N-Q 1 d476491dnq.htm THE HARTFORD MUTUAL FUNDS II INC. The Hartford Mutual Funds II Inc.

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number: 811-00558

THE HARTFORD MUTUAL FUNDS II, INC.

(Exact name of registrant as specified in charter)

690 Lee Road, Wayne, PA 19087

(Address of Principal Executive Offices) (Zip Code)

Thomas R. Phillips, Esq.

Hartford Funds Management Company, LLC

690 Lee Road

Wayne, PA 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: January 31, 2018

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

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


Item 1. Schedule of Investments.


 

  The Hartford Growth Opportunities Fund

 

 

  Schedule of Investments

  January 31, 2018 (Unaudited)

 

Shares or Principal Amount         Market Value  
Common Stocks - 95.4%  
    

Banks - 2.5%

     
2,371,135     

Bank of America Corp.

        $     75,876,320    
1,097,865     

Citizens Financial Group, Inc.

        50,392,004    
          

 

 

 
        126,268,324    
          

 

 

 
    

Capital Goods - 4.5%

     
438,631     

Deere & Co.

        72,996,971    
320,030     

Harris Corp.

        51,006,381    
347,505     

IDEX Corp.

        49,860,017    
4,106,956     

Lithium Technology Corp., Escrow*(1)(2)(3)(4)

        1,232,087    
254,072     

Rockwell Automation, Inc.

             50,125,865    
          

 

 

 
        225,221,321    
          

 

 

 
    

Commercial & Professional Services - 1.7%

     
4,357,461     

ADT, Inc.*

        54,381,113    
63,425     

Klarna Holding AB*(1)(2)(3)(4)

        7,750,183    
2,366,200     

Landscape Acquisition Holdings Ltd.*

        22,360,590    
          

 

 

 
        84,491,886    
          

 

 

 
    

Consumer Durables & Apparel - 2.1%

     
175,152     

Mohawk Industries, Inc.*

        49,228,221    
923,832     

One Kings Lane, Inc., Escrow*(1)(2)(3)(4)

        230,958    
1,559,765     

Under Armour, Inc. Class A*

        21,618,343    
2,526,806     

Under Armour, Inc. Class C*

        32,469,457    
          

 

 

 
        103,546,979    
          

 

 

 
    

Consumer Services - 3.5%

     
4,858,252     

DraftKings, Inc.*(1)(2)(3)(4)

        6,898,718    
768,656     

Hilton Worldwide Holdings, Inc.

        65,835,386    
1,711,556     

Melco Resorts & Entertainment Ltd. ADR

        50,970,138    
227,698     

Vail Resorts, Inc.

        49,765,675    
          

 

 

 
        173,469,917    
          

 

 

 
    

Diversified Financials - 5.8%

     
891,603     

American Express Co.

        88,625,338    
4,552,700     

J2 Acquisition Ltd.*(2)

        43,478,285    
1,547,699     

Ocelot Partners Ltd.*(2)

        14,741,833    
1,500,000     

Platinum Eagle Acquisition Corp.*

        15,075,000    
1,405,100     

TD Ameritrade Holding Corp.

        78,390,529    
2,390,697     

UBS Group AG*

        48,529,719    
          

 

 

 
        288,840,704    
          

 

 

 
    

Energy - 2.3%

     
190,319     

Diamondback Energy, Inc.*

        23,885,035    
212,342     

EOG Resources, Inc.

        24,419,330    
1,436,359     

Newfield Exploration Co.*

        45,475,126    
1,600,980     

WPX Energy, Inc.*

        23,582,435    
          

 

 

 
        117,361,926    
          

 

 

 
    

Food, Beverage & Tobacco - 1.6%

     
2,373,365     

Blue Buffalo Pet Products, Inc.*

        80,646,943    
          

 

 

 
    

Health Care Equipment & Services - 6.6%

     
810,776     

Abbott Laboratories

        50,397,836    
1,057,845     

Baxter International, Inc.

        76,196,575    
583,692     

DexCom, Inc.*

        33,970,874    
423,979     

Edwards Lifesciences Corp.*

        53,667,262    
2,019,936     

Hologic, Inc.*

        86,251,267    
497,597     

Veeva Systems, Inc. Class A*

        31,278,948    
          

 

 

 
        331,762,762    
          

 

 

 
    

Materials - 3.5%

     
1,355,000     

ArcelorMittal*

        49,308,450    
632,460     

Packaging Corp. of America

        79,455,950    
4,177,266     

Platform Specialty Products Corp.*

        48,915,785    
          

 

 

 
        177,680,185    
          

 

 

 


 

  The Hartford Growth Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

    

Pharmaceuticals, Biotechnology & Life Sciences - 5.5%

     
1,877,058     

AstraZeneca plc ADR

      $ 65,809,653    
1,131,821     

Bristol-Myers Squibb Co.

        70,851,995    
1,512,727     

Exact Sciences Corp.*

        75,197,659    
512,122     

Ionis Pharmaceuticals, Inc.*

             26,896,647    
143,576     

TESARO, Inc.*

        9,685,637    
148,927     

Vertex Pharmaceuticals, Inc.*

        24,851,449    
          

 

 

 
             273,293,040    
          

 

 

 
    

Real Estate - 1.1%

     
326,135     

Redfin Corp.*(3)(4)

        6,620,540    
29,564     

WeWork Companies, Inc. Class A, REIT*(1)(2)(3)(4)

        1,531,711    
3,818,380     

Williams Scotsman Corp.*

        47,156,993    
          

 

 

 
             55,309,244    
          

 

 

 
    

Retailing - 6.1%

     
54,751     

Amazon.com, Inc.*

        79,437,678    
517,065     

Dollar Tree, Inc.*

        59,462,475    
116,585     

Honest Co.*(1)(2)(3)(4)

        2,061,223    
123,196     

JAND, Inc. Class A*(1)(2)(3)(4)

        1,197,465    
110,491     

Netflix, Inc.*

        29,865,717    
40,733     

Priceline Group, Inc.*

        77,883,533    
171,581     

Tory Burch LLC(1)(2)(3)(4)

        8,440,068    
537,395     

Wayfair, Inc. Class A*

        49,445,714    
          

 

 

 
             307,793,873    
          

 

 

 
    

Semiconductors & Semiconductor Equipment - 6.5%

     
647,126     

Microchip Technology, Inc.

        61,619,338    
1,679,757     

Micron Technology, Inc.*

        73,438,976    
488,830     

NVIDIA Corp.

        120,154,414    
1,538,784     

Teradyne, Inc.

        70,537,858    
          

 

 

 
             325,750,586    
          

 

 

 
    

Software & Services - 35.6%

     
386,988     

Adobe Systems, Inc.*

        77,304,723    
249,467     

Alibaba Group Holding Ltd. ADR*

        50,963,613    
308,531     

Alphabet, Inc. Class C*

        360,962,758    
594,557     

Atlassian Corp. plc Class A*

        32,100,132    
3,052,138     

Birst, Inc. Escrow*(1)(2)(3)(4)

        289,955    
289,832     

CoStar Group, Inc.*

        100,313,753    
1,371,603     

Facebook, Inc. Class A*

        256,338,885    
349,063     

FleetCor Technologies, Inc.*

        74,175,887    
41,500     

ForeScout Technologies, Inc.*

        1,262,430    
516,291     

ForeScout Technologies, Inc.*(1)(2)(3)(4)

        14,972,645    
542,801     

Global Payments, Inc.

        60,674,296    
963,477     

GoDaddy, Inc. Class A*

        53,212,835    
968,740     

Guidewire Software, Inc.*

        76,966,393    
1,116,174     

PayPal Holdings, Inc.*

        95,231,966    
898,625     

salesforce.com, Inc.*

        102,362,374    
653,484     

ServiceNow, Inc.*

        97,284,163    
462,091     

Shopify, Inc. Class A*

        59,110,681    
837,125     

SS&C Technologies Holdings, Inc.

        42,090,645    
1,351,027     

Trade Desk, Inc. Class A*

        65,497,789    
566,228     

Veracode, Inc. Escrow*(1)(2)(3)(4)

        2,276,237    
797,801     

Workday, Inc. Class A*

        95,648,362    
1,421,600     

Zillow Group, Inc. Class C*

        63,204,336    
          

 

 

 
             1,782,244,858    
          

 

 

 
    

Technology Hardware & Equipment - 3.0%

     
216,225     

Arista Networks, Inc.*

        59,639,179    
153,488     

IPG Photonics Corp.*

        38,671,302    
443,021     

Zebra Technologies Corp. Class A*

        54,562,466    
          

 

 

 
             152,872,947    
          

 

 

 
    

Transportation - 3.5%

     
1,050,780     

CSX Corp.

        59,652,781    
407,787     

J.B. Hunt Transport Services, Inc.

        49,272,903    
1,624,809     

JetBlue Airways Corp.*

        33,893,516    


 

  The Hartford Growth Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

512,286     

United Continental Holdings, Inc.*

      $ 34,743,236    
          

 

 

 
             177,562,436    
          

 

 

 
    

Total Common Stocks
(cost $3,854,497,453)

      $    4,784,117,931    
          

 

 

 
Preferred Stocks - 4.0%      
     Commercial & Professional Services - 0.3%  
470,535     

Rubicon Global Holdings LLC Series C *(1)(2)(3)(4)

        13,786,676    
          

 

 

 
     Real Estate - 0.7%  
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    
          

 

 

 
             37,401,898    
          

 

 

 
     Retailing - 0.5%  
4,434,460     

Coupang LLC *(1)(2)(3)(4)

        22,070,751    
275,096     

JAND, Inc. Series D *(1)(2)(3)(4)

        2,982,041    
          

 

 

 
             25,052,792    
          

 

 

 
     Software & Services - 2.5%  
5,668,755     

Essence Group Holdings Corp. Series 3 *(1)(2)(3)(4)

        10,940,697    
169,309     

General Assembly Space, Inc. Series D *(1)(2)(3)(4)

        8,299,679    
743,470     

Lookout, Inc. Series F *(1)(2)(3)(4)

        5,925,456    
1,078,374     

MarkLogic Corp. Series F *(1)(2)(3)(4)

        10,568,065    
1,410,890     

Pinterest, Inc. Series G *(1)(2)(3)(4)

        9,467,072    
1,815,430     

Uber Technologies, Inc. Series D *(1)(2)(3)(4)

        63,721,593    
3,194,823     

Zuora, Inc. Series F *(1)(2)(3)(4)

        17,028,407    
          

 

 

 
             125,950,969    
          

 

 

 
    

Total Preferred Stocks
(cost $127,087,962)

      $ 202,192,335    
          

 

 

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

Honest Co. Series C *(1)(2)(3)(4)

        8,302,417    
          

 

 

 
    

Total Convertible Preferred Stocks
(cost $7,360,452)

      $ 8,302,417    
          

 

 

 
Warrants - 0.1%      
     Commercial & Professional Services - 0.0%  
2,366,200     

Landscape Acquisition Holdings Ltd. Expires 11/23/22*

        1,419,720    
          

 

 

 
     Diversified Financials - 0.1%  
4,552,700     

J2 Acquisition Ltd. Expires 10/10/20*

        2,230,823    
1,547,699     

Ocelot Partners Ltd. Expires 4/1/20*

        928,619    
          

 

 

 
             3,159,442    
          

 

 

 
     Real Estate - 0.0%  
1,928,514     

Williams Scotsman Corp. Expires 9/16/20*

        2,545,639    
          

 

 

 
    

Total Warrants
(cost $1,762,473)

      $ 7,124,801    
          

 

 

 
    

Total Long-Term Investments
(cost $3,990,708,340)

      $ 5,001,737,484    
          

 

 

 
Short-Term Investments - 0.1%      
     Other Investment Pools & Funds - 0.1%  
2,785,525     

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.22%(5)

        2,785,525    
          

 

 

 
    

Total Short-Term Investments
(cost $2,785,525)

      $ 2,785,525    
          

 

 

 


 

  The Hartford Growth Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

    

Total Investments
(cost $3,993,493,865)

     99.8%       $ 5,004,523,009  
    

Other Assets and Liabilities

     0.2%         8,734,644  
       

 

 

     

 

 

 
    

Total Net Assets

     100.0%       $     5,013,257,653  
       

 

 

     

 

 

 

 

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 only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2018, the aggregate value of these securities was $315,596,120, which represents 6.3% 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 January 31, 2018, the aggregate value of these securities was $263,996,542, which represented 5.3% 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    $14,972,645

 

(4)   These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2018, the aggregate fair value of these securities was $263,996,542, which represents 5.3% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(5)  

Current yield as of period end.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ADR   

        American Depositary Receipt

REIT   

        Real Estate Investment Trust


 

  The Hartford Growth Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2018 in valuing the Fund’s investments.

 

     Total

 

     Level 1(1)

 

     Level 2(1)

 

     Level 3(1)

 

 

Assets

           

Common Stocks

           

Banks

   $ 126,268,324        $ 126,268,324        $ —        $ —    

Capital Goods

     225,221,321          223,989,234          —          1,232,087    

Commercial & Professional Services

     84,491,886          76,741,703          —          7,750,183    

Consumer Durables & Apparel

     103,546,979          103,316,021          —          230,958    

Consumer Services

     173,469,917          166,571,199          —          6,898,718    

Diversified Financials

     288,840,704          240,310,985          48,529,719          —    

Energy

     117,361,926          117,361,926          —          —    

Food, Beverage & Tobacco

     80,646,943          80,646,943          —          —    

Health Care Equipment & Services

     331,762,762          331,762,762          —          —    

Materials

     177,680,185          177,680,185          —          —    

Pharmaceuticals, Biotechnology & Life Sciences

     273,293,040          273,293,040          —          —    

Real Estate

     55,309,244          53,777,533          —          1,531,711    

Retailing

     307,793,873          296,095,117          —          11,698,756    

Semiconductors & Semiconductor Equipment

     325,750,586          325,750,586          —          —    

Software & Services

       1,782,244,858          1,764,706,021          —          17,538,837    

Technology Hardware & Equipment

     152,872,947          152,872,947          —          —    

Transportation

     177,562,436          177,562,436          —          —    

Preferred Stocks

     202,192,335          —          —          202,192,335    

Convertible Preferred Stocks

     8,302,417          —          —          8,302,417    

Warrants

     7,124,801          7,124,801          —          —    

Short-Term Investments

     2,785,525          2,785,525          —          —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 5,004,523,009        $   4,698,617,288        $       48,529,719        $   257,376,002    
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2018, there were no transfers between any levels.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the period ended January 31, 2018:

 

    Common
Stocks
   

Convertible

Preferred

Stocks

    Preferred
Stocks
    Total  
 

 

 

 

  Beginning balance

        $45,874,568         $         8,302,417           $ 254,192,119       $      308,369,104      

  Purchases

    -           -           -           -          

  Sales

    (2,682,566     -           (16,357,240     (19,039,806)      

  Accrued discounts/(premiums)

    -           -           -           -          

  Total realized gain/(loss)

    1,820,419       -           8,655,167             10,475,586      
  Net change in unrealized appreciation/depreciation     1,868,829       -           (36,261,196     (34,392,367)      

  Transfers into Level 3

    -           -           -           -          

  Transfers out of Level 3

    -           -           (8,036,515     (8,036,515)      
 

 

 

 

  Ending balance

        $46,881,250         $ 8,302,417           $ 202,192,335       $      257,376,002              
 

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at January 31, 2018 was $(24,209,516).


 

  The Hartford Municipal Real Return Fund

 

 

  Schedule of Investments

  January 31, 2018 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Municipal Bonds - 95.9%

  
    

Alabama - 1.7%

 

          $          270,000     

Alabama Federal Aid Highway Finance Auth
5.00%, 09/01/2034

     $          319,856    
1,000,000     

Alabama State Port Auth Rev, Docks Facilities
5.00%, 10/01/2032

     1,136,980    
1,500,000     

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

     1,525,185    
       

 

 

 
          2,982,021    
       

 

 

 
    

Alaska - 0.9%

 

375,000     

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

     384,320    
1,000,000     

CIVICVentures, AK
5.00%, 09/01/2026

     1,149,300    
       

 

 

 
          1,533,620    
       

 

 

 
    

Arizona - 0.9%

 

1,000,000     

Arizona State Health Facs Auth Hospital System Rev

5.00%, 02/01/2020

     1,056,550    
142,000     

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

     142,037    
455,000     

Tempe, AZ, Industrial Dev Auth
4.00%, 10/01/2023(1)

     457,152    
       

 

 

 
          1,655,739    
       

 

 

 
    

California - 11.5%

 

855,000     

California State Communities DA Rev
5.00%, 10/01/2022

     926,940    
500,000     

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

     504,690    
    

California State Health Facs

 

250,000     

5.00%, 02/01/2029

     292,762    
1,000,000     

6.00%, 07/01/2029

     1,063,430    
170,000     

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

     179,399    
1,000,000     

California State, GO
5.00%, 08/01/2029

     1,186,950    
1,530,000     

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

     1,587,314    
300,000     

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

     317,562    
315,000     

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

     359,721    
1,000,000     

Hemet, CA, USD Finance Auth Special Tax
5.00%, 09/01/2031

     1,109,870    
400,000     

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

     401,224    
    

Inglewood, CA, Redevelopment Agency

 

200,000     

5.00%, 05/01/2028

     236,874    
200,000     

5.00%, 05/01/2029

     235,264    
810,000     

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

     871,762    
1,000,000     

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

     1,093,180    
500,000     

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

     512,560    
60,000     

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

     60,201    
1,120,000     

San Francisco City & County, CA, Redevelopment Agency
6.50%, 08/01/2032

     1,204,168    
290,000     

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

     334,802    
1,000,000     

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

     1,025,740    


 

  The Hartford Municipal Real Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

          $          665,000     

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

   $           718,353    
    

Santa Margarita, CA, Water Dist Special Tax

  
500,000     

5.00%, 09/01/2024

     546,985    
500,000     

5.00%, 09/01/2025

     546,185    
970,000     

5.00%, 09/01/2028

     1,087,506    
500,000     

Southern California Public Power Auth

5.00%, 07/01/2023

     516,573    
1,000,000     

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

     1,041,140    
1,250,000     

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

     1,330,762    
1,000,000     

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

     1,044,740    
       

 

 

 
          20,336,657    
       

 

 

 
    

Colorado - 1.1%

 

750,000     

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

     878,273    
420,000     

E-470 Public Highway, CO, Auth Rev
1 mo. USD LIBOR + 1.05%, 2.10%, 09/01/2039(2)

     426,661    
600,000     

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

     633,534    
       

 

 

 
          1,938,468    
       

 

 

 
    

Connecticut - 2.3%

 

1,500,000     

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

     1,707,495    
950,000     

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

     1,073,414    
395,000     

Connecticut Housing Finance Auth
4.00%, 05/15/2047

     423,203    
750,000     

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

     852,218    
       

 

 

 
          4,056,330    
       

 

 

 
    

District of Columbia - 1.5%

 

1,500,000     

District of Columbia University Rev
5.25%, 04/01/2034(3)

     1,538,100    
1,035,000     

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

     1,170,119    
       

 

 

 
          2,708,219    
       

 

 

 
    

Florida - 4.7%

 

    

Broward County, FL, Airport System Rev

 

145,000     

5.00%, 10/01/2019

     152,962    
265,000     

5.00%, 10/01/2020

     286,234    
285,000     

5.00%, 10/01/2021

     314,734    
    

City of Port State Lucie, FL

 

590,000     

4.00%, 07/01/2028

     619,671    
585,000     

4.00%, 07/01/2029

     610,483    
1,000,000     

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

     1,106,570    
1,000,000     

Manatee County, FL, School Dist
5.00%, 10/01/2030

     1,164,390    
190,000     

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

     204,349    
530,000     

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

     604,910    
625,000     

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

     727,106    
1,000,000     

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

     1,167,810    
1,000,000     

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

     1,157,020    


 

  The Hartford Municipal Real Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

          $          130,000     

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

    $          131,680    
      

 

 

 
         8,247,919    
      

 

 

 
    

Georgia - 3.2%

 
2,000,000     

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

    2,122,560    
    

Burke County, GA, DA Rev

 
520,000     

1.85%, 12/01/2049(3)

    517,863    
1,000,000     

3.00%, 11/01/2045(3)

    995,860    
725,000     

Monroe County, GA, DA Rev
2.40%, 01/01/2039(3)

    721,650    
1,170,000     

Municipal Electric Auth Georgia, GA
5.00%, 01/01/2022

    1,295,904    
      

 

 

 
         5,653,837    
      

 

 

 
    

Hawaii - 0.6%

 
1,000,000     

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

    1,122,460    
      

 

 

 
    

Illinois - 16.8%

 
    

Chicago, IL, Board of Education

 
1,000,000     

5.00%, 12/01/2034

    1,030,490    
435,000     

6.00%, 01/01/2020

    452,696    
150,000     

Chicago, IL, Board of Education, Special Tax
6.00%, 04/01/2046

    176,790    
1,000,000     

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

    1,138,430    
    

Chicago, IL, O’Hare International Airport Rev

 
825,000     

5.00%, 01/01/2023

    912,136    
1,500,000     

5.00%, 01/01/2026

    1,664,295    
    

Chicago, IL, Transit Auth

 
415,000     

5.00%, 06/01/2025

    473,930    
100,000     

5.25%, 06/01/2022

    101,306    
    

City of Chicago, IL, GO

 
1,000,000     

5.00%, 01/01/2020

    1,045,650    
300,000     

5.00%, 12/01/2023

    315,819    
    

City of Chicago, IL, Wastewater Transmission Rev

 
285,000     

5.00%, 01/01/2028

    317,707    
715,000     

5.00%, 01/01/2029

    793,771    
1,205,000     

City of Chicago, IL, Waterworks Rev
5.00%, 11/01/2029

    1,322,584    
310,000     

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

    351,503    
885,000     

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

    1,024,476    
600,000     

Cook, IL, Regional Transportation Auth
5.00%, 06/01/2035

    674,670    
    

Illinois State Finance Auth Rev

 
1,000,000     

5.00%, 10/01/2023

    1,141,440    
1,000,000     

5.00%, 02/15/2027

    1,142,800    
335,000     

5.00%, 11/15/2028

    378,513    
1,000,000     

5.00%, 11/15/2031

    1,125,800    
1,000,000     

5.00%, 11/15/2033

    1,120,250    
625,000     

5.00%, 11/15/2034

    690,619    
    

Illinois State Toll Highway Auth, Taxable Rev

 
1,000,000     

5.00%, 01/01/2027

    1,133,710    
1,000,000     

5.00%, 01/01/2031

    1,152,540    
    

Illinois State, GO

 
1,000,000     

5.00%, 01/01/2022

    1,029,000    
1,000,000     

5.00%, 02/01/2026

    1,067,130    
2,000,000     

5.25%, 01/01/2021

    2,104,600    
1,400,000     

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

    1,582,238    
625,000     

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

    718,069    


 

  The Hartford Municipal Real Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

          $          1,000,000     

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

     $          1,080,920    
815,000     

Metropolitan Pier & Exposition Auth, IL
4.85%, 12/15/2042

     435,177    
    

Railsplitter, IL, Tobacco Settlement Auth

 

405,000     

5.00%, 06/01/2027

     466,232    
1,000,000     

5.50%, 06/01/2023

     1,122,170    
500,000     

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

     501,640    
       

 

 

 
          29,789,101    
       

 

 

 
    

Indiana - 1.2%

 

870,000     

Indiana Municipal Power Agency
5.00%, 01/01/2033

     1,014,985    
    

University of Southern Indiana

 

820,000     

5.00%, 10/01/2022

     866,551    
250,000     

5.00%, 10/01/2023

     264,193    
       

 

 

 
          2,145,729    
       

 

 

 
    

Kentucky - 0.7%

 

1,085,000     

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

     1,196,581    
       

 

 

 
    

Louisiana - 1.7%

 

600,000     

City of Shreveport, LA, Water & Sewer Rev
5.00%, 12/01/2036

     690,450    
1,155,000     

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

     1,295,841    
95,000     

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

     95,744    
    

New Orleans, LA, Aviation Board

 

190,000     

5.00%, 01/01/2026

     221,093    
125,000     

5.00%, 01/01/2027

     146,558    
500,000     

5.00%, 01/01/2034

     555,415    
       

 

 

 
          3,005,101    
       

 

 

 
    

Maryland - 0.3%

 

105,000     

Howard, MD, Special Obligation
4.00%, 02/15/2028(1)

     107,981    
430,000     

Rockville, MD, Mayor
3.00%, 11/01/2025

     431,010    
       

 

 

 
          538,991    
       

 

 

 
    

Massachusetts - 0.5%

 

200,000     

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

     235,930    
545,000     

Massachusetts State Development Finance Agency
4.00%, 10/01/2025(1)

     569,127    
       

 

 

 
          805,057    
       

 

 

 
    

Michigan - 2.2%

 

1,000,000     

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

     1,149,320    
    

Michigan Finance Auth

 

600,000     

5.00%, 07/01/2018

     607,842    
335,000     

5.00%, 07/01/2027

     376,627    
335,000     

5.00%, 07/01/2028

     375,213    
350,000     

5.00%, 07/01/2029

     393,579    
265,000     

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

     313,108    
370,000     

State of Michigan
5.00%, 03/15/2027

     439,031    
275,000     

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

     314,564    
       

 

 

 
          3,969,284    
       

 

 

 
    

Minnesota - 0.7%

 

    

Duluth, MN, ISD, No. 709

  


 

  The Hartford Municipal Real Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

          $          600,000     

3.00%, 02/01/2021

     $          615,078    
240,000     

4.00%, 02/01/2027

     258,190    
315,000     

Saint Francis, MN, ISD, No. 15
4.00%, 02/01/2029(4)

     330,901    
       

 

 

 
          1,204,169    
       

 

 

 
    

Missouri - 1.4%

 

1,000,000     

City of State Louis, MO, Airport Rev
5.00%, 07/01/2032

     1,163,840    
    

Kirkwood, MO, IDA Retirement Community

  
500,000     

5.25%, 05/15/2042

     528,950    
500,000     

5.25%, 05/15/2050

     525,845    
1,000,000     

Stone Canyon, MO, Community Improvement Dist Rev
5.75%, 04/01/2027(5)(6)(7)

     245,000    
       

 

 

 
          2,463,635    
       

 

 

 
    

Nevada - 0.2%

 

380,000     

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

     397,153    
       

 

 

 
    

New Jersey - 1.5%

 

175,000     

City of Atlantic, NJ, GO
5.00%, 03/01/2022

     192,154    
    

New Jersey State Econ DA

  
330,000     

4.88%, 09/15/2019

     340,032    
1,000,000     

5.00%, 09/01/2021

     1,069,360    
1,060,000     

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

     1,073,197    
       

 

 

 
          2,674,743    
       

 

 

 
    

New York - 8.6%

 

1,000,000     

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

     1,034,086    
1,000,000     

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

     1,099,910    
395,000     

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

     410,441    
365,000     

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

     376,136    
    

New York State Dormitory Auth Rev

  
1,500,000     

5.00%, 03/15/2030

     1,757,520    
4,500,000     

5.00%, 03/15/2031

     5,285,220    
2,000,000     

5.38%, 03/01/2029

     2,084,500    
765,000     

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

     838,685    
520,000     

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

     527,706    
645,000     

Newburgh, NY, GO
5.00%, 06/15/2018

     653,849    
75,000     

Syracuse, NY, IDA
5.00%, 01/01/2029

     84,037    
    

Town of Oyster Bay, NY, GO

  
50,000     

2.50%, 03/15/2018

     49,974    
265,000     

3.00%, 03/01/2021

     270,165    
155,000     

4.00%, 11/01/2022

     163,455    
445,000     

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

     529,287    
       

 

 

 
          15,164,971    
       

 

 

 
    

North Carolina - 0.2%

 

275,000     

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

     330,030    
       

 

 

 
    

Ohio - 2.6%

 

    

City of Cleveland, OH, Airport System Rev

  
355,000     

5.00%, 01/01/2022

     393,904    
325,000     

5.00%, 01/01/2023

     367,322    
85,000     

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

     102,512    


 

  The Hartford Municipal Real Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

          $          1,200,000   

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

      $ 1,279,392  
2,000,000   

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

        2,372,980  
        

 

 

 
           4,516,110  
        

 

 

 
  

Oregon - 1.0%

 

2,300,000   

Clackamas County, OR, School Dist No. 12, GO
0.00%, 06/15/2040(8)

        921,909  
800,000   

Washington County, OR, School Dist No. 48, GO
5.00%, 06/15/2035

        915,944  
        

 

 

 
           1,837,853  
        

 

 

 
  

Pennsylvania - 5.5%

 

1,000,000   

Commonwealth Finance Auth, PA
5.00%, 06/01/2026

        1,157,760  
250,000   

Delaware River, PA, Joint Toll Bridge Commission
5.00%, 07/01/2031

        292,525  
605,000   

Harrisburg, PA, School Dist GO
5.00%, 11/15/2026

        706,471  
  

Lancaster County, PA, Hospital Auth

 

140,000   

5.00%, 07/01/2024

        156,310  
115,000   

5.00%, 07/01/2025

        128,162  
  

Pennsylvania State Turnpike Commission Rev

 

200,000   

5.00%, 12/01/2027

        232,808  
665,000   

6.00%, 06/01/2028

        675,327  
750,000   

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

        856,365  
1,000,000   

Pennsylvania Turnpike Commission
5.00%, 12/01/2031

              1,162,670  
1,000,000   

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

        1,053,630  
  

Philadelphia, PA, School Dist GO

 

365,000   

5.00%, 09/01/2023

        407,012  
200,000   

5.25%, 09/01/2023

        212,884  
  

Pittsburgh, PA, School Dist GO

 

1,570,000   

5.00%, 09/01/2021

        1,738,822  
750,000   

5.00%, 09/01/2023

        828,457  
150,000   

Reading, PA, School Dist GO
5.00%, 03/01/2038

        168,486  
        

 

 

 
           9,777,689  
        

 

 

 
  

Puerto Rico - 0.6%

 

360,000   

Commonwealth of Puerto Rico, GO
5.50%, 07/01/2019

        363,633  
  

Puerto Rico Electric Power Auth

 

200,000   

5.00%, 07/01/2019

        200,668  
60,000   

5.25%, 07/01/2019

        60,403  
380,000   

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

        393,083  
        

 

 

 
           1,017,787  
        

 

 

 
  

Rhode Island - 1.6%

 

  

Rhode Island Health & Educational Bldg Corp.

 

1,215,000   

5.00%, 05/15/2018

        1,225,474  
800,000   

5.00%, 05/15/2027

        916,376  
530,000   

5.00%, 05/15/2028

        609,309  
        

 

 

 
           2,751,159  
        

 

 

 
  

South Carolina - 1.1%

 

1,000,000   

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

        1,108,970  
  

South Carolina State Public Service Auth

 

315,000   

5.00%, 12/01/2031

        352,810  
500,000   

5.00%, 12/01/2034

        556,105  
        

 

 

 
           2,017,885  
        

 

 

 


 

  The Hartford Municipal Real Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

  

South Dakota - 0.8%

 

          $          870,000   

South Dakota Housing Dev. Auth
4.00%, 11/01/2047

      $ 928,629  
415,000   

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

        468,041  
        

 

 

 
                 1,396,670  
        

 

 

 
  

Texas - 12.1%

 

210,000   

City of Arlington, TX
5.00%, 02/15/2034

        238,312  
595,000   

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

        696,305  
2,250,000   

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

        2,638,732  
  

Clifton, TX, Higher Education Finance Corp.

 

1,000,000   

4.00%, 08/15/2029

        1,084,980  
1,050,000   

4.00%, 08/15/2030

        1,125,275  
1,000,000   

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

        1,171,330  
750,000   

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

        809,625  
1,500,000   

Grapevine-Colleyville, TX, ISD GO
5.00%, 08/15/2027

        1,766,250  
250,000   

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

        278,533  
2,000,000   

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

        2,113,696  
1,580,000   

La Joya, TX, ISD GO
5.00%, 02/15/2025

        1,822,024  
1,000,000   

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

        1,068,570  
1,000,000   

North Texas Tollway Auth Rev
5.00%, 01/01/2030

        1,122,010  
325,000   

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

        379,629  
2,000,000   

Socorro, TX, Independent School Dist
5.00%, 08/15/2030

        2,367,820  
  

Tarrant County, TX, Cultural Education Facs

 

405,000   

3.88%, 11/15/2020

        405,020  
575,000   

5.00%, 10/01/2034

        623,708  
1,000,000   

6.25%, 11/15/2029

        1,037,474  
550,000   

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

        615,186  
        

 

 

 
           21,364,479  
        

 

 

 
  

Vermont - 0.3%

 

600,000   

Vermont State Econ DA Waste
4.75%, 04/01/2036(1)(3)

        600,834  
        

 

 

 
  

Virginia - 0.3%

 

500,000   

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

        513,148  
        

 

 

 
  

Washington - 2.9%

 

2,285,000   

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

        2,401,809  
  

Washington State Health Care Facs Auth Rev

 

590,000   

5.00%, 01/01/2026

        683,787  
1,820,000   

5.00%, 03/01/2029

        2,070,796  
        

 

 

 
           5,156,392  
        

 

 

 
  

Wisconsin - 2.5%

 

1,705,000   

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

        1,924,996  
235,000   

Public Finance Auth, WI
3.50%, 11/15/2023(1)

        236,967  
125,000   

Wisconsin State
5.75%, 05/01/2033

        131,665  


 

  The Hartford Municipal Real Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

        $          865,000   

6.00%, 05/01/2036

        $ 913,786  
1,000,000   

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

          1,141,420  
          

 

 

 
             4,348,834  
          

 

 

 
  

Wyoming - 0.2%

       
325,000   

Wyoming Community Development Auth
4.00%, 12/01/2046

          347,965  
          

 

 

 
  

Total Municipal Bonds
(cost $166,381,235)

        $ 169,566,620  
          

 

 

 
  

Total Long-Term Investments
(cost $166,381,235)

        $ 169,566,620  
          

 

 

 

Short-Term Investments - 3.5%

       
  

Other Investment Pools & Funds - 3.5%

       
6,255,392   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio,
Institutional Class, 1.22%(9)

          6,255,392  
          

 

 

 
  

Total Short-Term Investments
(cost $6,255,392)

        $ 6,255,392  
          

 

 

 
  

Total Investments
(cost $172,636,627)

     99.4%        $   175,822,012  
  

Other Assets and Liabilities

     0.6%          1,035,332  
     

 

 

      

 

 

 
  

Total Net Assets

     100.0%        $ 176,857,344  
     

 

 

      

 

 

 

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 January 31, 2018, the aggregate value of these securities was $2,952,783, which represented 1.7% of total net assets.
(2) Variable rate security; the rate reported is the coupon rate in effect at January 31, 2018.
(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 $332,838 at January 31, 2018.
(5) Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(6) This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2018, the aggregate fair value of this security was $245,000, 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.
(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 January 31, 2018, the aggregate value of this security was $245,000, which represented 0.1% of total net assets.
(8) Security is a zero-coupon bond.
(9) Current yield as of period end.

 

OTC Interest Rate Swap Contracts Outstanding at January 31, 2018  

Counter-

party

   Payments made
by Fund
       Payments
    received
    by Fund
  

Notional

Amount

     Expiration
Date
   Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value †     Unrealized
Appreciation/
(Depreciation)
 
BCLY    1.15% Fixed    CPURNSA      USD        3,600,000      01/15/20      At Maturity      $      $      $ 70,595     $ 70,595       
BCLY    1.18% Fixed    CPURNSA      USD        7,550,000      01/15/19      At Maturity                      101,708       101,708       
BCLY    1.28% Fixed    CPURNSA      USD        3,700,000      01/15/20      At Maturity                      73,335       73,335       
BCLY    1.54% Fixed    CPURNSA      USD        7,000,000      03/03/21      At Maturity                      218,569       218,569       
BCLY    1.67% Fixed    CPURNSA      USD        5,750,000      03/08/26      At Maturity                      306,569       306,569       
BCLY    2.29% Fixed    CPURNSA      USD        6,592,000      01/15/22      At Maturity                      (26,422     (26,422)      


 

  The Hartford Municipal Real Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

BNP    1.59% Fixed    CPURNSA      USD        22,263,000        07/15/21        At Maturity      $ —          $ —          $ 650,608     $ 650,608  
BNP    1.69% Fixed    CPURNSA      USD        4,850,000        01/15/23        At Maturity        —            —            176,705       176,705  
BOA    1.62% Fixed    CPURNSA      USD        8,639,000        07/15/21        At Maturity        —            —            242,293       242,293  
BOA    2.12% Fixed    CPURNSA      USD        7,429,000        01/15/24        At Maturity        —            —            39,595       39,595  
CBK    2.03% Fixed    CPURNSA      USD        1,185,000        06/01/25        At Maturity        —            —            12,469       12,469  
CBK    2.26% Fixed    CPURNSA      USD        2,098,000        02/15/42        At Maturity        —            —            50,223       50,223  
CBK    2.33% Fixed    CPURNSA      USD        525,000        04/15/18        At Maturity        —            —            (28,124     (28,124
CBK    2.45% Fixed    CPURNSA      USD        950,000        11/07/34        At Maturity        —            —            (47,777     (47,777
DEUT    1.23% Fixed    CPURNSA      USD        7,450,000        11/12/19        At Maturity        —            —            127,235       127,235  
DEUT    1.48% Fixed    CPURNSA      USD        2,300,000        07/15/23        At Maturity        —            —            87,175       87,175  
DEUT    1.53% Fixed    CPURNSA      USD        1,850,000        12/11/24        At Maturity        —            —            76,033       76,033  
DEUT    1.55% Fixed    CPURNSA      USD        5,020,000        09/02/20        At Maturity        —            —            81,255       81,255  
DEUT    1.68% Fixed    CPURNSA      USD        1,985,000        08/04/25        At Maturity        —            —            86,153       86,153  
DEUT    1.70% Fixed    CPURNSA      USD        1,475,000        12/02/24        At Maturity        —            —            60,774       60,774  
JPM    1.76% Fixed    CPURNSA      USD        12,288,000        07/15/23        At Maturity        —            —            486,522       486,522  
JPM    1.80% Fixed    CPURNSA      USD        5,080,000        11/03/25        At Maturity        —            —            177,255       177,255  
JPM    2.33% Fixed    CPURNSA      USD        7,000,000        09/30/21        At Maturity        —            —            (446,955     (446,955
JPM    2.75% Fixed    CPURNSA      USD        1,075,000        03/03/21        At Maturity        —            —            (113,627     (113,627
MSC    1.44% Fixed    CPURNSA      USD        1,525,000        08/09/23        At Maturity        —            —            64,505       64,505  
                    

 

 

    

 

 

    

 

 

   

 

 

 

        Total

           $     —          $     —          $     2,526,671     $     2,526,671  
                    

 

 

    

 

 

    

 

 

   

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:

BCLY   

Barclays

BNP   

BNP Paribas Securities Services

BOA   

Banc of America Securities LLC

CBK   

Citibank NA

DEUT   

Deutsche Bank Securities, Inc.

JPM   

JP Morgan Chase & Co.

MSC   

Morgan Stanley

Currency Abbreviations:

USD   

United States Dollar

Index Abbreviations:

CPURNSA   

Consumer Price All Urban Non-Seasonally Adjusted

Other Abbreviations:

FHLMC   

Federal Home Loan Mortgage Corp.

FNMA   

Federal National Mortgage Association

GNMA   

Government National Mortgage Association

LIBOR   

London Interbank Offered Rate

OTC   

Over-the-Counter

Municipal Abbreviations:

DA   

Development Authority

GO   

General Obligation

ISD   

Independent School District

IDA   

Industrial Development Authority

Rev   

Revenue

USD   

United School District


 

  The Hartford Municipal Real Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Municipal Bonds

   $ 169,566,620       $ —       $ 169,566,620       $             —   

Short-Term Investments

     6,255,392         6,255,392         —         —   

Swaps - Interest Rate(2)

     3,189,576         —         3,189,576         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       179,011,588       $           6,255,392       $       172,756,196       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Swaps - Interest Rate(2)

   $ (662,905)      $ —       $ (662,905)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (662,905)      $ —       $ (662,905)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)   For the period ended January 31, 2018, there were no transfers between any levels.

(2)

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


 

  Hartford Quality Value Fund (formerly, The Hartford Value Opportunities Fund)

 

 

  Schedule of Investments

  January 31, 2018 (Unaudited)

 

 

Shares or Principal Amount        Market Value  

Common Stocks - 98.2%

    
  

Banks - 18.8%

 

432,332   

Bank of America Corp.

     $ 13,834,624  
41,959   

Bank of Nova Scotia

       2,789,854  
141,222   

Citigroup, Inc.

       11,083,102  
117,218   

JP Morgan Chase & Co.

       13,558,606  
19,915   

M&T Bank Corp.

       3,799,384  
35,756   

PNC Financial Services Group, Inc.

       5,650,163  
104,922   

Wells Fargo & Co.

       6,901,769  
       

 

 

 
              57,617,502  
       

 

 

 
  

Capital Goods - 7.5%

 

39,208   

AMETEK, Inc.

       2,991,570  
35,864   

Eaton Corp. plc

       3,011,500  
26,916   

Honeywell International, Inc.

       4,297,678  
105,668   

Johnson Controls International plc

       4,134,789  
13,290   

Lockheed Martin Corp.

       4,715,957  
18,780   

Raytheon Co.

       3,923,893  
       

 

 

 
          23,075,387  
       

 

 

 
  

Commercial & Professional Services - 0.5%

 

17,599   

Waste Management, Inc.

       1,556,279  
       

 

 

 
  

Diversified Financials - 2.0%

 

3,140   

BlackRock, Inc.

       1,764,052  
109,928   

Synchrony Financial

       4,361,943  
       

 

 

 
          6,125,995  
       

 

 

 
  

Energy - 11.7%

 

58,672   

Anadarko Petroleum Corp.

       3,523,254  
71,716   

Chevron Corp.

       8,989,600  
33,011   

EOG Resources, Inc.

       3,796,265  
87,824   

Exxon Mobil Corp.

       7,667,035  
70,788   

Halliburton Co.

       3,801,316  
82,940   

Hess Corp.

       4,189,299  
67,110   

Total S.A. ADR

       3,896,407  
       

 

 

 
          35,863,176  
       

 

 

 
  

Food & Staples Retailing - 1.2%

 

48,235   

Walgreens Boots Alliance, Inc.

       3,630,166  
       

 

 

 
  

Food, Beverage & Tobacco - 3.0%

 

37,145   

Altria Group, Inc.

       2,612,779  
58,077   

Mondelez International, Inc. Class A

       2,578,619  
37,594   

Philip Morris International, Inc.

       4,031,205  
       

 

 

 
          9,222,603  
       

 

 

 
  

Health Care Equipment & Services - 5.1%

 

42,744   

Abbott Laboratories

       2,656,967  
43,096   

Cardinal Health, Inc.

       3,093,862  
42,987   

Medtronic plc

       3,692,154  
30,520   

STERIS plc

       2,774,878  
14,123   

UnitedHealth Group, Inc.

       3,344,044  
       

 

 

 
          15,561,905  
       

 

 

 
  

Household & Personal Products - 2.1%

 

166,014   

Coty, Inc. Class A

       3,255,534  
52,902   

Unilever N.V.

       3,041,336  
       

 

 

 
          6,296,870  
       

 

 

 
  

Insurance - 8.0%

 

35,116   

American International Group, Inc.

       2,244,615  
28,151   

Chubb Ltd.

       4,395,779  
44,171   

Marsh & McLennan Cos., Inc.

       3,689,162  
66,457   

MetLife, Inc.

       3,194,588  
50,400   

Principal Financial Group, Inc.

       3,407,040  
38,743   

Prudential Financial, Inc.

       4,603,443  


 

  Hartford Quality Value Fund (formerly, The Hartford Value Opportunities Fund)

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

80,556   

XL Group Ltd.

     $ 2,967,683  
       

 

 

 
              24,502,310  
       

 

 

 
  

Materials - 3.8%

 

69,734   

Ball Corp.

       2,669,417  
67,135   

CRH plc ADR

       2,510,178  
57,102   

Methanex Corp.

       3,594,571  
25,621   

PPG Industries, Inc.

       3,041,981  
       

 

 

 
          11,816,147  
       

 

 

 
  

Media - 1.4%

 

100,628   

Comcast Corp. Class A

       4,279,709  
       

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 7.7%

 

20,732   

Allergan plc

       3,737,150  
128,416   

AstraZeneca plc ADR

       4,502,265  
88,669   

Bristol-Myers Squibb Co.

       5,550,680  
106,627   

Merck & Co., Inc.

       6,317,650  
37,920   

Novartis AG ADR

       3,415,075  
       

 

 

 
          23,522,820  
       

 

 

 
  

Real Estate - 2.8%

 

19,578   

American Tower Corp. REIT

       2,891,671  
99,021   

Corporate Office Properties Trust REIT

       2,703,273  
15,779   

Public Storage REIT

       3,088,897  
       

 

 

 
          8,683,841  
       

 

 

 
  

Retailing - 4.2%

 

571,800   

Allstar Co.*(1)(2)(3)(4)

       114,360  
19,831   

Expedia, Inc.

       2,538,566  
65,677   

L Brands, Inc.

       3,289,761  
38,900   

Lowe’s Cos., Inc.

       4,073,997  
38,722   

Target Corp.

       2,912,669  
       

 

 

 
          12,929,353  
       

 

 

 
  

Semiconductors & Semiconductor Equipment - 5.0%

 

156,289   

Intel Corp.

       7,523,752  
27,587   

KLA-Tencor Corp.

       3,029,053  
70,118   

QUALCOMM, Inc.

       4,785,553  
       

 

 

 
          15,338,358  
       

 

 

 
  

Software & Services - 3.7%

 

19,408   

Accenture plc Class A

       3,118,866  
23,103   

International Business Machines Corp.

       3,781,961  
46,591   

Microsoft Corp.

       4,426,611  
       

 

 

 
          11,327,438  
       

 

 

 
  

Technology Hardware & Equipment - 2.4%

 

108,755   

Cisco Systems, Inc.

       4,517,683  
29,444   

Motorola Solutions, Inc.

       2,928,500  
       

 

 

 
          7,446,183  
       

 

 

 
  

Telecommunication Services - 1.9%

 

107,056   

Verizon Communications, Inc.

       5,788,518  
       

 

 

 
  

Transportation - 1.3%

 

31,028   

United Parcel Service, Inc. Class B

       3,950,485  
       

 

 

 
  

Utilities - 4.1%

 

66,457   

Alliant Energy Corp.

       2,641,666  
61,231   

Avangrid, Inc.

       2,983,174  
66,348   

Eversource Energy

       4,185,895  
61,331   

UGI Corp.

       2,807,120  
       

 

 

 
          12,617,855  
       

 

 

 
  

Total Common Stocks
(cost $272,117,908)

     $ 301,152,900  
       

 

 

 


 

  Hartford Quality Value Fund (formerly, The Hartford Value Opportunities Fund)

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

  

Total Long-Term Investments
(cost $272,117,908)

 

     $ 301,152,900  
          

 

 

 

Short-Term Investments - 2.1%

       
  

Other Investment Pools & Funds - 2.1%

 

6,592,204       

Morgan Stanley Institutional Liquidity Funds, Government Portfolio,
Institutional Class, 1.22%(5)

 

     $ 6,592,204  
          

 

 

 
  

Total Short-Term Investments
(cost $6,592,204)

 

     $ 6,592,204  
          

 

 

 
  

Total Investments
(cost $278,710,112)

     100.3%        $ 307,745,104  
  

Other Assets and Liabilities

     (0.3)%          (935,904
     

 

 

      

 

 

 
  

Total Net Assets

     100.0%        $   306,809,200  
     

 

 

      

 

 

 

 

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 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 January 31, 2018, the aggregate value of this security was $114,360, 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 January 31, 2018, the aggregate value of this security was $114,360, which represented 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 January 31, 2018, the aggregate fair value of this security was $114,360, 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.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ADR   

American Depositary Receipt

REIT   

Real Estate Investment Trust


 

  Hartford Quality Value Fund (formerly, The Hartford Value Opportunities Fund)

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Banks

   $ 57,617,502      $ 57,617,502      $      $  

Capital Goods

     23,075,387        23,075,387                

Commercial & Professional Services

     1,556,279        1,556,279                

Diversified Financials

     6,125,995        6,125,995                

Energy

     35,863,176        35,863,176                

Food & Staples Retailing

     3,630,166        3,630,166                

Food, Beverage & Tobacco

     9,222,603        9,222,603                

Health Care Equipment & Services

     15,561,905        15,561,905                

Household & Personal Products

     6,296,870        6,296,870                

Insurance

     24,502,310        24,502,310                

Materials

     11,816,147        11,816,147                

Media

     4,279,709        4,279,709                

Pharmaceuticals, Biotechnology & Life Sciences

     23,522,820        23,522,820                

Real Estate

     8,683,841        8,683,841                

Retailing

     12,929,353        12,814,993               114,360  

Semiconductors & Semiconductor Equipment

     15,338,358        15,338,358                

Software & Services

     11,327,438        11,327,438                

Technology Hardware & Equipment

     7,446,183        7,446,183                

Telecommunication Services

     5,788,518        5,788,518                

Transportation

     3,950,485        3,950,485                

Utilities

     12,617,855        12,617,855                

Short-Term Investments

     6,592,204        6,592,204                                   —  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $     307,745,104      $     307,630,744      $                     —      $ 114,360  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1)    For the period ended January 31, 2018, there were no transfers between any levels.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2018 is not presented.


 

  The Hartford Small Cap Growth Fund

 

 

  Schedule of Investments

  January 31, 2018 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 97.6%

 

  

Automobiles & Components - 1.8%

 

145,394   

Cooper Tire & Rubber Co.

   $ 5,684,905  
5,635   

Cooper-Standard Holdings, Inc.*

     702,065  
173,814   

Tenneco, Inc.

     10,082,950  
52,304   

Visteon Corp.*

     6,803,704  
21,964   

Winnebago Industries, Inc.

     998,264  
            24,271,888  
  

Banks - 3.4%

 

48,601   

Essent Group Ltd.*

     2,260,918  
98,531   

FCB Financial Holdings, Inc. Class A*

     5,399,499  
131,254   

First Busey Corp.

     4,066,249  
133,050   

First Hawaiian, Inc.

     3,845,145  
119,067   

Great Western Bancorp, Inc.

     5,018,674  
86,226   

IBERIABANK Corp.

     7,286,097  
2,481   

LendingTree, Inc.*

     912,636  
469,910   

MGIC Investment Corp.*

     6,964,066  
80,628   

NMI Holdings, Inc. Class A*

     1,479,524  
287,362   

Sterling Bancorp

     7,112,209  
12,126   

Walker & Dunlop, Inc.*

     563,253  
        44,908,270  
   Capital Goods - 10.3%  
179,625   

AAON, Inc.

     6,538,350  
184,763   

Altra Industrial Motion Corp.

     9,681,581  
60,089   

American Woodmark Corp.*

     8,163,091  
96,275   

Applied Industrial Technologies, Inc.

     7,100,281  
8,441   

Argan, Inc.

     368,028  
112,708   

Armstrong World Industries, Inc.*

     7,066,792  
50,535   

Astec Industries, Inc.

     3,153,384  
118,399   

AZZ, Inc.

     5,387,154  
15,181   

Barnes Group, Inc.

     998,758  
27,129   

Beacon Roofing Supply, Inc.*

     1,641,305  
175,674   

BMC Stock Holdings, Inc.*

     3,935,098  
35,055   

Caesarstone Ltd.*

     743,166  
71,339   

Continental Building Products, Inc.*

     2,029,595  
20,395   

EMCOR Group, Inc.

     1,657,706  
7,434   

Encore Wire Corp.

     376,160  
230,104   

Generac Holdings, Inc.*

     11,258,989  
25,974   

Global Brass & Copper Holdings, Inc.

     835,064  
70,147   

HEICO Corp. Class A

     4,619,180  
30,372   

Hillenbrand, Inc.

     1,345,480  
11,837   

Hyster-Yale Materials Handling, Inc.

     1,002,476  
158,929   

ITT, Inc.

     8,900,024  
244,568   

JELD-WEN Holding, Inc.*

     9,606,631  
68,573   

KBR, Inc.

     1,394,775  
70,637   

Meritor, Inc.*

     1,926,977  
307,755   

Milacron Holdings Corp.*

     5,838,112  
12,565   

Navistar International Corp.*

     575,854  
6,140   

Proto Labs, Inc.*

     671,409  
245,847   

Rexnord Corp.*

     6,910,759  
61,178   

SiteOne Landscape Supply, Inc.*

     4,659,316  
53,824   

Teledyne Technologies, Inc.*

     10,276,078  
14,316   

Trex Co., Inc.*

     1,597,522  
44,993   

Wabash National Corp.

     1,162,169  
181,331   

Welbilt, Inc.*

     4,043,681  
            135,464,945  
  

Commercial & Professional Services - 4.9%

 

175,923   

Advanced Disposal Services, Inc.*

     4,287,244  
88,915   

Brink’s Co.

     7,415,511  
142,649   

Deluxe Corp.

     10,594,541  
100,706   

Exponent, Inc.

     7,467,350  
75,419   

Herman Miller, Inc.

     3,054,469  
103,933   

Huron Consulting Group, Inc.*

     4,172,910  


 

  The Hartford Small Cap Growth Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

17,698   

Insperity, Inc.

   $ 1,084,003  
71,539   

MSA Safety, Inc.

     5,602,219  
144,577   

On Assignment, Inc.*

     11,070,261  
58,001   

Quad/Graphics, Inc.

     1,282,982  
82,173   

RPX Corp.*

     1,153,709  
28,633   

Steelcase, Inc. Class A

     445,243  
44,727   

TriNet Group, Inc.*

     1,962,173  
18,312   

TrueBlue, Inc.*

     500,833  
73,714   

WageWorks, Inc.*

     4,463,383  
             64,556,831  
  

Consumer Durables & Apparel - 4.6%

 

84,048   

Carter’s, Inc.

     10,110,975  
38,728   

Crocs, Inc.*

     523,215  
18,661   

Deckers Outdoor Corp.*

     1,599,434  
11,534   

iRobot Corp.*

     1,023,643  
41,920   

KB Home

     1,321,318  
27,582   

La-Z-Boy, Inc.

     831,597  
53,547   

MDC Holdings, Inc.

     1,805,069  
97,745   

Oxford Industries, Inc.

     7,702,306  
240,505   

Steven Madden Ltd.*

     11,111,331  
153,987   

TopBuild Corp.*

     11,786,165  
354,850   

Wolverine World Wide, Inc.

     11,649,726  
27,530   

ZAGG, Inc.*

     459,751  
        59,924,530  
  

Consumer Services - 4.1%

 

23,700   

American Public Education, Inc.*

     601,980  
52,390   

Bloomin’ Brands, Inc.

     1,154,152  
72,259   

Caesars Entertainment Corp.*

     1,008,013  
153,462   

Dunkin’ Brands Group, Inc.

     9,921,318  
32,458   

Grand Canyon Education, Inc.*

     3,018,269  
217,810   

La Quinta Holdings, Inc.*

     4,340,953  
67,936   

Marriott Vacations Worldwide Corp.

     10,348,691  
104,078   

Papa John’s International, Inc.

     6,753,622  
34,501   

Penn National Gaming, Inc.*

     1,100,927  
38,855   

Scientific Games Corp. Class A*

     1,812,586  
22,570   

Sotheby’s*

     1,190,793  
4,899   

Strayer Education, Inc.

     453,060  
14,388   

Texas Roadhouse, Inc.

     844,863  
10,592   

Weight Watchers International, Inc.*

     680,960  
222,989   

Wingstop, Inc.

     10,783,748  
        54,013,935  
  

Diversified Financials - 1.5%

 

28,369   

Artisan Partners Asset Management, Inc. Class A

     1,110,646  
110,245   

Evercore, Inc. Class A

     11,085,135  
40,869   

Green Dot Corp. Class A*

     2,503,635  
34,524   

Moelis & Co. Class A

     1,784,891  
102,612   

OneMain Holdings, Inc.*

     3,356,438  
24,647   

WisdomTree Investments, Inc.

     285,659  
        20,126,404  
  

Energy - 1.4%

 

33,365   

CVR Energy, Inc.

     1,194,133  
18,755   

Matador Resources Co.*

     607,850  
99,323   

PDC Energy, Inc.*

     5,149,897  
266,187   

ProPetro Holding Corp.*

     4,972,373  
15,558   

REX American Resources Corp.*

     1,270,311  
265,152   

WildHorse Resource Development Corp.*

     4,722,357  
        17,916,921  
  

Food & Staples Retailing - 1.4%

 

55,531   

Casey’s General Stores, Inc.

     6,725,359  
133,394   

Performance Food Group Co.*

     4,582,084  
88,434   

PriceSmart, Inc.

     7,534,577  
        18,842,020  


 

  The Hartford Small Cap Growth Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

  

Food, Beverage & Tobacco - 1.4%

 

11,479   

Boston Beer Co., Inc. Class A*

   $ 2,179,288  
9,500   

Fresh Del Monte Produce, Inc.

     449,445  
437,492   

Hostess Brands, Inc.*

     6,037,390  
16,734   

National Beverage Corp.

     1,848,605  
77,812   

Pilgrim’s Pride Corp.*

     2,160,839  
59,499   

Post Holdings, Inc.*

     4,502,289  
10,722   

Sanderson Farms, Inc.

     1,360,622  
        18,538,478  
  

Health Care Equipment & Services - 9.2%

 

142,205   

Anika Therapeutics, Inc.*

     9,487,918  
221,766   

AtriCure, Inc.*

     3,617,003  
9,354   

Atrion Corp.

     5,382,292  
193,580   

Cardiovascular Systems, Inc.*

     4,783,362  
12,259   

Chemed Corp.

     3,194,328  
42,583   

Encompass Health Corp.

     2,253,492  
262,822   

Globus Medical, Inc. Class A*

     12,100,325  
33,909   

Haemonetics Corp.*

     2,192,217  
206,824   

HMS Holdings Corp.*

     3,542,895  
45,852   

ICU Medical, Inc.*

     10,497,815  
14,859   

Inogen, Inc.*

     1,810,420  
90,537   

Insulet Corp.*

     6,928,797  
135,235   

Integra LifeSciences Holdings Corp.*

     7,121,475  
35,180   

Lantheus Holdings, Inc.*

     809,140  
6,882   

LHC Group, Inc.*

     432,190  
6,234   

Magellan Health, Inc.*

     620,906  
19,912   

Masimo Corp.*

     1,876,507  
74,277   

Medidata Solutions, Inc.*

     5,059,006  
13,465   

Merit Medical Systems, Inc.*

     625,449  
17,920   

Molina Healthcare, Inc.*

     1,637,171  
180,910   

Natus Medical, Inc.*

     5,617,255  
176,083   

Omnicell, Inc.*

     8,636,871  
244,109   

OraSure Technologies, Inc.*

     5,311,812  
128,814   

Orthofix International N.V.*

     7,399,076  
62,805   

Quality Systems, Inc.*

     816,465  
22,883   

Quidel Corp.*

     1,047,584  
57,050   

Triple-S Management Corp. Class B*

     1,311,009  
65,827   

U.S. Physical Therapy, Inc.

     4,999,561  
12,228   

WellCare Health Plans, Inc.*

     2,572,527  
           121,684,868  
  

Household & Personal Products - 0.3%

 

26,470   

Medifast, Inc.

     1,818,754  
28,702   

USANA Health Sciences, Inc.*

     2,142,604  
        3,961,358  
  

Insurance - 0.8%

 

58,283   

American Equity Investment Life Holding Co.

     1,923,339  
47,625   

Greenlight Capital Re Ltd. Class A*

     964,406  
137,525   

James River Group Holdings Ltd.

     5,225,950  
143,022   

Maiden Holdings Ltd.

     1,008,305  
4,837   

Primerica, Inc.

     488,537  
50,191   

Universal Insurance Holdings, Inc.

     1,475,616  
        11,086,153  
  

Materials - 4.0%

 

12,855   

AdvanSix, Inc.*

     507,258  
166,923   

Boise Cascade Co.*

     7,419,727  
28,014   

Chemours Co.

     1,446,083  
35,946   

Cleveland-Cliffs, Inc.*

     246,230  
476,636   

Graphic Packaging Holding Co.

     7,697,672  
19,546   

Ingevity Corp.*

     1,418,062  
13,278   

Koppers Holdings, Inc.*

     608,133  
19,019   

Kronos Worldwide, Inc.

     522,072  
327,607   

Louisiana-Pacific Corp.*

     9,700,443  
444,637   

OMNOVA Solutions, Inc.*

     4,891,007  


 

  The Hartford Small Cap Growth Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

232,655   

PolyOne Corp.

   $ 10,111,186  
17,873   

Stepan Co.

     1,401,601  
198,116   

Summit Materials, Inc. Class A*

     6,329,806  
             52,299,280  
  

Media - 0.2%

 

82,408   

New York Times Co. Class A

     1,915,986  
  

Pharmaceuticals, Biotechnology & Life Sciences - 15.1%

 

127,077   

Abeona Therapeutics, Inc.*

     1,937,924  
91,168   

Aerie Pharmaceuticals, Inc.*

     5,000,565  
39,193   

Agios Pharmaceuticals, Inc.*

     3,086,841  
75,906   

Akebia Therapeutics, Inc.*

     1,121,891  
515,555   

Amicus Therapeutics, Inc.*

     8,362,302  
113,700   

Arena Pharmaceuticals, Inc.*

     4,254,654  
35,628   

Array BioPharma, Inc.*

     528,007  
86,410   

Audentes Therapeutics, Inc.*

     3,032,991  
78,579   

Axovant Sciences Ltd.*

     159,515  
27,192   

BioSpecifics Technologies Corp.*

     1,164,361  
39,451   

Bluebird Bio, Inc.*

     8,083,510  
96,301   

Blueprint Medicines Corp.*

     7,574,074  
229,888   

Calithera Biosciences, Inc.*

     1,839,104  
271,070   

Catalent, Inc.*

     12,615,598  
164,204   

Coherus Biosciences, Inc.*

     1,658,460  
38,628   

Corcept Therapeutics, Inc.*

     889,023  
339,922   

Cytokinetics, Inc.*

     3,127,282  
173,250   

Dermira, Inc.*

     4,941,090  
27,717   

Dynavax Technologies Corp.*

     446,244  
17,345   

Editas Medicine, Inc.*

     633,266  
32,328   

Emergent BioSolutions, Inc.*

     1,577,283  
11,629   

Esperion Therapeutics, Inc.*

     843,219  
87,586   

Exact Sciences Corp.*

     4,353,900  
66,331   

Exelixis, Inc.*

     2,010,493  
22,616   

FibroGen, Inc.*

     1,324,167  
157,313   

Five Prime Therapeutics, Inc.*

     3,146,260  
98,600   

Flexion Therapeutics, Inc.*

     2,227,374  
125,838   

GlycoMimetics, Inc.*

     2,830,097  
68,476   

Halozyme Therapeutics, Inc.*

     1,279,132  
154,796   

ImmunoGen, Inc.*

     1,421,027  
34,019   

Immunomedics, Inc.*

     567,097  
224,487   

Impax Laboratories, Inc.*

     4,366,272  
125,422   

Innoviva, Inc.*

     1,829,907  
267,995   

Intersect ENT, Inc.*

     10,009,613  
90,508   

Ionis Pharmaceuticals, Inc.*

     4,753,480  
147,290   

Ironwood Pharmaceuticals, Inc.*

     2,181,365  
90,979   

Jounce Therapeutics, Inc.*

     2,199,872  
38,469   

Kala Pharmaceuticals, Inc.*

     585,498  
4,919   

Ligand Pharmaceuticals, Inc.*

     775,333  
64,142   

Loxo Oncology, Inc.*

     6,508,489  
46,671   

Luminex Corp.

     942,287  
125,768   

Medicines Co.*

     4,166,694  
90,495   

MiMedx Group, Inc.*

     1,515,791  
77,999   

Momenta Pharmaceuticals, Inc.*

     1,325,983  
18,383   

MyoKardia, Inc.*

     948,563  
246,164   

NanoString Technologies, Inc.*

     1,851,153  
104,594   

Nektar Therapeutics*

     8,745,104  
79,380   

Neurocrine Biosciences, Inc.*

     6,784,609  
130,867   

Otonomy, Inc.*

     759,029  
525,265   

PDL BioPharma, Inc.*

     1,449,731  
142,499   

Portola Pharmaceuticals, Inc.*

     7,311,624  
33,134   

PRA Health Sciences, Inc.*

     3,017,182  
12,045   

Puma Biotechnology, Inc.*

     805,208  
71,137   

Revance Therapeutics, Inc.*

     2,297,725  
458,541   

Rigel Pharmaceuticals, Inc.*

     1,834,164  
48,323   

Sage Therapeutics, Inc.*

     9,171,705  
66,741   

Sangamo Therapeutics, Inc.*

     1,391,550  
73,600   

Solid Biosciences, Inc.*

     1,885,632  


 

  The Hartford Small Cap Growth Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

82,232   

Spark Therapeutics, Inc.*

   $ 4,609,104  
60,154   

Supernus Pharmaceuticals, Inc.*

     2,349,014  
114,574   

Syneos Health, Inc.*

     4,393,913  
99,005   

Ultragenyx Pharmaceutical, Inc.*

     5,281,917  
20,010   

Zogenix, Inc.*

     727,363  
        198,811,625  
  

Real Estate - 3.1%

 

136,654   

CareTrust, Inc. REIT

     2,171,432  
37,291   

Coresite Realty Corp. REIT

     4,039,361  
140,645   

Corporate Office Properties Trust REIT

     3,839,609  
219,888   

HFF, Inc. Class A, REIT

     10,820,688  
198,971   

LaSalle Hotel Properties REIT

     6,076,574  
16,639   

National Health Investors, Inc. REIT

     1,173,549  
112,437   

Physicians Realty Trust REIT

     1,832,723  
38,667   

Potlatch Corp. REIT

     2,045,484  
81,324   

RLJ Lodging Trust REIT

     1,880,211  
397,487   

Sunstone Hotel Investors, Inc. REIT

     6,697,656  
        40,577,287  
  

Retailing - 3.3%

 

14,009   

Big Lots, Inc.

     851,467  
52,143   

Buckle, Inc.

     1,045,467  
33,607   

Burlington Stores, Inc.*

     4,090,308  
185,873   

Caleres, Inc.

     5,509,276  
21,655   

Cato Corp. Class A

     257,261  
15,800   

Children’s Place, Inc.

     2,366,840  
214,316   

Core-Mark Holding Co., Inc.

     4,734,241  
149,761   

Five Below, Inc.*

     9,723,982  
30,000   

Floor & Decor Holdings, Inc. Class A*

     1,407,000  
90,404   

Groupon, Inc.*

     478,237  
197,359   

Michaels Cos., Inc.*

     5,303,036  
21,500   

National Vision Holdings, Inc.*

     841,080  
19,510   

PetMed Express, Inc.

     881,852  
8,606   

RH*

     808,878  
30,869   

Sleep Number Corp.*

     1,161,909  
24,512   

Tailored Brands, Inc.

     592,945  
29,985   

Wayfair, Inc. Class A*

     2,758,920  
            42,812,699  
  

Semiconductors & Semiconductor Equipment - 4.6%

 

22,948   

Advanced Energy Industries, Inc.*

     1,632,291  
158,329   

Amkor Technology, Inc.*

     1,592,790  
221,761   

Axcelis Technologies, Inc.*

     5,743,610  
8,779   

Brooks Automation, Inc.

     244,934  
10,977   

Cabot Microelectronics Corp.

     1,118,447  
37,773   

Cirrus Logic, Inc.*

     1,872,408  
175,846   

Cohu, Inc.

     4,004,013  
288,640   

Entegris, Inc.

     9,395,232  
251,222   

FormFactor, Inc.*

     3,605,036  
271,444   

Integrated Device Technology, Inc.*

     8,116,176  
90,730   

Kulicke & Soffa Industries, Inc.*

     2,087,697  
114,580   

MACOM Technology Solutions Holdings, Inc.*

     3,563,438  
188,388   

MaxLinear, Inc.*

     4,858,526  
120,094   

MKS Instruments, Inc.

     12,285,616  
19,798   

Rudolph Technologies, Inc.*

     518,708  
        60,638,922  
  

Software & Services - 16.1%

 

103,155   

Aspen Technology, Inc.*

     7,989,355  
55,156   

Blackbaud, Inc.

     5,285,048  
206,103   

Blackhawk Network Holdings, Inc.*

     9,367,381  
240,096   

Blucora, Inc.*

     5,858,342  
22,901   

Bottomline Technologies de, Inc.*

     835,887  
56,485   

CACI International, Inc. Class A*

     7,938,967  
346,131   

Cloudera, Inc.*

     6,479,572  
29,986   

CommVault Systems, Inc.*

     1,599,753  


 

  The Hartford Small Cap Growth Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

18,881   

CSG Systems International, Inc.

   $ 852,855  
126,318   

EPAM Systems, Inc.*

     14,839,839  
294,978   

Etsy, Inc.*

     5,533,787  
121,913   

Everi Holdings, Inc.*

     943,607  
16,661   

EVERTEC, Inc.

     260,745  
106,381   

Exlservice Holdings, Inc.*

     6,462,646  
55,256   

Fair Isaac Corp.

     9,540,501  
247,686   

Five9, Inc.*

     6,442,313  
9,500   

ForeScout Technologies, Inc.*

     288,990  
140,673   

Glu Mobile, Inc.*

     526,117  
129,482   

GrubHub, Inc.*

     9,355,074  
71,430   

Guidewire Software, Inc.*

     5,675,113  
57,346   

Hortonworks, Inc.*

     1,144,053  
99,403   

HubSpot, Inc.*

     9,647,061  
24,272   

Instructure, Inc.*

     871,365  
81,627   

j2 Global, Inc.

     6,529,344  
71,050   

LogMeIn, Inc.

     8,938,090  
148,168   

MAXIMUS, Inc.

     10,102,094  
15,412   

New Relic, Inc.*

     920,559  
62,698   

NIC, Inc.

     1,040,787  
138,305   

Nutanix, Inc. Class A*

     4,439,590  
152,514   

Okta, Inc.*

     4,491,537  
117,407   

Paylocity Holding Corp.*

     6,139,212  
111,063   

Pegasystems, Inc.

     5,647,554  
63,569   

Progress Software Corp.

     3,167,643  
14,912   

Proofpoint, Inc.*

     1,521,322  
65,371   

PTC, Inc.*

     4,751,164  
80,294   

Q2 Holdings, Inc.*

     3,400,451  
19,554   

Qualys, Inc.*

     1,222,125  
20,985   

RingCentral, Inc. Class A*

     1,139,486  
80,260   

Science Applications International Corp.

     6,151,929  
32,213   

Shutterstock, Inc.*

     1,425,747  
3,590   

Stamps.com, Inc.*

     731,822  
52,116   

Sykes Enterprises, Inc.*

     1,616,638  
43,217   

Travelport Worldwide Ltd.

     588,183  
19,699   

TTEC Holdings, Inc.

     782,050  
12,306   

Verint Systems, Inc.*

     513,776  
65,584   

WEX, Inc.*

     10,153,059  
12,077   

Yelp, Inc.*

     529,214  
221,267   

Zendesk, Inc.*

     8,523,205  
            212,204,952  
  

Technology Hardware & Equipment - 3.0%

 

206,603   

Ciena Corp.*

     4,396,512  
22,789   

Control4 Corp.*

     617,810  
107,698   

ePlus, Inc.*

     8,314,286  
149,711   

Extreme Networks, Inc.*

     2,250,156  
171,702   

Fabrinet*

     4,259,927  
92,204   

Itron, Inc.*

     6,749,333  
20,891   

Methode Electronics, Inc.

     853,397  
29,844   

Pure Storage, Inc. Class A*

     601,058  
55,039   

Rogers Corp.*

     9,069,326  
129,404   

Vishay Intertechnology, Inc.

     2,840,418  
        39,952,223  
  

Telecommunication Services - 0.8%

 

320,823   

ORBCOMM, Inc.*

     3,686,256  
567,774   

Vonage Holdings Corp.*

     6,353,391  
        10,039,647  
  

Transportation - 2.0%

 

88,896   

Genesee & Wyoming, Inc. Class A*

     7,098,346  
43,000   

Hawaiian Holdings, Inc.*

     1,606,050  
218,618   

Knight-Swift Transportation Holdings, Inc.*

     10,884,990  
262,691   

Marten Transport Ltd.

     6,094,431  


 

  The Hartford Small Cap Growth Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

12,145   

Saia, Inc.*

 

   $ 917,555  
           26,601,372  
  

Utilities - 0.3%

 

174,722   

Evoqua Water Technologies Corp.*

 

     3,994,145  
  

Total Common Stocks
(cost $1,002,599,167)

 

   $ 1,285,144,739  

Exchange-Traded Funds - 1.1%

 

  

Other Investment Pools & Funds - 1.1%

 

73,452   

iShares Russell 2000 Growth ETF

 

     14,231,325  
  

Total Exchange-Traded Funds
(cost $12,866,716)

 

   $ 14,231,325  

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 $1,015,465,883)

      $   1,299,376,064  

Short-Term Investments - 1.2%

 

  

Other Investment Pools & Funds - 1.2%

 

2,235,408   

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 1.23%(3)

 

     2,235,408  
13,867,125   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.22%(3)

 

     13,867,125  
           16,102,533  
  

Total Short-Term Investments
(cost $16,102,533)

 

   $ 16,102,533  
  

Total Investments
(cost $1,031,568,416)

     99.9%      $ 1,315,478,597  
  

Other Assets and Liabilities

     0.1%        1,287,497  
  

Total Net Assets

     100.0%      $ 1,316,766,094  
     

 

 

    

 

 

 

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 is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2018, 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.
(2) 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 January 31, 2018, the aggregate value of this security was $0, which represented 0.0% of total net assets.
(3) Current yield as of period end.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

  

Other Abbreviations:

  
ETF    Exchange-Traded Fund   
REIT    Real Estate Investment Trust   


 

  The Hartford Small Cap Growth Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2018 in valuing the Fund’s investments.

 

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

Assets

       

Common Stocks

       

Automobiles & Components

  $ 24,271,888      $ 24,271,888      $ —      $ —   

Banks

    44,908,270        44,908,270        —        —   

Capital Goods

    135,464,945        135,464,945        —        —   

Commercial & Professional Services

    64,556,831        64,556,831        —        —   

Consumer Durables & Apparel

    59,924,530        59,924,530        —        —   

Consumer Services

    54,013,935        54,013,935        —        —   

Diversified Financials

    20,126,404        20,126,404        —        —   

Energy

    17,916,921        17,916,921        —        —   

Food & Staples Retailing

    18,842,020        18,842,020        —        —   

Food, Beverage & Tobacco

    18,538,478        18,538,478        —        —   

Health Care Equipment & Services

    121,684,868        121,684,868        —        —   

Household & Personal Products

    3,961,358        3,961,358        —        —   

Insurance

    11,086,153        11,086,153        —        —   

Materials

    52,299,280        52,299,280        —        —   

Media

    1,915,986        1,915,986        —        —   

Pharmaceuticals, Biotechnology & Life Sciences

    198,811,625        198,811,625        —        —   

Real Estate

    40,577,287        40,577,287        —        —   

Retailing

    42,812,699        42,812,699        —        —   

Semiconductors & Semiconductor Equipment

    60,638,922        60,638,922        —        —   

Software & Services

    212,204,952        212,204,952        —        —   

Technology Hardware & Equipment

    39,952,223        39,952,223        —        —   

Telecommunication Services

    10,039,647        10,039,647        —        —   

Transportation

    26,601,372        26,601,372        —        —   

Utilities

    3,994,145        3,994,145        —        —   

Exchange-Traded Funds

    14,231,325        14,231,325        —        —   

Warrants

    —        —        —        —   

Short-Term Investments

    16,102,533        16,102,533        —        —   
 

 

 

   

 

 

   

 

 

 

 

 

 

 

Total

  $     1,315,478,597      $   1,315,478,597      $      $   
 

 

 

   

 

 

   

 

 

 

 

 

 

 

            (1)     For the period ended January 31, 2018, there were no transfers between any levels.


 

Hartford Schroders Emerging Markets Debt and Currency Fund

 

Schedule of Investments

January 31, 2018 (Unaudited)

 

Shares or Principal Amount    Market Value  

Corporate Bonds - 1.7%

  
     Argentina - 0.3%   
$   200,000   

YPF S.A.
BADLAR + 4.000%, 27.13%, 07/07/2020(1)(2)

   $ 181,156  
       

 

 

 
    

Mexico - 1.4%

  
    

Petroleos Mexicanos

  
MXN   8,428,400   

    7.19%, 09/12/2024(3)

     405,391  
  12,400,000   

    7.47%, 11/12/2026

     582,836  
       

 

 

 
          988,227  
       

 

 

 
    

Total Corporate Bonds
(cost $1,152,011)

   $ 1,169,383  
       

 

 

 

Foreign Government Obligations - 50.8%

  
     Argentina - 2.5%   
ARS   540,000   

Argentina Bonar Bonds
BADLAR + 3.250%, 26.23%, 03/01/2020(2)

   $ 28,859  
  2,500,000   

Argentina Politica Monet
27.78%, 06/21/2020(4)

     139,402  
    

Argentine Bonos del Tesoro

  
  8,750,000   

    15.50%, 10/17/2026

     449,417  
  3,200,000   

    16.00%, 10/17/2023

     162,898  
  13,140,000   

    18.20%, 10/03/2021

     699,565  
  4,500,000   

    21.20%, 09/19/2018

     227,412  
       

 

 

 
          1,707,553  
       

 

 

 
     Brazil - 8.3%   
    

Brazil Notas do Tesouro Nacional

  
BRL   671,384   

6.00%, 08/15/2050(5)

     239,545  
  1,950,000   

    10.00%, 01/01/2019

     628,559  
  3,682,000   

    10.00%, 01/01/2023

     1,187,905  
  3,991,000   

    10.00%, 01/01/2025

     1,279,689  
  6,810,000   

    10.00%, 01/01/2027

     2,169,751  
$   170,000   

Brazilian Government International Bond
5.63%, 01/07/2041

     171,020  
       

 

 

 
          5,676,469  
       

 

 

 
     Ecuador - 0.7%   
    

Ecuador Government International Bond

  
  200,000   

    9.63%, 06/02/2027(3)

     227,000  
  200,000   

    9.65%, 12/13/2026(3)

     228,000  
       

 

 

 
          455,000  
       

 

 

 
     Ghana - 0.9%   
    

Ghana Government Bond

  
GHS   780,000   

    18.25%, 07/25/2022

     188,095  
  1,770,000   

    19.00%, 11/02/2026

     459,001  
       

 

 

 
          647,096  
       

 

 

 
     Hungary - 4.8%   
    

Hungary Government Bond

  
HUF   625,340,000   

    2.50%, 06/22/2018

     2,525,689  
  7,400,000   

    4.00%, 04/25/2018

     29,867  
  10,000,000   

    5.50%, 12/20/2018

     41,933  
  154,000,000   

    6.50%, 06/24/2019

     670,865  
       

 

 

 
          3,268,354  
       

 

 

 
     Indonesia - 3.3%   
    

Indonesia Treasury Bond

  
IDR   3,043,000,000   

    6.13%, 05/15/2028

     227,903  
  6,053,000,000   

    7.00%, 05/15/2027

     472,449  
  3,053,000,000   

    7.50%, 05/15/2038

     241,713  
  1,850,000,000   

    8.38%, 09/15/2026

     158,208  
  8,390,000,000   

    8.75%, 05/15/2031

     725,669  
  4,700,000,000   

    8.75%, 02/15/2044

     411,089  
       

 

 

 
          2,237,031  
       

 

 

 


 

  Hartford Schroders Emerging Markets Debt and Currency Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

   Mexico - 5.8%  
   Mexican Bonos  
MXN  

17,000,000

       5.75%, 03/05/2026    $             812,672  
 

18,143,100

       7.75%, 11/13/2042      969,117  
 

26,597,800

       8.00%, 11/07/2047      1,458,511  
 

3,249,100

       8.50%, 11/18/2038      187,229  
 

9,100,000

       10.00%, 12/05/2024      553,625  
       

 

 

 
     3,981,154  
       

 

 

 
   Poland - 7.0%  
PLN  

13,540,000

   Poland Government Bond
    2.50%, 07/25/2018
     4,068,314  
 

2,500,000

   Republic of Poland Government Bond
    3.25%, 07/25/2019
     765,514  
       

 

 

 
     4,833,828  
       

 

 

 
   Russia - 6.1%  
   Russian Federal Bond - OFZ  
RUB  

55,750,000

       7.00%, 08/16/2023      999,248  
 

25,000,000

       7.05%, 01/19/2028      442,957  
 

17,000,000

       7.10%, 10/16/2024      304,144  
 

30,500,000

       7.60%, 04/14/2021      557,558  
 

12,000,000

       7.60%, 07/20/2022      220,121  
 

73,216,000

       8.15%, 02/03/2027      1,398,003  
 

12,784,000

       8.50%, 09/17/2031      249,662  
       

 

 

 
     4,171,693  
       

 

 

 
   South Africa - 10.1%  
   Republic of South Africa Government Bond  
ZAR  

2,300,000

       6.25%, 03/31/2036      141,654  
 

15,400,000

       6.50%, 02/28/2041      934,433  
 

3,500,000

       7.00%, 02/28/2031      249,238  
 

16,008,808

       8.25%, 03/31/2032      1,252,289  
 

11,690,000

       8.50%, 01/31/2037      902,950  
 

10,600,000

       8.75%, 01/31/2044      821,638  
 

23,850,000

       10.50%, 12/21/2026      2,264,756  
$  

400,000

   Republic of South Africa Government International Bond
    5.00%, 10/12/2046
     380,334  
       

 

 

 
     6,947,292  
       

 

 

 
   Supranational - 1.3%  
   International Finance Corp.  
INR  

52,880,000

       6.30%, 11/25/2024      847,268  
 

5,000,000

       8.25%, 06/10/2021      83,093  
       

 

 

 
     930,361  
       

 

 

 
   Total Foreign Government Obligations
    (cost $31,533,339)
   $ 34,855,831  
       

 

 

 

U.S. Government Securities - 3.8%

 

   United States - 3.8%  
   U.S. Treasury Bonds - 1.8%  
$  

1,300,000

   U.S. Treasury Bonds
2.75%, 08/15/2047(8)
   $ 1,249,930  
       

 

 

 
   U.S. Treasury Notes - 2.0%  
 

1,400,000

   U.S. Treasury Notes
2.25%, 11/15/2027(8)
     1,343,617  
       

 

 

 
   Total U.S. Government Securities
    (cost $2,646,541)
   $ 2,593,547  
       

 

 

 
   Total Long-Term Investments
    (cost $35,331,891)
   $ 38,618,761  
       

 

 

 

Short-Term Investments - 42.2%

 

   Foreign Government Obligations - 2.7%  
MXN  

36,000,000

   Mexico Cetes
    7.20%, 08/16/2018
     1,859,077  
       

 

 

 


 

  Hartford Schroders Emerging Markets Debt and Currency Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

  

Other Investment Pools & Funds - 1.5%

 

1,039,785   

Morgan Stanley Treasury Securities Portfolio, Institutional Class, 1.17%(6)

      $ 1,039,785  
        

 

 

 
   U.S. Treasury - 38.0%  
   U.S. Treasury Bills - 38.0%  
3,300,000   

    1.01%, 02/22/2018(7) (8)

        3,297,988  
1,701,100   

    1.05%, 03/01/2018(7)

        1,699,678  
898,900   

    1.05%, 03/01/2018(7)

        898,148  
4,000,000   

    1.12%, 03/08/2018(7) (8)

        3,995,600  
6,500,000   

    1.17%, 03/29/2018(7) (8)

        6,488,170  
4,500,000   

    1.21%, 04/05/2018(7) (8)

        4,489,635  
1,200,000   

    1.23%, 04/26/2018(7) (8)

        1,196,031  
1,098,900   

    1.42%, 05/31/2018(7) (8)

        1,093,551  
901,100   

    1.43%, 05/31/2018(7) (8)

        896,714  
1,007,900   

    1.59%, 07/19/2018(7) (8)

        1,000,433  
992,100   

    1.59%, 07/19/2018(7) (8)

        984,750  
           26,040,698  
   Total Short-Term Investments
    (cost $28,891,540)
      $ 28,939,560  
        

 

 

 
   Total Investments
    (cost $64,223,431)
     98.5%      $ 67,558,321  
   Other Assets and Liabilities      1.5%        1,005,742  
     

 

 

    

 

 

 
   Total Net Assets      100.0%      $       68,564,063  
     

 

 

    

 

 

 

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 January 31, 2018, the aggregate value of this security was $181,156, which represented 0.3% of total net assets.
(2) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2018.
(3) These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2018, the aggregate value of these securities was $860,391, which represented 1.3% 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) The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(6) Current yield as of period end.
(7) The rate shown represents current yield to maturity.
(8) All or a portion of the security was pledged as collateral against open forward foreign currency exchange contracts.

 

Amount and Description
of Currency to be
Purchased
  Foreign Currency Contracts Outstanding at January 31, 2018            
  Amount and Description
of Currency to be
Sold
    Counterparty   Settlement
Date
  Appreciation     Depreciation      

  625,000,000

  CLP     979,931       USD     JPM   02/26/18   $ 56,397     $ —   

  280,000,000

  CLP     461,133       USD     JPM   04/10/18     2,922       —   

  545,000,000

  CLP     899,993       USD     CBK   04/17/18     3,208       —   

  1,500,000,000

  COP     496,829       USD     JPM   02/28/18     30,877       —   

  1,975,000,000

  COP     675,445       USD     BOA   04/05/18     17,539       —   

  1,975,000,000

  COP     680,800       USD     UBS   04/09/18     11,989       —   

  2,660,000,000

  COP     923,451       USD     MSC   04/17/18     9,099       —   


 

  Hartford Schroders Emerging Markets Debt and Currency Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

   16,500,000    

  CZK     763,914       USD       MSC       02/12/18       47,044       —   

   12,000,000    

  CZK     550,943       USD       BOA       02/12/18       38,844       —   

   14,200,000    

  CZK     665,106       USD       CBK       02/12/18       32,809       —   

   25,600,000    

  CZK     1,241,617       USD       CBK       04/24/18     $ 21,608     $ —   

   1,200,000    

  EUR     1,429,031       USD       MSC       02/20/18       62,601       —   

   450,000    

  EUR     533,935       USD       CBK       02/20/18       25,427       —   

   550,000    

  EUR     659,763       USD       UBS       04/03/18       25,977       —   

   1,080,000    

  GBP     1,453,888       USD       MSC       03/16/18       82,231       —   

   480,000    

  GBP     663,480       USD       CBK       04/17/18       20,108       —   

   500,000    

  GBP     702,691       USD       BOA       04/17/18       9,380       —   

   390,000    

  GBP     550,621       USD       CBK       04/17/18       4,794       —   

  6,700,000,000    

  IDR     497,605       USD       CBK       02/05/18       2,647       —   

  4,500,000,000    

  IDR     338,142       USD       SSG       02/05/18             (2,152

   54,000,000    

  INR     815,525       USD       MSC       02/12/18       32,238       —   

   72,700,000    

  INR     1,108,232       USD       MSC       02/26/18       31,068       —   

   19,060,000    

  INR     294,887       USD       CBK       03/23/18       2,823       —   

   43,500,000    

  INR     679,167       USD       CBK       04/05/18             (770

   51,720,995    

  INR     806,000       USD       UBS       04/17/18             (761

   150,000,000    

  JPY     1,374,033       USD       CBK       03/26/18       4,366       —   

   710,000,000    

  KRW     668,991       USD       MSC       04/16/18             (3,152

   4,080,000    

  MYR     975,260       USD       MSC       02/12/18       70,966       —   

   3,500,000    

  MYR     850,340       USD       MSC       02/26/18       46,653       —   

   3,080,000    

  MYR     755,087       USD       MSC       02/28/18       34,141       —   

   2,600,000    

  MYR     646,605       USD       UBS       04/10/18       18,626       —   

   33,200,000    

  PHP     656,126       USD       MSC       02/28/18             (9,741

   33,200,000    

  PHP     664,332       USD       CBK       04/04/18             (19,002

   1,950,000    

  PLN     578,757       USD       UBS       03/14/18       4,373       —   

   1,030,000    

  PLN     305,808       USD       UBS       04/10/18       2,311       —   

   2,550,000    

  RON     674,229       USD       CBK       04/17/18       6,610       —   

   5,000,000    

  RUB     83,392       USD       MSC       03/12/18       5,098       —   

   735,000    

  SGD     540,970       USD       JPM       02/06/18       19,395       —   

   24,300,000    

  THB     734,225       USD       CBK       02/01/18       41,652       —   

   21,000,000    

  THB     643,382       USD       MSC       02/26/18       27,478       —   

   5,600,000    

  THB     172,275       USD       JPM       03/13/18       6,699       —   

   10,800,000    

  THB     341,826       USD       MSC       03/13/18       3,338       —   

   24,300,000    

  THB     774,095       USD       CBK       03/28/18       2,841       —   

   653,474    

  USD     2,130,000       BRL       UBS       04/24/18             (9,090

   1,031,387    

  USD     625,000,000       CLP       JPM       02/26/18             (4,941

   139,130    

  USD     400,000,000       COP       JPM       02/28/18             (1,591

   819,912    

  USD     11,200,000,000       IDR       CBK       02/05/18             (16,330

   400,196    

  USD     5,400,000,000       IDR       CBK       04/10/18             (1,127

   845,004    

  USD     54,000,000       INR       BOA       02/12/18             (2,759

   148,419    

  USD     9,500,000       INR       BOA       02/26/18             (458

   1,000,720    

  USD     18,700,000       MXN       CBK       03/28/18       5,367       —   

   21,406    

  USD     400,000       MXN       CBK       03/28/18       115       —   

   1,023,628    

  USD     19,300,000       MXN       MSC       03/28/18             (3,661

   544,906    

  USD     1,950,000       PLN       BOA       03/14/18             (38,224

   295,925    

  USD     1,030,000       PLN       MSC       04/10/18             (12,194

   1,368,458    

  USD     77,400,000       RUB       SSG       03/12/18             (1,373

   772,719    

  USD     24,300,000       THB       CBK       02/01/18             (3,159

   644,007    

  USD     9,000,000       ZAR       MSC       02/28/18             (112,524

   921,051    

  USD     11,000,000       ZAR       CBK       04/03/18       1,146       —   

   1,369,952    

  USD     16,500,000       ZAR       CBK       04/03/18             (9,906

   9,000,000    

  ZAR     716,476       USD       JPM       02/28/18       40,055       —   

  Total

 

  $       912,860     $         (252,915

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

  

Counterparty Abbreviations:

  

BOA

   Banc of America Securities LLC   

CBK

   Citibank NA   

JPM

   JP Morgan Chase & Co.   

MSC

   Morgan Stanley   

SSG

   State Street Global Markets LLC   

UBS

   UBS AG   


 

  Hartford Schroders Emerging Markets Debt and Currency Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

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  

PHP

  Philippine Peso  

PLN

  Polish Zloty  

RON

  New Romanian Leu  

RUB

  Russian Ruble  

SGD

  Singapore Dollar  

THB

  Thai Baht  

ZAR

  South African Rand  
Other Abbreviations:    

 

 

BADLAR

  Buenos Aries Deposites of Large Amount Rate  

LIBOR

  London Interbank Offered Rate  


 

  Hartford Schroders Emerging Markets Debt and Currency Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Corporate Bonds

   $ 1,169,383       $ —       $ 1,169,383       $             —   

Foreign Government Obligations

     34,855,831         —         34,855,831         —   

U.S. Government Securities

     2,593,547         —         2,593,547         —   

Short-Term Investments

     28,939,560         1,039,785         27,899,775         —   

Foreign Currency Contracts(2)

     912,860         —         912,860         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   68,471,181       $   1,039,785       $   67,431,396       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (252,915)      $ —       $ (252,915)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (252,915)      $ —       $ (252,915)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the period ended January 31, 2018, there were no transfers between any levels.

 

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


 

  Hartford Schroders Emerging Markets Equity Fund

 

 

  Schedule of Investments

  January 31, 2018 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 98.6%

  
  

Argentina - 0.5%

  
589,675   

BBVA Banco Frances S.A. ADR

   $ 14,912,881  
     

 

 

 
  

Brazil - 8.3%

  
3,561,844   

Banco Bradesco S.A. ADR

     45,235,419  
3,940,244   

CCR S.A.

     19,379,668  
573,800   

Equatorial Energia S.A.

     12,607,031  
1,446,549   

Itau Unibanco Holding S.A. ADR

     23,723,403  
2,022,600   

Klabin S.A.

     11,306,499  
969,100   

Kroton Educacional S.A.

     4,942,836  
732,900   

Light S.A.*

     3,818,625  
              2,527,500   

Lojas Renner S.A.

     30,034,887  
598,789   

Pagseguro Digital Ltd. Class A*

     16,730,165  
1,675,963   

Petroleo Brasileiro S.A. ADR*

     21,614,996  
571,600   

Raia Drogasil S.A.

     15,147,579  
1,108,297   

Telefonica Brasil S.A. ADR

     18,796,717  
1,950,687   

Vale S.A. ADR

     25,534,493  
1,547,300   

WEG S.A.

     11,510,047  
             260,382,365  
  

Chile - 1.2%

  
237,283   

Banco Santander Chile ADR

     8,079,486  
1,555,484   

Enel Americas S.A. ADR

     18,323,602  
1,191,992   

SACI Falabella

     12,512,797  
        38,915,885  
  

China - 27.8%

  
847,527   

Alibaba Group Holding Ltd. ADR*

     173,141,291  
4,187,000   

Anhui Conch Cement Co., Ltd. Class H

     22,973,365  
107,254,320   

China Construction Bank Corp. Class H

     123,135,621  
10,042,000   

China Mengniu Dairy Co., Ltd.*

     32,798,745  
10,265,200   

China Pacific Insurance Group Co., Ltd. Class H

     51,888,563  
66,547,600   

China Petroleum & Chemical Corp. Class H

     57,524,786  
23,378,000   

CNOOC Ltd.

     36,746,983  
20,035,000   

Industrial & Commercial Bank of China Ltd. Class H

     18,872,321  
506,029   

New Oriental Education & Technology Group, Inc. ADR

     46,600,211  
12,778,000   

PICC Property & Casualty Co., Ltd. Class H

     26,434,812  
2,427,000   

Shenzhou International Group Holdings Ltd.

     25,052,923  
3,985,100   

Tencent Holdings Ltd.

     235,469,339  
2,852,000   

Zhuzhou CRRC Times Electric Co., Ltd. Class H

     15,775,854  
        866,414,814  
  

Egypt - 0.5%

  
970,991   

Commercial International Bank Egypt S.A.E.

     4,307,329  
2,371,981   

Commercial International Bank Egypt S.A.E. GDR

     10,768,794  
        15,076,123  
  

Greece - 1.2%

  
5,384,488   

Alpha Bank A.E.*

     13,101,043  
1,210,275   

Hellenic Telecommunications Organization S.A.

     19,008,100  
14,780,798   

National Bank of Greece S.A.*

     6,249,961  
        38,359,104  
  

Hong Kong - 3.0%

  
6,377,000   

AIA Group Ltd.

     54,469,139  
4,782,000   

China Resources Beer Holdings Co., Ltd.

     18,063,968  
14,392,000   

China Unicom Hong Kong Ltd.*

     21,573,738  
        94,106,845  
  

Hungary - 2.0%

  
1,272,312   

MOL Hungarian Oil & Gas plc

     15,540,356  
976,036   

OTP Bank plc

     45,250,115  
        60,790,471  
  

India - 5.3%

  
1,492,765   

HDFC Bank Ltd.

     48,646,953  
1,261,188   

Hindustan Unilever Ltd.

     27,152,609  


 

  Hartford Schroders Emerging Markets Equity Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

2,175,757   

Infosys Ltd.

   $ 39,270,708  
3,314,026   

ITC Ltd.

     14,141,095  
181,300   

Maruti Suzuki India Ltd.

     27,068,888  
144,405   

UltraTech Cement Ltd.

     9,936,212  
     

 

 

 
        166,216,465  
     

 

 

 
  

Luxembourg - 0.7%

  
              1,014,373   

PLAY Communications S.A.*(1)

     10,306,027  
333,633   

Ternium S.A. ADR

     11,380,222  
     

 

 

 
        21,686,249  
     

 

 

 
  

Mexico - 0.5%

  
1,766,524   

Cemex S.A.B. de C.V. ADR*

     14,644,484  
     

 

 

 
  

Pakistan - 0.4%

  
3,442,700   

Habib Bank Ltd.

     6,044,000  
2,996,800   

United Bank Ltd.

     5,250,603  
     

 

 

 
        11,294,603  
     

 

 

 
  

Peru - 0.7%

  
92,664   

Credicorp Ltd.

     21,463,762  
     

 

 

 
  

Poland - 2.9%

  
1,040,791   

Bank Pekao S.A.

     42,247,313  
1,937,632   

Powszechna Kasa Oszczednosci Bank Polski S.A.*

     26,416,382  
1,669,170   

Powszechny Zaklad Ubezpieczen S.A.

     22,815,665  
     

 

 

 
        91,479,360  
     

 

 

 
  

Russia - 7.5%

  
1,102,909   

Lukoil PJSC ADR

     72,874,123  
489,534   

Mail.Ru Group Ltd. GDR*

     16,074,249  
792,420   

MegaFon PJSC GDR

     7,686,474  
536,985   

Polymetal International plc

     6,291,638  
179,671   

Polyus PJSC GDR(1)

     7,285,659  
4,779,911   

Sberbank of Russia PJSC ADR

     96,330,134  
698,380   

X5 Retail Group N.V. GDR*

     26,775,889  
     

 

 

 
             233,318,166  
     

 

 

 
  

South Africa - 3.8%

  
1,007,165   

AVI Ltd.

     9,137,070  
1,859,550   

Barclays Africa Group Ltd.

     28,259,773  
963,271   

Foschini Group Ltd.

     15,738,407  
226,650   

Naspers Ltd. Class N

     64,548,860  
     

 

 

 
        117,684,110  
     

 

 

 
  

South Korea - 17.7%

  
69,166   

Amorepacific Corp.

     19,378,355  
141,788   

CJ CGV Co., Ltd.

     10,122,787  
949,164   

DGB Financial Group, Inc.

     11,014,695  
825,398   

Hana Financial Group, Inc.

     40,221,567  
301,193   

Hyundai Motor Co.

     45,744,355  
147,329   

Korea Kolmar Co., Ltd.

     12,348,125  
38,933   

Korea Zinc Co., Ltd.

     18,777,711  
80,012   

LG Chem Ltd.

     32,362,445  
15,308   

Medy-Tox, Inc.

     8,730,751  
37,329   

NAVER Corp.

     31,797,207  
86,197   

NCSoft Corp.

     35,655,645  
87,066   

Netmarble Games Corp.*(1)

     14,149,733  
83,794   

Samsung Electronics Co., Ltd.

     195,854,059  
644,540   

Shinhan Financial Group Co., Ltd.

     31,998,795  
127,257   

SK Hynix, Inc.

     8,735,524  
191,056   

SK Innovation Co., Ltd.

     36,585,829  
     

 

 

 
        553,477,583  
     

 

 

 
  

Taiwan - 10.1%

  
9,049,072   

Advanced Semiconductor Engineering, Inc.

     12,840,908  
22,651,489   

Cathay Financial Holding Co., Ltd.

     42,360,122  
691,000   

Ennoconn Corp.

     11,230,091  
4,236,000   

Far EasTone Telecommunications Co., Ltd.

     11,045,822  
2,729,000   

Formosa Plastics Corp.

     9,683,506  


 

  Hartford Schroders Emerging Markets Equity Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

13,020,213   

Hon Hai Precision Industry Co., Ltd.

      $ 41,047,615  
87,000   

Largan Precision Co., Ltd.

        11,924,067  
2,001,000   

Taiwan Mobile Co., Ltd.

        7,655,093  
19,046,139   

Taiwan Semiconductor Manufacturing Co., Ltd.

        166,449,970  
           314,237,194  
  

Thailand - 2.2%

     
1,168,900   

Bangkok Bank PCL NVDR

        7,716,929  
1,038,375   

Kasikornbank PCL

        7,652,830  
5,031,925   

Kasikornbank PCL NVDR

        36,915,021  
11,197,000   

Thai Beverage PCL

        7,852,752  
2,880,100   

Thai Oil PCL NVDR

        9,425,615  
           69,563,147  
  

Turkey - 1.3%

     
2,613,318   

Akbank TAS

        7,574,520  
3,977,229   

KOC Holding AS

        19,352,710  
3,291,549   

Turkcell Iletisim Hizmetleri AS

        13,659,371  
           40,586,601  
  

United Arab Emirates - 1.0%

     
606,911   

DP World Ltd.

        16,089,211  
7,621,809   

Emaar Properties PJSC

        13,640,314  
               29,729,525  
  

Total Common Stocks
(cost $1,922,487,088)

      $ 3,074,339,737  

Preferred Stocks - 0.4%

     
  

South Korea - 0.4%

     
119,042   

Hyundai Motor Co., 3.94%

        11,593,733  
  

Total Preferred Stocks
(cost $10,590,799)

      $ 11,593,733  
  

Total Long-Term Investments
(cost $1,933,077,887)

      $ 3,085,933,470  

Short-Term Investments - 0.9%

     
  

Other Investment Pools & Funds - 0.9%

     
29,056,345   

Morgan Stanley Treasury Securities Portfolio, Institutional Class, 1.17%(2)

        29,056,345  
  

Total Short-Term Investments
(cost $29,056,345)

      $ 29,056,345  
  

Total Investments
(cost $1,962,134,232)

     99.9%      $ 3,114,989,815  
  

Other Assets and Liabilities

     0.1%        3,863,046  
  

Total Net Assets

     100.0%      $   3,118,852,861  
     

 

 

    

 

 

 

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 January 31, 2018, the aggregate value of these securities was $31,741,419, which represented 1.0% of total net assets.
(2) Current yield as of period end.

 

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


 

  Hartford Schroders Emerging Markets Equity Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ADR   

American Depositary Receipt

GDR   

Global Depositary Receipt

NVDR   

Non-Voting Depositary Receipt

PJSC   

Private Joint Stock Company


 

  Hartford Schroders Emerging Markets Equity Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2018 in valuing the Fund’s investments.

 

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

Assets

          

Common Stocks

          

Argentina

   $ 14,912,881     $ 14,912,881       $ —       $ —   

Brazil

     260,382,365       260,382,365         —         —   

Chile

     38,915,885       26,403,088         12,512,797         —   

China

     866,414,814       277,593,170         588,821,644         —   

Egypt

     15,076,123       15,076,123         —         —   

Greece

     38,359,104       19,008,100         19,351,004         —   

Hong Kong

     94,106,845       18,063,968         76,042,877         —   

Hungary

     60,790,471       45,250,115         15,540,356         —   

India

     166,216,465       41,293,704         124,922,761         —   

Luxembourg

     21,686,249       11,380,222         10,306,027         —   

Mexico

     14,644,484       14,644,484         —         —   

Pakistan

     11,294,603       11,294,603         —         —   

Peru

     21,463,762       21,463,762         —         —   

Poland

     91,479,360       —         91,479,360         —   

Russia

     233,318,166       40,754,001         185,278,506         7,285,659   

South Africa

     117,684,110       24,875,477         92,808,633         —   

South Korea

     553,477,583       12,348,125         541,129,458         —   

Taiwan

     314,237,194       18,700,915         295,536,279         —   

Thailand

     69,563,147       17,278,367         52,284,780         —   

Turkey

     40,586,601       —         40,586,601         —   

United Arab Emirates

     29,729,525       16,089,211         13,640,314         —   

Preferred Stocks

     11,593,733       11,593,733         —         —   

Short-Term Investments

     29,056,345       29,056,345         —         —   
  

 

 

 

 

 

 

    

 

 

    

 

 

 

Total

   $     3,114,989,815      $     947,462,759       $     2,160,241,397       $     7,285,659   
  

 

 

 

 

 

 

    

 

 

    

 

 

 

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2018 is not presented.

(1) For the period ended January 31, 2018, investments valued at $35,163,216 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $210,107,280 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.


 

  Hartford Schroders Emerging Markets Multi-Sector Bond Fund

 

 

  Schedule of Investments

  January 31, 2018 (Unaudited)

 

  Shares or Principal Amount    Market Value  

  Corporate Bonds - 35.6%

  
     Argentina - 0.9%   
$  

820,000

   YPF S.A.
  8.50%, 07/28/2025(1)
   $ 930,700  
       

 

 

 
     Austria - 0.8%   
 

805,000

   Eldorado Intl. Finance GmbH
  8.63%, 06/16/2021(1)
     861,350  
       

 

 

 
     Bermuda - 1.6%   
 

960,000

   Digicel Group Ltd.
  7.13%, 04/01/2022(1)
     904,800  
 

785,000

   Inkia Energy Ltd.
  5.88%, 11/09/2027(1)
     790,652  
       

 

 

 
          1,695,452  
       

 

 

 
     Brazil - 0.6%   
 

550,000

   Cemig Geracao e Transmissao S.A.
  9.25%, 12/05/2024(1)
     595,925  
       

 

 

 
     British Virgin Islands - 2.8%   
 

1,025,000

   China Railway Xunjie Co., Ltd.
  3.25%, 07/28/2026(2)
     987,261  
 

825,000

   CLP Power Hong Kong Financing Ltd.
  3.13%, 05/06/2025(2)
     807,706  
 

315,000

   GTL Trade Finance, Inc.
  7.25%, 04/16/2044(1)
     359,887  
 

400,000

   Talent Yield Investments Ltd.
  4.50%, 04/25/2022(1)
     415,029  
 

320,000

   Yingde Gases Investment Ltd.
  6.25%, 01/19/2023(1)
     321,725  
       

 

 

 
          2,891,608  
       

 

 

 
     Cayman Islands - 2.2%   
 

530,000

   Alibaba Group Holding Ltd.
  3.60%, 11/28/2024
     536,378  
 

1,030,000

   CSN Islands XII Corp.
  7.00%, 03/23/2018(1)(3)
     916,700  
 

820,000

   Gol Finance, Inc.
  7.00%, 01/31/2025(1)
     820,000  
       

 

 

 
              2,273,078  
       

 

 

 
     Chile - 1.5%   
 

900,000

   Cencosud S.A.
  6.63%, 02/12/2045(1)
     993,230  
 

521,000

   Empresa de Transporte de Pasajeros Metro S.A.
  5.00%, 01/25/2047(1)
     561,378  
       

 

 

 
          1,554,608  
       

 

 

 
     China - 0.8%   
 

805,000

   Bank of China Ltd.
  3.88%, 06/30/2025(2)
     815,434  
       

 

 

 
     Colombia - 0.9%   
 

555,000

   Credivalores-Crediservicios SAS
  9.75%, 07/27/2022(1)
     577,200  
COP  

1,298,000,000

   Empresa de Telecomunicaciones de Bogota
  7.00%, 01/17/2023(1)
     376,777  
       

 

 

 
          953,977  
       

 

 

 
     Hong Kong - 2.8%   
$  

940,000

   AIA Group Ltd.
  3.20%, 03/11/2025(1)
     916,631  
 

985,000

   Beijing State-Owned Assets Management Hong Kong
  4.13%, 05/26/2025(2)
     992,315  
 

1,000,000

   CRCC Yuxiang Ltd.
  3.50%, 05/16/2023(2)
     1,000,700  
       

 

 

 
          2,909,646  
       

 

 

 


 

  Hartford Schroders Emerging Markets Multi-Sector Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

    

Ireland - 0.9%

  

      $

  860,000   

C&W Senior Financing Designated Activity Co.
6.88%, 09/15/2027(1)

   $ 906,225  
       

 

 

 
    

Kazakhstan - 0.4%

  
  450,000   

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

     457,371  
       

 

 

 
    

Luxembourg - 4.2%

  
  200,000   

Aegea Finance S.a.r.l.
5.75%, 10/10/2024(1)

     203,000  
  200,000   

Hidrovias International Finance S.a.r.l.
5.95%, 01/24/2025(1)

     201,430  
  985,000   

JSL Europe S.A.
7.75%, 07/26/2024(1)

         1,034,743  
  200,000   

Millicom International Cellular S.A.
5.13%, 01/15/2028(1)

     202,000  
    

Minerva Luxembourg S.A.

  
  320,000   

5.88%, 01/19/2028(1)

     310,496  
  270,000   

6.50%, 09/20/2026(1)

     271,944  
  250,000   

Puma International Financing S.A.
5.00%, 01/24/2026(1)

     249,801  
  800,000   

Rumo Luxembourg S.a.r.l.
7.38%, 02/09/2024(1)

     873,000  
  945,000   

Topaz Marine S.A.
9.13%, 07/26/2022(1)

     993,431  
       

 

 

 
          4,339,845  
       

 

 

 
    

Mexico - 5.8%

  
  925,000   

Alfa S.A.B. de C.V.
6.88%, 03/25/2044(1)

     996,688  
  545,000   

Alpha Holding S.A. de C.V.
10.00%, 12/19/2022(1)

     528,650  
  285,000   

Axtel S.A.B. de C.V.
6.38%, 11/14/2024(1)

     295,688  
  255,000   

Banco Mercantil del Norte SA
5 year CMT + 4.447%, 5.75%, 10/04/2031(1)(4)

     258,825  
  580,000   

Credito Real S.A.B. de C.V. SOFOM ER
9.13%, 11/29/2022(1)(3)(5)

     602,910  
  747,039   

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

     802,133  
  505,000   

Grupo KUO S.A.B. de C.V.
5.75%, 07/07/2027(1)

     517,751  
  453,854   

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

     479,950  
  405,000   

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

     443,017  
  810,000   

TV Azteca S.A.B. de C.V.
8.25%, 08/09/2024(2)

     866,700  
  305,000   

Unifin Financiera S.A.B. de C.V. SOFOM ENR
8.88%, 01/29/2025(1)(3)(5)

     309,880  
       

 

 

 
          6,102,192  
       

 

 

 
    

Netherlands - 3.4%

  
  920,000   

CIMPOR Financial Operations B.V.
5.75%, 07/17/2024(2)

     903,900  
    

Petrobras Global Finance B.V.

  
  795,000   

6.00%, 01/27/2028(1)

     801,638  
  1,300,000   

6.88%, 01/20/2040

     1,336,413  
  455,000   

7.38%, 01/17/2027

     504,663  
       

 

 

 
          3,546,614  
       

 

 

 
    

Peru - 0.5%

  
  315,000   

Banco Internacional del Peru SAA
3 mo. USD LIBOR + 5.760%, 6.63%, 03/19/2029(2)(4)

     354,690  
  200,000   

Petroleos del Peru S.A.
5.63%, 06/19/2047(1)

     211,500  
       

 

 

 
          566,190  
       

 

 

 


 

  Hartford Schroders Emerging Markets Multi-Sector Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

    

Singapore - 0.9%

  
  $     930,000   

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

   $ 927,129  
    

South Africa - 2.9%

  
  2,870,000   

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

     3,010,906  
       
    

Turkey - 1.0%

  
  475,000   

Petkim Petrokimya Holding AS
5.88%, 01/26/2023(1)

     481,243  
  555,000   

Turkiye Is Bankasi
6.13%, 04/25/2024(1)

     559,163  
          1,040,406  
    

United Kingdom - 0.7%

  
  790,000   

Marb BondCo plc
6.88%, 01/19/2025(1)

     778,150  
       
    

Total Corporate Bonds
(cost $36,531,376)

   $ 37,156,806  
  Foreign Government Obligations - 62.3%   
    

Angola - 2.0%

  
  1,785,000   

Republic of Angola
9.50%, 11/12/2025(1)

     2,089,949  
    

Argentina - 1.4%

  
  1,383,000   

Provincia de Buenos Aires
7.88%, 06/15/2027(1)

     1,472,895  
    

Bahrain - 1.9%

  
    

Bahrain Government International Bond

  
  995,000   

  7.00%, 10/12/2028(1)

     1,013,435  
  1,025,000   

  7.50%, 09/20/2047(1)

     995,552  
          2,008,987  
    

Brazil - 4.1%

  
    

Brazil Notas do Tesouro Nacional

  
  BRL     1,900,000   

10.00%, 01/01/2021

     615,946  
  9,830,000   

10.00%, 01/01/2023

     3,171,404  
  1,590,000   

10.00%, 01/01/2025

     509,824  
          4,297,174  
    

Chile - 0.3%

  
  CLP     158,000,000   

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

     274,382  
    

Colombia - 1.0%

  
    

Colombia Government International Bond

  
  COP     2,446,000,000   

4.38%, 03/21/2023

     814,645  
  582,000,000   

7.75%, 04/14/2021

     217,303  
          1,031,948  
    

Costa Rica - 1.3%

  
  $     1,520,000   

Instituto Costarricense de Electricidad
6.38%, 05/15/2043(1)

     1,383,200  
    

Dominican Republic - 0.4%

  
  390,000   

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

     433,875  
    

Ecuador - 5.0%

  
    

Ecuador Government International Bond

  
  345,000   

7.88%, 01/23/2028(1)

     350,348  
  781,000   

8.75%, 06/02/2023(1)

     859,100  
  650,000   

8.88%, 10/23/2027(1)

     707,687  
  2,910,000   

9.65%, 12/13/2026(1)

     3,317,400  
              5,234,535  
    

Hungary - 1.7%

  
    

Hungary Government Bond

  
  HUF     51,530,000   

2.50%, 10/27/2021

     217,720  
  99,960,000   

3.00%, 06/26/2024

     432,703  


 

  Hartford Schroders Emerging Markets Multi-Sector Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

  

61,500,000

       3.00%, 10/27/2027    $             259,117  
  

193,350,000

       3.50%, 06/24/2020                  831,315  
     1,740,855  
   Indonesia - 5.8%   
   Indonesia Treasury Bond   
IDR   

7,996,000,000

       5.63%, 05/15/2023      598,659  
  

6,797,000,000

       6.63%, 05/15/2033      509,561  
  

17,705,000,000

       7.00%, 05/15/2027      1,381,912  
  

22,870,000,000

       7.50%, 08/15/2032      1,817,903  
  

4,398,000,000

       8.25%, 05/15/2036      369,552  
  

16,818,000,000

       8.38%, 03/15/2034      1,424,477  
     6,102,064  
   Jordan - 0.6%   
$   

540,000

   Jordan Government International Bond
    7.38%, 10/10/2047(1)
     580,299  
   Lebanon - 4.8%   
   Lebanon Government International Bond   
  

1,045,000

       6.00%, 01/27/2023(2)      1,035,052  
  

591,000

       6.25%, 05/27/2022      591,857  
  

730,000

       6.25%, 11/04/2024(2)      715,239  
  

1,140,000

       6.65%, 04/22/2024(2)      1,141,642  
  

1,454,000

       8.25%, 04/12/2021(2)      1,548,684  
     5,032,474  
   Malaysia - 1.0%   
MYR   

4,055,000

   Malaysia Government Bond
    3.90%, 11/30/2026
     1,031,258  
   Mongolia - 1.4%   
$   

1,460,000

   Mongolia Government International Bond
    5.13%, 12/05/2022(2)
     1,463,656  
      Nigeria - 2.0%   
   Nigeria Government International Bond   
  

1,560,000

       7.63%, 11/28/2047(1)      1,666,479  
  

400,000

       7.88%, 02/16/2032(1)      451,640  
     2,118,119  
   Oman - 1.0%   
  

985,000

   Oman Government International Bond
    6.75%, 01/17/2048(1)
     1,001,745  
   Peru - 2.0%   
   Peru Government Bond   
PEN   

3,765,000

       6.85%, 02/12/2042      1,335,593  
  

2,120,000

       6.95%, 08/12/2031      785,139  
     2,120,732  
   Poland - 4.9%   
   Republic of Poland Government Bond   
PLN   

1,230,000

       2.25%, 04/25/2022      363,514  
  

6,420,000

       2.50%, 01/25/2023      1,894,873  
  

3,035,000

       2.50%, 07/25/2026      850,969  
  

1,725,000

       2.50%, 07/25/2027      476,590  
  

4,445,000

       5.75%, 10/25/2021      1,488,797  
     5,074,743  
   Romania - 0.4%   
   Romania Government Bond   
RON   

750,000

       3.25%, 03/22/2021      198,888  
  

635,000

       4.75%, 02/24/2025      173,117  
     372,005  
   Russia - 3.4%   
   Russian Federal Bond - OFZ   
RUB   

55,140,000

       6.70%, 05/15/2019      980,224  
  

110,775,000

       7.60%, 07/20/2022      2,031,991  


 

  Hartford Schroders Emerging Markets Multi-Sector Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

  

30,065,000

       7.75%, 09/16/2026       $         556,073  
     3,568,288  
   South Africa - 4.0%      
   Republic of South Africa Government Bond      
ZAR   

4,900,000

       6.25%, 03/31/2036         301,785  
  

36,920,000

       6.50%, 02/28/2041         2,240,211  
  

6,280,000

       8.50%, 01/31/2037         485,075  
  

2,230,000

       8.75%, 01/31/2044         172,854  
  

10,870,000

       10.50%, 12/21/2026         1,032,197  
     4,232,122  
   Tajikistan - 2.0%      
$   

2,140,000

   Republic of Tajikistan International Bond
    7.13%, 09/14/2027(1)
        2,081,792  
   Turkey - 4.2%      
   Turkey Government Bond      
TRY   

1,695,000

       7.40%, 02/05/2020         409,695  
  

4,020,000

       8.80%, 11/14/2018         1,038,013  
  

4,100,000

       10.40%, 03/27/2019         1,065,218  
  

1,725,000

       10.70%, 02/17/2021         439,906  
   Turkey Government International Bond      
$   

710,000

       4.25%, 04/14/2026         670,077  
  

790,000

       5.75%, 05/11/2047         750,105  
           4,373,014  
   Ukraine - 4.7%      
  

4,865,000

   Ukraine Government International Bond
    7.38%, 09/25/2032(1)
        4,936,720  
   Uruguay - 1.0%      
   Uruguay Government International Bond      
UYU   

14,525,000

       8.50%, 03/15/2028(2)         496,661  
  

13,955,000

       9.88%, 06/20/2022(2)         509,601  
     1,006,262  
   Total Foreign Government Obligations
    (cost $62,347,809)
      $ 65,063,093  
   Total Long-Term Investments
    (cost $98,879,184)
      $ 102,219,899  

Short-Term Investments - 1.6%

 

   Other Investment Pools & Funds - 1.6%      
  

1,664,231

   Morgan Stanley Treasury Securities Portfolio, Institutional Class, 1.17%(6)         1,664,231  
   Total Short-Term Investments
    (cost $1,664,231)
      $ 1,664,231  
   Total Investments
    (cost $100,543,416)
     99.5%      $ 103,884,130  
   Other Assets and Liabilities      0.5%        551,730  
   Total Net Assets      100.0%      $ 104,435,860  
        

 

 

    

 

 

 

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 January 31, 2018, the aggregate value of these securities was $50,008,262, which represented 47.9% of total net assets.


 

  Hartford Schroders Emerging Markets Multi-Sector Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

(2) These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2018, the aggregate value of these securities was $15,023,741, which represented 14.4% of total net assets.
(3) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(4) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2018.
(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) Current yield as of period end.

 

Foreign Currency Contracts Outstanding at January 31, 2018  
Amount and
Description
of Currency to be
Purchased
      

Amount and Description

of Currency to be

Sold

       Counterparty      Settlement
Date
     Appreciation        Depreciation      

14,400,000

       MXN          750,248          USD        CBK      02/16/18      $ 21,532        $  

60,000,000

       MXN          3,212,429          USD        JPM      04/09/18                 (24,713

14,000,000

       MXN          723,647          USD        CBK      04/17/18        19,154           

14,400,000

       MXN          754,598          USD        UBS      04/26/18        8,272           

741,054

       USD          14,400,000          MXN        CBK      02/16/18                 (30,726

1,532,777

       USD          30,000,000          MXN        JPM      04/09/18                 (61,081

1,529,566

       USD          30,000,000          MXN        MSC      04/09/18                 (64,292

719,478

       USD          14,000,000          MXN        CBK      04/17/18                 (23,323

728,353

       USD          14,400,000          MXN        CBK      04/26/18                 (34,517

558,177

       USD          7,300,000          ZAR        CBK      03/20/18                 (53,524

7,300,000

       ZAR          582,940          USD        CBK      03/20/18        28,761           

Total

     $ 77,719        $ (292,176

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:

CBK   

Citibank NA

JPM   

JP Morgan Chase & Co.

MSC   

Morgan Stanley

UBS   

UBS AG

Currency Abbreviations:
BRL   

Brazilian Real

CLP   

Chilean Peso

COP   

Colombian Peso

HUF   

Hungarian Forint

IDR   

Indonesian Rupiah

MXN   

Mexican Peso

MYR   

Malaysian Ringgit

PEN   

Peruvian Sol

PLN   

Polish Zloty

RON   

New Romanian Leu

RUB   

Russian Ruble

TRY   

Turkish Lira

USD   

United States Dollar

UYU   

Uruguayan Peso

ZAR   

South African Rand

Other Abbreviations:
CMT   

Constant Maturity Treasury

JSC   

Joint Stock Company

LIBOR   

London Interbank Offered Rate


 

  Hartford Schroders Emerging Markets Multi-Sector Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Corporate Bonds

   $ 37,156,806       $ —       $ 37,156,806       $             —   

Foreign Government Obligations

     65,063,093         —         65,063,093         —   

Short-Term Investments

     1,664,231         1,664,231         —         —   

Foreign Currency Contracts(2)

     77,719         —         77,719         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   103,961,849       $   1,664,231       $   102,297,618       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (292,176)      $ —       $ (292,176)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (292,176)      $ —       $ (292,176)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the period ended January 31, 2018, there were no transfers between any levels.

 

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


 

  Hartford Schroders Global Strategic Bond Fund

 

 

  Schedule of Investments

  January 31, 2018 (Unaudited)

 

  Shares or Principal Amount    Market Value  

  Asset & Commercial Mortgage Backed Securities - 11.1%

  
    

Cayman Islands - 1.0%

  
$   625,119   

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

   $ 622,804  
    

United Kingdom - 0.1%

  

  GBP

  58,248   

EMF-UK plc
3 mo. GBP LIBOR + 0.980%, 1.50%, 03/13/2046(2)(3)

     82,472  
    

United States - 10.0%

  
$   100,000   

Aegis Asset Backed Securities Trust Mortgage Pass- Through Certificates
1 mo. USD LIBOR + 0.450%, 2.01%, 10/25/2035(2)

     99,889  
  150,000   

American Express Credit Account Master Trust
1 mo. USD LIBOR + 0.370%, 1.93%, 12/15/2021(2)

     150,585  
  26,569   

AmeriCredit Automobile Receivables Trust
1.42%, 10/08/2019

     26,564  
  18,612   

Asset-Backed Pass-Through Certificates
1 mo. USD LIBOR + 0.720%, 2.28%, 04/25/2035(2)

     18,619  
  67,503   

Bayview Commercial Asset Trust
1 mo. USD LIBOR + 0.270%, 1.82%, 07/25/2037(1)(2)

     64,456  
  370,000   

Cabela’s Credit Card Master Note Trust
1 mo. USD LIBOR + 0.650%, 2.21%, 08/16/2021(1)(2)

         371,051  
    

Capital One Multi-Asset Execution Trust

  
  128,000   

    1 mo. USD LIBOR + 0.450%, 2.01%, 02/15/2022(2)

     128,510  
  166,000   

    1 mo. USD LIBOR + 0.510%, 2.07%, 09/16/2024(2)

     167,675  
  100,000   

Chase Issuance Trust
1 mo. USD LIBOR + 0.370%, 1.93%, 04/15/2021(2)

     100,335  
  410,000   

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

     398,322  
  136,602   

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

     134,577  
  101,000   

Cold Storage Trust
1 mo. USD LIBOR + 1.000%, 2.56%, 04/15/2036(1)(2)

     101,219  
    

Fannie Mae Connecticut Avenue Securities

  
  65,822   

    1 mo. USD LIBOR + 1.300%, 2.86%, 04/25/2029(2)

     66,482  
  110,828   

    1 mo. USD LIBOR + 4.900%, 6.46%, 11/25/2024(2)

     126,968  
  207,681   

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

     208,365  
  92,562   

Flagstar Mortgage Trust
3.50%, 10/25/2047(1)(4)

     93,050  
  350,000   

Hilton USA Trust
4.19%, 11/05/2038(1)(4)

     344,850  
  139,000   

Hospitality Mortgage Trust
1 mo. USD LIBOR + 0.850%, 2.41%, 05/08/2030(1)(2)

     139,347  
  100,000   

Hyatt Hotel Portfolio Trust
3.91%, 08/09/2032(1)(4)

     100,437  
  15,019   

IndyMac INDX Mortgage Loan Trust
1 mo. USD LIBOR + 0.240%, 1.80%, 06/25/2037(2)

     14,724  
    

JP Morgan Mortgage Trust

  
  273,029   

    3.00%, 05/25/2047(1)(4)

     271,063  
  77,785   

    3.50%, 10/25/2046(1)(4)

     78,486  
  59,115   

    3.50%, 08/25/2047(1)(4)

     59,667  
  102,049   

    3.50%, 11/25/2048(1)(4)

     102,938  
  98,605   

Nationstar Home Equity Loan Trust
1 mo. USD LIBOR + 0.230%, 1.79%, 03/25/2037(2)

     97,665  
    

One Market Plaza Trust

  
  130,000   

    4.02%, 02/10/2032(1)

     131,154  
  100,000   

    4.15%, 02/10/2032(1)

     99,417  
    

OneMain Financial Issuance Trust

  
  120,317   

    3.19%, 03/18/2026(1)

     120,812  
  295,000   

    3.66%, 02/20/2029(1)

     298,552  
  250,000   

Residential Asset Mortgage Products, Inc.
1 mo. USD LIBOR + 0.220%, 1.78%, 12/25/2036(2)

     241,345  
    

Santander Drive Auto Receivables Trust

  
  28,996   

    2.46%, 06/15/2020

     29,028  


 

  Hartford Schroders Global Strategic Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

$   54,033   

    3.78%, 10/15/2019(1)

   $ 54,130  
  142,016   

SASCO Mortgage Loan Trust
1 mo. USD LIBOR + 0.825%, 2.39%, 12/25/2034(2)

     141,340  
  345,743   

SoFi Professional Loan Program LLC
1 mo. USD LIBOR + 1.050%, 2.61%, 04/25/2035(1)(2)

     348,860  
  100,000   

Structured Asset Investment Loan Trust
1 mo. USD LIBOR + 0.720%, 2.28%, 07/25/2035(2)

     98,254  
  87,500   

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

     86,579  
    

Towd Point Mortgage Trust

  
  92,634   

    1 mo. USD LIBOR + 0.600%, 2.16%, 02/25/2057(1)(4)

     92,290  
  84,949   

    2.75%, 10/25/2056(1)(4)

     84,392  
  127,844   

    2.75%, 04/25/2057(1)(4)

     127,012  
  91,029   

    2.75%, 07/25/2057(1)(4)

     90,253  
  97,357   

    2.75%, 10/25/2057(1)(4)

     96,443  
  96,249   

Triton Container Finance IV LLC
3.62%, 08/20/2042(1)

     96,033  
  240,000   

Waldorf Astoria Boca Raton Trust
1 mo. USD LIBOR + 1.350%, 2.91%, 06/15/2029(1)(2)

     240,674  
  37,157   

WaMu Mortgage Pass-Through Certificates Trust
1 mo. USD LIBOR + 0.320%, 1.88%, 08/25/2045(2)

     37,202  
  100,000   

Worldwide Plaza Trust
3.53%, 11/10/2036(1)

     100,546  
          6,080,160  
    

Total Asset & Commercial Mortgage Backed Securities
(cost $6,801,744)

   $ 6,785,436  
Corporate Bonds - 57.2%   
    

Australia - 0.8%

  

GBP

  250,000   

BHP Billiton Finance Ltd.
5 year GBP Swap + 4.817%, 6.50%, 10/22/2077(2)(3)

     417,634  
$   40,000   

Boral Finance Pty Ltd.
3.00%, 11/01/2022(1)

     39,334  
          456,968  
    

Bermuda - 0.4%

  
  200,000   

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

     201,000  
  35,000   

IHS Markit Ltd.
4.00%, 03/01/2026(1)

     33,994  
          234,994  
    

Canada - 1.8%

  
  155,000   

Bank of Montreal
3.80%, 12/15/2032(4)

     151,201  
  70,000   

Bank of Nova Scotia
4.65%, 10/12/2022(4)(5)

     69,300  
  114,000   

Cenovus Energy, Inc.
4.25%, 04/15/2027

     113,125  
  100,000   

Enbridge, Inc.
3 mo. USD LIBOR + 3.890%, 6.00%, 01/15/2077(2)

     105,250  

GBP

  450,000   

Royal Bank of Canada
3 mo. GBP LIBOR + 0.400%, 0.92%, 09/14/2021(2)(3)

     639,839  
$   28,000   

Valeant Pharmaceuticals International, Inc.
5.50%, 11/01/2025(1)

     28,210  
              1,106,925  
    

France - 3.2%

  
  593,000   

Banque Federative du Credit Mutuel S.A.
2.20%, 07/20/2020(1)

     585,449  
  250,000   

BPCE S.A.
3.00%, 05/22/2022(1)

     247,444  
  500,000   

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

     492,500  


 

  Hartford Schroders Global Strategic Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

EUR   500,000   

Societe Generale S.A.
2.25%, 01/23/2020(3)

   $             649,002  
     1,974,395  
  

Germany - 3.7%

 

GBP   700,000   

Deutsche Pfandbriefbank AG
3 mo. GBP LIBOR + 0.550%, 1.07%, 01/13/2020(2)

     998,695  
$   600,000   

Erste Abwicklungsanstalt
1.38%, 10/30/2019(3)

     588,489  
  700,000   

LB Baden Wuerttemberg
1.50%, 05/24/2019(1)(3)

     692,049  
     2,279,233  
  

Ireland - 0.3%

 

  65,000   

Johnson Controls International plc
4.50%, 02/15/2047

     70,122  
  110,000   

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

     107,412  
     177,534  
  

Italy - 3.4%

 

  

Enel S.p.A.

 

GBP   250,000   

5 year GBP Swap + 5.662%, 7.75%, 09/10/2075(2)(3)

     409,094  
$   360,000   

5 year USD Swap + 5.880%, 8.75%, 09/24/2073(1)(2)

     445,500  
EUR   400,000   

N&W Global Vending S.p.A.
7.00%, 10/15/2023(1)

     533,568  
  100,000   

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

     129,097  
GBP   150,000   

Telecom Italia S.p.A. /Milano
6.38%, 06/24/2019

     227,584  
$   354,000   

Wind Tre S.p.A.
5.00%, 01/20/2026(1)

     321,298  
     2,066,141  
  

Liberia - 0.0%

 

  2,000   

Royal Caribbean Cruises Ltd.
3.70%, 03/15/2028

     1,934  
  

Luxembourg - 0.8%

 

  

Allergan Funding SCS

 

EUR   180,000   

3 mo. Euribor + 0.350%, 0.02%, 06/01/2019(2)

     223,913  
$   55,000   

3.80%, 03/15/2025

     55,223  
  200,000   

ARD Finance S.A. (cash)
7.13%, 09/15/2023(6)

     208,000  
     487,136  
  

Mexico - 0.5%

 

  

Petroleos Mexicanos

 

  25,000   

5.63%, 01/23/2046

     23,000  
  270,000   

6.50%, 03/13/2027(1)

     295,345  
     318,345  
  

Netherlands - 4.1%

 

GBP   450,000   

Bank Nederlandse Gemeenten N.V.
1.38%, 12/09/2019(3)

     644,550  
$   250,000   

Cooperatieve Rabobank UA
4.63%, 12/01/2023

     264,715  
GBP   220,000   

Koninklijke KPN N.V.
5 year GBP Swap + 5.505%, 6.88%, 03/14/2073(2)(3)

     342,479  
$   200,000   

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

     196,987  
  421,000   

Petrobras Global Finance B.V.
7.38%, 01/17/2027

     466,952  
  45,000   

Shell International Finance B.V.
3.25%, 05/11/2025

     45,187  
  30,000   

Teva Pharmaceutical Finance Netherlands B.V.
2.20%, 07/21/2021

     27,956  


 

  Hartford Schroders Global Strategic Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

$    500,000   

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

   $             496,250  
     2,485,076  
  

Sweden - 3.3%

 

EUR    100,000   

Intrum Justitia AB
3 Mo. EUR LIBOR + 0.262%, 2.63%, 07/15/2022(1)(2)

     124,154  
$    1,215,000   

Nordea Bank AB
3 mo. USD LIBOR + 0.620%, 2.31%, 09/30/2019(1)(2)

     1,223,222  
   680,000   

Svenska Handelsbanken AB
1.50%, 09/06/2019

     670,283  
     2,017,659  
  

Switzerland - 3.6%

 

EUR    800,000   

Credit Suisse AG
3 Mo. EUR LIBOR + 0.450%, 0.12%, 10/16/2019(2)(3)

     1,000,675  
$    1,201,000   

UBS AG
1.96%, 12/01/2020(1)(4)

     1,203,162  
     2,203,837  
  

United Kingdom - 5.2%

 

  

Aviva plc

 

EUR    122,000   

EUR LIBOR + 3.48%, 3.88%, 07/03/2044(2)(3)

     170,734  
GBP    220,000   

6 mo. GBP LIBOR + 1.88%, 5.90%, 07/27/2020(2)(5)

     338,768  
$    51,000   

Ensco plc
5.75%, 10/01/2044

     36,401  
EUR    800,000   

HSBC Holdings plc
3 Mo. EUR LIBOR + 0.700%, 0.37%, 09/27/2022(2)(3)

     1,008,714  
GBP    100,000   

Iceland Bondco plc
4.63%, 03/15/2025(1)

     134,204  
   300,000   

Investec plc
4.50%, 05/05/2022(3)

     460,398  
   300,000   

Jerrold Finco plc
6.25%, 09/15/2021(1)

     438,734  
  

Royal Bank of Scotland Group plc

 

$    200,000   

3.88%, 09/12/2023

     201,876  
EUR    300,000   

5.25%, 03/30/2018(3)(5)

     378,417  
     3,168,246  
  

United States - 26.1%

 

$    80,000   

Abbott Laboratories
4.75%, 11/30/2036

     88,915  
  

AbbVie, Inc.

 

   13,000   

2.90%, 11/06/2022

     12,885  
   5,000   

3.60%, 05/14/2025

     5,046  
   30,000   

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

     30,069  
   60,000   

Amazon.com, Inc.
2.80%, 08/22/2024(1)

     58,786  
   170,000   

American Axle & Manufacturing, Inc.
6.50%, 04/01/2027(1)

     178,075  
   104,000   

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

     105,115  
   150,000   

American Tower Corp.
5.00%, 02/15/2024

     161,660  
   170,000   

Amgen, Inc.
2.65%, 05/11/2022

     167,467  
   28,000   

Amphenol Corp.
3.20%, 04/01/2024

     27,831  
   75,000   

Anadarko Petroleum Corp.
6.60%, 03/15/2046

     97,263  
   75,000   

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

     74,316  
  

Andeavor

 

   30,000   

3.80%, 04/01/2028

     29,511  
   35,000   

4.50%, 04/01/2048

     35,204  


 

  Hartford Schroders Global Strategic Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

  

AT&T, Inc.

 

EUR    240,000   

1.88%, 12/04/2020

   $             311,469  
$    45,000   

4.10%, 02/15/2028(1)

     44,497  
   170,000   

4.90%, 08/14/2037

     172,299  
   65,000   

5.15%, 03/15/2042

     66,290  
  

Bank of America Corp.

 

   100,000   

3.42%, 12/20/2028(1)(4)

     98,309  
   135,000   

3 mo. USD LIBOR + 1.512%, 3.71%, 04/24/2028(2)

     136,346  
   110,000   

3 mo. USD LIBOR + 1.990%, 4.44%, 01/20/2048(2)

     119,939  
   125,000   

3 mo. USD LIBOR + 3.705%, 6.25%, 09/05/2024(2)(5)

     135,156  
   30,000   

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

     36,453  
   260,000   

BAT Capital Corp.
3.22%, 08/15/2024(1)

     256,009  
   120,000   

BB&T Corp.
2.85%, 10/26/2024

     117,806  
   120,000   

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

     118,230  
   53,000   

Boston Properties L.P.
3.20%, 01/15/2025

     51,948  
   25,000   

Bunge Ltd. Finance Corp.
3.00%, 09/25/2022

     24,592  
   40,000   

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

     42,457  
   175,000   

BWAY Holding Co.
5.50%, 04/15/2024(1)

     181,344  
   140,000   

Caesars Resort Collection LLC / CRC Finco, Inc.
5.25%, 10/15/2025(1)

     138,965  
   450,000   

Capital One Financial Corp.
2.50%, 05/12/2020

     446,899  
   40,000   

Cardinal Health, Inc.
3.08%, 06/15/2024

     38,702  
  

CBL & Associates L.P.

 

   24,000   

4.60%, 10/15/2024

     21,158  
   11,000   

5.95%, 12/15/2026

     10,136  
  

CCO Holdings LLC / CCO Holdings Capital Corp.

 

   125,000   

5.00%, 02/01/2028(1)

     120,547  
   118,000   

5.88%, 04/01/2024(1)

     123,310  
   26,000   

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

     26,845  
  

Citigroup, Inc.

 

   850,000   

3 mo. USD LIBOR + 0.960%, 2.71%, 04/25/2022(2)

     863,756  
   195,000   

3 mo. USD LIBOR + 1.563%, 3.89%, 01/10/2028(2)

     199,115  
   125,000   

CommScope Technologies LLC
5.00%, 03/15/2027(1)

     124,531  
   125,000   

Community Health Systems, Inc.
6.25%, 03/31/2023

     115,625  
   45,000   

Concho Resources, Inc.
3.75%, 10/01/2027

     44,786  
   195,000   

Continental Resources, Inc.
4.38%, 01/15/2028(1)

     194,298  
   42,000   

Cox Communications, Inc.
3.15%, 08/15/2024(1)

     41,064  
  

Crown Castle International Corp.

 

   145,000   

3.20%, 09/01/2024

     141,450  
   15,000   

3.70%, 06/15/2026

     14,660  
   150,000   

CrownRock L.P. / CrownRock Finance, Inc.
5.63%, 10/15/2025(1)

     151,500  
   200,000   

CSC Holdings LLC
5.50%, 04/15/2027(1)

     202,500  
   75,000   

CVS Health Corp.
3.88%, 07/20/2025

     75,677  
  

CyrusOne L.P. / CyrusOne Finance Corp.

 

   30,000   

5.00%, 03/15/2024

     30,600  
   30,000   

5.38%, 03/15/2027

     31,200  
   75,000   

Devon Energy Corp.
5.00%, 06/15/2045

     83,475  


 

  Hartford Schroders Global Strategic Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

$    123,000   

Digital Realty Trust L.P.
3.70%, 08/15/2027

   $     121,848  
   250,000   

Discover Bank
4.20%, 08/08/2023

     258,997  
   85,000   

Discovery Communications LLC
2.95%, 03/20/2023

     83,073  
   100,000   

DISH DBS Corp.
7.75%, 07/01/2026

     102,750  
   40,000   

Dow Chemical Co.
4.63%, 10/01/2044

     43,409  
   20,000   

Duke Energy Corp.
2.65%, 09/01/2026

     18,626  
   30,000   

Duke Realty L.P.
3.38%, 12/15/2027

     29,528  
   70,000   

Ecolab, Inc.
3.70%, 11/01/2046

     65,479  
   125,000   

Eldorado Resorts, Inc.
6.00%, 04/01/2025

     130,469  
   66,000   

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

     65,599  
     

Energy Transfer L.P.

 

   78,000   

4.05%, 03/15/2025

     77,656  
   55,000   

5.30%, 04/15/2047

     55,465  
   120,000   

Energy Transfer Partners L.P.
6.63%, 02/15/2028(4)(5)

     119,991  
   300,000   

EP Energy LLC / Everest Acquisition Finance, Inc.
9.38%, 05/01/2024(1)

     254,250  
   210,000   

EQT Corp.
3.90%, 10/01/2027

     205,657  
   20,000   

FedEx Corp.
3.40%, 02/15/2028

     20,000  
   35,000   

Fidelity National Information Services, Inc.
4.50%, 08/15/2046

     35,712  
   250,000   

First Republic Bank
4.63%, 02/13/2047

     260,497  
   80,000   

Fortive Corp.
4.30%, 06/15/2046

     83,100  
   60,000   

General Motors Financial Co., Inc.
4.38%, 09/25/2021

     62,239  
   200,000   

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

     205,638  
   170,000   

Golden Nugget, Inc.
6.75%, 10/15/2024(1)

     175,737  
   175,000   

Goldman Sachs Group, Inc.
5.00%, 11/10/2022(4)(5)

     171,609  
   195,000   

Goldman Sachs Group, Inc.
3 mo. USD LIBOR + 0.990%, 2.91%, 07/24/2023(2)

     191,237  
   50,000   

H&E Equipment Services, Inc.
5.63%, 09/01/2025(1)

     51,875  
   24,000   

Hartford Financial Services Group, Inc.
5.13%, 04/15/2022(7)

     25,867  
   70,000   

Hewlett Packard Enterprise Co.
3.60%, 10/15/2020

     71,153  
   53,000   

Hexcel Corp.
3.95%, 02/15/2027

     52,914  
   65,000   

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

     70,749  
   15,000   

Hubbell, Inc.
3.50%, 02/15/2028

     14,916  
   116,000   

JC Penney Corp., Inc.
5.88%, 07/01/2023(1)

     111,505  
     

JP Morgan Chase & Co.

 

   286,000   

3 mo. USD LIBOR + 0.680%, 2.16%, 06/01/2021(2)

     288,183  
   400,000   

3 mo. USD LIBOR + 0.900%, 2.65%, 04/25/2023(2)

     406,607  
   115,000   

2.97%, 01/15/2023

     114,796  
   50,000   

3 mo. USD LIBOR + 3.330%, 6.13%, 04/30/2024(2)(5)

     53,063  


 

  Hartford Schroders Global Strategic Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

$   

20,000

  

Keysight Technologies, Inc.
4.60%, 04/06/2027

   $               20,739  
  

100,000

  

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

     103,560  
  

Kroger Co.

 

  

40,000

  

4.45%, 02/01/2047

     39,974  
  

25,000

  

5.15%, 08/01/2043

     26,457  
  

80,000

  

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

     90,852  
  

55,000

  

M&T Bank Corp.
3 mo. USD LIBOR + 3.520%, 5.13%, 11/01/2026(2)(5)

     57,736  
  

115,000

  

Markel Corp.
3.50%, 11/01/2027

     111,861  
  

115,000

  

Martin Marietta Materials, Inc.
4.25%, 12/15/2047

     111,850  
  

65,000

  

McDonald’s Corp.
4.88%, 12/09/2045

     74,379  
  

45,000

  

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

     45,569  
  

60,000

  

MetLife, Inc.
6.40%, 12/15/2066

     69,009  
  

Microsoft Corp.

 

  

45,000

  

2.88%, 02/06/2024

     44,709  
  

45,000

  

4.10%, 02/06/2037

     48,907  
  

30,000

  

MidAmerican Energy Co.
3.95%, 08/01/2047

     31,238  
  

55,000

  

Monsanto Co.
4.40%, 07/15/2044

     57,803  
  

100,000

  

Moody’s Corp.
2.63%, 01/15/2023(1)

     97,493  
  

Morgan Stanley

 

EUR   

550,000

  

3 Mo. EUR LIBOR + 0.700%, 0.37%, 11/08/2022(2)

     693,557  
$   

99,000

  

3.88%, 01/27/2026

     101,155  
  

80,000

  

Mosaic Co.
3.25%, 11/15/2022

     79,559  
  

33,000

  

MPLX L.P.
5.20%, 03/01/2047

     36,369  
  

125,000

  

MPT Operating Partnership L.P. / MPT Finance Corp.
5.00%, 10/15/2027

     123,775  
  

125,000

  

Multi-Color Corp.
4.88%, 11/01/2025(1)

     125,469  
  

30,000

  

Nabors Industries, Inc.
5.50%, 01/15/2023

     30,000  
  

20,000

  

NetApp, Inc.
2.00%, 09/27/2019

     19,798  
  

90,000

  

Netflix, Inc.
4.88%, 04/15/2028(1)

     89,325  
  

Newell Brands, Inc.

 

  

50,000

  

3.85%, 04/01/2023

     50,948  
  

50,000

  

4.20%, 04/01/2026

     50,970  
  

30,000

  

Noble Energy, Inc.
5.05%, 11/15/2044

     33,045  
  

30,000

  

Packaging Corp. of America
2.45%, 12/15/2020

     29,847  
  

250,000

  

PNC Bank NA
2.95%, 02/23/2025

     244,772  
  

137,000

  

Prudential Financial, Inc.
4.50%, 09/15/2047(4)

     139,055  
  

70,000

  

Qualitytech L.P. / QTS Finance Corp.
4.75%, 11/15/2025(1)

     70,525  
  

15,000

  

Reynolds American, Inc.
4.45%, 06/12/2025

     15,712  
  

95,000

  

Rockwell Collins, Inc.
3.50%, 03/15/2027

     94,239  
  

Roper Technologies, Inc.

 

  

25,000

  

2.80%, 12/15/2021

     24,803  


 

  Hartford Schroders Global Strategic Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

$    60,000   

3.80%, 12/15/2026

   $ 60,847  
   177,000   

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

     179,173  
     

Sabine Pass Liquefaction LLC

 

   110,000   

4.20%, 03/15/2028

     110,648  
   30,000   

5.63%, 03/01/2025

     32,793  
   115,000   

SBA Communications Corp.
4.88%, 09/01/2024

     114,425  
   65,000   

Scientific Games International, Inc.
5.00%, 10/15/2025(1)

     65,081  
     

Sempra Energy

 

   50,000   

3.40%, 02/01/2028

     48,994  
   65,000   

3.80%, 02/01/2038

     63,707  
   130,000   

Sherwin-Williams Co.
3.45%, 06/01/2027

     128,394  
   64,000   

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

     63,510  
     

SunTrust Banks, Inc.

 

   55,000   

2.70%, 01/27/2022

     54,291  
   185,000   

5.13%, 12/15/2027(4)(5)

     178,863  
   155,000   

SUPERVALU, Inc.
6.75%, 06/01/2021

     152,675  
   95,000   

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

     100,994  
   115,000   

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
5.00%, 01/15/2028(1)

     113,850  
   125,000   

Tenet Healthcare Corp.
5.13%, 05/01/2025(1)

     123,281  
   60,000   

Tyson Foods, Inc.
3.55%, 06/02/2027

     59,765  
   115,000   

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

     114,856  
   50,000   

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

     56,647  
   65,000   

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

     64,122  
     

Verizon Communications, Inc.

 

   46,000   

2.63%, 08/15/2026

     42,341  
   27,000   

3.38%, 02/15/2025

     26,769  
   86,000   

4.27%, 01/15/2036

     85,218  
   34,000   

VMware, Inc.
2.30%, 08/21/2020

     33,371  
   60,000   

Vornado Realty L.P.
3.50%, 01/15/2025

     58,557  
   60,000   

Voya Financial, Inc.
4.70%, 01/23/2048(1)(4)

     59,170  
   36,000   

Wal-Mart Stores, Inc.
3.63%, 12/15/2047

     36,900  
   165,000   

Williams Partners L.P.
4.00%, 09/15/2025

     167,737  
   125,000   

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
5.25%, 05/15/2027(1)

     123,359  
   55,000   

Zoetis, Inc.
3.00%, 09/12/2027

     52,704  
           15,984,381  
     

Total Corporate Bonds
(cost $34,069,372)

   $       34,962,804  

Foreign Government Obligations - 17.4%

  
     

Argentina - 1.7%

 

$    641,000   

Argentine Republic Government International Bond
5.88%, 01/11/2028

     623,693  
   120,000   

Provincia de Buenos Aires
7.88%, 06/15/2027(1)

     127,800  


 

  Hartford Schroders Global Strategic Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

$    266,000   

Provincia de Cordoba
7.13%, 08/01/2027(1)

   $ 273,134  
     1,024,627  
  

Brazil - 0.7%

 

   406,000   

Brazilian Government International Bond
5.63%, 02/21/2047

     407,015  
  

Germany - 1.1%

 

   661,000   

Kreditanstalt fuer Wiederaufbau
2.38%, 12/29/2022

     651,191  
  

Italy - 7.4%

 

EUR    3,600,000   

Italy Certificati di Credito del Tesoro/ CCTS-eu
0.68%, 04/15/2025(4)

     4,541,182  
  

Malaysia - 0.7%

 

MYR    1,740,000   

Malaysia Government Bond
3.65%, 10/31/2019

     449,104  
  

Spain - 2.7%

 

EUR    1,350,000   

Spain Government Bond
1.45%, 10/31/2027(1)(3)

     1,678,816  
  

Supranational - 3.1%

 

   1,580,000   

European Investment Bank
1.50%, 11/15/2047

     1,920,987  
  

Total Foreign Government Obligations
(cost $10,606,149)

   $ 10,672,922  

U.S. Government Agencies - 1.1%

 

  

United States - 1.1%

 

  

FHLMC - 1.1%

 

$    260,391   

1 mo. USD LIBOR + 0.380%, 1.94%, 05/25/2022(2)

   $ 260,881  
   131,637   

1 mo. USD LIBOR + 2.6%, 4.16%, 12/25/2027(2)

     134,587  
   20,279   

1 mo. USD LIBOR + 2.85%, 4.41%, 04/25/2028(2)

     20,987  
   250,000   

1 mo. USD LIBOR + 3.3%, 4.86%, 10/25/2027(2)

     280,620  
     697,075  
     697,075  
  

Total U.S. Government Agencies
(cost $696,478)

   $ 697,075  

U.S. Government Securities - 8.7%

 

  

United States - 8.7%

 

  

U.S. Treasury Notes - 8.7%

 

   1,759,710   

0.13%, 07/15/2026(8)

     1,696,853  
   3,420,853   

0.38%, 01/15/2027(8)

     3,351,660  
   50,000   

1.88%, 09/30/2022

     48,602  
   200,000   

2.00%, 11/30/2022

     195,281  
   26,100   

2.25%, 08/15/2027

     25,065  
   25,000   

2.25%, 11/15/2027

     23,993  
     5,341,454  
     5,341,454  
  

Total U.S. Government Securities
(cost $5,439,848)

   $ 5,341,454  
  

Total Long-Term Investments
(cost $57,613,591)

   $     58,459,691  

Short-Term Investments - 0.7%

 

  

Other Investment Pools & Funds - 0.7%

 

   422,711   

Morgan Stanley Treasury Securities Portfolio, Institutional Class, 1.17%(9)

     422,711  
  

Total Short-Term Investments
(cost $422,711)

   $ 422,711  


 

  Hartford Schroders Global Strategic Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

Total Investments Excluding Purchased Options
(cost $58,036,302)

     96.2%      $         58,882,402  
 

Total Purchased Options
(cost $632,965)

     1.2%      $ 715,402  
    

 

 

    

 

 

 
 

Total Investments
(cost $58,669,267)

     97.4%      $ 59,597,804  
 

Other Assets and Liabilities

     2.6%        1,582,103  
    

 

 

    

 

 

 
 

Total Net Assets

     100.0%      $ 61,179,907  
    

 

 

    

 

 

 

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 January 31, 2018, the aggregate value of these securities was $18,478,335, which represented 30.2% of total net assets.
(2) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2018.
(3) These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2018, the aggregate value of these securities was $9,292,459, which represented 15.2% 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) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(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) Affiliated Issuer.
(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) Current yield as of period end.

 

OTC Option Contracts Outstanding at January 31, 2018  
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

  CITI   4.15 EUR per EUR    02/26/18   2,930,000    EUR     2,930,000     $ 22,343     $ 20,715     $         1,628  

USD Call/KRW Put

  BNP   1,070.75 USD per USD    02/26/18   2,450,000    USD     2,450,000       19,713       21,193       (1,480
            

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

      5,380,000     $     42,056     $ 41,908     $ 148  
            

 

 

   

 

 

   

 

 

   

 

 

 

Puts

 

AUD Put/USD Call

  BCLY   0.80 USD per AUD    03/06/18   2,940,000    AUD     2,940,000     $ 11,954     $ 58,866     $ (46,912

EUR Put/SEK Call

  BCLY   9.97 SEK per EUR    02/05/18   3,050,000    EUR     3,050,000       68,881       38,880       30,001  

USD Put/JPY Call

  CITI   108.55 JPY per USD    02/26/18   2,430,000    USD     2,430,000       16,361       23,085       (6,724

USD Put/MXN Call

  BCLY   19.20 MXN per USD    10/15/18   3,600,000    USD     3,600,000       144,191       122,760       21,431  
            

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

    12,020,000     $ 241,387     $ 243,591     $ (2,204
            

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

      17,400,000     $ 283,443     $ 285,499     $ (2,056
            

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

 

Calls

 

USD Call/MXN Put

  BCLY   21.00 MXN per USD    10/15/18   (3,600,000)    USD     (3,600,000   $ (84,647   $ (147,600   $ 62,953  
            

 

 

   

 

 

   

 

 

   

 

 

 

       Total written option contracts

    (3,600,000   $ (84,647   $ (147,600   $ 62,953  
            

 

 

   

 

 

   

 

 

   

 

 

 


 

  Hartford Schroders Global Strategic Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

OTC Swaption Contracts Outstanding at January 31, 2018  
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

 

Interest Rate Swaption

  MSCI   262.50%     Receive       04/18/18       EUR    3,060,000       3,060,000     $ 24,255     $ 26,711     $ (2,456)  

Interest Rate Swaption

  MSCI   106.00%     Receive       04/18/18       USD    3,250,000       3,250,000       15,761       18,850       (3,089)  

Interest Rate Swaption

  MSCI   275.00%     Receive       04/23/18       USD    5,000,000       5,000,000       59,338       41,024       18,314  

Interest Rate Swaption

  MSCI   288.00%     Receive       01/23/19       USD    15,300,000       15,300,000       332,605       260,882       71,723  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

       26,610,000     $ 431,959     $ 347,467     $ 84,492  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

          26,610,000     $ 431,959     $ 347,467     $ 84,492  
           

 

 

   

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at January 31, 2018  
Description    Number
of
  Contracts  
     Expiration Date      Current
Notional
Amount
  Value and
Unrealized
Appreciation/
      (Depreciation)      
 

 

 

Long position contracts:

 

Canadian Government 10-Year Bond Future

     36        03/20/2018      $         3,870,146    $ (48,364)   

Euro-BUXL 30-Year Bond Future

     8        03/08/2018      1,606,466     (16,300)   

Euro-OAT Future

     18        03/08/2018      3,417,664     (32,204)   

U.S. Treasury 10-Year Ultra Future

     27        03/20/2018      3,515,485     (50,540)   

U.S. Treasury 5-Year Note Future

     10        03/29/2018      1,147,109     (4,146)   

U.S. Treasury Ultra Bond Future

     26        03/20/2018      4,210,375     (32,878)   
          

 

 

 

Total

   $ (184,432)   
          

 

 

 

Short position contracts:

 

90-Day Euro Future

     181        12/16/2019      $        44,030,513   $             121,179    

Euro-BOBL Future

     20        03/08/2018      3,239,203     19,591    

Euro-BTP Future

     21        03/08/2018      3,545,344     33,346    

Euro-BUXL 30-Year Bond Future

     4        03/08/2018      803,233     442    

Euro-Bund Future

     17        03/08/2018      3,352,110     55,079    

Euro-OAT Future

     9        03/08/2018      1,708,832     20,325    

U.S. Treasury 10-Year Note Future

     123        03/20/2018      14,954,109     205,393    

U.S. Treasury 10-Year Ultra Future

     26        03/20/2018      3,385,281     52,352    

U.S. Treasury 2-Year Note Future

     5        03/29/2018      1,066,172     2,568    

U.S. Treasury 5-Year Note Future

     50        03/29/2018      5,735,547     85,648    

U.S. Treasury Long Bond Future

     18        03/20/2018      2,660,625     101,525    
          

 

 

 

Total

   $ 697,448    
          

 

 

 
          
          

 

 

 

   Total futures contracts

   $ 513,016    
          

 

 

 


 

  Hartford Schroders Global Strategic Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2018  
        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:

                    

Intesa S.p.A. 

  BNP EUR       300,000       (1.00 %)        06/20/21   Quarterly      $ 2,281         $     $ (7,889   $ (10,170 )   

Standard Chartered Bank

  CBK EUR       470,000       (1.00 %)        09/20/20   Quarterly        12,920                 (10,359     (23,279 )   

Wendel S.A.

  BNP EUR       150,000       (5.00 %)        06/20/21   Quarterly        —           (20,143     (30,784     (10,641 )   
              

 

 

 

 

 

 

   

 

 

   

 

 

 

  Total

               $ 15,201         $ (20,143   $ (49,032   $ (44,090 )   
              

 

 

 

 

 

 

   

 

 

   

 

 

 
                    
              

 

 

 

 

 

 

   

 

 

   

 

 

 

  Total single-name issues

 

             $ 15,201         $ (20,143   $ (49,032   $ (44,090 )   
              

 

 

 

 

 

 

   

 

 

   

 

 

 
                    
              

 

 

 

 

 

 

   

 

 

   

 

 

 

  Total OTC contracts

               $ 15,201         $ (20,143   $ (49,032   $ (44,090 )   
              

 

 

 

 

 

 

   

 

 

   

 

 

 

 

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

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2018  
       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    4,480,000            (5.00%)     12/20/22    Quarterly    $ (403,714)       $ (382,259)       $ 21,455    

ITRAXX-XOVERS28V1-5Y

     EUR    4,380,000            (5.00%)     12/20/22    Quarterly      (654,526)         (643,764)         10,762    
             

 

 

   

 

 

   

 

 

 

    Total

              $ (1,058,240   $ (1,026,023   $ 32,217  
             

 

 

   

 

 

   

 

 

 

 

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

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2018  

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 BBSW

   2.13% Fixed   AUD 13,000,000     01/10/21   Quarterly    $ —      $ (6,609   $ (18,804   $ (12,195

3M BBSW

   2.16% Fixed   AUD 6,500,000     01/12/21   Quarterly      —              (4,618     (4,618

2.05% Fixed

   3M LIBOR   USD 10,500,000     10/19/22   Semi-Annual      116,750              198,487       81,737  

2.11% Fixed

   3M LIBOR   USD 5,540,000     06/09/27   Semi-Annual      —              280,374       280,374  

2.65% Fixed

   3M LIBOR   USD 3,400,000     01/26/28   Semi-Annual      —              26,363       26,363  

3M SEK STIBOR

   0.47% Fixed   SEK 22,540,000     01/09/23   Quarterly      —              (23,083     (23,083

3M SEK STIBOR

   0.46% Fixed   SEK 6,600,000     01/10/23   Quarterly      —              (7,309     (7,309

3M SEK STIBOR

   0.47% Fixed   SEK 9,660,000     01/10/23   Quarterly      —              (10,273     (10,273

3M SEK STIBOR

   0.46% Fixed   SEK 10,200,000     01/10/23   Quarterly      —              (11,328     (11,328

0.73% Fixed

   6M EURIBOR    EUR 1,500,000     08/15/26   Annual      —              23,076       23,076  

0.73% Fixed

   6M EURIBOR   EUR 1,500,000     08/15/26   Annual      —              22,760       22,760  

6M EURIBOR

   0.78% Fixed   EUR 775,000     01/26/26   Semi-Annual      —              (6,351     (6,351

6M EURIBOR

   0.77% Fixed   EUR 775,000     01/26/26   Semi-Annual      —              (6,881     (6,881

6M EURIBOR

   0.77% Fixed   EUR 1,550,000     01/26/26   Semi-Annual      —        (79     (13,546     (13,467

6M EURIBOR

   0.73% Fixed   EUR 1,500,000     08/15/26   Semi-Annual      —        (5,582     (23,502     (17,920

6M EURIBOR

   0.73% Fixed   EUR 1,500,000     08/15/26   Semi-Annual      —        (5,612     (23,693     (18,081

6M EURIBOR

   1.46% Fixed   GBP 2,300,000     01/24/28   Semi-Annual      —        (79     (36,428     (36,349

2.03% Fixed

   CPURNSA   USD 3,930,000     11/27/22   Maturity      —              35,468       35,468  

2.03% Fixed

   CPURNSA   USD 2,150,000     11/27/22   Maturity      965              19,288       18,323  

CPURNSA

   3.37% Fixed   GBP 2,300,000     12/15/20   Maturity      —              18,247       18,247  

CPURNSA

   3.37% Fixed   GBP 2,300,000     12/15/20   Maturity      4,447              18,247       13,800  

CPURNSA

   3.38% Fixed   GBP 1,600,000     12/15/20   Maturity      —              13,721       13,721  

CPURNSA

   3.37% Fixed   GBP 2,160,000     12/15/20   Maturity      5,587              17,136       11,549  

CPURNSA

   3.37% Fixed   GBP 1,300,000     12/15/20   Maturity      1,906              10,314       8,408  

CPURNSA

   3.37% Fixed   GBP 720,000     12/15/20   Maturity      1,778              5,712       3,934  

CPURNSA

   3.29% Fixed   GBP 720,000     12/15/20   Maturity      —              3,226       3,226  

CPURNSA

   3.29% Fixed   GBP 1,700,000     01/15/21   Maturity      —              7,877       7,877  

CPURNSA

   3.28% Fixed   GBP 1,700,000     01/15/21   Maturity      —              7,690       7,690  

CPURNSA

   3.26% Fixed   GBP 3,100,000     12/15/21   Maturity      —              6,076       6,076  
           

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

            $   131,433      $ (17,961   $ 528,246     $ 414,774  
           

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 


 

  Hartford Schroders Global Strategic Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

Foreign Currency Contracts Outstanding at January 31, 2018  

      Amount and Description

            of Currency to be

                 Purchased

      

        Amount and Description        

of Currency to be

Sold

     Counterparty     

Settlement

Date

     Appreciation        Depreciation  
1,160,372        ARS          60,721       USD        JPM      02/08/18      $                             —        $ (1,847
1,500,000        ARS          78,893       USD        BNP      02/08/18                 (2,789
3,884,428        ARS          204,873       USD        JPM      02/08/18                 (7,790
4,863,000        ARS          255,678       USD        BNP      02/08/18                 (8,946
40,269,100        ARS          2,080,016       USD        BNP      02/08/18                 (36,901
3,460,000        ARS          172,569       USD        BNP      03/14/18                 (43
51,676,900        ARS          2,580,941       USD        BNP      03/14/18                 (4,185
210,000        AUD          166,882       USD        CBK      02/08/18        2,327                                      —  
129,260        AUD          103,057       USD        BNP      02/08/18        1,095           
15,686,927        AUD          12,702,558       USD        CBK      02/08/18                 (62,704
129,260        AUD          104,523       USD        JPM      03/14/18                 (381
5,633,800        BRL          1,730,814       USD        MSC      02/02/18        36,969           
1,987,400        BRL          592,988       USD        BOA      02/02/18        30,622           
7,621,200        BRL          2,347,224       USD        UBS      03/02/18        37,084           
921,397        CAD          747,390       USD        CSFB      02/08/18        1,782           
100,000        CAD          80,460       USD        BNP      02/08/18        849           
100,000        CAD          81,044       USD        UBS      03/14/18        298           
1,713,262,900        COP          602,625       USD        BNP      02/08/18        808           
152,631,400        CZK          7,214,271       USD        SSG      02/08/18        286,028           
149,121,400        CZK          7,329,673       USD        UBS      03/14/18        12,591           
1,421,204        EUR          1,702,673       USD        UBS      02/08/18        62,705           
1,314,200        EUR          1,595,091       USD        UBS      02/08/18        37,370           
998,556        EUR          1,203,200       USD        SSG      02/08/18        37,177           
998,299        EUR          1,203,000       USD        SSG      02/08/18        37,058           
5,425,469        EUR          6,702,461       USD        JPM      02/08/18        36,898           
993,829        EUR          1,200,000       USD        UBS      02/08/18        34,506           
993,051        EUR          1,206,200       USD        SSG      02/08/18        27,340           
3,137,464        EUR          3,875,929       USD        JPM      02/08/18        21,338           
985,612        EUR          1,207,000       USD        JPM      02/08/18        17,298           
390,000        EUR          474,373       USD        JPM      02/08/18        10,073           
1,064,016        EUR          1,314,454       USD        JPM      02/08/18        7,236           
402,337        EUR          494,397       USD        MSC      02/08/18        5,374           
740,000        EUR          914,079       USD        BNP      02/08/18        5,127           
961,334        EUR          1,195,029       USD        UBS      02/08/18                 (887
1,200,000        EUR          1,491,514       USD        MSC      02/08/18                 (909
1,111,991        EUR          1,382,310       USD        UBS      02/08/18                 (1,026
1,958,700        EUR          2,434,714       USD        JPM      02/08/18                 (1,674
958,700        EUR          1,198,579       USD        JPM      02/08/18                 (7,710
2,435,699        EUR          3,021,612       USD        CSFB      03/14/18        10,966           
119,799        EUR          148,311       USD        JPM      03/14/18        846           
6,577,533        GBP          9,267,745       USD        JPM      02/08/18        74,171           
1,896,103        GBP          2,655,303       USD        JPM      02/08/18        37,688           
1,775,979        GBP          2,487,080       USD        JPM      02/08/18        35,300           
650,000        GBP          916,662       USD        BNP      02/08/18        6,517           
120,000        GBP          165,266       USD        CSFB      02/08/18        5,167           
70,000        GBP          96,511       USD        JPM      02/08/18        2,908           
63,377        GBP          87,380       USD        JPM      02/08/18        2,633           
1,733,400        GBP          2,459,658       USD        JPM      02/08/18        2,249           
140,000        GBP          198,943       USD        JPM      02/08/18                 (104
70,000        GBP          98,147       USD        JPM      03/14/18        1,408           
63,377        GBP          88,861       USD        JPM      03/14/18        1,274           
32,164,881,584        IDR          2,389,576       USD        CBK      02/08/18        11,503           
32,164,881,584        IDR          2,396,430       USD        MSC      03/14/18                 (1,291
526,489,591        JPY          4,732,869       USD        SSG      02/08/18        91,851           
916,909,283        JPY          8,436,113       USD        CSFB      03/14/18                 (16,953
58,032,600        MXN          2,988,238       USD        SSG      02/08/18        125,794           
4,013,100        MYR          997,539       USD        UBS      02/08/18        31,697           
1,476,100        MYR          379,088       USD        UBS      02/08/18                 (514
89,990,840        NOK          11,242,503       USD        SSG      02/08/18        433,994           
52,332,040        NOK          6,793,105           USD        UBS      03/14/18        4,487           


 

  Hartford Schroders Global Strategic Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

791,758

  NZD   573,072   USD   SSG   02/08/18   $             10,352     $             —    

46,542

  NZD   33,902   USD   CBK   02/08/18     393       —    

2,659,868

  NZD   1,946,574   USD   JPM   03/14/18     12,676       —    

25,387,181

  SEK   3,127,451   USD   SSG   02/08/18     96,000       —    

21,562,319

  SEK   2,733,551   USD   JPM   02/08/18     4,252       —    

4,651,200

  TRY   1,220,970   USD   SSG   02/08/18     14,235       —    

4,651,200

  TRY   1,214,850   USD   BCLY   03/14/18     7,653       —    

100,966,100

  TWD   3,460,350   USD   BNP   02/08/18     4,938       —    

2,629,533

  USD   51,676,900   ARS   BNP   02/08/18     7,627       —    

104,536

  USD   129,260   AUD   JPM   02/08/18     385       —    

2,407,632

  USD   3,029,900   AUD   CBK   02/08/18           (33,731)   

7,022,633

  USD   8,910,953   AUD   SSG   02/08/18           (157,432)   

12,700,821

  USD   15,686,927   AUD   CBK   03/14/18     62,233       —    

2,354,039

  USD   7,621,200   BRL   UBS   02/02/18           (37,355)   

81,018

  USD   100,000   CAD   UBS   02/08/18           (291)   

1,524,312

  USD   1,910,100   CAD   SSG   02/08/18           (28,758)   

747,629

  USD   921,397   CAD   CSFB   03/14/18           (1,848)   

598,052

  USD   1,713,262,900   COP   CBK   02/08/18           (5,381)   

601,250

  USD   1,713,262,900   COP   BNP   03/14/18           (839)   

173,070

  USD   3,510,000   CZK   CSFB   02/08/18     588       —    

7,315,790

  USD   149,121,400   CZK   UBS   02/08/18           (12,028)   

2,292,893

  USD   1,833,350   EUR   UBS   02/08/18     15,558       —    

1,690,453

  USD   1,359,875   EUR   UBS   02/08/18     1,255       —    

2,276,849

  USD   1,831,958   EUR   MSC   02/08/18     1,244       —    

147,996

  USD   119,799   EUR   JPM   02/08/18           (815)   

23,897

  USD   20,000   EUR   JPM   02/08/18           (947)   

852,847

  USD   693,897   EUR   JPM   02/08/18           (9,091)   

3,015,276

  USD   2,435,699   EUR   CSFB   02/08/18           (10,278)   

1,283,168

  USD   1,044,016   EUR   JPM   02/08/18           (13,679)   

1,327,641

  USD   1,080,201   EUR   JPM   02/08/18           (14,153)   

4,350,660

  USD   3,539,801   EUR   JPM   02/08/18           (46,378)   

1,895,015

  USD   1,572,097   EUR   JPM   02/08/18           (57,798)   

2,433,499

  USD   2,018,821   EUR   JPM   02/08/18           (74,222)   

18,337,501

  USD   15,199,137   EUR   SSG   02/08/18           (542,426)   

1,317,248

  USD   1,064,016   EUR   JPM   03/14/18           (7,510)   

3,884,168

  USD   3,137,464   EUR   JPM   03/14/18           (22,145)   

6,716,709

  USD   5,425,469   EUR   JPM   03/14/18           (38,294)   

88,753

  USD   63,377   GBP   JPM   02/08/18           (1,260)   

98,028

  USD   70,000   GBP   JPM   02/08/18           (1,391)   

40,599

  USD   30,000   GBP   BNP   02/08/18           (2,009)   

2,448,595

  USD   1,775,979   GBP   JPM   02/08/18           (73,786)   

2,572,852

  USD   1,866,103   GBP   JPM   02/08/18           (77,530)   

12,503,844

  USD   9,220,933   GBP   SSG   02/08/18           (592,430)   

91,077

  USD   66,120   GBP   BNP   02/16/18           (2,856)   

2,490,094

  USD   1,775,979   GBP   JPM   03/14/18           (35,711)   

2,658,520

  USD   1,896,103   GBP   JPM   03/14/18           (38,127)   

9,278,828

  USD   6,577,533   GBP   JPM   03/17/18           (77,035)   

2,399,648

  USD   32,164,881,584   IDR   MSC   02/08/18           (1,431)   

8,421,020

  USD   916,909,283   JPY   CBK   02/08/18     18,515       —    

155,291

  USD   17,190,000   JPY   CBK   02/08/18           (2,237)   

97,538

  USD   1,890,000   MXN   JPM   02/08/18           (3,880)   

515,189

  USD   9,714,700   MXN   JPM   02/08/18           (6,102)   

482,896

  USD   1,914,200   MYR   UBS   02/08/18           (8,037)   

902,049

  USD   3,575,000   MYR   UBS   02/08/18           (14,828)   

378,456

  USD   1,476,100   MYR   UBS   03/14/18     417       —    

189,270

  USD   1,450,000   NOK   CBK   02/08/18     1,130       —    

6,786,674

  USD   52,332,040   NOK   UBS   02/08/18           (3,517)   

188,804

  USD   1,490,000   NOK   CBK   02/08/18           (4,527)   

1,947,289

  USD   2,659,868   NZD   JPM   02/08/18           (12,692)   

600,961

  USD   838,300   NZD   JPM   02/08/18           (16,759)   

2,739,485

  USD   21,562,319   SEK   JPM   03/14/18           (4,875)   

1,227,068

  USD   4,651,200   TRY   BCLY   02/08/18           (8,137)   

3,409,174

  USD   100,966,100   TWD   CBK   02/08/18           (56,114)   

3,469,268

  USD   100,966,100   TWD   BNP   03/14/18           (1,861)   

    Total

  $           1,889,857     $           (2,319,185)   


 

  Hartford Schroders Global Strategic Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

Foreign Cross Currency Contracts Outstanding at January 31, 2018  
Contract Amount      Counterparty    Delivery Date            Contract Amount          Unrealized
Appreciation
 

AUD

     1,941,278      SSG    03/14/18    NZD        1,965,695      $ (24,418

CAD

     794,076      CBK    02/08/18    NOK        802,244        (8,168

EUR

     2,825,769      UBS    02/08/18    SEK        2,828,762        (2,994

EUR

     1,244,282      JPM    02/08/18    NOK        1,251,870        (7,588

EUR

     3,123,916      UBS    02/08/18    SEK        3,132,491        (8,575

EUR

     2,435,941      UBS    02/08/18    NOK        2,450,722        (14,781

JPY

     1,246,836      BNP    02/08/18    AUD        1,253,822        (6,986

JPY

     1,243,259      JPM    02/08/18    MXN        1,255,645        (12,386

JPY

     2,077,755      JPM    02/08/18    MXN        2,092,742        (14,986

MXN

     853,109      CBK    02/08/18    JPY        836,321                      16,787  

NZD

     1,947,841      JPM    02/08/18    AUD        1,941,472        6,369  
                   

 

 

 

Total

      $ (77,726 ) 
                   

 

 

 

 

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

 

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

Barclays

BNP   

BNP Paribas Securities Services

BOA   

Banc of America Securities LLC

CBK   

Citibank NA

CITI   

Citigroup Global Markets, Inc.

CSFB   

Credit Suisse First Boston Corp.

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

COP   

Colombian Peso

CZK   

Czech Koruna

EUR   

Euro

GBP   

British Pound

IDR   

Indonesian Rupiah

JPY   

Japanese Yen

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

Index Abbreviations:
CDX.NA.HY   

Credit Derivatives North American High Yield

CPTFE   

CPTFE

CPURNSA   

Consumer Price All Urban Non-Seasonally Adjusted

MSCI   

Morgan Stanley Capital International

Other Abbreviations:
BBSW   

Bank Bill Swap Referance Rate

CMO   

Collateralized Mortgage Obligation

EURIBOR   

Euro Interbank Offered Rate

FHLMC   

Federal Home Loan Mortgage Corp.

LIBOR   

London Interbank Offered Rate

MSCI   

Morgan Stanley Capital International

OTC   

Over-the-Counter

PAC   

Planned Amortization Class

STIBOR   

Stockholm Interbank Offered Rate


 

  Hartford Schroders Global Strategic Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Asset & Commercial Mortgage Backed Securities

   $ 6,785,436       $ —       $ 6,785,436       $ —   

Corporate Bonds

         34,962,804         —         34,962,804         —   

Foreign Government Obligations

     10,672,922         —         10,672,922         —   

U.S. Government Agencies

     697,075         —         697,075         —   

U.S. Government Securities

     5,341,454         —         5,341,454         —   

Short-Term Investments

     422,711         422,711         —         —   

Purchased Options

     715,402         —         715,402         —   

Foreign Currency Contracts(2)

     1,913,013         —         1,913,013         —   

Futures Contracts(2)

     697,448         697,448         —         —   

Swaps - Credit Default(2)

     32,217         —         32,217         —   

Swaps - Interest Rate(2)

     582,629         —         582,629         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 62,823,111       $     1,120,159       $     61,702,952       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities 

 

Foreign Currency Contracts(2)

   $ (2,420,067)      $ —       $ (2,420,067)      $ —   

Futures Contracts(2)

     (184,432)        (184,432)        —         —   

Swaps - Credit Default(2)

     (44,090)        —         (44,090)        —   

Swaps - Interest Rate(2)

     (167,855)        —         (167,855)        —   

Written Options

     (84,647)        —         (84,647)        —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (2,901,091)      $ (184,432)      $ (2,716,659)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the period ended January 31, 2018, there were no transfers between any levels.

 

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


 

  Hartford Schroders International Multi-Cap Value Fund

 

 

  Schedule of Investments

  January 31, 2018 (Unaudited)

 

Shares or Principal Amount    Market Value  
Common Stocks - 89.1%   
  

Australia - 3.8%

  
78,431   

ASX Ltd.

   $ 3,451,109  
22,416   

BGP Holdings plc(1)(2)(3)

      
265,033   

BHP Billiton Ltd.

     6,481,416  
385,274   

BHP Billiton plc

     8,580,138  
148,897   

BlueScope Steel Ltd.

     1,729,137  
121,747   

BT Investment Management Ltd.

     1,079,705  
302,951   

BWP Trust REIT

     730,906  
424,898   

Charter Hall Group REIT

     2,020,272  
162,304   

Coca-Cola Amatil Ltd.

     1,095,535  
61,175   

Collection House Ltd.

     64,083  
7,355   

DWS Ltd.

     9,568  
753,405   

Fortescue Metals Group Ltd.

     2,991,936  
214,842   

IPH Ltd.

     957,301  
244,870   

Karoon Gas Australia Ltd.*

     254,223  
98,377   

MACA Ltd.

     128,421  
118,150   

Macquarie Group Ltd.

     9,803,740  
222,513   

Medusa Mining Ltd.*

     83,375  
372,621   

Metcash Ltd.

     960,962  
228,593   

Myer Holdings Ltd.

     120,651  
303,859   

OZ Minerals Ltd.

     2,284,286  
2,646,937   

Perseus Mining Ltd.*

     909,043  
177,322   

Qantas Airways Ltd.

     751,474  
199,129   

Retail Food Group Ltd.

     313,696  
228,901   

Sandfire Resources NL

     1,321,971  
464,358   

Santos Ltd.*

     1,902,719  
1,439,964   

South32 Ltd.

     4,421,932  
290,086   

Southern Cross Media Group Ltd.

     274,055  
158,712   

Super Retail Group Ltd.

     1,118,810  
3,328,147   

Telstra Corp. Ltd.

     9,839,837  
151,259   

Woodside Petroleum Ltd.

     4,038,453  
     

 

 

 
                 67,718,754  
     

 

 

 
  

Austria - 0.5%

  
9,690   

Agrana Beteiligungs AG

     1,184,252  
14,747   

EVN AG

     302,101  
74,433   

OMV AG

     4,792,467  
56,047   

Raiffeisen Bank International AG*

     2,409,326  
     

 

 

 
        8,688,146  
     

 

 

 
  

Belgium - 0.4%

  
33,411   

Ageas

     1,766,554  
141,302   

AGFA-Gevaert N.V.*

     709,804  
9,764   

EVS Broadcast Equipment S.A.

     365,674  
138,376   

Proximus SADP

     4,666,568  
1,755   

Sofina S.A.

     305,920  
     

 

 

 
        7,814,520  
     

 

 

 
  

Brazil - 1.3%

  
170,300   

Alupar Investimento S.A.

     991,546  
62,379   

Banco BTG Pactual S.A.*

     414,098  
274,200   

BB Seguridade Participacoes S.A.

     2,677,452  
181,900   

CCR S.A.

     894,656  
255,600   

Cia de Saneamento Basico do Estado de Sao Paulo ADR*

     2,898,504  
50,200   

Cia de Saneamento de Minas Gerais-COPASA

     710,615  
80,200   

Cia Energetica de Sao Paulo Class B,

     387,658  
380,300   

EDP - Energias do Brasil S.A.*

     1,636,507  
169,400   

Engie Brasil Energia S.A.

     1,910,934  
81,600   

Grendene S.A.

     749,153  
83,700   

Multiplus S.A.

     924,746  
324,200   

Petroleo Brasileiro S.A. ADR*

     4,176,888  
156,800   

QGEP Participacoes S.A.

     494,614  
143,900   

Qualicorp S.A.

     1,381,639  


 

  Hartford Schroders International Multi-Cap Value Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

353,800   

Transmissora Alianca de Energia Eletrica S.A.

   $ 2,237,624  
     

 

 

 
                 22,486,634  
     

 

 

 
  

Cambodia - 0.0%

  
170,000   

NagaCorp Ltd.

     138,604  
     

 

 

 
  

Canada - 4.0%

  
314,700   

Advantage Oil & Gas Ltd.*

     1,010,622  
489,400   

Athabasca Oil Corp.*

     433,696  
177,200   

BCE, Inc.

     8,286,621  
218,700   

Birchcliff Energy Ltd.

     606,315  
131,400   

Bonavista Energy Corp.

     183,746  
16,600   

Canadian Real Estate Investment Trust REIT

     600,839  
7,800   

Canfor Pulp Products, Inc.

     92,141  
175,000   

Cardinal Energy Ltd.

     647,358  
93,900   

Celestica, Inc.*

     948,924  
231,700   

Cenovus Energy, Inc.

     2,209,627  
258,900   

Centerra Gold, Inc.*

     1,336,598  
142,700   

CI Financial Corp.

     3,435,241  
27,700   

Cogeco Communications, Inc.

     1,716,049  
14,600   

Cogeco, Inc.

     890,719  
89,800   

Corus Entertainment, Inc. Class B

     616,189  
110,000   

Crescent Point Energy Corp.

     867,480  
250,100   

Crew Energy, Inc.*

     457,500  
200   

E-L Financial Corp. Ltd.

     130,083  
248,700   

Eldorado Gold Corp.

     321,490  
62,100   

Enbridge Income Fund Holdings, Inc.

     1,413,154  
87,800   

Ensign Energy Services, Inc.

     525,372  
93,700   

Genworth MI Canada, Inc.

     3,217,795  
26,900   

George Weston Ltd.

     2,355,828  
67,100   

Gluskin Sheff + Associates, Inc.

     863,572  
33,400   

Goldcorp, Inc.

     478,190  
6,400   

Granite Real Estate Investment Trust REIT

     263,441  
95,600   

Hudbay Minerals, Inc.

     819,207  
234,200   

Husky Energy, Inc.*

     3,433,029  
16,000   

IGM Financial, Inc.

     571,447  
104,858   

Imperial Oil Ltd.

     3,296,633  
55,700   

Linamar Corp.

     3,289,017  
104,300   

Lundin Mining Corp.

     753,843  
113,200   

Magna International, Inc.

     6,466,205  
55,300   

Manulife Financial Corp.

     1,173,439  
75,600   

Medical Facilities Corp.

     945,307  
1,300   

Morguard Real Estate Investment Trust REIT

     14,311  
235,300   

Nevsun Resources Ltd.

     491,643  
35,900   

Norbord, Inc.

     1,371,205  
190,300   

Pengrowth Energy Corp.*

     150,074  
226,400   

Precision Drilling Corp.*

     820,930  
498,100   

Surge Energy, Inc.

     781,572  
203,100   

Teck Resources Ltd. Class B

     5,898,156  
78,680   

Teranga Gold Corp.*

     216,210  
53,600   

TORC Oil & Gas Ltd.

     296,325  
189,700   

Tourmaline Oil Corp.*

     3,064,503  
85,200   

Transcontinental, Inc. Class A

     1,722,702  
97,500   

Turquoise Hill Resources Ltd.*

     297,256  
74,500   

Westshore Terminals Investment Corp.

     1,524,524  
     

 

 

 
                 71,306,128  
     

 

 

 
  

Chile - 0.5%

  
1,449,408   

Aguas Andinas S.A. Class A

     976,042  
327,600   

Enel Americas S.A. ADR

     3,859,128  
137,700   

Enel Chile S.A. ADR

     867,510  
3,332,075   

Enel Generacion Chile S.A.

     3,177,217  
     

 

 

 
        8,879,897  
     

 

 

 
  

China - 3.8%

  
5,524,000   

Agricultural Bank of China Ltd. Class H

     3,379,793  
543,000   

Anhui Conch Cement Co., Ltd. Class H

     2,979,350  
5,751,000   

Bank of China Ltd. Class H

     3,446,770  


 

  Hartford Schroders International Multi-Cap Value Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

30,000   

Baoye Group Co., Ltd. Class H*

   $ 21,122  
1,072,000   

Beijing Capital International Airport Co., Ltd. Class H

     1,625,270  
47,600   

Changyou.com Ltd. ADR*

     1,464,652  
5,136,000   

China BlueChemical Ltd. Class H

     1,847,595  
2,352,000   

China Communications Services Corp. Ltd. Class H

     1,489,934  
3,232,000   

China Construction Bank Corp. Class H

     3,710,567  
742,000   

China Galaxy Securities Co., Ltd. Class H

     604,458  
1,258,000   

China Oriental Group Co., Ltd.

     977,853  
4,414,000   

China Petroleum & Chemical Corp. Class H

     3,815,531  
1,139,000   

China Shenhua Energy Co., Ltd. Class H

     3,539,161  
306,000   

China Shineway Pharmaceutical Group Ltd.

     377,090  
1,016,000   

China Suntien Green Energy Corp. Ltd. Class H

     251,966  
80,000   

China Taifeng Beddings Holdings Ltd.*(1)(2)(3)

      
903,000   

CNOOC Ltd.

     1,419,391  
1,580,000   

Dongfeng Motor Group Co., Ltd. Class H

     2,057,537  
202,000   

ENN Energy Holdings Ltd.

     1,560,704  
738,000   

Guangzhou Automobile Group Co., Ltd. Class H

     1,663,387  
455,000   

Haitian International Holdings Ltd.

     1,422,120  
224,500   

Hengan International Group Co., Ltd.

     2,150,882  
486,000   

Hua Hong Semiconductor Ltd.(4)

     968,056  
3,503,000   

Industrial & Commercial Bank of China Ltd. Class H

     3,299,713  
1,308,000   

Jiangsu Expressway Co., Ltd. Class H

     2,011,855  
376,000   

Longfor Properties Co., Ltd.

     1,227,036  
3,993,000   

Lonking Holdings Ltd.

     1,780,065  
56,000   

On-Bright Electronics, Inc.

     552,291  
772,000   

Shenzhen Expressway Co., Ltd. Class H

     809,759  
5,364,000   

Sihuan Pharmaceutical Holdings Group Ltd.

     2,059,486  
477,000   

Sinopec Engineering Group Co., Ltd. Class H

     512,205  
745,000   

Sinotrans Ltd. Class H

     451,870  
1,225,500   

Sinotruk Hong Kong Ltd.

     1,610,470  
2,034,000   

Weichai Power Co., Ltd. Class H

     2,537,250  
4,334,000   

West China Cement Ltd.*

     744,423  
122,000   

Xingda International Holdings Ltd.

     48,494  
4,357,800   

Yangzijiang Shipbuilding Holdings Ltd.

     5,300,046  
55,300   

Yirendai Ltd. ADR

     2,235,226  
2,168,000   

Zhejiang Expressway Co., Ltd. Class H

     2,560,314  
     

 

 

 
        68,513,692  
     

 

 

 
  

Denmark - 0.8%

  
56,180   

Pandora A/S

     5,323,896  
169,661   

Scandinavian Tobacco Group AS Class A(4)

     3,430,786  
80,953   

Spar Nord Bank A/S

     964,413  
59,740   

Sydbank AS

     2,443,211  
24,030   

Vestas Wind Systems A/S

     1,639,040  
     

 

 

 
        13,801,346  
     

 

 

 
  

Egypt - 0.0%

  
384,672   

Centamin plc

     890,037  
     

 

 

 
  

Finland - 0.7%

  
35,055   

Kone Oyj Class B

     2,006,737  
86,410   

Nokian Renkaat Oyj

     4,365,676  
47,819   

Technopolis Oyj

     240,744  
9,744   

Tieto Oyj

     338,708  
151,662   

UPM-Kymmene Oyj

     5,113,816  
     

 

 

 
                 12,065,681  
     

 

 

 
  

France - 4.7%

  
18,095   

Amundi S.A.(4)

     1,707,426  
144,819   

AXA S.A.

     4,762,724  
81,342   

BNP Paribas S.A.

     6,718,343  
29,874   

Cie Generale des Etablissements Michelin

     4,779,067  
90,477   

Coface S.A.

     1,017,023  
64,280   

Engie S.A.

     1,116,163  
32,163   

Faurecia

     2,885,992  
9,355   

FFP

     1,212,574  
12,570   

IPSOS

     480,156  
2,677   

Linedata Services

     125,633  


 

  Hartford Schroders International Multi-Cap Value Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

94,407   

Metropole Television S.A.

   $ 2,568,599  
3,077   

MGI Coutier

     135,428  
88,002   

Neopost S.A.

     2,620,469  
68,769   

Peugeot S.A.

     1,544,641  
27,299   

Plastic Omnium S.A.

     1,402,253  
124,026   

Publicis Groupe S.A.

     8,571,127  
135,342   

Sanofi

     11,944,148  
91,580   

Schneider Electric SE*

     8,580,796  
26,857   

Societe BIC S.A.

     3,075,515  
139,791   

Societe Generale S.A.

     8,124,310  
154,163   

Total S.A.

     8,938,358  
26,623   

Valeo S.A.

     2,096,260  
     

 

 

 
        84,407,005  
     

 

 

 
  

Gabon - 0.0%

  
655   

Total Gabon

     126,455  
     

 

 

 
  

Georgia - 0.0%

  
13,246   

BGEO Group plc

     688,599  
     

 

 

 
  

Germany - 2.1%

  
16,357   

BASF SE

     1,918,311  
25,445   

Bayer AG

     3,334,244  
12,601   

Continental AG

     3,785,439  
105,829   

Covestro AG(4)

     12,186,237  
72,416   

CTS Eventim AG & Co. KGaA

     3,620,801  
199,630   

Deutsche Bank AG

     3,673,320  
49,364   

Deutsche Euroshop AG

     1,939,608  
38,782   

Deutsche Lufthansa AG

     1,385,401  
32,162   

Fresenius SE & Co. KGaA

     2,815,026  
22,255   

Hamburger Hafen und Logistik AG

     621,472  
71,011   

ProSiebenSat.1 Media SE

     2,720,410  
     

 

 

 
                 38,000,269  
     

 

 

 
  

Greece - 0.1%

  
19,388   

Hellenic Petroleum S.A.

     211,586  
37,354   

JUMBO S.A.

     738,319  
142,374   

Piraeus Bank S.A.*

     641,655  
     

 

 

 
        1,591,560  
     

 

 

 
  

Hong Kong - 3.6%

  
606,000   

Allied Properties HK Ltd.

     128,373  
221,016   

Asian Citrus Holdings Ltd.*(1)(2)(3)

     12,206  
163,000   

Beijing Enterprises Holdings Ltd.

     1,000,272  
510,000   

China Lumena New Materials Corp.*(1)(2)(3)

      
285,000   

China Mobile Ltd.

     3,001,162  
4,148,000   

China Resources Cement Holdings Ltd.

     3,120,529  
1,010,000   

China Resources Gas Group Ltd.

     3,325,864  
25,000   

Chong Hing Bank Ltd.

     54,202  
431,500   

CK Asset Holdings Ltd.

     4,105,979  
153,000   

CK Infrastructure Holdings Ltd.

     1,361,609  
810,000   

CSI Properties Ltd.

     50,495  
401,200   

Dah Sing Banking Group Ltd.

     947,730  
111,600   

Dah Sing Financial Holdings Ltd.

     752,435  
285,000   

Emperor Entertainment Hotel Ltd.

     65,579  
1,352,000   

First Pacific Co., Ltd.

     964,281  
424,000   

Giordano International Ltd.

     216,809  
1,802,000   

Guangdong Investment Ltd.

     2,679,145  
250,000   

Hang Lung Group Ltd.

     948,927  
1,360,000   

Hang Lung Properties Ltd.

     3,584,673  
6,811   

Hanison Construction Holdings Ltd.

     1,347  
135,917   

Henderson Land Development Co., Ltd.

     948,510  
667,500   

Hongkong & Shanghai Hotels Ltd.

     1,024,423  
137,400   

Hongkong Land Holdings Ltd.

     989,465  
134,000   

Hopewell Holdings Ltd.

     540,859  
190,000   

Hysan Development Co., Ltd.

     1,061,405  
25,800   

Jardine Matheson Holdings Ltd.

     1,637,673  
581,500   

Kerry Properties Ltd.

     2,780,145  


 

  Hartford Schroders International Multi-Cap Value Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

645,500   

Kingboard Chemical Holdings Ltd.

   $ 3,532,000  
1,484,000   

Kunlun Energy Co., Ltd.

     1,472,072  
10,020   

Lai Sun Development Co., Ltd.

     17,958  
777,000   

NWS Holdings Ltd.

     1,510,202  
3,533,000   

PCCW Ltd.

     2,034,706  
68,000   

Qingling Motors Co., Ltd. Class H

     22,886  
146,400   

Seaspan Corp.

     1,042,368  
855,000   

Shanghai Industrial Holdings Ltd.

     2,497,833  
4,822,000   

Shougang Fushan Resources Group Ltd.

     1,169,154  
502,000   

Sino Land Co., Ltd.

     925,369  
20,000   

Soundwill Holdings Ltd.

     39,798  
113,000   

Sun Hung Kai Properties Ltd.

     1,953,639  
164,000   

Swire Pacific Ltd. Class A

     1,636,892  
567,600   

Swire Properties Ltd.

     1,987,113  
41,000   

TAI Cheung Holdings Ltd.

     50,997  
374,000   

Wharf Holdings Ltd.

     1,523,853  
374,000   

Wharf Real Estate Investment Co., Ltd.*

     2,584,124  
201,000   

Wheelock & Co., Ltd.

     1,571,946  
2,652,000   

Xinyi Glass Holdings Ltd.*

     4,018,120  
28,000   

Yuexiu Transport Infrastructure Ltd.

     20,548  
     

 

 

 
                 64,915,675  
     

 

 

 
  

Hungary - 0.3%

  
116,146   

OTP Bank plc

     5,384,658  
     

 

 

 
  

India - 0.5%

  
184,300   

Infosys Ltd. ADR

     3,319,243  
36,300   

Tata Motors Ltd. ADR*

     1,123,848  
49,600   

Vedanta Ltd. ADR

     1,062,432  
517,500   

Wipro Ltd. ADR

     2,841,075  
     

 

 

 
        8,346,598  
     

 

 

 
  

Indonesia - 0.9%

  
7,925,300   

Adaro Energy Tbk PT

     1,449,863  
4,812,500   

Bank Negara Indonesia Persero Tbk PT

     3,378,833  
1,206,600   

Bank Pembangunan Daerah Jawa Timur Tbk PT

     70,295  
6,709,900   

Bank Rakyat Indonesia Persero Tbk PT

     1,854,325  
1,837,000   

Panin Financial Tbk PT*

     41,162  
3,892,900   

Perusahaan Gas Negara Persero Tbk

     758,895  
7,986,000   

Perusahaan Perkebunan London Sumatra Indonesia Tbk PT

     781,392  
6,519,500   

Tambang Batubara Bukit Asam Persero Tbk PT

     1,655,622  
15,031,900   

Telekomunikasi Indonesia Persero Tbk PT

     4,479,483  
811,600   

United Tractors Tbk PT

     2,358,087  
     

 

 

 
        16,827,957  
     

 

 

 
  

Ireland - 0.2%

  
115,641   

AIB Group plc

     806,168  
224,491   

Bank of Ireland Group plc*

     2,190,713  
45,739   

C&C Group plc

     171,214  
     

 

 

 
        3,168,095  
     

 

 

 
  

Isle of Man - 0.2%

  
274,921   

Playtech plc

     3,094,076  
     

 

 

 
  

Israel - 1.6%

  
361,506   

Bank Hapoalim BM

     2,700,886  
277,554   

Bank Leumi Le-Israel BM

     1,703,668  
1,264,831   

Bezeq The Israeli Telecommunication Corp. Ltd.

     2,084,736  
63,824   

Clal Insurance Enterprises Holdings Ltd.*

     1,241,070  
10,220   

FIBI Holdings Ltd.

     288,089  
40,999   

First International Bank Of Israel Ltd.

     924,983  
193,341   

Harel Insurance Investments & Financial Services Ltd.

     1,597,002  
185,182   

Israel Chemicals Ltd.

     779,463  
450,949   

Israel Discount Bank Ltd. Class A*

     1,348,953  
43,100   

Ituran Location and Control Ltd.

     1,504,190  
23,753   

Kerur Holdings Ltd.

     741,163  
20,804   

Menora Mivtachim Holdings Ltd.

     302,033  
1,392,284   

Migdal Insurance & Financial Holding Ltd.

     1,670,778  
228,776   

Phoenix Holdings Ltd. (The)*

     1,435,271  


 

  Hartford Schroders International Multi-Cap Value Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

33,489   

Taro Pharmaceutical Industries Ltd.*

   $ 3,405,496  
302,100   

Teva Pharmaceutical Industries Ltd. ADR

     6,165,861  
     

 

 

 
        27,893,642  
     

 

 

 
  

Italy - 1.3%

  
685,671   

A2A S.p.A.

     1,317,710  
48,909   

ACEA S.p.A.

     944,849  
87,361   

ASTM S.p.A.

     2,369,917  
194,636   

Enel S.p.A.

     1,237,378  
317,672   

Eni S.p.A.

     5,718,798  
320,116   

Mediobanca S.p.A.

     3,893,207  
106,168   

Societa Cattolica di Assicurazioni S.c.r.l.

     1,322,083  
380,401   

Sogefi S.p.A.*

     1,901,101  
996,704   

Telecom Italia S.p.A.*

     896,904  
87,696   

UniCredit S.p.A.*

     1,933,485  
663,615   

UnipolSai Assicurazioni S.p.A.

     1,715,753  
57,888   

Vittoria Assicurazioni S.p.A.

     935,758  
     

 

 

 
                 24,186,943  
     

 

 

 
  

Japan - 15.4%

  
43,200   

ABC-Mart, Inc.

     2,811,077  
3,300   

Achilles Corp.

     70,199  
21,500   

Adastria Co., Ltd.

     459,363  
56,500   

ADEKA Corp.

     1,003,220  
19,400   

Aica Kogyo Co., Ltd.

     751,899  
5,800   

Aichi Bank Ltd.

     296,568  
1,300   

Aichi Steel Corp.

     53,501  
15,800   

Ajis Co., Ltd.

     445,966  
3,000   

Akita Bank Ltd.

     84,966  
3,400   

Amiyaki Tei Co., Ltd.

     164,129  
34,800   

Aozora Bank Ltd.

     1,413,484  
34,500   

Arakawa Chemical Industries Ltd.

     707,432  
2,200   

Arcland Sakamoto Co., Ltd.

     37,957  
3,300   

Asahi Broadcasting Corp.

     26,975  
30,200   

Asahi Holdings, Inc.

     599,588  
1,032,000   

Astellas Pharma, Inc.

     13,572,047  
1,900   

Atsugi Co., Ltd.

     21,782  
172,000   

Awa Bank Ltd.

     1,096,774  
1,500   

Bando Chemical Industries Ltd.

     17,793  
44,900   

Bank of Kyoto Ltd.

     2,529,827  
42,900   

BML, Inc.

     1,157,109  
132,400   

Bridgestone Corp.

     6,461,916  
300   

C Uyemura & Co., Ltd.

     23,622  
28,300   

Canon Electronics, Inc.

     737,262  
1,000   

Central Automotive Products Ltd.

     16,042  
59,300   

Central Japan Railway Co.

     11,264,659  
229,000   

Chiba Bank Ltd.

     1,993,603  
11,000   

Chugoku Marine Paints Ltd.

     95,925  
2,200   

Cleanup Corp.

     17,553  
337,400   

COOKPAD, Inc.*

     1,974,758  
3,100   

Corona Corp.

     39,187  
409,200   

Daicel Corp.

     4,975,898  
7,000   

Daiichi Jitsugyo Co., Ltd.

     213,332  
125,300   

Daikyonishikawa Corp.

     2,046,990  
1,800   

Dainichi Co., Ltd.

     14,070  
26,900   

Dainichiseika Color & Chemicals Manufacturing Co., Ltd.

     1,321,980  
79,000   

Daiwa House Industry Co., Ltd.

     3,129,076  
5,300   

Daiwa Industries Ltd.

     63,621  
263,000   

Daiwa Securities Group, Inc.

     1,893,214  
25,600   

DIC Corp.

     1,013,032  
6,000   

Eidai Co., Ltd.

     31,741  
57,300   

Financial Products Group Co., Ltd.

     875,804  
23,900   

First Bank of Toyama Ltd.

     112,166  
53,700   

FJ Next Co., Ltd.

     472,738  
2,400   

Fuji Kosan Co., Ltd.

     14,685  
9,000   

Fujibo Holdings, Inc.

     335,131  
47,500   

FUJIFILM Holdings Corp.

     1,830,979  


 

  Hartford Schroders International Multi-Cap Value Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

8,400   

Fujikura Kasei Co., Ltd.

   $ 53,817  
7,200   

Fujimori Kogyo Co., Ltd.

     258,848  
1,600   

Fujishoji Co., Ltd.

     18,377  
2,800   

Fujitsu Frontech Ltd.

     47,829  
1,100   

FuKoKu Co., Ltd.

     11,077  
14,200   

G-Tekt Corp.

     289,881  
2,400   

Gendai Agency, Inc.

     12,421  
31,800   

Geo Holdings Corp.

     647,527  
770,400   

GungHo Online Entertainment, Inc.

     2,221,488  
117,000   

Gunma Bank Ltd.

     708,029  
237,400   

Hachijuni Bank Ltd.

     1,411,621  
5,800   

Hagihara Industries, Inc.

     107,773  
5,400   

Hakudo Co., Ltd.

     125,240  
37,600   

Hamakyorex Co., Ltd.

     1,298,452  
165,400   

Haseko Corp.

     2,586,543  
158,500   

Hazama Ando Corp.

     1,304,110  
2,800   

HI-LEX Corp.

     71,661  
76,000   

Hokuetsu Kishu Paper Co., Ltd.

     499,397  
10,400   

I-O Data Device, Inc.

     107,524  
28,100   

Idemitsu Kosan Co., Ltd.

     1,054,834  
10,500   

Imasen Electric Industrial

     126,155  
24,200   

Inaba Denki Sangyo Co., Ltd.

     1,141,924  
419,000   

Inpex Corp.

     5,464,401  
173,600   

ITOCHU Corp.

     3,415,872  
1,400   

Iwatsu Electric Co., Ltd.

     10,825  
280,900   

Iyo Bank Ltd.

     2,319,228  
16,800   

Jafco Co., Ltd.

     956,135  
3,900   

Japan Foundation Engineering Co., Ltd.

     14,523  
104,800   

Japan Petroleum Exploration Co., Ltd.

     2,898,200  
401,300   

Japan Post Bank Co., Ltd.

     5,431,646  
168,600   

JXTG Holdings, Inc.

     1,122,471  
14,100   

Kaga Electronics Co., Ltd.

     388,737  
317,000   

Kajima Corp.

     3,147,203  
50,900   

Kaken Pharmaceutical Co., Ltd.

     2,667,192  
6,200   

Kanamoto Co., Ltd.

     191,739  
38,400   

Kanematsu Electronics Ltd.

     1,136,691  
506,800   

KDDI Corp.

              12,861,716  
48,900   

Keihin Corp.

     1,019,484  
81,000   

Kinden Corp.

     1,355,648  
40,400   

Kitz Corp.

     349,634  
2,000   

Koatsu Gas Kogyo Co., Ltd.

     16,895  
23,700   

Konishi Co., Ltd.

     432,707  
91,000   

Kuraray Co., Ltd.

     1,709,279  
4,000   

Kuriyama Holdings Corp.

     99,021  
1,900   

Kyodo Printing Co., Ltd.

     60,321  
31,200   

Kyokuto Kaihatsu Kogyo Co., Ltd.

     546,218  
42,000   

Lawson, Inc.

     2,848,248  
77,000   

Maeda Road Construction Co., Ltd.

     1,718,856  
900   

Maezawa Kyuso Industries Co., Ltd.

     16,007  
151,600   

Marubeni Corp.

     1,140,176  
79,800   

Mazda Motor Corp.

     1,124,039  
2,900   

Mie Bank Ltd.

     64,335  
54,400   

Miraca Holdings, Inc.

     2,484,840  
3,100   

Mitani Corp.

     149,647  
1,300   

Mitani Sekisan Co., Ltd.

     30,343  
157,300   

Mitsubishi Chemical Holdings Corp.

     1,715,560  
55,000   

Mitsubishi Corp.

     1,541,395  
69,700   

Mitsubishi Gas Chemical Co., Inc.

     1,975,702  
1,800   

Mitsubishi Research Institute, Inc.

     61,089  
216,300   

Mitsubishi UFJ Financial Group, Inc.

     1,635,524  
14,000   

Mitsuboshi Belting Ltd.

     187,326  
101,100   

Mitsui & Co., Ltd.

     1,778,802  
36,600   

Mitsui Chemicals, Inc.

     1,153,994  
4,200   

Mitsui Sugar Co., Ltd.

     178,981  
67,400   

Mixi, Inc.

     2,976,122  
3,900   

Murakami Corp.

     123,605  


 

  Hartford Schroders International Multi-Cap Value Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

2,600   

Natoco Co., Ltd.

   $ 37,868  
393,600   

NHK Spring Co., Ltd.

     4,386,897  
4,000   

Nichireki Co., Ltd.

     48,125  
10,868   

Nichirin Co., Ltd.

     296,330  
33,000   

Nippo Corp.

     758,913  
6,000   

Nippon Hume Corp.

     45,514  
2,900   

Nippon Road Co., Ltd.

     160,257  
215,700   

Nippon Telegraph & Telephone Corp.

     10,328,726  
46,600   

Nishio Rent All Co., Ltd.

     1,510,037  
11,600   

Nittetsu Mining Co., Ltd.

     835,604  
29,400   

Nitto Denko Corp.

     2,701,270  
19,000   

Nitto Seiko Co., Ltd.

     112,866  
83,700   

NOF Corp.

     2,252,818  
580,400   

Nomura Holdings, Inc.

     3,789,112  
80,300   

Nomura Real Estate Holdings, Inc.

     1,923,797  
485,000   

NTT DOCOMO, Inc.

              12,050,994  
191,000   

Obayashi Corp.

     2,306,048  
129,000   

Oji Holdings Corp.

     886,315  
3,500   

Okinawa Cellular Telephone Co.

     135,421  
103,000   

Okura Industrial Co., Ltd.

     627,081  
15,200   

Osaka Organic Chemical Industry Ltd.

     239,714  
2,800   

Pack Corp.

     96,579  
36,000   

Piolax, Inc.

     1,080,001  
46,700   

Press Kogyo Co., Ltd.

     297,165  
48,400   

San-In Godo Bank Ltd.

     501,740  
2,000   

Sanko Metal Industrial Co., Ltd.

     78,143  
13,700   

Sansei Technologies, Inc.

     176,128  
29,200   

Sekisui Jushi Corp.

     666,551  
845,900   

Seven Bank Ltd.

     3,126,492  
19,100   

Shikoku Chemicals Corp.

     318,509  
70,600   

Shinnihon Corp.

     668,063  
132,200   

Shinsei Bank Ltd.

     2,311,455  
178,000   

Shizuoka Bank Ltd.

     1,903,451  
49,700   

Showa Corp.

     625,165  
81,600   

Sinko Industries Ltd.

     1,589,962  
9,400   

Sintokogio Ltd.

     121,009  
3,600   

SNT Corp.

     27,297  
25,500   

Sodick Co., Ltd.

     356,466  
40,100   

Sony Corp.

     1,923,239  
4,200   

St Marc Holdings Co., Ltd.

     119,145  
37,700   

Studio Alice Co., Ltd.

     970,386  
95,200   

Subaru Corp.

     3,170,969  
80,900   

Sumitomo Corp.

     1,398,810  
231,400   

Sumitomo Dainippon Pharma Co., Ltd.

     3,415,986  
5,200   

Sumitomo Densetsu Co., Ltd.

     109,613  
40,900   

Sumitomo Mitsui Financial Group, Inc.

     1,841,971  
73,000   

Sumitomo Osaka Cement Co., Ltd.

     343,667  
110,900   

Sumitomo Rubber Industries Ltd.

     2,160,098  
33,600   

Sumitomo Seika Chemicals Co., Ltd.

     1,753,959  
3,000   

Suncall Corp.

     20,765  
68,900   

Suzuki Motor Corp.

     3,957,274  
1,200   

T&K Toka Co., Ltd.

     16,132  
22,700   

Tachi-S Co., Ltd.

     413,657  
34,800   

Taiheiyo Cement Corp.

     1,476,879  
41,900   

Taisei Corp.

     2,138,600  
6,800   

Takara Standard Co., Ltd.

     112,557  
73,400   

Takasago Thermal Engineering Co., Ltd.

     1,389,703  
31,500   

Takeuchi Manufacturing Co., Ltd.

     819,828  
55,000   

Teijin Ltd.

     1,219,436  
169,300   

Toagosei Co., Ltd.

     2,191,095  
3,600   

Tokai Corp.

     87,778  
86,800   

TOKAI Holdings Corp.

     838,287  
113,800   

Tokyo Steel Manufacturing Co., Ltd.

     1,009,779  
4,400   

Tokyo Tekko Co., Ltd.

     79,596  
235,000   

Toshiba TEC Corp.

     1,428,272  
200,200   

Tosoh Corp.

     4,609,061  


 

  Hartford Schroders International Multi-Cap Value Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

36,100   

Towa Bank Ltd.

   $ 499,337  
139,000   

Toyo Ink SC Holdings Co., Ltd.

     846,535  
9,300   

Toyo Machinery & Metal Co., Ltd.

     94,522  
165,000   

Toyota Boshoku Corp.

     3,541,000  
31,800   

TPR Co., Ltd.

     1,023,160  
75,800   

TS Tech Co., Ltd.

     3,248,533  
218,000   

Tsubakimoto Chain Co.

     1,840,899  
94,700   

Ube Industries Ltd.

     2,828,742  
102,900   

Unipres Corp.

     2,742,013  
3,100   

Utoc Corp.

     14,070  
92,000   

Wakita & Co., Ltd.

     1,141,127  
12,900   

Yahagi Construction Co., Ltd.

     108,836  
129,000   

Yamanashi Chuo Bank Ltd.

     547,790  
28,600   

Yamato Kogyo Co., Ltd.

     819,442  
22,900   

Yamazen Corp.

     279,081  
3,000   

Yodogawa Steel Works Ltd.

     93,039  
7,000   

Yuasa Trading Co., Ltd.

     250,580  
41,200   

Zenkoku Hosho Co., Ltd.

     1,931,266  
130,400   

Zeon Corp.

     1,968,001  
     

 

 

 
               275,127,943  
     

 

 

 
  

Luxembourg - 0.2%

  
32,692   

RTL Group S.A.*

     2,771,856  
     

 

 

 
  

Malaysia - 0.7%

  
48,400   

AFFIN Holdings Bhd(1)(2)(3)

     31,416  
441,800   

AMMB Holdings Bhd

     546,335  
125,900   

British American Tobacco Malaysia Bhd

     1,104,037  
1,335,500   

Genting Bhd

     3,299,561  
35,200   

Lingkaran Trans Kota Holdings Bhd

     51,837  
91,700   

Padini Holdings Bhd

     119,749  
2,722,400   

Petronas Chemicals Group Bhd

     5,674,706  
2,030,600   

Sime Darby Bhd

     1,591,856  
513,900   

Westports Holdings Bhd

     461,459  
     

 

 

 
        12,880,956  
     

 

 

 
  

Mexico - 0.6%

  
478,400   

Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand ADR

     3,741,088  
1,303,700   

Gentera S.A.B. de C.V.

     1,183,097  
315,200   

Grupo Aeroportuario del Centro Norte S.A.B. de C.V.

     1,605,150  
588,700   

Grupo Financiero Banorte S.A.B. de C.V. Series O

     3,770,362  
764,300   

Grupo Financiero Inbursa S.A.B. de C.V.

     1,352,286  
50   

Urbi Desarrollos Urbanos S.A.B. de C.V.*

     18  
     

 

 

 
        11,652,001  
     

 

 

 
  

Monaco - 0.1%

  
223,800   

Costamare, Inc.

     1,459,176  
     

 

 

 
  

Netherlands - 1.2%

  
18,625   

Aegon N.V.

     127,274  
100,345   

BinckBank N.V.

     543,183  
39,315   

Euronext N.V.(4)

     2,663,380  
31,528   

Gemalto N.V.

     1,948,176  
127,365   

Koninklijke Ahold Delhaize N.V.

     2,845,332  
59,577   

NN Group N.V.

     2,809,936  
489,177   

PostNL N.V.

     2,438,899  
173,008   

Royal Dutch Shell plc Class A

     6,072,272  
34,107   

Royal Dutch Shell plc Class B

     1,209,860  
     

 

 

 
        20,658,312  
     

 

 

 
  

New Zealand - 0.2%

  
380,823   

SKY Network Television Ltd.

     816,685  
1,057,697   

Trade Me Group Ltd.

     3,504,956  
     

 

 

 
        4,321,641  
     

 

 

 
  

Norway - 1.5%

  
199,150   

Austevoll Seafood ASA

     1,564,588  
819,228   

Leroy Seafood Group ASA

     4,172,017  


 

  Hartford Schroders International Multi-Cap Value Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

257,801   

Marine Harvest ASA*

   $ 4,464,017  
104,654   

Salmar ASA

     2,845,494  
100,425   

SpareBank 1 Nord Norge

     847,401  
454,956   

Telenor ASA

     10,636,714  
94,740   

TGS Nopec Geophysical Co. ASA

     2,380,099  
     

 

 

 
        26,910,330  
     

 

 

 
  

Philippines - 0.2%

  
9,375,100   

DMCI Holdings, Inc.

     2,631,607  
474,850   

Metropolitan Bank & Trust Co.

     920,440  
     

 

 

 
        3,552,047  
     

 

 

 
  

Poland - 0.4%

  
41,373   

Enea S.A.

     135,915  
47,731   

Grupa Lotos S.A.

     845,792  
26,593   

KGHM Polska Miedz S.A.

     872,758  
66,575   

Polski Koncern Naftowy Orlen S.A.

     2,159,345  
1,333,003   

Polskie Gornictwo Naftowe i Gazownictwo S.A.

     2,613,888  
     

 

 

 
        6,627,698  
     

 

 

 
  

Russia - 1.2%

  
591,449   

Gazprom PJSC ADR

     2,977,803  
67,918   

Globaltrans Investment plc GDR

     730,798  
46,127   

Lukoil PJSC ADR

     3,046,757  
53,750   

MMC Norilsk Nickel PJSC ADR

     1,107,787  
281,000   

Mobile TeleSystems PJSC ADR

     3,411,340  
19,658   

Novatek OJSC GDR

     2,616,480  
193,509   

RusHydro PJSC ADR

     239,041  
59,346   

Severstal PAO GDR,

     974,461  
630,174   

Surgutneftegas OJSC ADR

     3,210,305  
48,921   

Tatneft PJSC ADR

     2,967,124  
     

 

 

 
                 21,281,896  
     

 

 

 
  

Singapore - 1.3%

  
14,100   

Boustead Projects Ltd.

     9,459  
1,080,200   

CapitaLand Ltd.

     3,153,815  
291,700   

CapitaLand Retail China Trust REIT

     375,799  
19,400   

China Yuchai International Ltd.

     514,100  
595,300   

ComfortDelGro Corp. Ltd.

     951,869  
299,100   

First Resources Ltd.

     432,526  
2,342,000   

IGG, Inc.

     2,597,750  
18,400   

Jardine Cycle & Carriage Ltd.

     559,059  
747,400   

M1 Ltd.

     1,054,040  
639,300   

Mapletree Greater China Commercial Trust REIT

     614,055  
734,200   

Mapletree Industrial Trust REIT

     1,186,541  
446,700   

Singapore Exchange Ltd.

     2,787,780  
2,580,300   

Singapore Telecommunications Ltd.

     6,970,694  
329,187   

UMS Holdings Ltd.

     267,385  
49,000   

UOL Group Ltd.

     340,743  
245,300   

Wing Tai Holdings Ltd.

     452,528  
386,400   

Yanlord Land Group Ltd.

     544,935  
     

 

 

 
        22,813,078  
     

 

 

 
  

South Africa - 1.7%

  
97,576   

AECI Ltd.

     848,397  
16,191   

Assore Ltd.

     429,437  
97,493   

Barclays Africa Group Ltd.

     1,481,611  
44,557   

Exxaro Resources Ltd.

     538,276  
321,500   

Harmony Gold Mining Co., Ltd. ADR

     569,055  
386,356   

Impala Platinum Holdings Ltd.*

     1,186,725  
502,137   

Investec plc

     3,901,223  
88,179   

Kumba Iron Ore Ltd.

     2,667,013  
1,048,541   

MMI Holdings Ltd.

     2,006,578  
146,596   

Mondi plc

     3,907,239  
78,276   

Reunert Ltd.

     493,262  
565,125   

RMB Holdings Ltd.

     3,760,648  
224,627   

Sanlam Ltd.

     1,672,283  
65,969   

Tiger Brands Ltd.

     2,567,201  


 

  Hartford Schroders International Multi-Cap Value Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

303,896   

Truworths International Ltd.

   $ 2,514,028  
189,566   

Vodacom Group Ltd.

     2,619,294  
     

 

 

 
                 31,162,270  
     

 

 

 
  

South Korea - 4.3%

  
1,880   

CJ O Shopping Co., Ltd.*

     395,595  
6,291   

Com2uSCorp

     858,114  
240   

Dongil Industries Co., Ltd.

     17,980  
3,654   

GS Home Shopping, Inc.

     759,266  
39,205   

Hana Financial Group, Inc.

     1,910,456  
78,255   

Hankook Tire Co., Ltd.

     3,919,303  
47,622   

Hanwha Chemical Corp.*

     1,569,133  
146,762   

Hanwha Life Insurance Co., Ltd.

     1,031,040  
49,627   

Huchems Fine Chemical Corp.

     1,180,433  
23,000   

Hyundai Development Co-Engineering & Construction

     951,602  
20,572   

Hyundai Engineering & Construction Co., Ltd.

     825,810  
7,507   

Hyundai Home Shopping Network Corp.

     839,268  
8,891   

Hyundai Mobis Co., Ltd.

     2,060,704  
2,366   

INTOPS Co., Ltd.

     23,572  
1,950   

Kangnam Jevisco Co., Ltd.

     65,740  
100,416   

Kangwon Land, Inc.

     3,051,458  
53,312   

KB Financial Group, Inc.*

     3,352,683  
56,995   

Kortek Corp.

     813,947  
81,751   

KT&G Corp.

     8,153,281  
94,327   

LG Uplus Corp.

     1,262,622  
11,631   

Lotte Chemical Corp.

     4,572,385  
100   

Mi Chang Oil Industrial Co., Ltd.

     7,951  
67,553   

Mirae Asset Life Insurance Co., Ltd.

     341,608  
1,739   

POSCO

     620,277  
48,274   

PSK, Inc.

     1,105,093  
3,792   

Samsung Electronics Co., Ltd.

     8,863,148  
3,887   

Samsung Electronics Co., Ltd. GDR

     4,614,767  
520   

Sebang Co., Ltd.

     6,623  
79,998   

SFA Engineering Corp.

     2,893,965  
46,028   

Shinhan Financial Group Co., Ltd.

     2,285,103  
74,955   

SIMMTECH Co., Ltd.

     694,099  
1,446   

SK Holdings Co., Ltd.

     431,083  
27,317   

SK Hynix, Inc.

     1,875,168  
13,540   

SK Innovation Co., Ltd.

     2,592,811  
33,272   

SK Telecom Co., Ltd.

     8,262,182  
24,711   

Soulbrain Co., Ltd.

     1,411,240  
50,252   

Toptec Co., Ltd.

     1,281,492  
42,688   

UIL Co., Ltd.

     269,036  
38,676   

Wonik IPS Co., Ltd*

     1,191,461  
30,815   

YeaRimDang Publishing Co., Ltd.*

     295,785  
     

 

 

 
            76,657,284  
     

 

 

 
  

Spain - 1.1%

  
100,643   

Bolsas y Mercados Espanoles SHMSF S.A.

     3,432,817  
7,844   

Corp. Financiera Alba S.A.

     489,788  
43,697   

Enagas S.A.

     1,190,362  
5,673   

Grupo Catalana Occidente S.A.

     265,533  
747,481   

Mapfre S.A.

     2,654,239  
122,380   

Mediaset Espana Comunicacion S.A.

     1,383,964  
329,087   

Red Electrica Corp. S.A.

     6,941,261  
207,021   

Repsol S.A.

     3,896,325  
     

 

 

 
        20,254,289  
     

 

 

 
  

Sweden - 1.6%

  
102,692   

Axfood AB

     2,064,919  
129,905   

Betsson AB*

     1,054,090  
53,511   

Bure Equity AB

     670,192  
101,485   

Industrivarden AB Class C

     2,703,604  
85,416   

Investor AB B Shares

     4,176,956  
130,032   

JM AB

     2,933,055  
59,415   

Kinnevik AB Class B

     2,167,391  
133,452   

Mycronic AB

     1,507,059  


 

  Hartford Schroders International Multi-Cap Value Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

162,752   

SKF AB Class B

   $ 4,022,722  
195,180   

Swedish Match AB

     7,905,665  
26,786   

Tethys Oil AB

     215,394  
     

 

 

 
                 29,421,047  
     

 

 

 
  

Switzerland - 4.0%

  
17,472   

Adecco Group AG

     1,437,613  
14,311   

Baloise Holding AG

     2,341,313  
199,900   

Credit Suisse Group AG*

     3,866,269  
325,430   

Ferrexpo plc

     1,347,834  
8,466   

Flughafen Zurich AG

     2,156,805  
126,216   

Nestle S.A.

     10,902,781  
98,863   

Novartis AG

     8,923,084  
41,522   

Roche Holding AG

     10,259,010  
65,001   

Swiss Re AG

     6,411,269  
20,548   

Swisscom AG

     11,221,049  
589,917   

UBS Group AG*

     11,974,962  
     

 

 

 
        70,841,989  
     

 

 

 
  

Taiwan - 4.7%

  
10,000   

104 Corp.

     61,073  
425,710   

Ardentec Corp.

     560,017  
82,000   

Asustek Computer, Inc.

     789,854  
2,602,000   

AU Optronics Corp.

     1,237,598  
697,000   

Catcher Technology Co., Ltd.

     7,973,312  
588,000   

Cathay Financial Holding Co., Ltd.

     1,099,608  
126,000   

Chaun-Choung Technology Corp.

     429,581  
490,455   

Chicony Electronics Co., Ltd.

     1,291,137  
561,000   

Chin-Poon Industrial Co., Ltd.

     1,042,243  
626,000   

China Motor Corp.

     572,107  
1,273,000   

Chunghwa Telecom Co., Ltd.

     4,734,308  
97,000   

Cleanaway Co., Ltd.

     571,021  
692,000   

Co-Tech Development Corp.*

     1,042,955  
28,080   

CviLux Corp.

     29,737  
40,000   

Draytek Corp.

     39,764  
179,800   

Elite Advanced Laser Corp.

     796,152  
766,000   

Elite Material Co., Ltd.

     2,690,129  
133,000   

Everlight Electronics Co., Ltd.

     208,910  
548,000   

Far EasTone Telecommunications Co., Ltd.

     1,428,968  
816,000   

Formosa Chemicals & Fibre Corp.

     3,044,451  
727,440   

Foxconn Technology Co., Ltd.

     2,075,893  
874,000   

Grand Pacific Petrochemical

     860,997  
198,000   

Grape King Bio Ltd.

     1,440,222  
397,000   

Greatek Electronics, Inc.

     770,920  
1,804,000   

HannStar Display Corp.

     659,843  
34,000   

Holiday Entertainment Co., Ltd.

     63,065  
185,000   

Hu Lane Associate, Inc.

     963,256  
4,845,000   

Innolux Corp.

     2,281,812  
19,000   

KD Holding Corp.

     109,845  
301,000   

King’s Town Bank Co., Ltd.

     431,257  
45,000   

Largan Precision Co., Ltd.

     6,167,621  
182,000   

LCY Chemical Corp.

     281,689  
2,329,257   

Lite-On Technology Corp.

     3,423,039  
58,500   

Lumax International Corp. Ltd.

     116,226  
11,000   

Microlife Corp.

     26,570  
85,000   

New Era Electronics Co., Ltd.

     57,719  
556,000   

Novatek Microelectronics Corp.

     2,334,241  
526,000   

Pegatron Corp.

     1,423,104  
224,000   

Phison Electronics Corp.

     2,282,389  
40,000   

Polytronics Technology Corp.

     76,856  
264,000   

Primax Electronics Ltd.

     746,580  
910,000   

Radiant Opto-Electronics Corp.

     2,309,885  
3,841   

Raydium Semiconductor Corp.

     7,868  
168,600   

Simplo Technology Co., Ltd.*

     1,075,981  
32,000   

Sirtec International Co., Ltd.

     43,879  
371,000   

Syncmold Enterprise Corp.

     807,034  
1,060,000   

Taiwan Cement Corp.

     1,368,961  


 

  Hartford Schroders International Multi-Cap Value Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

111,000   

Taiwan Hon Chuan Enterprise Co., Ltd.

   $ 213,997  
487,000   

Taiwan Semiconductor Manufacturing Co., Ltd.

     4,256,040  
295,600   

Taiwan Semiconductor Manufacturing Co., Ltd. ADR

     13,393,636  
343,000   

Thinking Electronic Industrial Co., Ltd.

     1,003,956  
543,000   

Transcend Information, Inc.*

     1,569,575  
294,000   

Tripod Technology Corp.

     947,610  
94,000   

TXC Corp.

     132,287  
451,000   

United Integrated Services Co., Ltd.

     917,505  
     

 

 

 
                 84,284,283  
     

 

 

 
  

Thailand - 1.5%

  
213,300   

Bangkok Bank PCL NVDR

     1,408,179  
479,200   

Glow Energy PCL NVDR

     1,304,336  
2,182,300   

Krung Thai Bank PCL NVDR

     1,391,930  
1,258,000   

PTT Exploration & Production PCL NVDR

     4,776,875  
234,300   

PTT PCL NVDR

     3,678,653  
1,264,800   

Ratchaburi Electricity Generating Holding PCL NVDR

     2,210,977  
262,600   

Siam Cement PCL NVDR

     4,122,383  
962,100   

Siam Commercial Bank PCL NVDR

     4,830,633  
1,753,700   

Thai Beverage PCL

     1,229,916  
530,600   

Thai Oil PCL NVDR

     1,736,478  
6,023,300   

TMB Bank PCL NVDR

     557,713  
     

 

 

 
        27,248,073  
     

 

 

 
  

Turkey - 1.0%

  
336,191   

Aygaz A.S.

     1,424,179  
1,310,827   

Enka Insaat ve Sanayi A.S.

     1,968,984  
304,614   

Eregli Demir ve Celik Fabrikalari T.A.S.

     805,380  
309,721   

Soda Sanayii A.S.

     418,832  
365,127   

TAV Havalimanlari Holding A.S.

     2,148,710  
140,862   

Tekfen Holding A.S.

     606,830  
197,213   

Turk Hava Yollari AO*

     864,031  
1,054,545   

Turkiye Garanti Bankasi A.S.

     3,440,025  
451,430   

Turkiye Halk Bankasi A.S.

     1,215,105  
942,977   

Turkiye Is Bankasi A.S.

     2,014,911  
1,982,685   

Turkiye Sinai Kalkinma Bankasi A.S.

     855,015  
413,277   

Turkiye Vakiflar Bankasi TAO

     825,216  
1,570,666   

Yapi ve Kredi Bankasi A.S.*

     1,943,615  
     

 

 

 
        18,530,833  
     

 

 

 
  

United Kingdom - 14.4%

  
508,205   

Acacia Mining plc

     1,341,757  
451,871   

Anglo American plc

     10,971,940  
121,454   

Antofagasta plc

     1,607,446  
391,874   

Ashmore Group plc

     2,392,108  
502,272   

Babcock International Group plc

     4,892,375  
3,123,702   

Barclays plc

     8,883,528  
231,469   

Barratt Developments plc

     1,922,768  
274,315   

Beazley plc

     2,072,094  
84,585   

Berkeley Group Holdings plc

     4,762,633  
259,078   

Brewin Dolphin Holdings plc

     1,373,679  
183,906   

British American Tobacco plc

     12,569,362  
1,362,152   

BT Group plc

     4,976,692  
151,253   

Burberry Group plc

     3,392,083  
329,320   

Cairn Energy plc*

     968,933  
146,348   

Capita plc

     378,799  
1,816,067   

Centrica plc

     3,441,064  
205,056   

Close Brothers Group plc

     4,584,825  
271,571   

Crest Nicholson Holdings plc

     1,949,157  
66,340   

Daily Mail & General Trust plc

     600,479  
1,035,193   

Debenhams plc

     440,945  
26,497   

Dialog Semiconductor plc*

     807,834  
47,699   

Dignity plc

     553,251  
140,434   

Dunelm Group plc

     1,276,129  
35,725   

Galliford Try plc

     553,907  
619,715   

GlaxoSmithKline plc

     11,535,423  
107,001   

Greene King plc

     793,050  


 

  Hartford Schroders International Multi-Cap Value Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

213,767   

Halfords Group plc

   $ 1,031,958  
1,059,456   

Hansteen Holdings plc REIT*

     2,136,061  
269,718   

Hikma Pharmaceuticals plc

     3,709,172  
938,242   

HSBC Holdings plc

     10,016,275  
310,676   

IG Group Holdings plc

     3,411,185  
296,957   

IMI plc

     5,603,519  
295,454   

Imperial Brands plc

     12,158,946  
355,721   

Inchcape plc

     3,662,633  
636,943   

Indivior plc*

     3,638,978  
920,320   

ITV plc

     2,182,216  
375,843   

Jupiter Fund Management plc

     3,157,456  
2,977,649   

Legal & General Group plc

     11,438,299  
3,620,119   

Lloyds Banking Group plc

     3,576,670  
534,315   

Marks & Spencer Group plc

     2,284,884  
659,770   

Meggitt plc

     4,346,343  
24,974   

Millennium & Copthorne Hotels plc

     189,914  
384,746   

Moneysupermarket.com Group plc

     1,850,115  
83,454   

Next plc

     6,025,865  
873,873   

Ophir Energy plc*

     687,386  
70,344   

Persimmon plc

     2,498,945  
588,458   

QinetiQ Group plc

     1,720,339  
95,207   

Redrow plc

     809,726  
447,076   

Restaurant Group plc

     1,611,073  
91,512   

Rio Tinto Ltd.

     5,634,231  
159,249   

Rio Tinto plc

     8,864,277  
2,346,115   

Royal Bank of Scotland Group plc*

     9,596,580  
340,815   

Royal Mail plc

     2,270,730  
463,980   

Smiths Group plc

     10,536,997  
288,231   

Soco International plc

     472,359  
7,930   

Staffline Group plc

     117,098  
663,972   

Standard Chartered plc*

     7,725,470  
272,787   

Subsea 7 S.A.

     4,248,972  
510,099   

Taylor Wimpey plc

     1,380,447  
48,905   

Ultra Electronics Holdings plc

     1,057,995  
163,666   

Unilever N.V.

     9,447,149  
91,576   

Unilever plc

     5,182,861  
66,643   

Victrex plc

     2,417,943  
541,092   

William Hill plc

     2,381,635  
566,410   

WPP plc

     10,257,675  
     

 

 

 
               258,382,638  
     

 

 

 
  

United States - 0.5%

  
299,100   

Alacer Gold Corp.*

     520,385  
393,300   

Argonaut Gold, Inc.*

     818,576  
95,276   

Shire plc

     4,451,504  
195,300   

Tahoe Resources, Inc.

     862,178  
107,300   

Valeant Pharmaceuticals International, Inc.*

     1,987,231  
     

 

 

 
        8,639,874  
     

 

 

 
  

Total Common Stocks
(cost $1,435,665,388)

   $ 1,596,414,485  
     

 

 

 
Preferred Stocks - 0.3%   
  

Brazil - 0.1%

  
803,800   

AES Tiete Energia S.A., 12.66%

     635,774  
198,000   

Banco do Estado do Rio Grande do Sul S.A. Class B, 5.28%

     1,037,853  
149,900   

Cia de Saneamento do Parana, 5.51%

     499,197  
     

 

 

 
        2,172,824  
     

 

 

 
  

Germany - 0.2%

  
97   

KSB AG*

     59,399  
161,919   

Schaeffler AG, 3.12%

     3,222,211  
3,582   

STO SE & Co. KGaA, 2.59%

     569,245  
     

 

 

 
        3,850,855  
     

 

 

 
  

Total Preferred Stocks
(cost $5,071,499)

   $ 6,023,679  
     

 

 

 


 

  Hartford Schroders International Multi-Cap Value Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

Rights - 0.0%      
  

Italy - 0.0%

     
87,696   

UniCredit S.p.A. Rights Expires 2/21/18*

      $ 435  
        

 

 

 
  

Total Rights
(cost $—)

      $ 435  
        

 

 

 
Closed End Funds - 0.2%      
  

Other Investment Pools & Funds - 0.2%

     
45,542   

BB Biotech AG

        3,457,757  
        

 

 

 
  

Total Closed Funds
(cost $2,998,254)

      $ 3,457,757  
        

 

 

 
  

Total Long-Term Investments
(cost $1,443,735,141)

      $ 1,605,896,356  
        

 

 

 
Short-Term Investments - 9.0%      
  

Other Investment Pools & Funds - 4.5%

     
80,373,202   

Morgan Stanley Treasury Securities Portfolio, Institutional Class,
1.17%(5)

        80,373,202  
        

 

 

 
  

U.S. Treasury - 4.5%

     
46,000,000   

0.01%, 02/01/2018(6)

        46,000,000  
35,152,000   

1.24%, 02/08/2018(6)

        35,143,555  
        

 

 

 
           81,143,555  
        

 

 

 
  

Total Short-Term Investments
(cost $161,516,757)

      $ 161,516,757  
        

 

 

 
  

Total Investments
(cost $1,605,251,898)

     98.6%      $ 1,767,413,113  
  

Other Assets & Liabilities

     1.4%        24,800,909  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $       1,792,214,022  
     

 

 

    

 

 

 

 

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)   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 January 31, 2018, the aggregate value of these securities was $43,622, which represented 0.0% 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 January 31, 2018, the aggregate fair value of these securities was $43,622, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(4)   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 January 31, 2018, the aggregate value of these securities was $20,955,885, which represented 1.2% of total net assets.
(5)   Current yield as of period end.
(6)   The rate shown represents current yield to maturity.


 

  Hartford Schroders International Multi-Cap Value Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

Futures Contracts Outstanding at January 31, 2018  
Description            Number
of
Contracts
     Expiration Date     

Current

Notional

Amount

    Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

EAFE (mini MSCI) Index Future

        1,358        03/16/2018      $         145,679,450     $           4,125,979    
             

 

 

 
             
             

 

 

 

Total futures contracts

 

  $           4,125,979    
             

 

 

 

 

       Foreign Currency Contracts Outstanding at January 31, 2018  
Amount and Description
of Currency to be
Purchased
   Amount and Description
of Currency to be
Sold
     Counterparty      Settlement
Date
       Appreciation      Depreciation  

 

 
      5,442,048      USD      3,941,100        GBP        CBK        02/28/18        $      $ (159,475)    
      2,513,300      USD      9,510,200        TRY        SSG        02/28/18          2,655        —     
      2,280,369      USD      8,793,100        TRY        CBK        02/28/18                 (40,967)    
      8,641,187      USD      33,450,900        TRY        MSC        02/28/18                 (189,684)    

 

 
      Total                           $             2,655      $             (390,126)    

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
CBK    Citibank NA
MSC    Morgan Stanley
SSG    State Street Global Markets LLC
Currency Abbreviations:
CHF    Swiss Franc
GBP    British Pound
TRY    Turkish Lira
USD    United States Dollar
Index Abbreviations:
EAFE    Europe, Australasia and Far East
MSCI    Morgan Stanley Capital International
Other Abbreviations:
ADR    American Depositary Receipt
CMO    Collateralized Mortgage Obligation
GDR    Global Depositary Receipt
NVDR    Non-Voting Depositary Receipt
OJSC    Open Joint Stock Company
PJSC    Private Joint Stock Company
REIT    Real Estate Investment Trust


 

  Hartford Schroders International Multi-Cap Value Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Australia

   $ 67,718,754       $ 710,226       $ 67,008,528       $ —   

Austria

     8,688,146         302,101         8,386,045         —   

Belgium

     7,814,520         1,015,724         6,798,796         —   

Brazil

     22,486,634         22,486,634         —         —   

Cambodia

     138,604         —         138,604         —   

Canada

     71,306,128         71,306,128         —         —   

Chile

     8,879,897         5,702,680         3,177,217         —   

China

     68,513,692         9,498,999         59,014,693         —   

Denmark

     13,801,346         —         13,801,346         —   

Egypt

     890,037         —         890,037         —   

Finland

     12,065,681         240,744         11,824,937         —   

France

     84,407,005         1,473,635         82,933,370         —   

Gabon

     126,455         126,455         —         —   

Georgia

     688,599         —         688,599         —   

Germany

     38,000,269         —         38,000,269         —   

Greece

     1,591,560         1,591,560         —         —   

Hong Kong

     64,915,675         8,582,147         56,321,322         12,206   

Hungary

     5,384,658         5,384,658         —         —   

India

     8,346,598         8,346,598         —         —   

Indonesia

     16,827,957         10,898,611         5,929,346         —   

Ireland

     3,168,095         3,168,095         —         —   

Isle of Man

     3,094,076         —         3,094,076         —   

Israel

     27,893,642         11,816,710         16,076,932         —   

Italy

     24,186,943         5,572,607         18,614,336         —   

Japan

     275,127,943         4,805,280         270,322,663         —   

Luxembourg

     2,771,856         —         2,771,856         —   

Malaysia

     12,880,956         5,582,978         7,266,562         31,416   

Mexico

     11,652,001         11,652,001         —         —   

Monaco

     1,459,176         1,459,176         —         —   

Netherlands

     20,658,312         2,491,359         18,166,953         —   

New Zealand

     4,321,641         4,321,641         —         —   

Norway

     26,910,330         —         26,910,330         —   

Philippines

     3,552,047         2,631,607         920,440         —   

Poland

     6,627,698         2,749,803         3,877,895         —   

Russia

     21,281,896         9,151,744         12,130,152         —   

Singapore

     22,813,078         4,206,522         18,606,556         —   

South Africa

     31,162,270         9,966,234         21,196,036         —   

South Korea

     76,657,284         16,660,141         59,997,143         —   

Spain

     20,254,289         265,533         19,988,756         —   

Sweden

     29,421,047         1,054,090         28,366,957         —   

Switzerland

     70,841,989         1,347,834         69,494,155         —   

Taiwan

     84,284,283         17,352,072         66,932,211         —   

Thailand

     27,248,073         7,039,420         20,208,653         —   

Turkey

     18,530,833         1,273,847         17,256,986         —   

United Kingdom

     258,382,638         31,215,134         227,167,504         —   

United States

     8,639,874         4,188,370         4,451,504         —   

Preferred Stocks

     6,023,679         2,742,069         3,281,610         —   

Rights

     435         435         —         —   

Closed End Funds

     3,457,757         —         3,457,757         —   

Short-Term Investments

     161,516,757         80,373,202         81,143,555         —   

Foreign Currency Contracts(2)

     2,655         —         2,655         —   

Futures Contracts(2)

     4,125,979         4,125,979         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,771,541,747       $     394,880,783       $     1,376,617,342       $     43,622   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (390,126)      $ —       $ (390,126)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (390,126)      $ —       $ (390,126)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 


 

  Hartford Schroders International Multi-Cap Value Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

(1) For the period ended January 31, 2018, investments valued at $37,967,907 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $70,925,312 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation factor and investment valued at $29,268 were transferred from Level 1 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 period ended January 31, 2018 is not presented.

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


 

  Hartford Schroders International Stock Fund

 

 

  Schedule of Investments

  January 31, 2018 (Unaudited)

 

Shares or Principal Amount    Market Value  
Common Stocks - 96.6%   
  

Australia - 3.3%

  
148,820   

BHP Billiton plc

   $ 3,314,255  
466,502   

Brambles Ltd.

     3,709,941  
     

 

 

 
        7,024,196  
     

 

 

 
  

Canada - 3.6%

  
62,388   

Nutrien Ltd.*

     3,263,957  
70,386   

Toronto-Dominion Bank

     4,281,529  
     

 

 

 
        7,545,486  
     

 

 

 
  

China - 3.6%

  
18,501   

Alibaba Group Holding Ltd. ADR*

     3,779,569  
62,600   

Tencent Holdings Ltd.

     3,698,874  
     

 

 

 
        7,478,443  
     

 

 

 
  

France - 9.0%

  
49,815   

Cie de Saint-Gobain

     2,893,491  
27,424   

Essilor International Cie Generale d’Optique S.A.

     3,893,239  
13,459   

LVMH Moet Hennessy Louis Vuitton SE

     4,216,046  
42,799   

Schneider Electric SE*

     4,010,150  
134,944   

Vivendi S.A.

     3,953,796  
     

 

 

 
        18,966,722  
     

 

 

 
  

Germany - 17.0%

  
10,131   

adidas AG

     2,354,192  
35,586   

BASF SE

     4,173,444  
38,727   

Bayer AG

     5,074,682  
40,789   

Bayerische Motoren Werke AG

     4,659,210  
14,190   

Continental AG

     4,262,787  
170,241   

Deutsche Telekom AG

     2,986,032  
37,077   

GEA Group AG

     1,844,104  
102,495   

Infineon Technologies AG

     2,984,263  
17,379   

Linde AG*

     4,242,017  
26,918   

SAP SE

     3,045,516  
     

 

 

 
        35,626,247  
     

 

 

 
  

Hong Kong - 3.6%

  
578,600   

AIA Group Ltd.

     4,942,111  
65,728   

Jardine Strategic Holdings Ltd.

     2,615,975  
     

 

 

 
        7,558,086  
     

 

 

 
  

India - 1.4%

  
87,074   

HDFC Bank Ltd.

     2,837,610  
     

 

 

 
  

Indonesia - 0.6%

  
734,500   

Bank Central Asia Tbk PT

     1,247,019  
     

 

 

 
  

Italy - 1.8%

  
980,051   

Intesa Sanpaolo S.p.A.

     3,850,754  
     

 

 

 
  

Japan - 17.8%

  
71,400   

Bridgestone Corp.

     3,484,750  
108,400   

KDDI Corp.

     2,751,006  
5,200   

Keyence Corp.

     3,177,758  
172,700   

Kubota Corp.

     3,529,560  
10,300   

Nintendo Co., Ltd.

     4,665,021  
163,700   

ORIX Corp.

     3,066,375  
137,500   

Recruit Holdings Co., Ltd.

     3,357,865  
204,100   

Sekisui Chemical Co., Ltd.

     3,902,477  
54,800   

Shiseido Co., Ltd.

     2,814,370  
6,800   

SMC Corp.

     3,351,268  
71,500   

Sumitomo Mitsui Financial Group, Inc.

     3,220,071  
     

 

 

 
                 37,320,521  
     

 

 

 
  

Luxembourg - 1.1%

  
130,345   

Tenaris S.A.

     2,276,817  
     

 

 

 


 

  Hartford Schroders International Stock Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

  

Netherlands - 2.9%

  
171,468   

Royal Dutch Shell plc Class A

   $ 6,021,440  
     

 

 

 
  

Norway - 3.2%

  
198,662   

DNB ASA

     4,037,854  
360,265   

Norsk Hydro ASA

     2,623,213  
     

 

 

 
        6,661,067  
     

 

 

 
  

Singapore - 1.9%

  
400,000   

Oversea-Chinese Banking Corp. Ltd.

     3,932,731  
     

 

 

 
  

Spain - 1.5%

  
341,779   

Banco Bilbao Vizcaya Argentaria S.A.

     3,207,441  
     

 

 

 
  

Sweden - 2.3%

  
177,395   

Elekta AB Class B

     1,694,645  
130,523   

SKF AB Class B

     3,226,121  
     

 

 

 
        4,920,766  
     

 

 

 
  

Switzerland - 7.1%

  
13,804   

Lonza Group AG

     3,835,255  
82,703   

Nestle S.A.

     7,144,044  
197,604   

UBS Group AG*

     4,011,243  
     

 

 

 
        14,990,542  
     

 

 

 
  

Taiwan - 1.6%

  
394,000   

Taiwan Semiconductor Manufacturing Co., Ltd.

     3,443,285  
     

 

 

 
  

United Kingdom - 10.5%

  
612,510   

Aviva plc

     4,468,517  
117,613   

Burberry Group plc

     2,637,654  
145,893   

Diageo plc

     5,251,032  
49,393   

Reckitt Benckiser Group plc

     4,769,884  
1,541,026   

Vodafone Group plc

     4,912,534  
     

 

 

 
        22,039,621  
     

 

 

 
  

United States - 2.8%

  
1,720   

Priceline Group, Inc.*

     3,288,726  
573,000   

Samsonite International S.A.

     2,483,136  
     

 

 

 
        5,771,862  
     

 

 

 
  

Total Common Stocks
(cost $148,928,778)

   $         202,720,656  
     

 

 

 
Preferred Stocks - 1.1%   
  

Brazil - 1.1%

  
140,200   

Telefonica Brasil S.A.*

     2,369,670  
     

 

 

 
  

Total Preferred Stocks
(cost $1,737,107)

   $ 2,369,670  
     

 

 

 
  

Total Long-Term Investments
(cost $150,665,885)

   $ 205,090,326  
     

 

 

 
Short-Term Investments - 2.1%   
  

Other Investment Pools & Funds - 2.1%

  
4,490,029   

Morgan Stanley Treasury Securities Portfolio, Institutional Class,
1.17%(1)

     4,490,029  
     

 

 

 
  

Total Short-Term Investments
(cost $4,490,029)

   $ 4,490,029  
     

 

 

 


 

  Hartford Schroders International Stock Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

    

Total Investments
(cost $155,155,914)

     99.8%      $ 209,580,355  
    

Other Assets and Liabilities

     0.2%        395,475  
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $     209,975,830  
       

 

 

    

 

 

 

 

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

 

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


 

  Hartford Schroders International Stock Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2018 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Australia

   $ 7,024,196       $ —       $ 7,024,196       $ —   

Canada

     7,545,486         7,545,486         —         —   

China

     7,478,443         3,779,569         3,698,874         —   

France

     18,966,722         —         18,966,722         —   

Germany

     35,626,247         4,242,017         31,384,230         —   

Hong Kong

     7,558,086         2,615,975         4,942,111         —   

India

     2,837,610         —         2,837,610         —   

Indonesia

     1,247,019         —         1,247,019         —   

Italy

     3,850,754         —         3,850,754         —   

Japan

     37,320,521         —         37,320,521         —   

Luxembourg

     2,276,817         —         2,276,817         —   

Netherlands

     6,021,440         —         6,021,440         —   

Norway

     6,661,067         —         6,661,067         —   

Singapore

     3,932,731         —         3,932,731         —   

Spain

     3,207,441         —         3,207,441         —   

Sweden

     4,920,766         —         4,920,766         —   

Switzerland

     14,990,542         —         14,990,542         —   

Taiwan

     3,443,285         —         3,443,285         —   

United Kingdom

     22,039,621         —         22,039,621         —   

United States

     5,771,862         5,771,862         —         —   

Preferred Stocks

     2,369,670         2,369,670         —         —   

Short-Term Investments

     4,490,029         4,490,029         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     209,580,355       $     30,814,608       $     178,765,747       $             —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the period ended January 31, 2018, there were no transfers from Level 1 to Level 2, investments valued at $5,438,475 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.


 

Hartford Schroders Tax-Aware Bond Fund

 

Schedule of Investments

January 31, 2018 (Unaudited)

 

 

Shares or Principal Amount

   Market Value  

Asset & Commercial Mortgage Backed Securities - 4.7%

 

  

Asset-Backed - Finance & Insurance - 2.4%

 

        $               641,792

  

TAL Advantage V LLC
3.51%, 02/22/2039(1)

   $ 639,150  
  

Towd Point Mortgage Trust

  

2,258,765

       2.75%, 10/25/2056(1)(2)      2,243,966  

565,923

       2.75%, 04/25/2057(1)(2)      562,238  

631,625

       2.75%, 06/25/2057(1)(2)      624,481  
1,860,126   

    2.75%, 10/25/2057(1)(2)

     1,842,670  
        5,912,505  
  

Whole Loan Collateral CMO - 2.3%

 

2,072,117

  

Flagstar Mortgage Trust
3.50%, 10/25/2047(1)(2)

     2,083,043  
  

JP Morgan Mortgage Trust

  

1,569,092

  

    3.50%, 01/25/2047(1)(2)

     1,584,230  
1,959,194   

    3.50%, 08/25/2047(1)(2)

     1,977,484  
        5,644,757  
  

Total Asset & Commercial Mortgage Backed Securities
(cost $11,806,206)

   $     11,557,262  

Corporate Bonds - 5.5%

 

  

Agriculture - 0.2%

 

  

Reynolds American, Inc.

  

182,000

       5.70%, 08/15/2035      214,096  
256,000   

    5.85%, 08/15/2045

     311,853  
        525,949  
  

Auto Manufacturers - 0.5%

 

1,216,000   

Ford Motor Credit Co. LLC
4.39%, 01/08/2026

     1,241,954  
  

Commercial Banks - 1.8%

 

580,000

  

Bank of America NA
6.00%, 10/15/2036

     738,305  

1,183,000

  

Barclays plc
4.38%, 01/12/2026

     1,213,140  
  

Citigroup, Inc.

  

8,000

       6.88%, 06/01/2025      9,530  
1,430,000   

    8.13%, 07/15/2039

     2,261,589  
        4,222,564  
  

Food - 0.2%

 

398,000   

Kraft Heinz Foods Co.
5.20%, 07/15/2045

     430,229  
  

Insurance - 0.4%

 

730,000   

Aflac, Inc.
6.45%, 08/15/2040

     955,652  
  

Oil & Gas - 1.2%

 

990,000

  

Marathon Petroleum Corp.
4.75%, 09/15/2044

     1,048,827  
1,845,000   

Noble Energy, Inc.
3.90%, 11/15/2024

     1,886,098  
        2,934,925  
  

Pipelines - 1.2%

 

791,000

  

Energy Transfer L.P.
5.20%, 02/01/2022

     841,628  

900,000

  

Enterprise Products Operating LLC
5.10%, 02/15/2045

     1,026,972  
997,000   

Kinder Morgan Energy Partners L.P.
5.80%, 03/15/2035

     1,120,809  
        2,989,409  
  

Total Corporate Bonds
(cost $11,045,534)

   $ 13,300,682  


 

Hartford Schroders Tax-Aware Bond Fund

 

Schedule of Investments – (continued)

January 31, 2018 (Unaudited)

 

 

Municipal Bonds - 88.4%

 

  

Alabama - 0.2%

 

        $              580,000   

Alabama Housing Finance Auth
1.35%, 01/01/2020(2)

   $ 576,039  
  

Arizona - 1.9%

 

  

City of Phoenix Civic Improvement Corp.

  

350,000

       5.00%, 07/01/2026      416,307  

350,000

       5.00%, 07/01/2027      419,734  

460,000

       5.00%, 07/01/2028      548,688  

2,360,000

  

Salt River, AZ, Project Agricultural Improvement & Power Dist
5.00%, 01/01/2039

     2,437,290  
  

Scottsdale, AZ, Municipal Property Corp.

  

100,000

       5.00%, 07/01/2030      119,311  
600,000   

    5.00%, 07/01/2034

     734,952  
            4,676,282  
  

California - 14.5%

 

2,515,000

  

Bay Area, CA, Toll Auth Bridge Rev
5.00%, 04/01/2043

     2,916,847  

220,000

  

California Educational Facs Auth
5.25%, 04/01/2040

     293,293  

585,000

  

California Health Facs Financing Auth
5.00%, 11/01/2027

     714,765  

1,980,000

  

California Public Finance Auth
1.45%, 12/01/2019(2)

     1,979,505  
  

California State Communities DA Rev

  

475,000

       1.25%, 08/01/2019(2)      474,506  

700,000

       2.63%, 11/01/2033(2)      709,653  

500,000

  

California State, GO
6.00%, 11/01/2039

     536,035  

20,000

  

East Side, CA, Union High School Dist GO
5.25%, 02/01/2024

     23,743  
  

Escondido, CA, Union High School Dist GO

  

2,000,000

       0.00%, 08/01/2041(3)      766,080  

1,500,000

       0.00%, 08/01/2046(3)      464,835  

50,000

  

Hacienda La Puente, CA, USD GO
5.00%, 08/01/2019

     52,712  

400,000

  

Imperial Irrigation Dist Electric System Rev, CA
5.13%, 11/01/2038

     411,147  

75,000

  

Los Angeles, CA, Department of Water & Power
5.00%, 07/01/2039

     77,365  
  

Los Angeles, CA, USD GO

  

60,000

       5.00%, 07/01/2019      63,065  

390,000

       5.00%, 07/01/2022      421,368  

1,000,000

  

Merced Union High School Dist GO, CA
0.00%, 08/01/2034(3)

     557,800  

4,675,000

  

Moreno Valley, CA, USD GO
0.00%, 08/01/2025(3)

     3,803,720  

2,820,000

  

Mount San Antonio, CA, Community College Dist
0.00%, 04/01/2022(3)

     2,594,682  

315,000

  

Murrieta Valley, CA, USD Public FA GO
0.00%, 09/01/2020(3)

     300,226  

200,000

  

North Orange County, CA, Community College Dist GO
0.00%, 08/01/2028(3)

     145,858  

50,000

  

Orange, CA, Redevelopment Agency
5.00%, 09/01/2022

     56,768  

300,000

  

Rialto, CA, USD GO
0.00%, 08/01/2029(3)

     205,218  

345,000

  

Riverside County, CA, Transportation Commission
5.25%, 06/01/2039

     405,999  

2,580,000

  

Sacramento, CA, Municipal Utility Dist
5.00%, 08/15/2041

     2,912,949  

3,000,000

  

San Diego County, CA, Regional Transportation Commission
1.05%, 04/01/2038(2)

     3,000,000  

1,075,000

  

San Diego, CA, Community College Dist GO
5.00%, 08/01/2043

     1,217,545  


 

Hartford Schroders Tax-Aware Bond Fund

 

Schedule of Investments – (continued)

January 31, 2018 (Unaudited)

 

 

  

San Diego, CA, USD GO

  

        $               3,445,000

       0.00%, 07/01/2042(3)    $ 1,387,474  

1,290,000

       0.00%, 07/01/2043(3)      499,307  

1,595,000

  

San Francisco, CA, Public Utilities Commission Water Rev
5.00%, 11/01/2041

     1,756,558  
  

San Joaquin County, CA, Transportation Auth

  

140,000

       4.00%, 03/01/2019      143,965  

315,000

       6.00%, 03/01/2036      356,495  

100,000

  

Southern California Metropolitan Water Dist
5.75%, 07/01/2021

     107,701  

3,710,000

  

State of California GO
5.00%, 08/01/2046

     4,247,950  
  

University of California

  

525,000

       5.00%, 05/15/2038      594,321  
1,000,000   

    5.25%, 05/15/2039

     1,048,986  
        35,248,441  
  

Colorado - 0.2%

 

420,000   

Univ. of Colorado
5.00%, 06/01/2028

     513,778  
  

Connecticut - 3.1%

 

320,000

  

Connecticut State Health & Educational Facs Auth
5.00%, 07/01/2040

     324,893  

3,605,000

  

Connecticut State Health & Educational Facs. Auth
5.00%, 07/01/2040(2)

     4,430,112  

290,000

  

Norwalk, CT, Housing Auth
1.25%, 08/01/2018(2)

     289,510  
2,420,000   

State of Connecticut, Special Tax Rev.
5.00%, 01/01/2021(4)

     2,621,199  
        7,665,714  
  

District of Columbia - 0.4%

 

230,000

  

District of Columbia Water & Sewer Auth
5.00%, 10/01/2044

     255,178  
600,000   

District of Columbia, GO
5.00%, 06/01/2032

     704,670  
        959,848  
  

Florida - 4.5%

 

3,210,000

  

Florida State, JEA Electric System Rev
1.09%, 10/01/2036(2)

     3,210,000  

1,200,000

  

Highlands County, FL, Health Facs Auth
1.14%, 11/15/2035(2)

     1,200,000  

1,840,000

  

Miami-Dade County, FL, Transit System
5.00%, 07/01/2042

     2,022,988  

1,945,000

  

Miami-Dade County, FL, Water & Sewer System Rev
5.00%, 10/01/2042

     2,167,722  

1,120,000

  

Pinellas County. Housing Finance Auth
1.85%, 01/01/2022(2)

     1,116,438  
1,200,000   

State Board of Administration Finance Corp, FL
2.64%, 07/01/2021

     1,195,632  
            10,912,780  
  

Georgia - 3.0%

 

2,740,000

  

Burke County, GA, DA Rev
1.85%, 12/01/2049(2)

     2,728,739  

75,000

  

Georgia State Road & Tollway Auth
5.00%, 10/01/2021

     83,754  

420,000

  

Metropolitan Atlanta, GA, Rapid Transit Auth
5.25%, 07/01/2029

     521,321  
3,930,000   

Northwest Georgia Consolidated Housing Auth
1.70%, 12/01/2020(2)

     3,912,236  
        7,246,050  
  

Illinois - 4.6%

 

  

Champaign County. Community Unit School Dist. No 4 Champaign

  

235,000

       5.00%, 01/01/2027      271,465  


 

Hartford Schroders Tax-Aware Bond Fund

 

Schedule of Investments – (continued)

January 31, 2018 (Unaudited)

 

 

        $               475,000

       5.00%, 01/01/2029    $ 543,989  

390,000

  

Chicago, IL, Metropolitan Water Reclamation Dist GO
5.25%, 12/01/2032

     469,423  

1,060,000

  

Chicago, IL, O’Hare International Airport
5.25%, 01/01/2032

     1,256,238  

1,145,000

  

Chicago, IL, Transit Auth
5.00%, 06/01/2025

     1,307,590  

135,000

  

City of Chicago, IL, GO
5.25%, 01/01/2020

     143,065  

520,000

  

Illinois State Finance Auth Rev
5.00%, 11/15/2023

     596,549  

2,970,000

  

Illinois State Toll Highway Auth
1.16%, 01/01/2031(2)

     2,970,000  
  

Metropolitan Pier & Exposition Auth, IL

  

80,000

       0.00%, 06/15/2020(3)      74,533  

1,445,000

       0.00%, 06/15/2046(3)      418,039  

5,130,000

       0.00%, 06/15/2047(3)      1,412,494  

330,000

       5.00%, 06/15/2050      347,064  
1,350,000   

Railsplitter, IL, Tobacco Settlement Auth
5.00%, 06/01/2022

     1,494,099  
            11,304,548  
  

Indiana - 0.1%

 

225,000   

Indiana Finance Auth
5.00%, 12/01/2019

     238,910  
  

Iowa - 1.4%

 

2,840,000   

IOWA Finance Authority
5.00%, 08/01/2028

     3,447,646  
  

Louisiana - 0.1%

 

255,000   

Louisiana State Gasoline & Fuels Tax Rev
5.00%, 05/01/2045

     273,587  
  

Massachusetts - 6.3%

 

3,815,000

  

Commonwealth of Massachusetts
1.70%, 08/01/2043(2)

     3,751,442  
  

Commonwealth of Massachusetts, GO

  

155,000

       5.25%, 08/01/2022      177,714  

250,000

       5.25%, 09/01/2024      297,990  
  

Massachusetts Bay Transportation Auth

  

190,000

       5.25%, 07/01/2030      238,524  

45,000

       5.25%, 07/01/2031      56,911  
  

Massachusetts Health & Educational Facs Auth

  

2,475,000

       1.05%, 07/01/2027(2)      2,475,000  

165,000

       5.50%, 07/01/2032      217,074  

3,570,000

  

Massachusetts Housing Finance Agcy.
1.90%, 02/01/2021(2)

     3,563,038  

2,170,000

  

Massachusetts School Building Auth
5.00%, 10/15/2041

     2,382,421  
2,150,000   

Massachusetts Water Res. Auth
1.09%, 08/01/2037(2)

     2,150,000  
        15,310,114  
  

Michigan - 0.8%

 

480,000

  

Michigan Finance Auth
5.00%, 08/01/2023

     549,230  

385,000

  

Michigan Finance Auth
5.00%, 12/01/2022

     437,349  
  

Southgate, MI, Community School Dist GO

  

255,000

       5.00%, 05/01/2024      294,844  

350,000

       5.00%, 05/01/2025      406,903  
320,000   

State of Michigan
5.00%, 03/15/2027

     379,702  
        2,068,028  
  

Minnesota - 0.7%

 

1,355,000

  

Housing & Redev. Auth of The City of State Paul Minnesota
1.25%, 08/01/2020(2)

     1,340,650  


 

Hartford Schroders Tax-Aware Bond Fund

 

Schedule of Investments – (continued)

January 31, 2018 (Unaudited)

 

 

        $              255,000   

University of Minnesota
5.00%, 12/01/2019

   $ 270,573  
        1,611,223  
  

Missouri - 0.1%

 

75,000

  

Ritenour, MO, Consolidated School Dist GO
5.00%, 03/01/2018

     75,218  
250,000   

Saint Louis County, MO, Reorganized School Dist GO
4.00%, 02/01/2019

     250,000  
        325,218  
  

Nevada - 1.1%

 

1,100,000

  

Clark County, NV, Department of Aviation
1.12%, 07/01/2040(2)

     1,100,000  
1,490,000   

Nevada Housing Division
1.20%, 02/01/2019(2)

     1,485,023  
        2,585,023  
  

New Jersey - 2.6%

 

1,430,000

  

Garden State, NJ, Preservation Trust
5.75%, 11/01/2028

     1,706,991  

485,000

  

New Jersey Housing & Mortgage Finance Agcy.
1.35%, 02/01/2020(2)

     482,216  
  

New Jersey St Econ Dev Auth Re Njsdev

  

285,000

       5.00%, 06/15/2027      315,766  

565,000

       5.00%, 06/15/2028      621,280  
  

New Jersey Transportation Trust Fund Auth

  

360,000

       5.00%, 06/15/2019      372,971  

100,000

       5.25%, 12/15/2022      111,318  

685,000

       5.50%, 12/15/2022      774,954  
  

New Jersey Turnpike Auth

  

1,000,000

       5.00%, 01/01/2023      1,145,556  
605,000   

    5.00%, 01/01/2029

     720,670  
        6,251,722  
  

New Mexico - 0.3%

 

690,000   

County of Bernalilo, NM
1.40%, 03/01/2020(2)

     687,861  
  

New York - 3.7%

 

610,000

  

Metropolitan Transportation Auth, NY
5.00%, 11/15/2021

     682,779  
  

New York City, NY, Transitional Finance Auth

  

970,000

       4.50%, 11/01/2019      1,019,121  

1,565,000

       5.00%, 02/01/2034      1,760,250  

465,000

  

New York City, NY, Water & Sewer System
5.00%, 06/15/2027

     486,451  

1,840,000

  

New York State Dormitory Auth Rev
5.00%, 10/01/2047

     2,437,227  
  

New York State Environmental Facs Corp.

  

860,000

       5.00%, 06/15/2026      1,040,935  
1,255,000   

    5.00%, 06/15/2035

     1,476,595  
        8,903,358  
  

North Carolina - 4.4%

 

2,005,000

  

Durham Housing Auth
1.80%, 01/01/2021(2)

     2,000,870  

7,480,000

  

Fayetteville Metropolitan Housing Auth
1.95%, 01/01/2022(2)

     7,442,076  
  

Raleigh, NC, Combined Enterprise System Rev

  

70,000

       5.00%, 03/01/2020      74,880  

50,000

       5.00%, 03/01/2021      54,995  
875,000   

Wake County, NC, GO
5.00%, 03/01/2024

     1,026,217  
            10,599,038  
  

Ohio - 6.3%

 

340,000

  

Cincinnati, OH, City School Dist GO
5.25%, 12/01/2021

     382,415  


 

Hartford Schroders Tax-Aware Bond Fund

 

Schedule of Investments – (continued)

January 31, 2018 (Unaudited)

 

 

  

City of Columbus OH

  

        $               1,205,000

       5.00%, 04/01/2028    $ 1,466,786  

4,135,000

       5.00%, 04/01/2029      5,005,624  

2,750,000

  

Franklin County, OH, Hospital Facs Rev
1.06%, 11/15/2033(2)

     2,750,000  

1,660,000

  

Ohio Housing Finance Agcy.
1.25%, 09/01/2020(2)

     1,638,686  
  

Ohio State University

  

5,000

       5.00%, 12/01/2021      5,601  

115,000

       5.00%, 12/01/2030      141,639  

125,000

       5.00%, 12/01/2031      154,306  
  

Ohio Turnpike & Infrastructure Commission

  

2,500,000

       0.00%, 02/15/2036(3)      1,261,175  

2,355,000

       0.00%, 02/15/2037(3)      1,137,394  

1,680,000

       0.00%, 02/15/2038(3)      776,362  
1,395,000   

    0.00%, 02/15/2041(3)

     570,416  
            15,290,404  
  

Oklahoma - 0.7%

 

1,615,000   

Oklahoma Housing Finance Agcy.
0.85%, 07/01/2019(2)

     1,611,399  
  

Oregon - 0.2%

 

425,000   

State of Oregon Department of Transportation
5.00%, 11/15/2026

     513,545  
  

Pennsylvania - 5.8%

 

1,260,000

  

Geisinger, PA, Health System Auth
5.00%, 02/15/2032

     1,451,684  

1,400,000

  

Pennsylvania Convention Center Auth
6.00%, 09/01/2019

     1,461,698  
  

Pennsylvania Housing Finance Agcy.

  

5,960,000

       1.65%, 11/01/2020(2)      5,940,570  

1,895,000

       1.85%, 12/01/2019(2)      1,896,383  
  

Pennsylvania Turnpike Commission

  

240,000

       5.00%, 12/01/2026      282,278  

705,000

       5.00%, 12/01/2027      832,140  

445,000

       5.00%, 12/01/2028      517,798  

1,250,000

  

Pittsburgh Housing Auth, PA
1.40%, 10/01/2021(2)

     1,241,025  
  

Reading, PA, School Dist GO

  

85,000

       5.00%, 03/01/2021      92,368  

50,000

       5.00%, 03/01/2023      56,360  

70,000

       5.00%, 03/01/2024      79,983  

70,000

       5.00%, 03/01/2025      80,702  

55,000

       5.00%, 03/01/2026      63,738  
50,000   

    5.00%, 03/01/2027

     58,372  
        14,055,099  
  

Rhode Island - 1.3%

 

3,050,000   

Rhode Island Health & Educational Building Corp.
7.00%, 05/15/2039

     3,264,018  
  

South Carolina - 1.1%

 

75,000

  

Charleston, SC, Waterworks & Sewer System Rev
5.00%, 01/01/2041

     82,141  

1,345,000

  

SCAGO, SC, Educational Facs Corp. Pickens School Dist
5.00%, 12/01/2025

     1,564,988  
815,000   

South Carolina Public Service Auth
5.00%, 12/01/2022

     921,806  
        2,568,935  
  

Tennessee - 2.5%

 

1,175,000

  

Chattanooga Health Educational & Housing Fac. Board
1.75%, 12/01/2020(2)

     1,174,142  

250,000

  

City of Johnson City, TN, GO
4.50%, 06/01/2021

     259,873  

2,010,000

  

Knoxville’s Community Dev. Corp, TN
1.20%, 02/01/2020

     1,981,880  


 

Hartford Schroders Tax-Aware Bond Fund

 

Schedule of Investments – (continued)

January 31, 2018 (Unaudited)

 

 

        $                 25,000

  

Lincoln County, TN, GO
5.25%, 04/01/2018

   $ 25,160  

630,000

  

Memphis Health Educational & Housing Fac. Board
1.80%, 12/01/2020(2)

     630,220  
   Metropolitan Gov’t Nashville & Davidson County. Health & Educational Facs Bd   

1,760,000

  

1.75%, 12/01/2020(2)

     1,758,715  
345,000   

1.80%, 12/01/2020(2)

     345,121  
        6,175,111  
   Texas - 9.3%   
   Aldine, TX, Independent School Dist.   

1,715,000

  

5.00%, 02/15/2026

     2,044,640  

815,000

  

5.00%, 02/15/2027

     981,806  

2,375,000

  

Arlington, TX, Higher Education Finance Corp.
5.00%, 12/01/2047

     2,688,714  

2,020,000

  

Burleson, TX, Independent School Dist.
5.00%, 02/01/2047

     2,333,666  

2,785,000

  

Comal, TX, ISD GO
5.00%, 02/01/2026

     3,304,597  

210,000

  

Dallas Area, TX, Rapid Transit
5.25%, 12/01/2030

     263,063  

100,000

  

Fort Bend, TX, ISD GO
4.75%, 08/15/2034

     101,696  

370,000

  

Frisco, TX, ISD GO
5.00%, 08/15/2041

     402,423  
   Harris County. Cultural Education Facs. Finance Corp.   

430,000

  

5.00%, 11/15/2027

     513,313  

450,000

  

5.00%, 11/15/2028

     533,790  

430,000

  

5.00%, 11/15/2029

     507,241  

320,000

  

Harris County, TX
5.00%, 08/15/2040

     335,344  

45,000

  

Harris County, TX, Flood Control Dist
5.00%, 10/01/2024

     48,753  

100,000

  

Harris County, TX, GO
5.00%, 10/01/2018

     102,402  

1,180,000

  

Houston, TX, Independent School Dist.
5.00%, 02/15/2025

     1,386,712  

460,000

  

Lower Colorado River Auth, TX
5.00%, 05/15/2022

     493,134  

100,000

  

North East, TX, ISD GO
5.25%, 02/01/2027

     122,395  
   North Texas Tollway Auth Rev   

525,000

  

5.00%, 01/01/2024

     607,036  

845,000

  

6.00%, 01/01/2028

     879,408  

5,000

  

6.10%, 01/01/2028

     5,209  

680,000

  

Texas State Affordable Housing Corp.
1.90%, 12/01/2020(2)

     679,748  
   University of Texas   

705,000

  

5.00%, 08/15/2022

     801,190  

450,000

  

5.00%, 08/15/2027

     546,624  

340,000

  

5.00%, 08/15/2028

     410,438  

450,000

  

5.00%, 08/15/2029

     540,693  

880,000

  

5.00%, 05/15/2035

     1,031,026  

480,000

  

5.25%, 07/01/2028

     595,382  
460,000   

Washington County, TX, Housing Corp.
1.50%, 01/01/2020(2)

     457,953  
              22,718,396  
   Utah - 0.2%   
415,000   

Utah Housing Corp.
1.20%, 04/01/2018

     414,627  
   Virginia - 2.6%   

420,000

  

City of Norfolk, VA, GO
1.06%, 08/01/2037(2)

     420,000  

3,225,000

  

Newport News Redev. & Housing Auth, VA
1.20%, 04/01/2019

     3,198,329  


 

Hartford Schroders Tax-Aware Bond Fund

 

Schedule of Investments – (continued)

January 31, 2018 (Unaudited)

 

 

        $            2,355,000   

Virginia Public Building Auth
5.00%, 08/01/2029

     

$

2,812,624

 

           6,430,953  
   Washington - 3.4%      
4,635,000   

Energy Northwest Electric, WA
5.00%, 07/01/2027

 

     5,605,847  
290,000   

King County, WA, Sewer Rev
5.00%, 01/01/2039

 

     299,364  
  

Washington State Housing Finance Commission

     

1,815,000

  

1.35%, 04/01/2019

        1,806,633  
460,000   

1.40%, 11/01/2019

        456,260  
           8,168,104  
   West Virginia - 0.3%      
  

West Virginia Commissioner of Highways

     

360,000

  

5.00%, 09/01/2026

        427,579  
305,000   

5.00%, 09/01/2027

        364,719  
           792,298  
   Wisconsin - 0.7%      
  

Wisconsin Health & Educational Facs Auth

     

825,000

  

5.00%, 04/01/2032

        952,215  
650,000   

5.00%, 04/01/2033

        747,422  
           1,699,637  
  

Total Municipal Bonds
(cost $208,859,540)

     

$

    215,107,734

 

U.S. Government Securities - 0.6%

 

  

U.S. Treasury Securities - 0.6%

     
  

U.S. Treasury Notes - 0.6%

     
1,500,000   

U.S. Treasury Notes
2.25%, 11/15/2027

        1,439,590  
           1,439,590  
  

Total U.S. Government Securities
(cost $1,447,558)

     

$

1,439,590

 

  

Total Long-Term Investments
(cost $233,158,838)

     

$

241,405,268

 

Short-Term Investments - 0.1%

 

  

Other Investment Pools & Funds - 0.1%

     
231,783   

Morgan Stanley Treasury Securities Portfolio, Institutional Class, 1.17%(5)

        231,783  
  

Total Short-Term Investments
(cost $231,783)

     

$

231,783

 

  

Total Investments
(cost $233,390,621)

     99.3%      $ 241,637,051  
  

Other Assets & Liabilities

         0.7%        1,622,056  
     

 

 

    

 

 

 
  

Total Net Assets

       100.0%      $ 243,259,107  
     

 

 

    

 

 

 

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 January 31, 2018, the aggregate value of these securities was $11,557,262, which represented 4.8% 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) Security is a zero-coupon bond.


 

Hartford Schroders Tax-Aware Bond Fund

 

Schedule of Investments – (continued)

January 31, 2018 (Unaudited)

 

 

(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 $2,624,030 at January 31, 2018.
(5) Current yield as of period end.

 

Futures Contracts Outstanding at January 31, 2018  
Description    Number
of
Contracts
     Expiration Date      Current
Notional
Amount
                Value and    
    Unrealized    
    Appreciation/    
    (Depreciation)    
 

 

 

Long position contracts:

              

U.S. Treasury 10-Year Note Future

     90        03/20/2018      $         10,942,031         $ (190,030)  
              

 

 

 

Short position contracts:

              

U.S. Treasury Long Bond Future

     54        03/20/2018      $ 7,981,875         $ 306,888   
              

 

 

 
              
              

 

 

 

Total futures contracts

               $           116,858   
              

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

CMO  

Collateralized Mortgage Obligation

GNMA  

Government National Mortgage Association

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


 

Hartford Schroders Tax-Aware Bond Fund

 

Schedule of Investments

January 31, 2018 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Asset & Commercial Mortgage Backed Securities

   $ 11,557,262       $      $ 11,557,262       $ —   

Corporate Bonds

     13,300,682                13,300,682         —   

Municipal Bonds

     215,107,734                215,107,734         —   

U.S. Government Securities

     1,439,590                1,439,590         —   

Short-Term Investments

     231,783         231,783         —          —   

Futures Contracts(2)

     306,888         306,888         —          —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $         241,943,939       $         538,671       $         241,405,268       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

 

Futures Contracts(2)

   $ (190,030)      $ (190,030)      $ —        $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (190,030)      $ (190,030)      $ —        $               —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the period ended January 31, 2018, there were no transfers between any levels.
(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.


 

Hartford Schroders US Small Cap Opportunities Fund

 

Schedule of Investments

January 31, 2018 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 92.0%

  
  

Automobiles & Components - 1.2%

  
37,664   

Gentherm, Inc.*

   $ 1,205,248  
23,452   

Standard Motor Products, Inc.

     1,123,351  
        2,328,599  
  

Banks - 11.8%

  
28,906   

CenterState Bank Corp.

     751,267  
47,000   

Chemical Financial Corp.

     2,745,270  
5,744   

First Citizens BancShares, Inc. Class A

     2,443,555  
101,772   

First Horizon National Corp.

     2,021,192  
39,215   

First Merchants Corp.

     1,692,519  
              113,807   

First Midwest Bancorp, Inc.

     2,829,242  
45,714   

Heritage Financial Corp.

     1,407,991  
19,412   

Lakeland Financial Corp.

     933,135  
19,507   

Simmons First National Corp. Class A

     1,147,987  
17,869   

Union Bankshares Corp.

     674,555  
63,187   

United Community Banks, Inc.

     2,001,764  
24,467   

Univest Corp. of Pennsylvania

     685,076  
24,838   

Westamerica Bancorp

     1,474,632  
38,777   

Western Alliance Bancorp*

     2,274,659  
        23,082,844  
  

Capital Goods - 11.6%

  
11,146   

Dycom Industries, Inc.*

     1,300,850  
20,818   

ESCO Technologies, Inc.

     1,273,021  
13,489   

Fortune Brands Home & Security, Inc.

     956,775  
58,074   

Franklin Electric Co., Inc.

     2,630,752  
23,171   

Generac Holdings, Inc.*

     1,133,757  
38,951   

Hexcel Corp.

     2,662,301  
12,638   

IDEX Corp.

     1,813,300  
52,430   

Kornit Digital Ltd.*

     783,829  
24,084   

Maxar Technologies Ltd.

     1,518,255  
21,339   

MSC Industrial Direct Co., Inc. Class A

     2,003,305  
3,791   

Proto Labs, Inc.*

     414,546  
44,815   

REV Group, Inc.

     1,311,287  
22,575   

Simpson Manufacturing Co., Inc.

     1,326,055  
33,659   

Univar, Inc.*

     1,005,058  
15,172   

Valmont Industries, Inc.

     2,482,139  
        22,615,230  
  

Commercial & Professional Services - 2.1%

  
43,279   

Advanced Disposal Services, Inc.*

     1,054,709  
31,936   

Covanta Holding Corp.

     522,154  
35,457   

Knoll, Inc.

     813,383  
23,186   

On Assignment, Inc.*

     1,775,352  
        4,165,598  
  

Consumer Durables & Apparel - 4.8%

  
44,598   

Brunswick Corp.

     2,799,862  
13,705   

Cavco Industries, Inc.*

     2,098,921  
5,078   

Helen of Troy Ltd.*

     473,016  
28,601   

Oxford Industries, Inc.

     2,253,759  
38,488   

Steven Madden Ltd.*

     1,778,145  
        9,403,703  
  

Consumer Services - 5.3%

  
33,905   

Cheesecake Factory, Inc.

     1,667,787  
2,581   

Graham Holdings Co. Class B

     1,534,275  
25,024   

ILG, Inc.

     786,004  
14,035   

Jack in the Box, Inc.

     1,277,045  
50,608   

PlayAGS, Inc.*

     990,398  
44,629   

Red Rock Resorts, Inc. Class A

     1,549,965  
46,787   

ServiceMaster Global Holdings, Inc.*

             2,466,611  
        10,272,085  


 

Hartford Schroders US Small Cap Opportunities Fund

 

Schedule of Investments – (continued)

January 31, 2018 (Unaudited)

 

 

  

Diversified Financials - 1.4%

  
82,615   

Compass Diversified Holdings

   $ 1,396,194  
77,225   

Golub Capital BDC, Inc.

     1,403,178  
        2,799,372  
  

Energy - 3.7%

  
58,181   

Centennial Resource Development, Inc. Class A*

     1,187,474  
87,389   

ProPetro Holding Corp.*

     1,632,427  
31,038   

RSP Permian, Inc.*

     1,231,588  
45,529   

Solaris Oilfield Infrastructure, Inc. Class A*

     859,132  
152,853   

SRC Energy, Inc.*

     1,520,887  
28,565   

World Fuel Services Corp.

     796,678  
        7,228,186  
  

Food & Staples Retailing - 1.0%

  
58,763   

Performance Food Group Co.*

     2,018,509  
  

Food, Beverage & Tobacco - 1.2%

  
50,713   

Darling Ingredients, Inc.*

     940,219  
38,167   

Hain Celestial Group, Inc.*

     1,455,689  
        2,395,908  
  

Health Care Equipment & Services - 3.8%

  
3,370   

Cooper Cos., Inc.

     824,538  
19,257   

DENTSPLY SIRONA, Inc.

     1,171,018  
20,424   

DexCom, Inc.*

     1,188,677  
53,614   

K2M Group Holdings, Inc.*

     1,129,647  
5,144   

Masimo Corp.*

     484,770  
25,339   

Patterson Cos., Inc.

     909,417  
35,301   

Sientra, Inc.*

     445,146  
14,769   

Teladoc, Inc.*

     552,361  
7,737   

West Pharmaceutical Services, Inc.

     775,247  
        7,480,821  
  

Insurance - 4.5%

  
30,605   

AMERISAFE, Inc.

     1,859,254  
36,307   

Brown & Brown, Inc.

     1,905,391  
100,973   

National General Holdings Corp.

     2,021,480  
17,816   

ProAssurance Corp.

     974,535  
12,260   

Reinsurance Group of America, Inc.

     1,920,529  
        8,681,189  
  

Materials - 4.9%

  
47,527   

Ardagh Group S.A.

     950,540  
32,384   

Ashland Global Holdings, Inc.

     2,350,755  
106,743   

Graphic Packaging Holding Co.

     1,723,899  
52,070   

Pretium Resources, Inc.*

     362,407  
34,608   

Steel Dynamics, Inc.

     1,571,203  
101,815   

Valvoline, Inc.

     2,509,740  
        9,468,544  
  

Media - 1.4%

  
56,733   

Hemisphere Media Group, Inc.*

     607,043  
147,548   

MDC Partners, Inc. Class A*

     1,327,932  
75,645   

WideOpenWest, Inc.*

     774,605  
        2,709,580  
  

Pharmaceuticals, Biotechnology & Life Sciences - 5.0%

  
11,625   

Akorn, Inc.*

     374,557  
15,278   

Bio-Techne Corp.

     2,143,351  
62,967   

Catalent, Inc.*

     2,930,484  
30,969   

Flexion Therapeutics, Inc.*

     699,590  
16,669   

Pacira Pharmaceuticals, Inc.*

     606,752  
6,864   

Puma Biotechnology, Inc.*

     458,858  
31,876   

Repligen Corp.*

     1,127,454  
34,669   

Syneos Health, Inc.*

     1,329,556  
              9,670,602  


 

Hartford Schroders US Small Cap Opportunities Fund

 

Schedule of Investments – (continued)

January 31, 2018 (Unaudited)

 

 

  

Real Estate - 5.3%

  
42,327   

Columbia Property Trust, Inc. REIT

   $ 926,538  
27,917   

Douglas Emmett, Inc. REIT

     1,079,550  
16,986   

Equity LifeStyle Properties, Inc. REIT

     1,466,232  
59,996   

Gramercy Property Trust REIT

     1,514,299  
13,475   

HFF, Inc. Class A, REIT

     663,105  
74,375   

Kennedy-Wilson Holdings, Inc. REIT

     1,320,156  
10,721   

Mid-America Apartment Communities, Inc. REIT

     1,022,462  
68,088   

Terreno Realty Corp. REIT

     2,423,933  
        10,416,275  
  

Retailing - 1.2%

  
20,114   

Asbury Automotive Group, Inc.*

     1,461,282  
30,654   

Caleres, Inc.

     908,585  
        2,369,867  
  

Semiconductors & Semiconductor Equipment - 4.2%

  
79,572   

Entegris, Inc.

     2,590,068  
45,054   

Integrated Device Technology, Inc.*

     1,347,115  
23,458   

MACOM Technology Solutions Holdings, Inc.*

     729,544  
97,004   

ON Semiconductor Corp.*

     2,399,879  
30,940   

Versum Materials, Inc.

     1,138,592  
        8,205,198  
  

Software & Services - 10.2%

  
43,100   

Acxiom Corp.*

     1,166,717  
15,911   

Cadence Design Systems, Inc.*

     713,768  
53,330   

Carbonite, Inc.*

     1,343,916  
52,187   

CoreLogic, Inc.*

     2,471,576  
32,645   

CSG Systems International, Inc.

     1,474,575  
22,211   

EPAM Systems, Inc.*

     2,609,348  
12,900   

Fortinet, Inc.*

     593,916  
25,115   

Leidos Holdings, Inc.

     1,672,659  
34,549   

Match Group, Inc.*

     1,207,142  
26,810   

PTC, Inc.*

     1,948,551  
37,754   

Shutterstock, Inc.*

     1,670,992  
18,097   

Verint Systems, Inc.*

     755,550  
33,413   

WNS Holdings Ltd. ADR*

     1,485,542  
19,487   

Yelp, Inc.*

     853,920  
        19,968,172  
  

Technology Hardware & Equipment - 2.6%

  
26,426   

Acacia Communications, Inc.*

     975,384  
85,765   

Ciena Corp.*

     1,825,079  
66,025   

Fabrinet*

     1,638,080  
12,331   

Novanta, Inc.*

     713,965  
        5,152,508  
  

Transportation - 2.3%

  
14,233   

Allegiant Travel Co.

     2,266,605  
25,281   

Ryder System, Inc.

     2,200,206  
        4,466,811  
  

Utilities - 2.5%

  
24,135   

IDACORP, Inc.

     2,082,368  
23,454   

Portland General Electric Co.

     993,277  
10,754   

SJW Corp.

     643,519  
19,513   

Vectren Corp.

     1,183,073  
        4,902,237  
  

Total Common Stocks
(cost $132,909,663)

   $     179,801,838  

Exchange-Traded Funds - 0.5%

  
  

Other Investment Pools & Funds - 0.5%

  
6,228   

iShares Russell 2000 ETF

     973,810  
  

Total Exchange-Traded Funds
(cost $991,498)

   $ 973,810  


 

Hartford Schroders US Small Cap Opportunities Fund

 

Schedule of Investments – (continued)

January 31, 2018 (Unaudited)

 

 

  

Total Long-Term Investments
(cost $133,901,161)

     $  180,775,648  

Short-Term Investments - 7.5%

 

  

Other Investment Pools & Funds - 7.5%

    
14,742,575   

Morgan Stanley Treasury Securities Portfolio, Institutional Class, 1.17%(1)

     $ 14,742,575  
  

Total Short-Term Investments
(cost $14,742,575)

     $ 14,742,575  
  

Total Investments
(cost $148,643,736)

     100.0   $ 195,518,223  
  

Other Assets and Liabilities

     0.0     (71,432
  

Total Net Assets

     100.0   $      195,446,791  
     

 

 

   

 

 

 

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.

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

 

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


 

Hartford Schroders US Small Cap Opportunities Fund

 

Schedule of Investments

January 31, 2018 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

           

Automobiles & Components

   $ 2,328,599       $ 2,328,599       $ —       $ —   

Banks

     23,082,844         23,082,844         —         —   

Capital Goods

     22,615,230         22,615,230         —         —   

Commercial & Professional Services

     4,165,598         4,165,598         —         —   

Consumer Durables & Apparel

     9,403,703         9,403,703         —         —   

Consumer Services

     10,272,085         10,272,085         —         —   

Diversified Financials

     2,799,372         2,799,372         —         —   

Energy

     7,228,186         7,228,186         —         —   

Food & Staples Retailing

     2,018,509         2,018,509         —         —   

Food, Beverage & Tobacco

     2,395,908         2,395,908         —         —   

Health Care Equipment & Services

     7,480,821         7,480,821         —         —   

Insurance

     8,681,189         8,681,189         —         —   

Materials

     9,468,544         9,468,544         —         —   

Media

     2,709,580         2,709,580         —         —   

Pharmaceuticals, Biotechnology & Life Sciences

     9,670,602         9,670,602         —         —   

Real Estate

     10,416,275         10,416,275         —         —   

Retailing

     2,369,867         2,369,867         —         —   

Semiconductors & Semiconductor Equipment

     8,205,198         8,205,198         —         —   

Software & Services

     19,968,172         19,968,172         —         —   

Technology Hardware & Equipment

     5,152,508         5,152,508         —         —   

Transportation

     4,466,811         4,466,811         —         —   

Utilities

     4,902,237         4,902,237         —         —   

Exchange-Traded Funds

     973,810         973,810         —         —   

Short-Term Investments

     14,742,575         14,742,575         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 195,518,223       $ 195,518,223       $ —       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2018, there were no transfers between any levels.


 

Hartford Schroders US Small/Mid Cap Opportunities Fund

 

Schedule of Investments

January 31, 2018 (Unaudited)

 

 

Shares or Principal Amount    Market Value      
Common Stocks - 91.2%   
  

Automobiles & Components - 1.3%

  
213,987   

BorgWarner, Inc.

   $  12,038,909  
  

Banks - 7.9%

  
80,224   

CenterState Bank Corp.

     2,085,022  
170,093   

Chemical Financial Corp.

     9,935,132  
166,904   

Commerce Bancshares, Inc.

     9,765,553  
61,325   

East West Bancorp, Inc.

     4,041,931  
61,331   

FCB Financial Holdings, Inc. Class A*

     3,360,939  
520,635   

First Horizon National Corp.

     10,339,811  
25,747   

First Republic Bank

     2,305,644  
203,979   

United Community Banks, Inc.

     6,462,055  
107,217   

Webster Financial Corp.

     6,070,626  
49,097   

Westamerica Bancorp

     2,914,889  
193,472   

Western Alliance Bancorp*

     11,349,067  
127,456   

Zions Bancorp

     6,886,448  
        75,517,117  
  

Capital Goods - 14.0%

  
140,997   

AGCO Corp.

     10,239,202  
252,997   

Allison Transmission Holdings, Inc.

     11,192,587  
99,004   

Carlisle Cos., Inc.

     11,307,247  
49,236   

Dycom Industries, Inc.*

     5,746,334  
137,272   

Fortune Brands Home & Security, Inc.

     9,736,703  
206,500   

Hexcel Corp.

     14,114,275  
64,891   

IDEX Corp.

     9,310,561  
67,316   

Lennox International, Inc.

     14,668,829  
115,596   

Maxar Technologies Ltd.

     7,287,172  
91,583   

MSC Industrial Direct Co., Inc. Class A

     8,597,812  
58,088   

Nordson Corp.

     8,348,407  
72,225   

Owens Corning

     6,714,758  
39,226   

Snap-on, Inc.

     6,719,806  
63,293   

Valmont Industries, Inc.

     10,354,735  
        134,338,428  
  

Commercial & Professional Services - 4.6%

  
394,985   

KAR Auction Services, Inc.

     21,542,482  
114,270   

Rollins, Inc.

     5,638,082  
95,774   

Stericycle, Inc.*

     7,217,529  
49,020   

Verisk Analytics, Inc. Class A*

     4,904,451  
63,742   

Waste Connections, Inc.

     4,577,950  
        43,880,494  
  

Consumer Durables & Apparel - 1.8%

  
154,537   

Brunswick Corp.

     9,701,833  
51,334   

PVH Corp.

     7,960,877  
        17,662,710  
  

Consumer Services - 3.5%

  
402,072   

Aramark

     18,418,919  
9,874   

Graham Holdings Co. Class B

     5,869,599  
175,357   

ServiceMaster Global Holdings, Inc.*

     9,244,821  
        33,533,339  
  

Diversified Financials - 2.7%

  
43,947   

Affiliated Managers Group, Inc.

     8,773,139  
233,643   

Ares Capital Corp.

     3,726,606  
83,444   

Raymond James Financial, Inc.

     8,043,167  
327,987   

Santander Consumer USA Holdings, Inc.

     5,657,776  
        26,200,688  
  

Energy - 2.9%

  
48,855   

Core Laboratories N.V.

     5,584,126  
621,234   

Gulfport Energy Corp.*

     6,317,950  
226,012   

Newfield Exploration Co.*

     7,155,540  
303,540   

Parsley Energy, Inc. Class A*

     7,163,544  


 

Hartford Schroders US Small/Mid Cap Opportunities Fund

 

Schedule of Investments – (continued)

January 31, 2018 (Unaudited)

 

 

87,268   

RPC, Inc.

   $  1,762,814  
                27,983,974  
  

Food & Staples Retailing - 1.3%

  
351,213   

Performance Food Group Co.*

     12,064,167  
  

Food, Beverage & Tobacco - 0.8%

  
197,489   

Hain Celestial Group, Inc.*

     7,532,230  
  

Health Care Equipment & Services - 5.9%

  
39,915   

Cooper Cos., Inc.

     9,766,003  
222,808   

DENTSPLY SIRONA, Inc.

     13,548,955  
70,869   

DexCom, Inc.*

     4,124,576  
116,965   

Henry Schein, Inc.*

     8,851,911  
165,704   

K2M Group Holdings, Inc.*

     3,491,383  
35,260   

Masimo Corp.*

     3,322,902  
53,815   

Universal Health Services, Inc. Class B

     6,538,523  
69,411   

West Pharmaceutical Services, Inc.

     6,954,982  
        56,599,235  
  

Household & Personal Products - 1.3%

  
104,705   

Spectrum Brands Holdings, Inc.

     12,403,354  
  

Insurance - 5.6%

  
178,987   

Arthur J Gallagher & Co.

     12,228,392  
154,008   

Brown & Brown, Inc.

     8,082,340  
115,219   

ProAssurance Corp.

     6,302,479  
80,185   

Reinsurance Group of America, Inc.

     12,560,980  
41,484   

RenaissanceRe Holdings Ltd.

     5,274,276  
99,981   

Torchmark Corp.

     9,083,274  
        53,531,741  
  

Materials - 4.7%

  
129,961   

Ashland Global Holdings, Inc.

     9,433,869  
381,117   

Graphic Packaging Holding Co.

     6,155,039  
60,249   

Reliance Steel & Aluminum Co.

     5,277,210  
231,596   

Sealed Air Corp.

     10,966,071  
62,541   

Steel Dynamics, Inc.

     2,839,361  
419,835   

Valvoline, Inc.

     10,348,933  
        45,020,483  
  

Media - 1.4%

  
3,315   

Cable One, Inc.

     2,340,490  
762,777   

TEGNA, Inc.

     11,037,383  
        13,377,873  
  

Pharmaceuticals, Biotechnology & Life Sciences - 3.1%

  
72,501   

Akorn, Inc.*

     2,335,982  
341,032   

Catalent, Inc.*

     15,871,629  
112,899   

Pacira Pharmaceuticals, Inc.*

     4,109,524  
71,715   

PerkinElmer, Inc.

     5,748,674  
19,314   

Puma Biotechnology, Inc.*

     1,291,141  
        29,356,950  
  

Real Estate - 6.0%

  
48,929   

Alexandria Real Estate Equities, Inc. REIT

     6,346,091  
341,228   

Brixmor Property Group, Inc. REIT

     5,538,130  
116,723   

Douglas Emmett, Inc. REIT

     4,513,678  
143,199   

Equity LifeStyle Properties, Inc. REIT

     12,360,938  
184,033   

Gramercy Property Trust REIT

     4,644,993  
107,769   

Lamar Advertising Co. Class A, REIT

     7,759,368  
66,422   

Mid-America Apartment Communities, Inc. REIT

     6,334,666  
56,547   

SBA Communications Corp. REIT*

     9,867,452  
        57,365,316  
  

Retailing - 3.1%

  
177,350   

Advance Auto Parts, Inc.

     20,748,176  
77,838   

Liberty Ventures Series A*

     4,586,993  
85,660   

Nordstrom, Inc.

     4,223,895  
        29,559,064  


 

Hartford Schroders US Small/Mid Cap Opportunities Fund

 

Schedule of Investments – (continued)

January 31, 2018 (Unaudited)

 

 

  

Semiconductors & Semiconductor Equipment - 2.4%

 

191,980   

Integrated Device Technology, Inc.*

   $ 5,740,202  
44,556   

Microchip Technology, Inc.

     4,242,622  
531,446   

ON Semiconductor Corp.*

             13,147,974  
     

 

 

 
        23,130,798  
  

Software & Services - 8.9%

 

118,204   

Cadence Design Systems, Inc.*

     5,302,632  
216,211   

CoreLogic, Inc.*

     10,239,753  
54,757   

Gartner, Inc. Class A*

     7,596,986  
124,538   

Genpact Ltd.

     4,226,820  
158,235   

Leidos Holdings, Inc.

     10,538,451  
146,254   

Match Group, Inc.*

     5,110,115  
109,902   

PTC, Inc.*

     7,987,677  
377,847   

Sabre Corp.

     7,847,882  
77,948   

Synopsys, Inc.*

     7,218,764  
83,909   

VeriSign, Inc.*

     9,642,822  
122,412   

Worldpay, Inc. Class A*

     9,830,908  
     

 

 

 
        85,542,810  
     

 

 

 
  

Technology Hardware & Equipment - 2.5%

 

144,049   

Arrow Electronics, Inc.*

     11,716,946  
302,468   

Ciena Corp.*

     6,436,519  
91,233   

Dolby Laboratories, Inc. Class A

     5,869,931  
     

 

 

 
        24,023,396  
     

 

 

 
  

Transportation - 2.7%

 

101,101   

Kirby Corp.*

     7,572,465  
100,510   

Ryder System, Inc.

     8,747,386  
229,944   

Spirit Airlines, Inc.*

     9,685,241  
     

 

 

 
        26,005,092  
     

 

 

 
  

Utilities - 2.8%

 

207,877   

Alliant Energy Corp.

     8,263,111  
81,750   

IDACORP, Inc.

     7,053,390  
264,837   

NiSource, Inc.

     6,536,177  
90,473   

Westar Energy, Inc.

     4,673,835  
     

 

 

 
        26,526,513  
     

 

 

 
  

Total Common Stocks
(cost $739,741,237)

   $ 873,194,681  
     

 

 

 

Exchange-Traded Funds - 0.5%

 

  

Other Investment Pools & Funds - 0.5%

 

16,895   

iShares Russell 2000 ETF

     2,641,702  
9,703   

iShares Russell Mid-Cap ETF

     2,094,198  
     

 

 

 
        4,735,900  
     

 

 

 
  

Total Exchange-Traded Funds
(cost $3,665,054)

   $ 4,735,900  
     

 

 

 
  

Total Long-Term Investments
(cost $743,406,291)

   $ 877,930,581  
     

 

 

 

Short-Term Investments - 8.4%

 

  

Other Investment Pools & Funds - 8.4%

 

80,808,290   

Morgan Stanley Treasury Securities Portfolio, Institutional Class, 1.17%(1)

     80,808,290  
     

 

 

 
  

Total Short-Term Investments
(cost $80,808,290)

   $ 80,808,290  
     

 

 

 


 

Hartford Schroders US Small/Mid Cap Opportunities Fund

 

Schedule of Investments – (continued)

January 31, 2018 (Unaudited)

 

 

  

Total Investments
(cost $824,214,581)

     100.1%      $     958,738,871  
  

Other Assets and Liabilities

     (0.1)%        (1,209,723
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 957,529,148  
     

 

 

    

 

 

 

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.

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    

 

Other Abbreviations:

    
ETF   

Exchange-Traded Fund

  
REIT   

Real Estate Investment Trust

  


 

Hartford Schroders US Small/Mid Cap Opportunities Fund

 

Schedule of Investments

January 31, 2018 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

           

Automobiles & Components

   $       12,038,909      $ 12,038,909      $             —       $ —   

Banks

     75,517,117        75,517,117        —         —   

Capital Goods

     134,338,428        134,338,428        —         —   

Commercial & Professional Services

     43,880,494        43,880,494        —         —   

Consumer Durables & Apparel

     17,662,710        17,662,710        —         —   

Consumer Services

     33,533,339        33,533,339        —         —   

Diversified Financials

     26,200,688        26,200,688        —         —   

Energy

     27,983,974        27,983,974        —         —   

Food & Staples Retailing

     12,064,167        12,064,167        —         —   

Food, Beverage & Tobacco

     7,532,230        7,532,230        —         —   

Health Care Equipment & Services

     56,599,235        56,599,235        —         —   

Household & Personal Products

     12,403,354        12,403,354        —         —   

Insurance

     53,531,741        53,531,741        —         —   

Materials

     45,020,483        45,020,483        —         —   

Media

     13,377,873        13,377,873        —         —   

Pharmaceuticals, Biotechnology & Life Sciences

     29,356,950        29,356,950        —         —   

Real Estate

     57,365,316        57,365,316        —         —   

Retailing

     29,559,064        29,559,064        —         —   

Semiconductors & Semiconductor Equipment

     23,130,798        23,130,798        —         —   

Software & Services

     85,542,810        85,542,810        —         —   

Technology Hardware & Equipment

     24,023,396        24,023,396        —         —   

Transportation

     26,005,092        26,005,092        —         —   

Utilities

     26,526,513        26,526,513        —         —   

Exchange-Traded Funds

     4,735,900        4,735,900        —         —   

Short-Term Investments

     80,808,290        80,808,290        —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 958,738,871      $     958,738,871      $ —       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2018, there were no transfers between any levels.


The Hartford Mutual Funds II, Inc. (the “Company”)

Notes to the Schedule of Investments

Investment Valuation and Fair Value Measurements:

For purposes of calculating the net asset value (“NAV”) of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company (the “Board of Directors”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the close of the New York Stock Exchange (“NYSE Close”), that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Fixed income investments (other than short-term obligations and senior floating rate interest), non-exchange traded derivatives and centrally cleared swaps held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

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

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

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

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund on each day that the NYSE is open (the “Valuation Date”). Such open-end mutual funds may use fair value pricing as disclosed in their prospectuses.

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

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

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

Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not


active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

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

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

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

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

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


Item 2. Controls and Procedures.

(a) The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

(b) There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 3. Exhibits.

 

  (a) Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) are attached herewith.


SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

    THE HARTFORD MUTUAL FUNDS II, INC.
Date: March 28, 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: March 28, 2018     By:  

/s/ James E. Davey

      James E. Davey
      President and Chief Executive Officer
Date: March 28, 2018     By:  

/s/ Laura S. Quade

      Laura S. Quade
      Treasurer