adviser’s compliance with applicable laws and regulations, including responses to regulatory developments and compliance issues raised by regulators, as well as each Adviser’s commitment to implement rulemaking initiatives of the U.S. Securities and Exchange Commission. The Board also noted the Advisers’ support of the Funds’ compliance control structure, as applicable, and, in particular, the resources devoted by the Advisers in support of the Funds’ obligations pursuant to Rule 38a-1 under the 1940 Act, as well as the efforts of the Advisers to combat cybersecurity risks and invest in business continuity planning.

With respect to HFMC, the Board noted that, under the Management Agreement, HFMC is responsible for the management of the Funds, including oversight of fund operations and service providers, and the provision of administrative and investment advisory services in connection with selecting, monitoring and supervising the Sub-advisers. The Board considered HFMC’s ongoing monitoring of people, process and performance, including its quarterly reviews of each of the Hartford Funds, semi-annual meetings with the leaders of each Fund’s portfolio management team, and oversight of the Hartford Funds’ portfolio managers. The Board recognized that HFMC has demonstrated a record of making changes to the management and/or strategies of the Hartford Funds when warranted. The Board considered HFMC’s periodic due diligence reviews of each Sub-adviser and ongoing oversight of each Sub-adviser’s investment approach and results, process for monitoring best execution of portfolio trades and other trading operations by the Sub-adviser, and approach to risk management with respect to the Funds and the service providers to the Funds. The Board also considered HFMC’s day-to-day oversight of each Fund’s compliance with its objective and policies as well as with applicable laws and regulations, noting that regulatory and other developments had over time led to an increase in the scope of HFMC’s services in this regard. Moreover, the Board considered HFMC’s oversight of potential conflicts of interest between the Funds’ investments and those of other funds or accounts managed by the Funds’ portfolio management personnel.

In addition, the Board considered HFMC’s ongoing commitment to review and rationalize the Hartford Funds product line-up and the expenses that HFMC had incurred in connection with the launch of new funds in recent years. The Board considered that HFMC is responsible for providing the Funds’ officers.

With respect to SIMNA Inc. and SIMNA Ltd., which provide certain day-to-day portfolio management services for the Funds and the Sub-Sub-Advised Funds, respectively, subject to oversight by HFMC, the Board considered, among other things, the quality of each Fund’s portfolio manager(s), each Sub-adviser’s other investment personnel, its investment philosophy and process, its investment research capabilities and resources, its performance record, its trade execution capabilities and its experience. The Board considered the experience of each Fund’s portfolio manager(s), the number of accounts managed by the portfolio manager(s), and each Sub-adviser’s method for compensating the portfolio manager(s).

Based on these considerations, the Board concluded that it was satisfied with the nature, extent and quality of the services provided to each Fund by HFMC and the Sub-advisers.

176

Hartford Schroders Funds

Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

Performance of each Fund and the Advisers

The Board considered the investment performance of each Fund, which included the performance of its applicable Predecessor Fund. The Board noted that each Predecessor Fund had been managed by SIMNA Inc., and each Sub-Sub-Advised Fund’s corresponding Predecessor Fund had been sub-advised by SIMNA Ltd. In this regard, the Board reviewed the performance of each Fund over different time periods presented in the materials and evaluated HFMC’s analysis of the Fund’s performance for these time periods. The Board considered information and materials provided to the Board by the Advisers concerning Fund performance, as well as information from Broadridge comparing the investment performance of each Fund to an appropriate universe of peer funds. The Board also noted that, for Hartford Schroders Emerging Markets Debt and Currency Fund, there existed no peer group with a strong correlation to the Fund’s investment strategy. For that Fund, the Board considered supplemental performance evaluation information. For details regarding each Fund’s performance, see the fund-by-fund synopsis below.

The Board considered the detailed investment analytics reports provided by HFMC’s Investment Advisory Group throughout the year, including in connection with the approval of the Agreements. These reports include, among other things, information on each Fund’s gross returns and net returns, the Fund’s investment performance relative to an appropriate benchmark and peer group (if available), various statistics concerning the Fund’s portfolio, and a narrative summary of various factors affecting Fund performance. The Board considered the Advisers’ cooperation with the Investment Committee, which assists the Board in evaluating the performance of each Fund at periodic meetings throughout the year and specifically with respect to the approval of the Agreements. The Board also considered the analysis provided by the Consultant relating to each Fund’s performance track record.

In light of all the considerations noted above, the Board concluded that it had continued confidence in HFMC’s and each Sub-adviser’s overall capabilities to manage the Funds, as applicable.

Costs of the Services and Profitability of the Advisers

The Board reviewed information regarding HFMC’s cost to provide investment management and related services to each Fund and HFMC’s profitability, both overall and for each Fund, on a pre-tax basis without regard to distribution expenses. The Board also requested and reviewed information about the profitability to HFMC and its affiliates from all services provided to each Fund and all aspects of their relationship with the Fund, including information regarding profitability trends over time. The Board also requested and received information relating to the operations and profitability of the Sub-advisers. The Board considered representations from HFMC and SIMNA Inc. that SIMNA Inc.’s fees were negotiated at arm’s length on a fund-by-fund basis and that the sub-advisory fees would be paid by HFMC and not the Funds. The Board also considered that SIMNA Ltd. is an affiliate of SIMNA Inc. and that SIMNA Ltd.’s sub-sub-advisory fees would be paid by SIMNA Ltd., not the Sub-Sub-Advised Funds. Accordingly, the Board concluded that the profitability of the Sub-advisers is a less relevant factor with respect to the Board’s consideration of the Sub-Advisory Agreement and the Sub-Sub-Advisory Agreement.

The Board considered the Consultant’s review of the methodologies and estimates used by HFMC in calculating profitability in connection with the continuation of the Management Agreement, noting the Consultant’s view that HFMC’s process for calculating and reporting Fund profitability is reasonable and consistent with the process previously reviewed by the Consultant. In this regard, the Board noted that the Consultant had previously performed a full review of this process and reported that such process is sound and consistent with common industry practice.

Based on these considerations, the Board concluded that the profits anticipated to be realized by the Advisers and their affiliates from their relationships with the Funds would not be excessive.

Comparison of Fees and Services Provided by the Advisers

The Board considered the comparative information that had been provided at meetings on June 20-21, 2017 and August 1-2, 2017 with respect to the services rendered to and the management fees to be paid by each Fund to HFMC and the total expense ratios of the Fund. The Board also considered comparative information with respect to the sub-advisory fees to be paid by HFMC to SIMNA Inc. with respect to each Fund. In this regard, the Board requested and reviewed information from HFMC and SIMNA Inc. relating to the management and sub-advisory fees, including the sub-advisory fee schedule for each Fund, and total operating expenses for each Fund. The Board considered HFMC’s undertaking to limit each Fund’s total annual fund operating expenses to specified levels. The Board also reviewed information from Broadridge comparing each Fund’s contractual management fees, actual management fees and overall expense ratios relative to an appropriate group of funds selected by Broadridge, in consultation with the Consultant. For details regarding each Fund’s expenses, see the fund-by-fund synopsis below.

177

Hartford Schroders Funds

Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

While the Board recognized that comparisons between a Fund and its peer funds may be imprecise, given the different service levels and characteristics of mutual funds and the different business models and cost structures of the Advisers, the comparative information provided by Broadridge assisted the Board in evaluating the reasonableness of each Fund’s fees and total operating expenses. In addition, the Board considered the analysis and recommendations of the Consultant relating to each Fund’s fees and total operating expenses.

Based on these considerations, the Board concluded that each Fund’s fees and total operating expenses, in conjunction with the information about quality of services, profitability, economies of scale, and other matters discussed, were reasonable in light of the services provided.

Economies of Scale

The Board considered information regarding the extent to which economies of scale may be realized as a Fund grows and whether fee levels reflect these economies of scale for the benefit of shareholders of the Fund. The Board reviewed the breakpoints in the management fee schedule for each Fund, if any, which reduce fee rates as the Fund’s assets grow over time. The Board recognized that a fund with assets beyond the highest breakpoint level will continue to benefit from economies of scale because additional assets are charged the lowest breakpoint fee resulting in lower overall effective management fee rates. The Board also considered that expense limitations and fee waivers that reduce each Fund’s expenses at all asset levels can have the same effect as breakpoints in sharing economies of scale with shareholders and provide protection from an increase in expenses if the Fund’s assets decline. The Board recognized that a fee schedule that reaches a lower breakpoint quickly provides shareholders with the benefit of anticipated or potential economies of scale. In addition, the Board considered that initially setting competitive fee rates and pricing the Funds to scale at inception are other means of sharing potential economies of scale with shareholders. The Board also considered that HFMC has been active in managing expenses, which has resulted in benefits being realized by shareholders as assets within the Hartford Funds family of funds have grown over time, including through lower operating expenses. The Board also noted that the Funds were reorganized into the Hartford Funds family of funds in October 2016.

The Board reviewed and evaluated materials from Broadridge and the Consultant showing how management fee schedules of peer funds reflect economies of scale for the benefit of shareholders as a peer fund’s assets hypothetically increase over time. Based on information provided by HFMC, Broadridge, and the Consultant, the Board recognized that there is no uniform methodology for establishing breakpoints or uniform pattern in asset levels that trigger breakpoints or the amounts of breakpoints triggered.

After considering all of the information available to it, the Board concluded that it was satisfied with the extent to which economies of scale would be shared for the benefit of each Fund’s shareholders based on currently available information and the effective advisory fees and expense ratios for the Fund at its current and reasonably anticipated asset levels. The Board noted, however, that it would continue to monitor future growth in each Fund’s assets and the appropriateness of additional breakpoints.

Other Benefits

The Board considered other benefits to the Advisers and their affiliates from their relationships with the Funds.

The Board noted that HFMC receives fees for fund accounting and related services from the Funds, and the Board considered information on profits to HFMC for such services. The Board also considered that Hartford Administrative Services Company (“HASCO”), the Funds’ transfer agent and an affiliate of HFMC, receives transfer agency compensation from the Funds. The Board considered that it had approved: (i) the imposition of a direct account fee effective June 1, 2017; (ii) changes to the transfer agency fee structure effective November 1, 2017; and (iii) changes to the expense limitation on transfer agency fees for each share class of each Fund effective November 1, 2017. The Board reviewed information about the profitability to HASCO of the Funds’ transfer agency function, including the anticipated impact of the new fee structure on transfer agent profit margins. The Board noted that under the new transfer agency fee structure, the Funds will pay a fee to HASCO based on actual fees and expenses incurred by HASCO, including payments made by HASCO to a sub-transfer agent and to other financial intermediaries subject to guidelines approved by the Board, plus a reasonable target profit margin. The Board considered information provided by HASCO indicating that, after giving effect to the new fee structure, the transfer agent fees charged by HASCO to the Funds were fair and reasonable based on publicly available information. The Board also noted that HFMC and HASCO had delegated certain fund accounting services and transfer agency services, respectively, to external service providers.

The Board also considered that Hartford Funds Distributors, LLC (“HFD”), an affiliate of HFMC, serves as principal underwriter of the Funds. As principal underwriter, HFD receives distribution and service fees from the Funds and receives all or a portion of the sales charges on sales or redemptions of certain classes of shares. The Board also noted that certain affiliates of HFD distribute shares of the Funds and receive compensation in that regard. The Board also considered that Schroder Fund Advisors LLC (“SFA”), a wholly-owned subsidiary of SIMNA Inc.,

178

Hartford Schroders Funds

Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

has entered into an additional compensation arrangement with HFMC and HFD. The Board considered that under this arrangement, SFA is involved in the distribution of the Class SDR Shares of the Funds, and HFMC compensates SFA for such services.

The Board considered the benefits, if any, to the Sub-advisers from any use of a Fund’s brokerage commissions to obtain soft dollar research. The Board also considered that SIMNA Inc. has entered into a solicitation agreement with HFMC pursuant to which HFMC provides certain marketing support services with respect to an investment strategy model offered by SIMNA Inc. through its managed account platforms.

The Board considered the benefits to shareholders of being part of the Hartford Funds family of funds, including, with respect to certain share classes, the right to exchange investments between the same class of funds without a sales charge, the ability to reinvest Fund dividends into other funds in the family, and the ability to combine holdings in a Fund with holdings in other funds to obtain a reduced sales charge. The Board considered HFMC’s efforts to provide investors in the fund family with a broad range of investment styles and asset classes and the assumption of entrepreneurial and other risks by HFMC in sponsoring new funds to expand these opportunities for shareholders.

Fund-by-Fund factors

Hartford Schroders Emerging Markets Debt and Currency Fund

• The Board noted that the Fund’s performance was in the 4th quintile of its performance universe for the 1-, 3- and 5-year periods. The Board also noted that the Fund’s performance was above its evaluation benchmark for the 1-, 3- and 5-year periods. The Board noted recent changes to the Fund’s portfolio management team.

• The Board noted that the Fund’s contractual management fee, actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 2nd quintile of its expense group.

Hartford Schroders Emerging Markets Equity Fund

• The Board noted that the Fund’s performance was in the 2nd quintile of its performance universe for the 1- and 3-year periods and the 3rd quintile for the 5-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3- and 5-year periods. The Board noted recent changes to the Fund’s portfolio management team.

• The Board noted that the Fund’s contractual management fee and actual management fee were in the 4th quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 1st quintile.

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

• The Board noted that the Fund’s performance was in the 3rd quintile of its performance universe for the 1-year period and the 4th quintile for the 3-year period. The Board also noted that the Fund’s performance was above its custom blended benchmark for the 1- and 3-year periods. The Board considered that, in response to questions concerning the Fund’s performance, HFMC stated that it has confidence in the Fund’s portfolio management team and investment strategy.

• The Board noted that the Fund’s contractual management fee was in the 2nd quintile of its expense group, while its actual management fee was in the 4th quintile and its total expenses (less 12b-1 and shareholder service fees) were in the 1st quintile.

Hartford Schroders Global Strategic Bond Fund

• The Board noted that the Fund’s performance was in the 4th quintile of its performance universe for the 1-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period. The Board noted recent changes to the Fund’s portfolio management team.

• The Board noted that the Fund’s contractual management fee was in the 2nd quintile of its expense group, while its actual management fee was in the 3rd quintile and its total expenses (less 12b-1 and shareholder service fees) were in the 1st quintile.

Hartford Schroders International Multi-Cap Value Fund

• The Board noted that the Fund’s performance was in the 1st quintile of its performance universe for the 1-, 3- and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3- and 5-year periods.

179

Hartford Schroders Funds

Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

• The Board noted that the Fund’s contractual management fee and actual management fee were in the 2nd quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 1st quintile.

Hartford Schroders International Stock Fund

• The Board noted that the Fund’s performance was in the 2nd quintile of its performance universe for the 1-year period and the 3rd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was in line with its benchmark for the 1- and 5-year periods and above its benchmark for the 3-year period.

• The Board noted that the Fund’s contractual management fee was in the 2nd quintile of its expense group, while its actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 1st quintile.

Hartford Schroders Tax-Aware Bond Fund

• The Board noted that the Fund’s performance was in the 1st quintile of its performance universe for the 1-, 3- and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3- and 5-year periods.

• The Board noted that the Fund’s contractual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 1st quintile of its expense group, while its actual management fee was in the 2nd quintile.

Hartford Schroders US Small Cap Opportunities Fund

• The Board noted that the Fund’s performance was in the 3rd quintile of its performance universe for the 1-year period, the 1st quintile for the 3-year period and the 2nd quintile for the 5-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period and above its benchmark for the 3- and 5-year periods.

• The Board noted that the Fund’s contractual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 2nd quintile of its expense group, while its actual management fee was in the 4th quintile. In considering the Fund’s expenses, the Board noted that SIMNA Inc. may have limited capacity in the future with respect to the Fund’s strategy which may impact the Fund’s sub-advisory fee levels.

Hartford Schroders US Small/Mid Cap Opportunities Fund

• The Board noted that the Fund’s performance was in the 3rd quintile of its performance universe for the 1-year period and the 1st quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period and above its benchmark for the 3- and 5-year periods.

• The Board noted that the Fund’s contractual management fee was in the 4th quintile of its expense group, while its actual management fee was in the 5th quintile and its total expenses (less 12b-1 and shareholder service fees) were in the 2nd quintile. In considering the Fund’s expenses, the Board noted that SIMNA Inc. may have limited capacity in the future with respect to the Fund’s strategy which may impact the Fund’s sub-advisory fee levels.

* * * *

Based upon its review of these various factors, among others, the Board concluded that it is in the best interests of each Fund and its shareholders for the Board to approve the Management Agreement and Sub-Advisory Agreement and, with respect to the Sub-Sub-Advised Funds, the Sub-Sub-Advisory Agreement for an additional year. In reaching this decision, the Board did not assign relative weights to the factors discussed above or deem any one or group of them to be controlling in and of themselves. In connection with their deliberations, the Independent Directors met separately in executive session on several occasions, with independent legal counsel and the Consultant, to review the relevant materials and consider their responsibilities under relevant laws and regulations.

180

Hartford Schroders Funds

Additional Information Regarding the Fund’s New Transfer Agency Fee (Unaudited – Not Part of the Annual Report)

Effective November 1, 2017, The Hartford Mutual Funds II, Inc. (the “Company”), on behalf of the funds listed in the table below (each a “Fund”), entered into an Amended and Restated Transfer Agency and Service Agreement (“Agreement”) with Hartford Administrative Services Company (“HASCO”). Effective November 1, 2017, under the terms of the Agreement, each Fund pays HASCO a transfer agency fee payable monthly based on the costs of providing or overseeing transfer agency services provided to such Fund. Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to Boston Financial Data Services, Inc. (“BFDS”) (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and BFDS (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the Company’s Board of Directors (“Board”); (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin. Effective November 1, 2017 through February 28, 2019, HASCO has also contractually agreed to waive and/or reimburse a portion of the transfer agency fee to the extent necessary to maintain the transfer agency fees as follows: 0.25% (Class A), 0.25% (Class T), 0.25% (Class C), 0.20% (Class I), 0.02% (Class R3), 0.02% (Class R4), 0.02% (Class R5), 0.06% (Class Y) and 0.004% (Class SDR). HASCO has also contractually agreed to reimburse all transfer agency fees for Class F shares until February 28, 2018, and thereafter, has agreed to waive and/or reimburse a portion of the transfer agency fee to the extent necessary to maintain the transfer agency fee at 0.004% of the average daily net assets for Class F shares through February 28, 2019. Each contractual arrangement, except the reimbursement of the entire transfer agency fee for Class F, will automatically renew for one-year terms thereafter unless HASCO provides written notice of termination prior to start of the next term or upon approval of the Board.

If this new arrangement were in place during the fiscal year ended October 31, 2017, the effective rate of compensation paid to HASCO for transfer agency services after waivers and/or reimbursements as a percentage of each Class’ average daily net assets would have been as follows:

Fund	Class A			Class C			Class F			Class I			Class R3			Class R4			Class R5			Class SDR			Class Y
Hartford Schroders Emerging Markets Debt and Currency Fund		0.17	%		0.25	%		0.00	%		0.05	%		N/A			N/A			N/A			0.00	%		0.06	%
Hartford Schroders Emerging Markets Equity Fund		0.15	%		0.15	%		0.00	%		0.13	%		0.02	%		0.02	%		0.02	%		0.00	%		0.01	%
Hartford Schroders Emerging Markets Multi-Sector Bond Fund		0.05	%		0.25	%		0.00	%		0.05	%		0.02	%		0.02	%		0.02	%		0.00	%		0.06	%
Hartford Schroders Global Strategic Bond		0.21	%		0.25	%		0.00	%		0.20	%		0.02	%		0.02	%		0.02	%		0.00	%		0.06	%
Hartford Schroders International Multi-Cap Value Fund		0.13	%		0.11	%		0.00	%		0.07	%		0.02	%		0.02	%		0.00	%		0.00	%		0.01	%
Hartford Schroders International Stock Fund		0.15	%		0.25	%		0.00	%		0.04	%		0.02	%		0.02	%		0.02	%		0.00	%		0.06	%
Hartford Schroders Tax-Aware Bond Fund		0.06	%		0.06	%		0.00	%		0.05	%		N/A			N/A			N/A			0.00	%		0.06	%
Hartford Schroders US Small Cap Opportunities Fund		0.19	%		0.17	%		0.00	%		0.06	%		0.02	%		0.02	%		0.02	%		0.00	%		0.01	%
Hartford Schroders US Small/Mid Cap Opportunities Fund		0.10	%		0.13	%		0.00	%		0.08	%		0.02	%		0.02	%		0.02	%		0.00	%		0.06	%

181

THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

Customer Privacy Notice

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and

protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your proper written authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates, to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Archway 60 R, LLC; Business Management Group, Inc.; DMS R, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC (Delaware); FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford HLS Series Fund II, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life Private Placement, LLC; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Series Fund, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; HDC R, LLC .; Heritage Holdings, Inc.; HIMCO Distribution Services Company; HIMCO Variable Insurance Trust; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex Class B, LLC; ; Lanidex R, LLC (Delaware); Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; Northern Homelands Company; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2017

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced herein are sub-advised by Schroder Investment Management North America, Inc. Schroder Investment Management North America Ltd. serves as a secondary sub-adviser to certain Funds. HFD and HFMC are not affiliated with Schroder Investment Management North America, Inc. and Schroder Investment Management North America Ltd.

MFAR-HSE17 12/17    204307    Printed in U.S.A.

Item 2. Code of Ethics.

The registrant, as of the end of the period covered by this report, has adopted a code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party. There have been no amendments, during the period covered by this report, to a provision of the code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, and that relates to any element of the code of ethics description. The registrant has not granted any waivers, including an implicit waiver, from a provision of the code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, that relates to one or more of the items set forth in paragraph (b) of this item’s instructions. A copy of the code of ethics is filed herewith.

Item 3. Audit Committee Financial Expert.

The Board of Directors of the registrant (the “Board”) has designated Phillip O. Peterson as an Audit Committee Financial Expert. Mr. Peterson is considered by the Board to be an independent director.

Item 4. Principal Accountant Fees and Services.

(a) Audit Fees: The aggregate fees billed for each of the last two fiscal years for professional services rendered by the principal accountant for the audit of the registrant’s annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were:

$287,820 for the fiscal year ended October 31, 2016; $270,275 for the fiscal year ended October 31, 2017.

(b) Audit Related Fees: The aggregate fees billed in each of the last two fiscal years for assurance and related services by the principal accountant that are reasonably related to the performance of the audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item were:

$7,368 for the fiscal year ended October 31, 2016; $7,000 for the fiscal year ended October 31, 2017. Audit-related services are principally in connection with Rule 17Ad-13 under the Securities Exchange Act of 1934.

(c) Tax Fees: The aggregate fees billed in each of the last two fiscal years for professional services rendered by the principal accountant for tax compliance, tax advice, and tax planning were:

$77,491 for the fiscal year ended October 31, 2016; $28,131 for the fiscal year ended October 31, 2017. Tax-related services are principally in connection with, but not limited to, general tax services, excise tax and Passive Foreign Investment Company (PFIC) analysis.

(d) All Other Fees: The aggregate fees billed in each of the last two fiscal years for

products and services provided by the principal accountant, other than the services reported in paragraphs (a) through (c) of this Item were:

$0 for the fiscal year ended October 31, 2016; $0 for the fiscal year ended October 31, 2017.

(e) (1) The Pre-Approval Policies and Procedures (the “Policy”) adopted by the Audit Committee of the registrant (also, the “Fund”) sets forth the procedures pursuant to which services performed by the independent registered public accounting firm for the registrant may be pre-approved. The following are some main provisions from the Policy.

1. The Audit Committee must pre-approve all audit services and non-audit services that the independent registered public accounting firm provides to the Fund.

2. The Audit Committee must pre-approve any engagement of the independent registered public accounting firm to provide non-audit services to any Service Affiliate (which is defined to include any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the Fund) during the period of the independent registered public accounting firm’s engagement to provide audit services to the Fund, if the non-audit services to the Service Affiliate directly impact the Fund’s operations and financial reporting.

3. The Audit Committee shall pre-approve certain non-audit services to the Fund and its Service Affiliates pursuant to procedures set forth in the Policy.

4. The Audit Committee, from time to time, may designate one or more of its members who are Independent Directors (each a “Designated Member”) to consider, on the Audit Committee’s behalf, any non-audit services, whether to the Fund or to any Service Affiliate, that have not been pre-approved by the Audit Committee. The Designated Member also shall review, on the Audit Committee’s behalf, any proposed material change in the nature or extent of any non-audit services previously approved. In considering any requested non-audit services or proposed material change in such services, the Designated Member shall not authorize services which would exceed $50,000 in fees for such services.

5. The independent registered public accounting firm may not provide specified prohibited non-audit services set forth in the Policy to the Fund, the Fund’s investment adviser, the Service Affiliates or any other member of the investment company complex.

(e) (2) One hundred percent of the services described in items 4(b) through 4(d) were approved in accordance with the Audit Committee’s Pre-Approval Policy. As a result, none of such services was approved pursuant to paragraph (c) (7) (i) (c) of Rule 2-01 of Regulation S-X.

(f) None of the hours expended on the principal accountant’s engagement to audit the registrant’s financial statements for the fiscal year ended October 31, 2017, were attributed to work performed by persons other than the principal accountant’s full-time, permanent employees.

(g) The aggregate non-audit fees billed by the registrant’s accountant for services rendered to the registrant, and rendered to the registrant’s investment adviser (not including any sub-adviser whose role is primarily portfolio management and is

subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the adviser that provides ongoing services to the registrant for each of the last two fiscal years of the registrant were:

Non-Audit Fees: $1,395,913 for the fiscal year ended October 31, 2016; $75,131 for the fiscal year ended October 31, 2017.

(h) The registrant’s audit committee of the board of directors has considered whether the provision of non-audit services that were rendered to the registrant’s investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the registrant that were not pre-approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X is compatible with maintaining the principal accountant’s independence.

Item 5. Audit Committee of Listed Registrants.

Not applicable.

Item 6. Investments.

(a) The Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the annual report filed under Item 1 of this form.

(b) Not applicable.

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

Not applicable.

Item 10. Submission of Matters to a Vote of Security Holders.

There have been no material changes to the procedures by which shareholders may recommend nominees to the registrant’s board of directors since the registrant last provided disclosure in response to this requirement.

Item 11. Controls and Procedures.

(a) The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this

paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

(b) There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant’s second fiscal quarter of the period covered by this report that have materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.

Not applicable.

Item 13. Exhibits.

(a)(1) Code of Ethics is filed herewith.

(a)(2) Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.

(a)(3) Not applicable

(b) Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

	THE HARTFORD MUTUAL FUNDS II, INC.
Date: January 8, 2018	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: January 8, 2018	By:	/s/ James E. Davey
		James E. Davey, President and
		Chief Executive Officer
Date: January 8, 2018	By:	/s/ Michael J. Flook
		Michael J. Flook, Vice President,
		Treasurer and Controller