N-CSRS 1 d569212dncsrs.htm HARTFORD MUTUAL FUNDS II, INC. HARTFORD MUTUAL FUNDS II, INC.

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT

INVESTMENT COMPANIES

Investment Company Act file number: 811-00558

THE HARTFORD MUTUAL FUNDS II, INC.

(Exact name of registrant as specified in charter)

690 Lee Road, Wayne, Pennsylvania 19087

(Address of Principal Executive Offices) (Zip Code)

Thomas R. Phillips, Esquire

Hartford Funds Management Company, LLC

690 Lee Road

Wayne, Pennsylvania 19087

(Name and Address of Agent for Service)

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

Date of fiscal year end: October 31

Date of reporting period: April 30, 2018

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

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

 


Item 1. Reports to Stockholders.

 


LOGO

 


LOGO

A MESSAGE FROM THE PRESIDENT

Dear Shareholders:

Thank you for investing in Hartford Funds. The following is the Funds’ Semi-Annual Report, covering the period from November 1, 2017 through April 30, 2018.

Market Review

While U.S. stocks, as measured by the S&P 500 Index (the “Index”),1 saw a 21.8%

 

return as of 2017 year end, U.S. equities have experienced a nearly flat return of 0.4% along with increased volatility year-to-date as of April 30.

The Index has experienced more than 20 days with swings of 1% or more this year, compared to eight days for all of 2017. Rising interest rates, inflation anxiety, and concerns surrounding U.S. tariffs and trade policies have contributed to the return of volatility.

In the six-month period that ended April 30, 2018, the U.S. Federal Reserve (Fed) continued its cycle of interest-rate increases by raising rates twice, each time by 0.25%. As of the end of April, short-term rates range from 1.5% to 1.75%. At the time of this writing, expectations were for a continued gradual increase throughout 2018. Central banks overseas are also expected to begin removing accommodative policies by raising interest rates, which may impact global markets.

Going forward, politics both at home and abroad are likely to continue playing a key role in driving market movements. In December, the first significant overhaul of the U.S. tax code in more than 30 years was signed into law. Geopolitical tensions continue to persist around U.S. engagement with Syria and North Korea, heightening market uncertainty. In Europe, uncertainty remains with respect to Britain’s “Brexit” undertaking to leave the European Union, which could influence markets or cause an uptick in volatility.

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

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

 

LOGO

James Davey

President

Hartford Funds

 

1  S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance is not indicative of future results.


Hartford Domestic Equity Funds

Table of Contents

 

Fund Performance and Summary

     2  

Expense Examples

     26  

Financial Statements:

  

Schedules of Investments:

  

The Hartford Capital Appreciation Fund

     33  

Hartford Core Equity Fund

     39  

The Hartford Dividend and Growth Fund

     43  

The Hartford Equity Income Fund

     47  

The Hartford Growth Opportunities Fund

     51  

The Hartford Healthcare Fund

     55  

The Hartford MidCap Fund

     59  

The Hartford MidCap Value Fund

     63  

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

     67  

Hartford Small Cap Core Fund

     71  

The Hartford Small Cap Growth Fund

     76  

The Hartford Small Company Fund

     82  

Statements of Assets and Liabilities

     88  

Statements of Operations

     94  

Statements of Changes in Net Assets

     98  

Financial Highlights

     103  

Notes to Financial Statements

     122  

How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records

     161  

Quarterly Portfolio Holdings Information

     161  


Fund Performance and Summary

The Hartford Capital Appreciation Fund inception 07/22/1996

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     3.92%        11.82%        11.38%        6.08%  

Class A3

     -1.80%        5.67%        10.13%        5.49%  

Class C2

     3.50%        10.99%        10.58%        5.33%  

Class C3

     2.62%        10.05%        10.58%        5.33%  

Class I2

     4.05%        12.13%        11.73%        6.41%  

Class R32

     3.74%        11.45%        11.04%        5.79%  

Class R42

     3.89%        11.80%        11.38%        6.11%  

Class R52

     4.06%        12.13%        11.71%        6.43%  

Class R62

     4.10%        12.24%        11.81%        6.53%  

Class Y2

     4.09%        12.19%        11.81%        6.53%  

Class F2

     4.08%        12.22%        11.75%        6.42%  

Russell 3000 Index

     3.79%        13.05%        12.75%        9.13%  

S&P 500 Index

     3.82%        13.27%        12.96%        9.02%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

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

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

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

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

You cannot invest directly in an index.

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

Performance information may reflect historical waivers/reimbursements without which performance would have been lower.

 

 

 

  2  

 


The Hartford Capital Appreciation Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Capital Appreciation Fund Class A

     1.10%        1.10%  

Capital Appreciation Fund Class C

     1.83%        1.83%  

Capital Appreciation Fund Class I

     0.81%        0.81%  

Capital Appreciation Fund Class R3

     1.43%        1.43%  

Capital Appreciation Fund Class R4

     1.12%        1.12%  

Capital Appreciation Fund Class R5

     0.82%        0.82%  

Capital Appreciation Fund Class R6

     0.72%        0.72%  

Capital Appreciation Fund Class Y

     0.72%        0.72%  

Capital Appreciation Fund Class F

     0.72%        0.72%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The Fund seeks to achieve its investment objective by allocating assets among different asset classes and/or portfolio management teams. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Mid-cap securities can have greater risks and volatility than large-cap securities. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks are generally greater for investments in emerging markets. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Consumer Discretionary

     16.1

Consumer Staples

     4.3  

Energy

     2.2  

Financials

     15.2  

Health Care

     12.2  

Industrials

     11.3  

Information Technology

     26.3  

Materials

     5.3  

Real Estate

     3.0  

Telecommunication Services

     1.4  

Utilities

     0.9  
  

 

 

 

Total

     98.2
  

 

 

 

Short-Term Investments

     2.0  

Other Assets & Liabilities

     (0.2
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  3  

 


Fund Performance and Summary

Hartford Core Equity Fund inception 04/30/1998

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     6.08%        14.77%        13.97%        9.50%  

Class A3

     0.24%        8.45%        12.68%        8.88%  

Class C2

     5.65%        13.89%        13.15%        8.69%  

Class C3

     4.65%        12.89%        13.15%        8.69%  

Class I2

     6.20%        15.01%        14.15%        9.59%  

Class R32

     5.88%        14.36%        13.66%        9.25%  

Class R42

     6.06%        14.75%        14.02%        9.56%  

Class R52

     6.20%        15.06%        14.34%        9.90%  

Class R62

     6.25%        15.17%        14.40%        9.96%  

Class Y2

     6.22%        15.09%        14.39%        9.96%  

Class F2

     6.25%        15.18%        14.18%        9.60%  

S&P 500 Index

     3.82%        13.27%        12.96%        9.02%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

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

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may

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

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

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

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

You cannot invest directly in an index.

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

Performance information may reflect historical waivers/ reimbursements without which performance would have been lower.

 

 

 

  4  

 


Hartford Core Equity Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Core Equity Fund Class A

     0.77%        0.77%  

Core Equity Fund Class C

     1.51%        1.51%  

Core Equity Fund Class I

     0.51%        0.51%  

Core Equity Fund Class R3

     1.12%        1.12%  

Core Equity Fund Class R4

     0.81%        0.81%  

Core Equity Fund Class R5

     0.51%        0.51%  

Core Equity Fund Class R6

     0.41%        0.41%  

Core Equity Fund Class Y

     0.42%        0.42%  

Core Equity Fund Class F

     0.41%        0.41%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Consumer Discretionary

     12.0

Consumer Staples

     7.7  

Energy

     2.8  

Financials

     15.3  

Health Care

     15.8  

Industrials

     10.9  

Information Technology

     25.1  

Materials

     2.3  

Telecommunication Services

     1.6  

Utilities

     4.9  
  

 

 

 

Total

     98.4
  

 

 

 

Short-Term Investments

     1.5  

Other Assets & Liabilities

     0.1  
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  5  

 


Fund Performance and Summary

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

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     2.21%        10.84%        11.15%        7.93%  

Class A3

     -3.41%        4.74%        9.90%        7.32%  

Class C2

     1.83%        9.99%        10.33%        7.13%  

Class C3

     0.91%        9.01%        10.33%        7.13%  

Class I2

     2.40%        11.16%        11.40%        8.20%  

Class R32

     2.04%        10.43%        10.78%        7.60%  

Class R42

     2.22%        10.78%        11.13%        7.94%  

Class R52

     2.37%        11.11%        11.46%        8.26%  

Class R62

     2.42%        11.22%        11.55%        8.36%  

Class Y2

     2.39%        11.13%        11.56%        8.36%  

Class F2

     2.40%        11.20%        11.43%        8.22%  

S&P 500 Index

     3.82%        13.27%        12.96%        9.02%  

Russell 1000 Value Index

     1.94%        7.50%        10.52%        7.30%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

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

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

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

Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index measures the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership.

You cannot invest directly in an index.

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

Performance information may reflect historical waivers/reimbursements without which performance would have been lower.

 

 

 

  6  

 


The Hartford Dividend and Growth Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Dividend and Growth Fund Class A

     1.01%        1.01%  

Dividend and Growth Fund Class C

     1.76%        1.76%  

Dividend and Growth Fund Class I

     0.78%        0.78%  

Dividend and Growth Fund Class R3

     1.36%        1.36%  

Dividend and Growth Fund Class R4

     1.05%        1.05%  

Dividend and Growth Fund Class R5

     0.75%        0.75%  

Dividend and Growth Fund Class R6

     0.65%        0.65%  

Dividend and Growth Fund Class Y

     0.66%        0.66%  

Dividend and Growth Fund Class F

     0.65%        0.65%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     6.2

Consumer Staples

     4.9  

Energy

     10.0  

Financials

     22.2  

Health Care

     13.3  

Industrials

     7.9  

Information Technology

     18.2  

Materials

     4.3  

Real Estate

     2.3  

Telecommunication Services

     3.2  

Utilities

     4.6  
  

 

 

 

Total

     97.1
  

 

 

 

Short-Term Investments

     2.8  

Other Assets & Liabilities

     0.1  
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  7  

 


Fund Performance and Summary

The Hartford Equity Income Fund inception 08/28/2003

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     0.24%        8.11%        9.99%        8.33%  

Class A3

     -5.27%        2.17%        8.75%        7.72%  

Class C2

     -0.13%        7.29%        9.18%        7.54%  

Class C3

     -1.08%        6.29%        9.18%        7.54%  

Class I2

     0.38%        8.41%        10.29%        8.62%  

Class R32

     0.06%        7.71%        9.61%        7.98%  

Class R42

     0.21%        8.09%        9.95%        8.31%  

Class R52

     0.36%        8.37%        10.28%        8.64%  

Class R62

     0.41%        8.51%        10.39%        8.76%  

Class Y2

     0.39%        8.41%        10.38%        8.75%  

Class F2

     0.42%        8.53%        10.32%        8.63%  

Russell 1000 Value Index

     1.94%        7.50%        10.52%        7.30%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

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

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

been higher or lower.

Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index measures the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership.

You cannot invest directly in an index.

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

Performance information may reflect historical waivers/reimbursements without which performance would have been lower.

 

 

 

  8  

 


The Hartford Equity Income Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Equity Income Fund Class A

     1.01%        1.01%  

Equity Income Fund Class C

     1.75%        1.75%  

Equity Income Fund Class I

     0.76%        0.76%  

Equity Income Fund Class R3

     1.37%        1.37%  

Equity Income Fund Class R4

     1.07%        1.07%  

Equity Income Fund Class R5

     0.77%        0.77%  

Equity Income Fund Class R6

     0.67%        0.67%  

Equity Income Fund Class Y

     0.68%        0.68%  

Equity Income Fund Class F

     0.66%        0.66%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     3.0

Consumer Staples

     9.2  

Energy

     13.3  

Financials

     23.4  

Health Care

     15.5  

Industrials

     8.5  

Information Technology

     10.3  

Materials

     2.9  

Real Estate

     1.1  

Telecommunication Services

     3.3  

Utilities

     7.4  
  

 

 

 

Total

     97.9
  

 

 

 

Short-Term Investments

     2.1  

Other Assets & Liabilities

     0.0
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.

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

 

 

 

  9  

 


Fund Performance and Summary

The Hartford Growth Opportunities Fund inception 03/31/1963

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     5.38%        20.72%        15.77%        9.13%  

Class A3

     -0.41%        14.08%        14.47%        8.51%  

Class C2

     5.00%        19.85%        14.92%        8.35%  

Class C3

     4.08%        18.85%        14.92%        8.35%  

Class I2

     5.54%        21.05%        16.04%        9.43%  

Class R32

     5.20%        20.30%        15.40%        8.83%  

Class R42

     5.37%        20.70%        15.75%        9.17%  

Class R52

     5.53%        21.05%        16.09%        9.50%  

Class R62

     5.56%        21.15%        16.19%        9.60%  

Class Y2

     5.56%        21.12%        16.20%        9.60%  

Class F2

     5.58%        21.17%        16.07%        9.45%  

Russell 3000 Growth Index

     5.66%        18.78%        14.97%        10.78%  

Russell 1000 Growth Index

     5.68%        18.96%        15.13%        10.81%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

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

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

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

Russell 1000 Growth Index (reflects no deduction for fees, expenses or taxes) measures the performance of those Russell 1000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 1000 Index measures the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership.

You cannot invest directly in an index.

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

Performance information may reflect historical waivers/reimbursements without which performance would have been lower.

 

 

 

  10  

 


The Hartford Growth Opportunities Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross

Growth Opportunities Fund Class A

     1.14%      1.14%

Growth Opportunities Fund Class C

     1.87%      1.87%

Growth Opportunities Fund Class I

     0.88%      0.88%

Growth Opportunities Fund Class R3

     1.47%      1.47%

Growth Opportunities Fund Class R4

     1.16%      1.16%

Growth Opportunities Fund Class R5

     0.87%      0.87%

Growth Opportunities Fund Class R6

     0.76%      0.76%

Growth Opportunities Fund Class Y

     0.77%      0.77%

Growth Opportunities Fund Class F

     0.76%      0.76%

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. •Mid-cap securities can have greater risks and volatility than large-cap securities. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur. •Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     21.1

Consumer Staples

     1.0  

Energy

     2.1  

Financials

     4.9  

Health Care

     11.5  

Industrials

     9.1  

Information Technology

     44.8  

Materials

     3.4  

Real Estate

     1.1  
  

 

 

 

Total

     99.0
  

 

 

 

Short-Term Investments

     3.8  

Other Assets & Liabilities

     (2.8
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  11  

 


Fund Performance and Summary

The Hartford Healthcare Fund inception 05/01/2000

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     2.11%        7.22%        14.70%        12.46%  

Class A3

     -3.50%        1.32%        13.41%        11.82%  

Class C2

     1.73%        6.45%        13.87%        11.66%  

Class C3

     0.78%        5.45%        13.87%        11.66%  

Class I2

     2.24%        7.50%        15.03%        12.78%  

Class R32

     1.96%        6.88%        14.36%        12.16%  

Class R42

     2.12%        7.21%        14.71%        12.52%  

Class R52

     2.25%        7.51%        15.04%        12.86%  

Class Y2

     2.30%        7.59%        15.16%        12.95%  

Class F2

     2.33%        7.61%        15.06%        12.80%  

S&P Composite 1500 Health Care Index

     3.11%        11.89%        14.08%        12.61%  

S&P 500 Index

     3.82%        13.27%        12.96%        9.02%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

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

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may

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

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

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

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

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

You cannot invest directly in an index.

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

Performance information may reflect historical waivers/reimbursements without which performance would have been lower.

 

 

 

  12  

 


The Hartford Healthcare Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Healthcare Fund Class A

     1.31%        1.31%  

Healthcare Fund Class C

     2.05%        2.05%  

Healthcare Fund Class I

     1.03%        1.03%  

Healthcare Fund Class R3

     1.62%        1.62%  

Healthcare Fund Class R4

     1.32%        1.32%  

Healthcare Fund Class R5

     1.03%        1.03%  

Healthcare Fund Class Y

     0.93%        0.93%  

Healthcare Fund Class F

     0.91%        0.91%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Risks of focusing investments on the healthcare related sector include regulatory and legal developments, patent considerations, intense competitive pressures, rapid technological changes, potential product obsolescence, and liquidity risk. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •Small- and mid-cap securities can have greater risks and volatility than large-cap securities.

Composition by Subsector

as of April 30, 2018

 

Subsector    Percentage of
Net Assets
 

Equity Securities

  

Biotechnology

     25.8

Food & Staples Retailing

     1.2  

Health Care Equipment & Supplies

     23.1  

Health Care Providers & Services

     17.9  

Health Care Technology

     2.5  

Life Sciences Tools & Services

     3.7  

Pharmaceuticals

     22.6  
  

 

 

 

Total

     96.8
  

 

 

 

Short-Term Investments

     3.3  

Other Assets & Liabilities

     (0.1
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  13  

 


Fund Performance and Summary

The Hartford MidCap Fund inception 12/31/1997

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     6.81%        19.26%        14.10%        9.75%  

Class A3

     0.93%        12.70%        12.82%        9.14%  

Class C2

     6.41%        18.36%        13.27%        8.99%  

Class C3

     5.41%        17.36%        13.27%        8.99%  

Class I2

     6.97%        19.57%        14.37%        10.02%  

Class R32

     6.58%        18.84%        13.73%        9.53%  

Class R42

     6.77%        19.22%        14.08%        9.83%  

Class R52

     6.93%        19.57%        14.42%        10.12%  

Class R62

     6.99%        19.69%        14.54%        10.23%  

Class Y2

     6.99%        19.66%        14.53%        10.22%  

Class F2

     6.99%        19.71%        14.40%        10.03%  

S&P MidCap 400 Index

     2.83%        9.77%        11.77%        10.05%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

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

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

S&P MidCap 400 Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted index designed to measure the performance of the mid-cap segment of the market. The index is composed of 400 constituent companies.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waiver/reimbursements, please see the prospectus.

 

 

 

  14  

 


The Hartford MidCap Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

MidCap Fund Class A

     1.13%        1.13%  

MidCap Fund Class C

     1.87%        1.87%  

MidCap Fund Class I

     0.87%        0.90%  

MidCap Fund Class R3

     1.47%        1.47%  

MidCap Fund Class R4

     1.17%        1.17%  

MidCap Fund Class R5

     0.86%        0.86%  

MidCap Fund Class R6

     0.76%        0.76%  

MidCap Fund Class Y

     0.77%        0.77%  

MidCap Fund Class F

     0.75%        0.75%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursements. Net expenses reflect such arrangements only with respect to Class I. This arrangement remains in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Mid-cap securities can have greater risks and volatility than large-cap securities. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     5.5

Consumer Staples

     0.7  

Energy

     4.9  

Financials

     15.7  

Health Care

     17.2  

Industrials

     20.6  

Information Technology

     29.0  

Materials

     3.1  

Real Estate

     1.2  

Utilities

     1.9  
  

 

 

 

Total

     99.8
  

 

 

 

Short-Term Investments

     1.3  

Other Assets & Liabilities

     (1.1
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  15  

 


Fund Performance and Summary

The Hartford MidCap Value Fund inception 04/30/2001

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     0.82%        7.64%        9.52%        8.81%  

Class A3

     -4.73%        1.72%        8.29%        8.20%  

Class C2

     0.52%        6.83%        8.74%        8.02%  

Class C3

     -0.46%        5.83%        8.74%        8.02%  

Class I2

     1.01%        7.87%        9.83%        9.09%  

Class R32

     0.72%        7.33%        9.23%        8.69%  

Class R42

     0.89%        7.67%        9.57%        8.96%  

Class R52

     0.96%        7.93%        9.89%        9.21%  

Class Y2

     1.05%        8.00%        10.00%        9.29%  

Class F2

     1.03%        8.10%        9.89%        9.12%  

Russell 2500 Value Index

     2.03%        6.97%        10.05%        8.97%  

Russell MidCap Value Index

     2.55%        6.83%        10.97%        9.22%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

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

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may

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

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

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

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

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

You cannot invest directly in an index.

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

Performance information may reflect historical waivers/ reimbursements without which performance would have been lower.

 

 

 

  16  

 


The Hartford MidCap Value Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

MidCap Value Fund Class A

     1.24%        1.24%  

MidCap Value Fund Class C

     1.99%        1.99%  

MidCap Value Fund Class I

     0.99%        0.99%  

MidCap Value Fund Class R3

     1.52%        1.52%  

MidCap Value Fund Class R4

     1.22%        1.22%  

MidCap Value Fund Class R5

     0.91%        0.91%  

MidCap Value Fund Class Y

     0.83%        0.83%  

MidCap Value Fund Class F

     0.80%        0.80%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Mid-cap securities can have greater risks and volatility than large-cap securities. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Consumer Discretionary

     3.9

Consumer Staples

     3.8  

Energy

     8.3  

Financials

     21.9  

Health Care

     5.3  

Industrials

     16.7  

Information Technology

     12.5  

Materials

     9.8  

Real Estate

     9.7  

Telecommunication Services

     1.3  

Utilities

     5.1  
  

 

 

 

Total

     98.3
  

 

 

 

Short-Term Investments

     2.9  

Other Assets & Liabilities

     (1.2
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  17  

 


Fund Performance and Summary

Hartford Quality Value Fund

(formerly, The Hartford Value Opportunities Fund) inception 01/02/1996

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     2.82%        7.32%        9.15%        7.79%  

Class A3

     -2.84%        1.42%        7.92%        7.18%  

Class C2

     2.42%        6.52%        8.36%        6.98%  

Class C3

     1.45%        5.52%        8.36%        6.98%  

Class I2

     2.97%        7.65%        9.50%        8.10%  

Class R32

     2.68%        6.97%        8.85%        7.51%  

Class R42

     2.84%        7.35%        9.20%        7.84%  

Class R52

     2.92%        7.61%        9.50%        8.16%  

Class R62

     3.05%        7.72%        9.59%        8.21%  

Class Y2

     3.00%        7.67%        9.58%        8.21%  

Class F2

     3.02%        7.70%        9.52%        8.11%  

Russell 1000 Value Index

     1.94%        7.50%        10.52%        7.30%  

Russell 3000 Value Index

     1.86%        7.42%        10.50%        7.39%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

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

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. Class R6 shares commenced operations on 2/28/18. Performance prior to that date is that of the Fund’s Class Y shares.

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

Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index measures the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership.

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

Effective November 1, 2017, the Russell 3000 Value Index no longer is one of the Fund’s benchmarks. The investment manager, Hartford Funds Management Company, LLC, believes that the Russell 1000 Value Index better reflects the Fund’s revised investment strategy.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/ reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  18  

 


Hartford Quality Value Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Quality Value Fund Class A

     1.05%        1.09%  

Quality Value Fund Class C

     1.80%        1.83%  

Quality Value Fund Class I

     0.77%        0.77%  

Quality Value Fund Class R3

     1.35%        1.37%  

Quality Value Fund Class R4

     1.05%        1.06%  

Quality Value Fund Class R5

     0.75%        0.77%  

Quality Value Fund Class R6

     0.65%        0.65%  

Quality Value Fund Class Y

     0.70%        0.71%  

Quality Value Fund Class F

     0.65%        0.65%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Consumer Discretionary

     5.3

Consumer Staples

     5.9  

Energy

     13.2  

Financials

     27.4  

Health Care

     12.6  

Industrials

     9.2  

Information Technology

     11.4  

Materials

     3.7  

Real Estate

     2.9  

Telecommunication Services

     2.1  

Utilities

     4.2  
  

 

 

 

Total

     97.9
  

 

 

 

Short-Term Investments

     2.4  

Other Assets & Liabilities

     (0.3
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  19  

 


Fund Performance and Summary

Hartford Small Cap Core Fund inception 01/01/2005

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     0.93%        6.19%        8.71%        7.51%  

Class A3

     -4.62%        0.35%        7.48%        6.91%  

Class C2

     0.52%        5.33%        7.88%        6.74%  

Class C3

     -0.44%        4.33%        7.88%        6.74%  

Class I2

     1.10%        6.52%        8.92%        7.62%  

Class R32

     0.82%        5.93%        8.46%        7.51%  

Class R42

     1.00%        6.24%        8.80%        7.73%  

Class R52

     1.11%        6.57%        9.11%        7.94%  

Class R62

     1.14%        6.59%        9.17%        7.96%  

Class Y2

     1.14%        6.59%        9.17%        7.96%  

Class F2

     1.12%        6.62%        8.94%        7.63%  

Russell 2000 Index

     3.27%        11.54%        11.74%        9.49%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

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

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the

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

Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares. Class I shares commenced operations on 03/31/15. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 3/31/15 through 2/27/17 and Class A shares (excluding sales charges) prior to 3/31/15. Class R6 shares commenced operations on 2/28/18. Performance prior to that date is that of the Fund’s Class Y shares.

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

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

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

Russell 2000 Index (reflects no deduction for fees, expenses or taxes) is an index comprised of 2,000 of the smallest U.S.-domiciled company common stocks based on a combination of their market capitalization and current index membership.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/ reimbursements, please see the prospectus.

 

 

 

  20  

 


Hartford Small Cap Core Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Small Cap Core Fund Class A

     1.30%        1.34%  

Small Cap Core Fund Class C

     2.05%        2.11%  

Small Cap Core Fund Class I

     1.00%        1.00%  

Small Cap Core Fund Class R3

     1.50%        1.59%  

Small Cap Core Fund Class R4

     1.20%        1.29%  

Small Cap Core Fund Class R5

     0.90%        0.99%  

Small Cap Core Fund Class R6

     0.85%        0.87%  

Small Cap Core Fund Class Y

     0.85%        0.87%  

Small Cap Core Fund Class F

     0.85%        0.87%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Small-cap securities can have greater risks and volatility than large-cap securities. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Consumer Discretionary

     11.9

Consumer Staples

     4.1  

Energy

     4.7  

Financials

     16.2  

Health Care

     16.1  

Industrials

     14.8  

Information Technology

     15.5  

Materials

     3.1  

Real Estate

     7.3  

Telecommunication Services

     2.2  

Utilities

     0.6  
  

 

 

 

Total

     96.5
  

 

 

 

Short-Term Investments

     2.5  

Other Assets & Liabilities

     1.0  
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  21  

 


Fund Performance and Summary

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

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     3.84%        13.11%        12.67%        11.04%  

Class A3

     -1.87%        6.89%        11.40%        10.42%  

Class C2

     3.49%        12.31%        11.89%        10.23%  

Class C3

     2.51%        11.31%        11.89%        10.23%  

Class I2

     4.04%        13.45%        13.00%        11.31%  

Class R32

     3.70%        12.76%        12.37%        10.74%  

Class R42

     3.87%        13.13%        12.73%        11.07%  

Class R52

     4.02%        13.47%        13.07%        11.40%  

Class R62

     4.08%        13.61%        13.16%        11.48%  

Class Y2

     4.06%        13.54%        13.17%        11.49%  

Class F2

     4.07%        13.59%        13.04%        11.33%  

Russell 2000 Growth Index

     5.46%        16.60%        13.07%        10.41%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

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

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

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

Russell 2000 Growth Index (reflects no deduction for fees, expenses or taxes) is an index of those Russell 2000 Index growth companies with higher price-to-book ratios and higher forecasted growth values. The Russell 2000 Index is an index comprised of 2,000 of the smallest U.S.-domiciled company common stocks based on a combination of their market capitalization and current index membership.

You cannot invest directly in an index.

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

Performance information may reflect historical waivers/ reimbursements without which performance would have been lower.

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

 

 

 

  22  

 


The Hartford Small Cap Growth Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Small Cap Growth Fund Class A

     1.26%        1.26%  

Small Cap Growth Fund Class C

     1.92%        1.92%  

Small Cap Growth Fund Class I

     0.86%        0.86%  

Small Cap Growth Fund Class R3

     1.49%        1.49%  

Small Cap Growth Fund Class R4

     1.18%        1.18%  

Small Cap Growth Fund Class R5

     0.87%        0.87%  

Small Cap Growth Fund Class R6

     0.77%        0.77%  

Small Cap Growth Fund Class Y

     0.79%        0.79%  

Small Cap Growth Fund Class F

     0.77%        0.77%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The Fund seeks to achieve its investment objective by allocating assets among different asset classes and/or portfolio management teams. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Small-cap securities can have greater risks and volatility than large-cap securities. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur. •Different investment styles may go in and out favor, which may cause a Fund to underperform the broader stock market.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     13.9

Consumer Staples

     3.3  

Energy

     2.2  

Financials

     5.7  

Health Care

     24.7  

Industrials

     16.4  

Information Technology

     25.1  

Materials

     3.8  

Real Estate

     2.2  

Telecommunication Services

     0.8  
  

 

 

 

Total

     98.1
  

 

 

 

Short-Term Investments

     3.5  

Other Assets & Liabilities

     (1.6
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  23  

 


Fund Performance and Summary

The Hartford Small Company Fund inception 07/22/1996

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     7.03%        18.00%        10.16%        7.56%  

Class A3

     1.15%        11.51%        8.92%        6.96%  

Class C2

     6.59%        17.06%        9.36%        6.79%  

Class C3

     5.59%        16.06%        9.36%        6.79%  

Class I2

     7.15%        18.21%        10.42%        7.82%  

Class R32

     6.92%        17.74%        9.94%        7.35%  

Class R42

     7.09%        18.12%        10.28%        7.69%  

Class R52

     7.23%        18.43%        10.60%        8.00%  

Class R62

     7.26%        18.52%        10.70%        8.11%  

Class Y2

     7.27%        18.53%        10.69%        8.10%  

Class F2

     7.28%        18.53%        10.48%        7.85%  

Russell 2000 Growth Index

     5.46%        16.60%        13.07%        10.41%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

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

 

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

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

Russell 2000 Growth Index (reflects no deduction for fees, expenses or taxes) is an index of those Russell 2000 Index growth companies with higher price-to-book ratios and higher forecasted growth values. The Russell 2000 Index is an index comprised of 2,000 of the smallest U.S.-domiciled company common stocks based on a combination of their market capitalization and current index membership.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/

reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  24  

 


The Hartford Small Company Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Small Company Fund Class A

     1.39%        1.39%  

Small Company Fund Class C

     2.16%        2.18%  

Small Company Fund Class I

     1.13%        1.13%  

Small Company Fund Class R3

     1.56%        1.65%  

Small Company Fund Class R4

     1.26%        1.34%  

Small Company Fund Class R5

     0.96%        1.05%  

Small Company Fund Class R6

     0.91%        0.93%  

Small Company Fund Class Y

     0.91%        0.93%  

Small Company Fund Class F

     0.91%        0.93%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The Fund seeks to achieve its investment objective by allocating assets among different asset classes and/or portfolio management teams. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Small-cap securities can have greater risks and volatility than large-cap securities. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur. Different investment styles may go in and out favor, which may cause a Fund to underperform the broader stock market.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Consumer Discretionary

     17.7

Consumer Staples

     1.9  

Energy

     1.1  

Financials

     5.2  

Health Care

     19.8  

Industrials

     14.9  

Information Technology

     30.0  

Materials

     4.8  

Real Estate

     0.1  
  

 

 

 

Total

     95.5
  

 

 

 

Short-Term Investments

     6.5  

Other Assets & Liabilities

     (2.0
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  25  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited)

 

 

 

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of November 1, 2017 through April 30, 2018, except as indicated below. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratios below.

Actual Expenses

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

Hypothetical Example for Comparison Purposes

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

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) and CDSC. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses for a class of a Fund are equal to the class’ annualized expense ratio multiplied by average account value over the period, multiplied by 181/365 (to reflect the one-half year period).

The Hartford Capital Appreciation Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,039.20     $     5.46     $     1,000.00     $     1,019.44     $     5.41       1.08     181       365  

Class C

  $ 1,000.00     $ 1,035.00     $ 9.18     $ 1,000.00     $ 1,015.77     $ 9.10       1.82     181       365  

Class I

  $ 1,000.00     $ 1,040.50     $ 4.05     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Class R3

  $ 1,000.00     $ 1,037.40     $ 7.12     $ 1,000.00     $ 1,017.80     $ 7.05       1.41     181       365  

Class R4

  $ 1,000.00     $ 1,038.90     $ 5.56     $ 1,000.00     $ 1,019.34     $ 5.51       1.10     181       365  

Class R5

  $ 1,000.00     $ 1,040.60     $ 4.05     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Class R6

  $ 1,000.00     $ 1,041.00     $ 3.59     $ 1,000.00     $ 1,021.27     $ 3.56       0.71     181       365  

Class Y

  $ 1,000.00     $ 1,040.90     $ 3.64     $ 1,000.00     $ 1,021.22     $ 3.61       0.72     181       365  

Class F

  $ 1,000.00     $ 1,040.80     $ 3.59     $ 1,000.00     $ 1,021.27     $ 3.56       0.71     181       365  

 

 

  26  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

Hartford Core Equity Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,060.80     $     3.83     $     1,000.00     $     1,021.08     $     3.76       0.75     181       365  

Class C

  $ 1,000.00     $ 1,056.50     $ 7.60     $ 1,000.00     $ 1,017.41     $ 7.45       1.49     181       365  

Class I

  $ 1,000.00     $ 1,062.00     $ 2.40     $ 1,000.00     $ 1,022.46     $ 2.36       0.47     181       365  

Class R3

  $ 1,000.00     $ 1,058.80     $ 5.56     $ 1,000.00     $ 1,019.39     $ 5.46       1.09     181       365  

Class R4

  $ 1,000.00     $ 1,060.60     $ 3.93     $ 1,000.00     $ 1,020.98     $ 3.86       0.77     181       365  

Class R5

  $ 1,000.00     $ 1,062.00     $ 2.51     $ 1,000.00     $ 1,022.37     $ 2.46       0.49     181       365  

Class R6

  $ 1,000.00     $ 1,062.50     $ 1.99     $ 1,000.00     $ 1,022.86     $ 1.96       0.39     181       365  

Class Y

  $ 1,000.00     $ 1,062.20     $ 2.15     $ 1,000.00     $ 1,022.71     $ 2.11       0.42     181       365  

Class F

  $ 1,000.00     $ 1,062.50     $ 1.99     $ 1,000.00     $ 1,022.86     $ 1.96       0.39     181       365  

The Hartford Dividend and Growth Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,022.10     $     5.01     $     1,000.00     $     1,019.84     $     5.01       1.00     181       365  

Class C

  $ 1,000.00     $ 1,018.30     $ 8.76     $ 1,000.00     $ 1,016.12     $ 8.75       1.75     181       365  

Class I

  $ 1,000.00     $ 1,024.00     $ 3.66     $ 1,000.00     $ 1,021.18     $ 3.66       0.73     181       365  

Class R3

  $ 1,000.00     $ 1,020.40     $ 6.76     $ 1,000.00     $ 1,018.10     $ 6.76       1.35     181       365  

Class R4

  $ 1,000.00     $ 1,022.20     $ 5.21     $ 1,000.00     $ 1,019.64     $ 5.21       1.04     181       365  

Class R5

  $ 1,000.00     $ 1,023.70     $ 3.71     $ 1,000.00     $ 1,021.13     $ 3.71       0.74     181       365  

Class R6

  $ 1,000.00     $ 1,024.20     $ 3.21     $ 1,000.00     $ 1,021.62     $ 3.21       0.64     181       365  

Class Y

  $ 1,000.00     $ 1,023.90     $ 3.41     $ 1,000.00     $ 1,021.42     $ 3.41       0.68     181       365  

Class F

  $ 1,000.00     $ 1,024.00     $ 3.21     $ 1,000.00     $ 1,021.62     $ 3.21       0.64     181       365  

 

 

  27  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Equity Income Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,002.40     $     4.96     $     1,000.00     $     1,019.84     $     5.01       1.00     181       365  

Class C

  $ 1,000.00     $ 998.70     $ 8.67     $ 1,000.00     $ 1,016.12     $ 8.75       1.75     181       365  

Class I

  $ 1,000.00     $ 1,003.80     $ 3.68     $ 1,000.00     $ 1,021.13     $ 3.71       0.74     181       365  

Class R3

  $ 1,000.00     $ 1,000.60     $ 6.75     $ 1,000.00     $ 1,018.05     $ 6.81       1.36     181       365  

Class R4

  $ 1,000.00     $ 1,002.10     $ 5.26     $ 1,000.00     $ 1,019.54     $ 5.31       1.06     181       365  

Class R5

  $ 1,000.00     $ 1,003.60     $ 3.78     $ 1,000.00     $ 1,021.03     $ 3.81       0.76     181       365  

Class R6

  $ 1,000.00     $ 1,004.10     $ 3.28     $ 1,000.00     $ 1,021.52     $ 3.31       0.66     181       365  

Class Y

  $ 1,000.00     $ 1,003.90     $ 3.48     $ 1,000.00     $ 1,021.32     $ 3.51       0.70     181       365  

Class F

  $ 1,000.00     $ 1,004.20     $ 3.28     $ 1,000.00     $ 1,021.52     $ 3.31       0.66     181       365  

The Hartford Growth Opportunities Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,053.80     $     5.70     $     1,000.00     $     1,019.24     $     5.61       1.12     181       365  

Class C

  $ 1,000.00     $ 1,050.00     $ 9.45     $ 1,000.00     $ 1,015.57     $ 9.30       1.86     181       365  

Class I

  $ 1,000.00     $ 1,055.40     $ 4.28     $ 1,000.00     $ 1,020.63     $ 4.21       0.84     181       365  

Class R3

  $ 1,000.00     $ 1,052.00     $ 7.38     $ 1,000.00     $ 1,017.60     $ 7.25       1.45     181       365  

Class R4

  $ 1,000.00     $ 1,053.70     $ 5.86     $ 1,000.00     $ 1,019.09     $ 5.76       1.15     181       365  

Class R5

  $ 1,000.00     $ 1,055.30     $ 4.33     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class R6

  $ 1,000.00     $ 1,055.60     $ 3.82     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class Y

  $ 1,000.00     $ 1,055.60     $ 3.98     $ 1,000.00     $ 1,020.93     $ 3.91       0.78     181       365  

Class F

  $ 1,000.00     $ 1,055.80     $ 3.82     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

 

 

  28  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Healthcare Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,021.10     $     6.46     $     1,000.00     $     1,018.40     $     6.46       1.29     181       365  

Class C

  $ 1,000.00     $ 1,017.30     $     10.15     $ 1,000.00     $ 1,014.73     $     10.14       2.03     181       365  

Class I

  $ 1,000.00     $ 1,022.40     $ 5.01     $ 1,000.00     $ 1,019.84     $ 5.01       1.00     181       365  

Class R3

  $ 1,000.00     $ 1,019.60     $ 8.06     $ 1,000.00     $ 1,016.81     $ 8.05       1.61     181       365  

Class R4

  $ 1,000.00     $ 1,021.20     $ 6.57     $ 1,000.00     $ 1,018.30     $ 6.56       1.31     181       365  

Class R5

  $ 1,000.00     $ 1,022.50     $ 5.11     $ 1,000.00     $ 1,019.74     $ 5.11       1.02     181       365  

Class Y

  $ 1,000.00     $ 1,023.00     $ 4.56     $ 1,000.00     $ 1,020.28     $ 4.56       0.91     181       365  

Class F

  $ 1,000.00     $ 1,023.30     $ 4.52     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

The Hartford MidCap Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,068.10     $     5.64     $     1,000.00     $     1,019.34     $     5.51       1.10     181       365  

Class C

  $ 1,000.00     $ 1,064.10     $ 9.47     $ 1,000.00     $ 1,015.62     $ 9.25       1.85     181       365  

Class I

  $ 1,000.00     $ 1,069.70     $ 4.21     $ 1,000.00     $ 1,020.73     $ 4.11       0.82     181       365  

Class R3

  $ 1,000.00     $ 1,065.80     $ 7.48     $ 1,000.00     $ 1,017.56     $ 7.30       1.46     181       365  

Class R4

  $ 1,000.00     $ 1,067.70     $ 5.84     $ 1,000.00     $ 1,019.14     $ 5.71       1.14     181       365  

Class R5

  $ 1,000.00     $ 1,069.30     $ 4.36     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class R6

  $ 1,000.00     $ 1,069.90     $ 3.85     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class Y

  $ 1,000.00     $ 1,069.90     $ 3.95     $ 1,000.00     $ 1,020.98     $ 3.86       0.77     181       365  

Class F

  $ 1,000.00     $ 1,069.90     $ 3.80     $ 1,000.00     $ 1,021.13     $ 3.71       0.74     181       365  

 

 

  29  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford MidCap Value Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,008.20     $     6.07     $     1,000.00     $     1,018.75     $     6.11       1.22     181       365  

Class C

  $ 1,000.00     $ 1,005.20     $ 9.79     $ 1,000.00     $ 1,015.03     $ 9.84       1.97     181       365  

Class I

  $ 1,000.00     $ 1,010.10     $ 4.44     $ 1,000.00     $ 1,020.38     $ 4.46       0.89     181       365  

Class R3

  $ 1,000.00     $ 1,007.20     $ 7.56     $ 1,000.00     $ 1,017.26     $ 7.60       1.52     181       365  

Class R4

  $ 1,000.00     $ 1,008.90     $ 6.03     $ 1,000.00     $ 1,018.79     $ 6.06       1.21     181       365  

Class R5

  $ 1,000.00     $ 1,009.60     $ 4.48     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

Class Y

  $ 1,000.00     $ 1,010.50     $ 4.29     $ 1,000.00     $ 1,020.53     $ 4.31       0.86     181       365  

Class F

  $ 1,000.00     $ 1,010.30     $ 3.99     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Hartford Quality Value Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,028.20     $     5.28     $     1,000.00     $     1,019.59     $     5.26       1.05     181       365  

Class C

  $ 1,000.00     $ 1,024.20     $ 9.03     $ 1,000.00     $ 1,015.87     $ 9.00       1.80     181       365  

Class I

  $ 1,000.00     $ 1,029.70     $ 3.67     $ 1,000.00     $ 1,021.18     $ 3.66       0.73     181       365  

Class R3

  $ 1,000.00     $ 1,026.80     $ 6.73     $ 1,000.00     $ 1,018.15     $ 6.71       1.34     181       365  

Class R4

  $ 1,000.00     $ 1,028.40     $ 5.28     $ 1,000.00     $ 1,019.59     $ 5.26       1.05     181       365  

Class R5

  $ 1,000.00     $ 1,029.20     $ 3.77     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class R6(1)

  $ 1,000.00     $ 990.90     $ 1.05 (2)    $ 1,000.00     $ 1,021.67     $ 3.16       0.63     181       365  

Class Y

  $ 1,000.00     $ 1,030.00     $ 3.47     $ 1,000.00     $ 1,021.37     $ 3.46       0.69     181       365  

Class F

  $ 1,000.00     $ 1,030.20     $ 3.22     $ 1,000.00     $ 1,021.62     $ 3.21       0.64     181       365  

 

* Please note that while Class R6 shares commenced operations on February 28, 2018, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2017 to April 30, 2018.
(1)  Inception date of Class R6 shares was February 28, 2018.
(2)  Expenses paid during the period February 28, 2018 through April 30, 2018.

 

 

  30  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

Hartford Small Cap Core Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,009.30     $     6.48     $     1,000.00     $     1,018.35     $     6.51       1.30     181       365  

Class C

  $ 1,000.00     $ 1,005.20     $     10.19     $ 1,000.00     $ 1,014.63     $     10.24       2.05     181       365  

Class I

  $ 1,000.00     $ 1,011.00     $ 4.79     $ 1,000.00     $ 1,020.03     $ 4.81       0.96     181       365  

Class R3

  $ 1,000.00     $ 1,008.20     $ 7.27     $ 1,000.00     $ 1,017.56     $ 7.30       1.46     181       365  

Class R4

  $ 1,000.00     $ 1,010.00     $ 5.98     $ 1,000.00     $ 1,018.84     $ 6.01       1.20     181       365  

Class R5

  $ 1,000.00     $ 1,011.10     $ 4.49     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

Class R6(1)

  $ 1,000.00     $ 1,008.60     $ 1.43 (2)    $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class Y

  $ 1,000.00     $ 1,011.40     $ 4.24     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class F

  $ 1,000.00     $ 1,011.20     $ 4.24     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

 

* Please note that while Class R6 shares commenced operations on February 28, 2018, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2017 to April 30, 2018.
(1)  Inception date of Class R6 shares was February 28, 2018.
(2)  Expenses paid during the period February 28, 2018 through April 30, 2018.

The Hartford Small Cap Growth Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,038.40     $     6.17     $     1,000.00     $     1,018.75     $     6.11       1.22     181       365  

Class C

  $ 1,000.00     $ 1,034.90     $ 9.54     $ 1,000.00     $ 1,015.42     $ 9.44       1.89     181       365  

Class I

  $ 1,000.00     $ 1,040.40     $ 4.15     $ 1,000.00     $ 1,020.73     $ 4.11       0.82     181       365  

Class R3

  $ 1,000.00     $ 1,037.00     $ 7.37     $ 1,000.00     $ 1,017.56     $ 7.30       1.46     181       365  

Class R4

  $ 1,000.00     $ 1,038.70     $ 5.81     $ 1,000.00     $ 1,019.09     $ 5.76       1.15     181       365  

Class R5

  $ 1,000.00     $ 1,040.20     $ 4.30     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class R6

  $ 1,000.00     $ 1,040.80     $ 3.80     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class Y

  $ 1,000.00     $ 1,040.60     $ 3.95     $ 1,000.00     $ 1,020.93     $ 3.91       0.78     181       365  

Class F

  $ 1,000.00     $ 1,040.70     $ 3.79     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

 

 

  31  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Small Company Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,070.30     $     6.88     $     1,000.00     $     1,018.15     $     6.71       1.34     181       365  

Class C

  $ 1,000.00     $ 1,065.90     $     10.81     $ 1,000.00     $ 1,014.33     $     10.54       2.11     181       365  

Class I

  $ 1,000.00     $ 1,071.50     $ 5.50     $ 1,000.00     $ 1,019.49     $ 5.36       1.07     181       365  

Class R3

  $ 1,000.00     $ 1,069.20     $ 7.95     $ 1,000.00     $ 1,017.11     $ 7.75       1.55     181       365  

Class R4

  $ 1,000.00     $ 1,070.90     $ 6.42     $ 1,000.00     $ 1,018.60     $ 6.26       1.25     181       365  

Class R5

  $ 1,000.00     $ 1,072.30     $ 4.88     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class R6

  $ 1,000.00     $ 1,072.60     $ 4.63     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

Class Y

  $ 1,000.00     $ 1,072.70     $ 4.63     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

Class F

  $ 1,000.00     $ 1,072.80     $ 4.63     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

 

 

  32  

 


The Hartford Capital Appreciation Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.9%  
      Automobiles & Components - 1.7%  
  459,067    

Aptiv plc

  $ 38,827,887  
  219,100    

Ferrari N.V.

    26,878,486  
  428,879    

General Motors Co.

    15,757,015  
  404,312    

Magna International, Inc.

    23,878,639  
  395,499    

Valeo S.A.

    26,442,751  
   

 

 

 
      131,784,778  
   

 

 

 
      Banks - 4.9%  
  3,259,467    

Bank of America Corp.

    97,523,252  
  3,171,000    

China Merchants Bank Co., Ltd. Class H

    13,826,823  
  328,825    

Citigroup, Inc.

    22,448,883  
  471,265    

Citizens Financial Group, Inc.

    19,552,785  
  206,209    

First Republic Bank

    19,150,630  
  1,836,850    

ICICI Bank Ltd.

    7,813,667  
  2,744,777    

KeyCorp

    54,675,958  
  422,223    

PNC Financial Services Group, Inc.

    61,479,891  
  566,610    

Sumitomo Mitsui Financial Group, Inc.

    23,615,308  
  542,717    

SunTrust Banks, Inc.

    36,253,495  
  1,073,808    

UniCredit S.p.A.

    23,280,065  
   

 

 

 
      379,620,757  
   

 

 

 
      Capital Goods - 3.4%  
  647,719    

AerCap Holdings N.V.*

    33,765,591  
  200,285    

Airbus SE(1)

    23,510,071  
  264,860    

Deere & Co.

    35,843,504  
  141,503    

General Dynamics Corp.

    28,485,969  
  806,800    

Harry’s, Inc.*(2)(3)(4)(5)

    10,891,800  
  244,058    

Ingersoll-Rand plc

    20,474,026  
  676,200    

Komatsu Ltd.

    23,050,784  
  94,479    

L3 Technologies, Inc.

    18,506,546  
  90,914    

Lockheed Martin Corp.

    29,168,848  
  127,017    

Rockwell Automation, Inc.

    20,898,107  
  246,467    

Xylem, Inc.

    17,967,444  
   

 

 

 
      262,562,690  
   

 

 

 
      Commercial & Professional Services - 2.6%  
  215,413    

CoStar Group, Inc.*

    78,983,330  
  113,814    

Equifax, Inc.

    12,752,859  
  638,831    

IHS Markit Ltd.*

    31,385,767  
  4,595    

Klarna Holding AB*(2)(3)(4)(5)

    630,742  
  478,085    

Republic Services, Inc.

    30,922,538  
  434,492    

TransUnion*

    28,202,876  
  267,447    

Waste Connections, Inc.

    19,336,418  
   

 

 

 
      202,214,530  
   

 

 

 
      Consumer Durables & Apparel - 4.1%  
  2,328,486    

NIKE, Inc. Class B

    159,245,158  
  623,020    

Sony Corp.

    29,098,833  
  394,347    

Tapestry, Inc.

    21,204,038  
  2,044,525    

Under Armour, Inc. Class A*(1)

    36,310,764  
  2,926,752    

Under Armour, Inc. Class C*(1)

    44,925,643  
  274,621    

VF Corp.

    22,208,600  
   

 

 

 
      312,993,036  
   

 

 

 
      Consumer Services - 4.6%  
  153,676    

Chipotle Mexican Grill, Inc.*

    65,055,661  
  5,654,566    

DraftKings, Inc.*(2)(3)(4)(5)

    7,520,573  
  919,447    

Hilton Worldwide Holdings, Inc.

    72,489,202  
  954,146    

Las Vegas Sands Corp.

    69,967,526  
  230,931    

McDonald’s Corp.

    38,667,087  
  807,169    

MGM Resorts International

    25,361,250  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.9% - (continued)  
      Consumer Services - 4.6% - (continued)  
  317,212    

New Oriental Education & Technology Group, Inc. ADR

  $ 28,498,326  
  132,960    

Royal Caribbean Cruises Ltd.

    14,384,942  
  364,789    

Yum! Brands, Inc.

    31,773,122  
   

 

 

 
      353,717,689  
   

 

 

 
      Diversified Financials - 4.8%  
  1,208,312    

American Express Co.

    119,320,810  
  55,801    

BlackRock, Inc.

    29,100,222  
  106,876    

Goldman Sachs Group, Inc.

    25,471,757  
  444,446    

Intercontinental Exchange, Inc.

    32,204,557  
  1,365,300    

J2 Acquisition Ltd.*(3)

    12,929,391  
  558,005    

Ocean Outdoor Ltd.*(2)(3)(4)(5)

    5,342,898  
  1,753,101    

SLM Corp.*

    20,125,599  
  778,911    

Synchrony Financial

    25,836,478  
  1,080,498    

TD Ameritrade Holding Corp.

    62,766,129  
  2,244,953    

UBS Group AG*

    37,681,291  
   

 

 

 
      370,779,132  
   

 

 

 
      Energy - 2.2%  
  243,031    

Diamondback Energy, Inc.*

    31,217,332  
  661,420    

Halliburton Co.

    35,048,646  
  123,188    

Hess Corp.

    7,020,484  
  266,474    

Lundin Petroleum AB*

    7,345,870  
  205,842    

Noble Energy, Inc.

    6,963,635  
  2,067,677    

Petroleo Brasileiro S.A. ADR*

    29,133,569  
  385,387    

TOTAL S.A. ADR

    24,222,223  
  1,761,911    

WPX Energy, Inc.*

    30,111,059  
   

 

 

 
      171,062,818  
   

 

 

 
      Food & Staples Retailing - 0.5%  
  204,962    

Costco Wholesale Corp.

    40,410,308  
   

 

 

 
      Food, Beverage & Tobacco - 2.7%  
  409,139    

Altria Group, Inc.

    22,956,789  
  1,183,953    

Coca-Cola Co.

    51,158,609  
  1,660,621    

Diageo plc

    59,242,067  
  158,564    

Hershey Co.

    14,578,374  
  372,716    

Monster Beverage Corp.*

    20,499,380  
  359,639    

PepsiCo, Inc.

    36,301,961  
   

 

 

 
      204,737,180  
   

 

 

 
      Health Care Equipment & Services - 6.8%  
  228,257    

Aetna, Inc.

    40,869,416  
  132,481    

Align Technology, Inc.*

    33,100,378  
  950,512    

Baxter International, Inc.

    66,060,584  
  156,931    

Becton Dickinson and Co.

    36,387,591  
  555,381    

Cardinal Health, Inc.

    35,638,799  
  464,159    

Danaher Corp.

    46,564,431  
  390,151    

Edwards Lifesciences Corp.*

    49,689,631  
  231,274    

McKesson Corp.

    36,127,311  
  765,012    

Medtronic plc

    61,300,412  
  202,070    

Stryker Corp.

    34,234,699  
  79,750    

Teleflex, Inc.

    21,363,430  
  272,547    

UnitedHealth Group, Inc.

    64,430,111  
   

 

 

 
      525,766,793  
   

 

 

 
      Household & Personal Products - 1.1%  
  768,841    

Colgate-Palmolive Co.

    50,151,499  
  1,751,906    

Coty, Inc. Class A

    30,395,569  
   

 

 

 
      80,547,068  
   

 

 

 
 

 

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

 

 

  33  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.9% - (continued)  
      Insurance - 4.0%  
  631,064    

Aflac, Inc.

  $ 28,757,586  
  300,234    

American International Group, Inc.

    16,813,104  
  337,258    

Arthur J Gallagher & Co.

    23,604,687  
  533,676    

Chubb Ltd.

    72,403,823  
  233,044    

Lincoln National Corp.

    16,462,228  
  532,705    

Marsh & McLennan Cos., Inc.

    43,415,458  
  2,329,500    

Ping An Insurance Group Co. of China Ltd. Class H

    22,762,476  
  667,300    

Tokio Marine Holdings, Inc.

    31,494,721  
  324,594    

Unum Group

    15,703,858  
  253,429    

Willis Towers Watson plc

    37,636,741  
   

 

 

 
      309,054,682  
   

 

 

 
      Materials - 5.3%  
  1,261,438    

Anglo American plc

    29,680,690  
  576,662    

ArcelorMittal*

    19,514,242  
  669,307    

Ball Corp.

    26,832,517  
  661,645    

CF Industries Holdings, Inc.

    25,671,826  
  203,883    

Eastman Chemical Co.

    20,812,377  
  1,755,909    

Freeport-McMoRan, Inc.

    26,707,376  
  679,070    

International Paper Co.

    35,012,849  
  256,960    

Nucor Corp.

    15,833,875  
  568,165    

Packaging Corp. of America

    65,731,009  
  532,707    

Praxair, Inc.

    81,248,472  
  900,266    

Steel Dynamics, Inc.

    40,340,919  
  217,788    

Vulcan Materials Co.

    24,324,742  
   

 

 

 
      411,710,894  
   

 

 

 
      Media - 0.3%  
  171,806    

DISH Network Corp. Class A*

    5,764,091  
  164,286    

Time Warner, Inc.

    15,574,313  
  25,200    

Weinstein Co. LLC*(2)(3)(4)(5)

     
   

 

 

 
      21,338,404  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 5.3%  
  305,098    

Agilent Technologies, Inc.

    20,057,142  
  424,525    

Alkermes plc*

    18,793,722  
  173,829    

Alnylam Pharmaceuticals, Inc.*

    16,432,055  
  151,108    

BeiGene Ltd. ADR*

    25,624,895  
  2,117,548    

Bristol-Myers Squibb Co.

    110,387,777  
  968,317    

Exact Sciences Corp.*

    48,425,533  
  163,700    

Heron Therapeutics, Inc.*

    4,960,110  
  457,964    

Ionis Pharmaceuticals, Inc.*

    19,706,191  
  261,904    

Johnson & Johnson

    33,128,237  
  32,892    

Mettler-Toledo International, Inc.*

    18,417,218  
  105,633    

Nektar Therapeutics*

    8,837,257  
  1,030,292    

Pfizer, Inc.

    37,718,990  
  213,815    

TESARO, Inc.*

    10,885,322  
  163,358    

Thermo Fisher Scientific, Inc.

    34,362,355  
   

 

 

 
      407,736,804  
   

 

 

 
      Real Estate - 3.0%  
  635,309    

American Tower Corp. REIT

    86,630,735  
  153,940    

AvalonBay Communities, Inc. REIT

    25,092,220  
  482,335    

Public Storage REIT

    97,325,556  
  355,310    

Welltower, Inc. REIT

    18,987,767  
  55,763    

WeWork Companies, Inc. Class A, REIT*(2)(3)(4)(5)

    2,889,081  
   

 

 

 
      230,925,359  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.9% - (continued)  
      Retailing - 5.3%  
  25,466    

Booking Holdings, Inc.*

  $ 55,464,948  
  317,434    

CarMax, Inc.*

    19,839,625  
  449,879    

Dollar Tree, Inc.*

    43,138,897  
  209,540    

Expedia Group, Inc.

    24,126,436  
  940,436    

Floor & Decor Holdings, Inc. Class A*

    52,278,837  
  174,622    

Genuine Parts Co.

    15,422,615  
  224,638    

Home Depot, Inc.

    41,513,102  
  12,011    

Honest Co.*(2)(3)(4)(5)

    212,354  
  740,301    

Industria de Diseno Textil S.A.(1)

    22,947,981  
  10,615    

JAND, Inc. Class A*(2)(3)(4)(5)

    142,347  
  337,122    

Ross Stores, Inc.

    27,256,314  
  803,489    

TJX Cos., Inc.

    68,176,042  
  316,327    

Tory Burch LLC*(2)(3)(4)(5)

    17,382,151  
  381,045    

Wayfair, Inc. Class A*(1)

    23,739,104  
   

 

 

 
      411,640,753  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.9%  
  226,317    

ams AG

    18,665,931  
  142,555    

Broadcom, Inc.

    32,704,968  
  283,306    

KLA-Tencor Corp.

    28,823,552  
  353,835    

Microchip Technology, Inc.

    29,601,836  
  1,936,761    

Micron Technology, Inc.*

    89,052,271  
  207,581    

NVIDIA Corp.

    46,684,967  
  330,292    

QUALCOMM, Inc.

    16,848,195  
  3,889,490    

Taiwan Semiconductor Manufacturing Co., Ltd.*

    29,627,560  
  345,337    

Teradyne, Inc.

    11,240,719  
   

 

 

 
      303,249,999  
   

 

 

 
      Software & Services - 18.1%  
  71,535    

2U, Inc.*

    5,757,852  
  336,037    

Accenture plc Class A

    50,808,794  
  199,386    

Adobe Systems, Inc.*

    44,183,938  
  306,671    

Alibaba Group Holding Ltd. ADR*

    54,753,040  
  162,365    

Alliance Data Systems Corp.

    32,968,213  
  38,889    

Alphabet, Inc. Class A*

    39,611,558  
  95,453    

Alphabet, Inc. Class C*

    97,107,201  
  454,523    

Atlassian Corp. plc Class A*

    25,444,198  
  477,917    

Delivery Hero AG*(3)

    22,765,882  
  682,867    

Facebook, Inc. Class A*

    117,453,124  
  313,172    

FleetCor Technologies, Inc.*

    64,914,292  
  42,724    

ForeScout Technologies, Inc.*

    1,366,741  
  753,598    

Genpact Ltd.

    24,032,240  
  503,390    

Global Payments, Inc.

    56,908,240  
  608,603    

Guidewire Software, Inc.*

    51,499,986  
  2,153,719    

Just Eat plc*

    22,928,255  
  649,727    

Microsoft Corp.

    60,762,469  
  721,317    

PayPal Holdings, Inc.*

    53,817,461  
  719,257    

salesforce.com, Inc.*

    87,022,904  
  505,182    

ServiceNow, Inc.*

    83,930,937  
  332,327    

Shopify, Inc. Class A*

    44,408,857  
  351,579    

Spotify Technology S.A.*

    56,839,777  
  910,840    

SS&C Technologies Holdings, Inc.

    45,223,206  
  892,804    

Trade Desk, Inc. Class A*(1)

    45,684,781  
  354,025    

Verint Systems, Inc.*

    14,904,453  
  206,196    

VeriSign, Inc.*

    24,211,534  
  348,375    

Visa, Inc. Class A

    44,201,820  
  454,007    

Wix.com Ltd.*

    37,342,076  
  357,485    

Workday, Inc. Class A*

    44,628,427  
  609,639    

Yandex N.V. Class A*

    20,337,557  
  443,109    

Zillow Group, Inc. Class A*

    21,433,182  
   

 

 

 
      1,397,252,995  
   

 

 

 
 

 

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

 

 

  34  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.9% - (continued)  
      Technology Hardware & Equipment - 2.6%  
  524,922    

Apple, Inc.

  $ 86,748,609  
  357,572    

CDW Corp.

    25,491,308  
  1,877,924    

Flex Ltd.*

    24,413,012  
  14,220    

Samsung Electronics Co., Ltd.(2)(4)(5)

    35,245,786  
  338,729    

TE Connectivity Ltd.

    31,078,386  
   

 

 

 
      202,977,101  
   

 

 

 
      Telecommunication Services - 1.4%  
  1,103,854    

AT&T, Inc.

    36,096,026  
  298,705    

SoftBank Group Corp.

    22,823,657  
  1,009,224    

Verizon Communications, Inc.

    49,805,204  
   

 

 

 
      108,724,887  
   

 

 

 
      Transportation - 4.4%  
  1,301,252    

Canadian National Railway Co.

    100,506,376  
  1,463,766    

CSX Corp.

    86,933,063  
  1,255,750    

Knight-Swift Transportation Holdings, Inc.*

    48,986,807  
  434,223    

Union Pacific Corp.

    58,025,219  
  385,636    

United Parcel Service, Inc. Class B

    43,769,686  
   

 

 

 
      338,221,151  
   

 

 

 
      Utilities - 0.9%  
  260,232    

Dominion Energy, Inc.

    17,321,042  
  659,583    

NRG Energy, Inc.

    20,447,073  
  708,633    

Southern Co.

    32,682,154  
   

 

 

 
      70,450,269  
   

 

 

 
 

Total Common Stocks
(cost $6,894,607,813)

  $ 7,249,480,077  
   

 

 

 
EXCHANGE-TRADED FUNDS - 1.4%  
      Other Investment Pools & Funds - 1.4%  
  409,707    

SPDR S&P 500 ETF Trust

  $ 108,371,599  
   

 

 

 
 

Total Exchange-Traded Funds
(cost $108,375,286)

  $ 108,371,599  
   

 

 

 
PREFERRED STOCKS - 2.4%  
      Commercial & Professional Services - 0.0%  
  33,739    

Rubicon Global Holdings LLC Series C*(2)(3)(4)(5)

  $ 988,553  
   

 

 

 
      Consumer Services - 0.0%  
  10,074    

Airbnb, Inc. Series E*(2)(3)(4)(5)

    1,057,770  
   

 

 

 
      Diversified Financials - 0.1%  
  348,919    

Social Finance, Inc. Series F*(2)(3)(4)(5)

    5,840,904  
   

 

 

 
      Health Care Equipment & Services - 0.1%  
  956,830    

Moderna Therapeutics, Inc. Series E*(2)(3)(4)(5)

    8,400,967  
   

 

 

 
      Real Estate - 0.9%  
  762,484    

WeWork Companies, Inc. Class D-1*(2)(3)(4)(5)

    39,504,296  
  599,094    

WeWork Companies, Inc. Class D-2*(2)(3)(4)(5)

    31,039,060  
   

 

 

 
      70,543,356  
   

 

 

 
      Retailing - 0.2%  
  448,670    

Coupang LLC*(2)(3)(4)(5)

    2,233,075  
  278,194    

Honest Co.*(2)(3)(4)(5)

    9,839,722  
  23,702    

JAND, Inc. Series D*(2)(3)(4)(5)

    327,562  
   

 

 

 
      12,400,359  
   

 

 

 
Shares or Principal Amount   Market Value  
PREFERRED STOCKS - 2.4% - (continued)  
      Software & Services - 0.9%  
  12,259    

Dropbox, Inc. Series C*(2)(3)(4)(5)(6)

  $ 340,008  
  566,622    

Essence Group Holdings Corp. Series 3*(2)(3)(4)(5)

    1,178,574  
  12,426    

General Assembly Space, Inc. Series D*(2)(3)(4)(5)

    837,558  
  77,707    

Lookout, Inc. Series F*(2)(3)(4)(5)

    642,637  
  95,031    

MarkLogic Corp. Series F*(2)(3)(4)(5)

    942,707  
  2,286,050    

Pinterest, Inc. Series G*(2)(3)(4)(5)

    14,539,278  
  47,064    

Sharecare Series B2*(2)(3)(4)(5)

    13,942,710  
  1,064,607    

Uber Technologies, Inc. Series D*(2)(3)(4)(5)

    37,367,706  
  153,438    

Zuora, Inc. Series F*(2)(3)(4)(5)(6)

    2,687,605  
   

 

 

 
      72,478,783  
   

 

 

 
      Technology Hardware & Equipment - 0.2%  
  5,362,869    

Rethink Robotics, Inc.*(2)(3)(4)(5)

    14,050,717  
   

 

 

 
 

Total Preferred Stocks
(cost $113,152,261)

  $ 185,761,409  
   

 

 

 
CONVERTIBLE PREFERRED STOCKS - 0.0%  
      Retailing - 0.0%  
  28,025    

Honest Co. Series C*(2)(3)(4)(5)

  $ 855,323  
   

 

 

 
 

Total Convertible Preferred Stocks
(cost $758,281)

  $ 855,323  
   

 

 

 
ESCROWS - 0.0%  
      Capital Goods - 0.0%  
  372,334    

Lithium Technology Corp., Escrow*(2)(3)(4)(5)

  $ 111,700  
   

 

 

 
      Consumer Durables & Apparel - 0.0%  
  83,332    

One Kings Lane, Inc., Escrow*(2)(3)(4)(5)

    15,000  
   

 

 

 
      Software & Services - 0.0%  
  287,252    

Birst, Inc. Escrow*(2)(3)(4)(5)

    27,289  
  287,252    

Birst, Inc. Earn Out Escrow*(2)(3)(4)(5)

     
  58,205    

Veracode, Inc. Escrow*(2)(3)(4)(5)

    233,984  
   

 

 

 
      261,273  
   

 

 

 
 

Total Escrows
(cost $—)

  $ 387,973  
   

 

 

 
WARRANTS - 0.0%  
      Diversified Financials - 0.0%  
  1,365,300    

J2 Acquisition Ltd. Expires 9/7/27*

  $ 668,997  
   

 

 

 
 

Total Warrants
(cost $13,653)

  $ 668,997  
   

 

 

 
CLOSED END FUNDS - 0.5%  
      Other Investment Pools & Funds - 0.5%  
  553,700    

Altaba, Inc.*

  $ 38,803,296  
   

 

 

 
 

Total Closed End Funds
(cost $35,551,036)

  $ 38,803,296  
   

 

 

 
 

Total Long-Term Investments
(cost $7,152,458,330)

  $ 7,584,328,674  
   

 

 

 
 

 

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

 

 

  35  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 2.0%  
      Other Investment Pools & Funds - 0.6%  
  51,127,969    

Fidelity Institutional Government Fund, Institutional Class,
1.59%(7)

  $ 51,127,969  
   

 

 

 
      Securities Lending Collateral - 1.4%  
  5,303,252    

Citibank NA DDCA,
1.50%, 5/1/2018(7)

    5,303,252  
   

 

 

 
  56,437,047    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(7)

    56,437,047  
  44,324,747    

Invesco Government & Agency Portfolio,
1.60%(7)

    44,324,747  
   

 

 

 
      106,065,046  
   

 

 

 
 

Total Short-Term Investments
(cost $157,193,015)

  $ 157,193,015  
   

 

 

 
 

Total Investments
(cost $7,309,651,345)

    100.2    $ 7,741,521,689  
 

Other Assets and Liabilities

    (0.2 )%       (15,125,876
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 7,726,395,813  
   

 

 

    

 

 

 
 

 

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

 

 

  36  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group 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)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(2)  Investment valued using significant unobservable inputs.

 

(3)  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $267,711,924, which represented 3.5% of total net assets.

 

(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 April 30, 2018, the aggregate fair value of these securities was $267,262,437, which represented 3.5% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(5)  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 April 30, 2018, the aggregate value of these securities was $267,262,437, which represented 3.5% of total net assets.

 

(6)  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  
  01/2014      Dropbox, Inc. Series C Preferred      12,259      $ 351,252      $ 340,008  
  01/2015      Zuora, Inc. Series F Preferred      153,438        1,165,914        2,687,605  
        

 

 

    

 

 

 
         $     1,517,166      $     3,027,613  
        

 

 

    

 

 

 

 

(7)  Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

ETF

   Exchange-Traded Fund

REIT

   Real Estate Investment Trust

SPDR

   Standard & Poor’s Depositary Receipt

 

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

 

 

  37  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Automobiles & Components

   $ 131,784,778      $ 78,463,541      $ 53,321,237      $  

Banks

     379,620,757        311,084,894        68,535,863         

Capital Goods

     262,562,690        205,110,035        46,560,855        10,891,800  

Commercial & Professional Services

     202,214,530        201,583,788               630,742  

Consumer Durables & Apparel

     312,993,036        283,894,203        29,098,833         

Consumer Services

     353,717,689        346,197,116               7,520,573  

Diversified Financials

     370,779,132        327,754,943        37,681,291        5,342,898  

Energy

     171,062,818        139,494,725        31,568,093         

Food & Staples Retailing

     40,410,308        40,410,308                

Food, Beverage & Tobacco

     204,737,180        145,495,113        59,242,067         

Health Care Equipment & Services

     525,766,793        525,766,793                

Household & Personal Products

     80,547,068        80,547,068                

Insurance

     309,054,682        254,797,485        54,257,197         

Materials

     411,710,894        382,030,204        29,680,690         

Media

     21,338,404        21,338,404                

Pharmaceuticals, Biotechnology & Life Sciences

     407,736,804        407,736,804                

Real Estate

     230,925,359        228,036,278               2,889,081  

Retailing

     411,640,753        370,955,920        22,947,981        17,736,852  

Semiconductors & Semiconductor Equipment

     303,249,999        254,956,508        48,293,491         

Software & Services

     1,397,252,995        1,351,558,858        45,694,137         

Technology Hardware & Equipment

     202,977,101        167,731,315               35,245,786  

Telecommunication Services

     108,724,887        85,901,230        22,823,657         

Transportation

     338,221,151        338,221,151                

Utilities

     70,450,269        70,450,269                

Exchange-Traded Funds

     108,371,599        108,371,599                

Preferred Stocks

     185,761,409                      185,761,409  

Convertible Preferred Stocks

     855,323                      855,323  

Escrows

     387,973                      387,973  

Warrants

     668,997        668,997                

Closed End Funds

     38,803,296        38,803,296                

Short-Term Investments

     157,193,015        157,193,015                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     7,741,521,689      $     6,924,553,860      $     549,705,392      $     267,262,437  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between Level 1 and Level 2; investments valued at $4,132,444 were transferred from Level 1 to Level 3 due to the unavailability of active market pricing and investments valued at $35,608,437 were transferred from Level 2 to Level 3 due to the unavailability of active market pricing.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2018:

 

     Common
Stocks
    Escrows     Preferred
Stocks
    Convertible
Preferred Stocks
     Total  

Beginning balance

   $ 43,555,875     $     $ 238,302,918     $ 855,323      $ 282,714,116  

Conversions*

     (404,976     404,976                     

Purchases

     13,709,789                          13,709,789  

Sales

         (18,162,228           (31,655,027            (49,817,255

Accrued discounts/(premiums)

                               

Total realized gain/(loss)

     3,890,078             16,320,730              20,210,808  

Net change in unrealized appreciation/(depreciation)

     (2,071,687     (17,003         (37,207,212                (39,295,902

Transfers into Level 3

     39,740,881                          39,740,881  

Transfers out of Level 3

                               
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

Ending balance

   $ 80,257,732     $     387,973     $ 185,761,409     $     855,323      $ 267,262,437  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at April 30, 2018 was $(38,173,132).

 

* Private Equity securities that were a common stock are now trading as escrow.

 

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

 

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

 

 

  38  

 


Hartford Core Equity Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.4%  
      Banks - 9.2%  
  3,252,897    

Bank of America Corp.

  $ 97,326,678  
  924,571    

Fifth Third Bancorp

    30,668,020  
  885,057    

JP Morgan Chase & Co.

    96,276,501  
  559,241    

PNC Financial Services Group, Inc.

    81,431,082  
   

 

 

 
      305,702,281  
   

 

 

 
      Capital Goods - 6.5%  
  486,779    

AMETEK, Inc.

    33,977,174  
  191,176    

Boeing Co.

    63,768,667  
  481,014    

Fortune Brands Home & Security, Inc.

    26,306,656  
  126,072    

General Dynamics Corp.

    25,379,554  
  252,919    

Illinois Tool Works, Inc.

    35,919,556  
  197,850    

Snap-on, Inc.

    28,737,713  
   

 

 

 
      214,089,320  
   

 

 

 
      Commercial & Professional Services - 2.2%  
  145,498    

Equifax, Inc.

    16,303,051  
  487,683    

IHS Markit Ltd.*

    23,959,866  
  500,066    

Republic Services, Inc.

    32,344,269  
   

 

 

 
      72,607,186  
   

 

 

 
      Consumer Durables & Apparel - 3.1%  
  832,088    

NIKE, Inc. Class B

    56,906,498  
  584,161    

VF Corp.

    47,241,100  
   

 

 

 
      104,147,598  
   

 

 

 
      Consumer Services - 3.1%  
  854,088    

Aramark

    31,934,350  
  279,400    

Hilton Worldwide Holdings, Inc.

    22,027,896  
  292,273    

McDonald’s Corp.

    48,938,191  
   

 

 

 
      102,900,437  
   

 

 

 
      Diversified Financials - 2.2%  
  438,517    

Capital One Financial Corp.

    39,738,410  
  989,228    

Synchrony Financial

    32,812,693  
   

 

 

 
      72,551,103  
   

 

 

 
      Energy - 2.8%  
  522,164    

Continental Resources, Inc.*

    34,494,154  
  479,833    

EOG Resources, Inc.

    56,701,865  
   

 

 

 
      91,196,019  
   

 

 

 
      Food & Staples Retailing - 2.9%  
  245,802    

Costco Wholesale Corp.

    48,462,322  
  552,165    

Walmart, Inc.

    48,844,516  
   

 

 

 
      97,306,838  
   

 

 

 
      Food, Beverage & Tobacco - 2.1%  
  163,861    

Constellation Brands, Inc. Class A

    38,200,915  
  589,432    

Monster Beverage Corp.*

    32,418,760  
   

 

 

 
      70,619,675  
   

 

 

 
      Health Care Equipment & Services - 10.0%  
  652,175    

Abbott Laboratories

    37,910,933  
  147,501    

Anthem, Inc.

    34,808,761  
  726,775    

Baxter International, Inc.

    50,510,862  
  273,185    

Danaher Corp.

    27,405,919  
  502,578    

Hologic, Inc.*

    19,495,001  
  210,326    

Laboratory Corp. of America Holdings*

    35,913,165  
  579,382    

Medtronic plc

    46,425,880  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.4% - (continued)  
      Health Care Equipment & Services - 10.0% - (continued)  
  329,731    

UnitedHealth Group, Inc.

  $ 77,948,408  
   

 

 

 
      330,418,929  
   

 

 

 
      Household & Personal Products - 2.7%  
  722,093    

Colgate-Palmolive Co.

    47,102,127  
  275,336    

Estee Lauder Cos., Inc. Class A

    40,774,508  
   

 

 

 
      87,876,635  
   

 

 

 
      Insurance - 3.9%  
  485,244    

Allstate Corp.

    47,466,568  
  421,143    

Athene Holding Ltd. Class A*

    20,636,007  
  447,484    

Chubb Ltd.

    60,710,154  
   

 

 

 
      128,812,729  
   

 

 

 
      Materials - 2.3%  
  495,279    

DowDuPont, Inc.

    31,321,444  
  299,868    

Ecolab, Inc.

    43,411,890  
   

 

 

 
      74,733,334  
   

 

 

 
      Media - 1.5%  
  1,550,405    

Comcast Corp. Class A

    48,667,213  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 5.8%  
  185,583    

Allergan plc

    28,514,828  
  589,731    

Bristol-Myers Squibb Co.

    30,742,677  
  554,311    

Eli Lilly & Co.

    44,937,993  
  734,136    

Merck & Co., Inc.

    43,218,586  
  212,080    

Thermo Fisher Scientific, Inc.

    44,611,028  
   

 

 

 
      192,025,112  
   

 

 

 
      Retailing - 4.3%  
  23,288    

Booking Holdings, Inc.*

    50,721,264  
  469,474    

Dollar Tree, Inc.*

    45,017,862  
  564,110    

TJX Cos., Inc.

    47,864,733  
   

 

 

 
      143,603,859  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 2.1%  
  145,906    

Lam Research Corp.

    27,001,365  
  961,802    

ON Semiconductor Corp.*

    21,236,588  
  625,362    

Teradyne, Inc.

    20,355,533  
   

 

 

 
      68,593,486  
   

 

 

 
      Software & Services - 17.5%  
  84,847    

Alphabet, Inc. Class A*

    86,423,457  
  20,222    

Alphabet, Inc. Class C*

    20,572,447  
  737,986    

eBay, Inc.*

    27,954,910  
  451,984    

Facebook, Inc. Class A*

    77,741,248  
  799,535    

GoDaddy, Inc. Class A*

    51,617,980  
  402,124    

Leidos Holdings, Inc.

    25,828,425  
  524,011    

Mastercard, Inc. Class A

    93,415,441  
  828,300    

Microsoft Corp.

    77,462,616  
  294,922    

salesforce.com, Inc.*

    35,682,613  
  507,831    

SS&C Technologies Holdings, Inc.

    25,213,809  
  389,788    

Total System Services, Inc.

    32,765,579  
  197,218    

Workday, Inc. Class A*

    24,620,695  
   

 

 

 
      579,299,220  
   

 

 

 
      Technology Hardware & Equipment - 5.5%  
  466,513    

Apple, Inc.

    77,095,938  
  287,967    

CDW Corp.

    20,529,167  
  315,177    

Motorola Solutions, Inc.

    34,615,890  
  726,784    

NetApp, Inc.

    48,389,279  
   

 

 

 
      180,630,274  
   

 

 

 
 

 

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

 

 

  39  

 


Hartford Core Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.4% - (continued)  
      Telecommunication Services - 1.6%  
  1,110,570    

Verizon Communications, Inc.

  $ 54,806,630  
   

 

 

 
      Transportation - 2.2%  
  180,124    

FedEx Corp.

    44,526,653  
  197,744    

Norfolk Southern Corp.

    28,370,332  
   

 

 

 
      72,896,985  
   

 

 

 
      Utilities - 4.9%  
  747,895    

American Electric Power Co., Inc.

    52,337,692  
  429,120    

NextEra Energy, Inc.

    70,337,059  
  483,555    

Pinnacle West Capital Corp.

    38,926,178  
   

 

 

 
      161,600,929  
   

 

 

 
 

Total Common Stocks
(cost $2,684,795,928)

  $ 3,255,085,792  
   

 

 

 
 

Total Long-Term Investments
(cost $2,684,795,928)

  $ 3,255,085,792  
   

 

 

 
SHORT-TERM INVESTMENTS - 1.5%  
      Other Investment Pools & Funds - 1.5%  
  49,666,039    

Fidelity Institutional Government Fund, Institutional Class,
1.59%(1)

  $ 49,666,039  
   

 

 

 
 

Total Short-Term Investments
(cost $49,666,039)

  $ 49,666,039  
   

 

 

 
 

Total Investments
(cost $2,734,461,967)

    99.9    $ 3,304,751,831  
 

Other Assets and Liabilities

    0.1      1,983,890  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 3,306,735,721  
   

 

 

    

 

 

 
 

 

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

 

 

  40  

 


Hartford Core Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Current yield as of period end.

 

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

 

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

 

 

  41  

 


Hartford Core Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Banks

   $     305,702,281      $     305,702,281      $     —      $     —  

Capital Goods

     214,089,320        214,089,320                

Commercial & Professional Services

     72,607,186        72,607,186                

Consumer Durables & Apparel

     104,147,598        104,147,598                

Consumer Services

     102,900,437        102,900,437                

Diversified Financials

     72,551,103        72,551,103                

Energy

     91,196,019        91,196,019                

Food & Staples Retailing

     97,306,838        97,306,838                

Food, Beverage & Tobacco

     70,619,675        70,619,675                

Health Care Equipment & Services

     330,418,929        330,418,929                

Household & Personal Products

     87,876,635        87,876,635                

Insurance

     128,812,729        128,812,729                

Materials

     74,733,334        74,733,334                

Media

     48,667,213        48,667,213                

Pharmaceuticals, Biotechnology & Life Sciences

     192,025,112        192,025,112                

Retailing

     143,603,859        143,603,859                

Semiconductors & Semiconductor Equipment

     68,593,486        68,593,486                

Software & Services

     579,299,220        579,299,220                

Technology Hardware & Equipment

     180,630,274        180,630,274                

Telecommunication Services

     54,806,630        54,806,630                

Transportation

     72,896,985        72,896,985                

Utilities

     161,600,929        161,600,929                

Short-Term Investments

     49,666,039        49,666,039                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     3,304,751,831      $     3,304,751,831      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

 

 

  42  

 


The Hartford Dividend and Growth Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.1%  
      Automobiles & Components - 0.5%  
  3,702,609    

Ford Motor Co.

  $ 41,617,325  
   

 

 

 
      Banks - 11.1%  
  9,803,096    

Bank of America Corp.

    293,308,632  
  1,058,567    

Bank of Nova Scotia

    65,059,528  
  1,390,665    

Citigroup, Inc.

    94,940,700  
  2,706,843    

JP Morgan Chase & Co.

    294,450,381  
  1,193,265    

PNC Financial Services Group, Inc.

    173,751,317  
   

 

 

 
      921,510,558  
   

 

 

 
      Capital Goods - 4.1%  
  1,821,632    

ABB Ltd. ADR

    42,389,376  
  443,355    

Caterpillar, Inc.

    64,002,728  
  930,866    

Eaton Corp. plc

    69,842,876  
  266,926    

Honeywell International, Inc.

    38,618,854  
  2,100,433    

Johnson Controls International plc

    71,141,666  
  38,456    

Lockheed Martin Corp.

    12,338,223  
  336,110    

United Technologies Corp.

    40,383,616  
   

 

 

 
      338,717,339  
   

 

 

 
      Consumer Services - 0.9%  
  914,994    

Hilton Worldwide Holdings, Inc.

    72,138,127  
   

 

 

 
      Diversified Financials - 3.2%  
  157,007    

BlackRock, Inc.

    81,879,151  
  1,202,061    

Intercontinental Exchange, Inc.

    87,101,340  
  900,076    

Northern Trust Corp.

    96,083,113  
   

 

 

 
      265,063,604  
   

 

 

 
      Energy - 10.0%  
  854,778    

BP plc ADR

    38,114,551  
  1,768,176    

Chevron Corp.

    221,216,499  
  1,586,060    

ConocoPhillips

    103,886,930  
  1,395,526    

Halliburton Co.

    73,948,923  
  2,198,059    

Hess Corp.

    125,267,382  
  1,500,830    

Kinder Morgan, Inc.

    23,743,131  
  3,087,078    

Suncor Energy, Inc.

    118,018,992  
  1,967,165    

TOTAL S.A. ADR

    123,164,201  
   

 

 

 
      827,360,609  
   

 

 

 
      Food & Staples Retailing - 1.9%  
  278,453    

Costco Wholesale Corp.

    54,899,794  
  904,360    

Sysco Corp.

    56,558,674  
  497,629    

Walgreens Boots Alliance, Inc.

    33,067,447  
  185,537    

Walmart, Inc.

    16,412,603  
   

 

 

 
      160,938,518  
   

 

 

 
      Food, Beverage & Tobacco - 2.2%  
  1,082,576    

PepsiCo, Inc.

    109,275,221  
  902,850    

Philip Morris International, Inc.

    74,033,700  
   

 

 

 
      183,308,921  
   

 

 

 
      Health Care Equipment & Services - 5.6%  
  947,231    

Abbott Laboratories

    55,062,538  
  1,110,145    

Cardinal Health, Inc.

    71,238,005  
  1,215,798    

CVS Health Corp.

    84,899,174  
  1,420,319    

Medtronic plc

    113,810,161  
  425,026    

UnitedHealth Group, Inc.

    100,476,146  
  350,348    

Universal Health Services, Inc. Class B

    40,009,742  
   

 

 

 
      465,495,766  
   

 

 

 
      Household & Personal Products - 0.8%  
  1,137,560    

Unilever N.V.

    64,977,427  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.1% - (continued)  
      Insurance - 7.9%  
  1,495,354    

American International Group, Inc.

  $ 83,739,824  
  113,963    

Brighthouse Financial, Inc.*

    5,787,041  
  1,234,827    

Chubb Ltd.

    167,528,979  
  882,170    

Marsh & McLennan Cos., Inc.

    71,896,855  
  1,380,728    

MetLife, Inc.

    65,819,304  
  1,370,499    

Principal Financial Group, Inc.

    81,160,951  
  1,671,693    

Prudential Financial, Inc.

    177,734,400  
   

 

 

 
      653,667,354  
   

 

 

 
      Materials - 4.3%  
  1,316,619    

Ball Corp.

    52,783,256  
  1,864,114    

BHP Billiton plc ADR

    78,926,587  
  751,967    

Celanese Corp. Series A

    81,716,254  
  1,547,623    

International Paper Co.

    79,795,442  
  616,679    

PPG Industries, Inc.

    65,293,972  
   

 

 

 
      358,515,511  
   

 

 

 
      Media - 2.7%  
  1,121,713    

CBS Corp. Class B

    55,188,280  
  5,336,985    

Comcast Corp. Class A

    167,527,959  
   

 

 

 
      222,716,239  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 7.7%  
  3,791,491    

AstraZeneca plc ADR

    134,711,675  
  2,970,434    

Bristol-Myers Squibb Co.

    154,848,725  
  1,019,889    

Eli Lilly & Co.

    82,682,401  
  2,164,940    

Merck & Co., Inc.

    127,450,018  
  200,600    

Novartis AG ADR

    15,384,014  
  3,273,907    

Pfizer, Inc.

    119,857,735  
   

 

 

 
      634,934,568  
   

 

 

 
      Real Estate - 2.3%  
  485,891    

American Tower Corp. REIT

    66,256,097  
  169,234    

Boston Properties, Inc. REIT

    20,546,700  
  1,456,144    

Invitation Homes, Inc. REIT

    33,695,172  
  434,637    

Simon Property Group, Inc. REIT

    67,951,148  
   

 

 

 
      188,449,117  
   

 

 

 
      Retailing - 2.1%  
  424,277    

Expedia Group, Inc.

    48,851,254  
  93,200    

Home Depot, Inc.

    17,223,360  
  602,913    

Lowe’s Cos., Inc.

    49,698,119  
  644,583    

TJX Cos., Inc.

    54,692,867  
   

 

 

 
      170,465,600  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 4.5%  
  3,953,523    

Intel Corp.

    204,080,857  
  485,628    

KLA-Tencor Corp.

    49,407,793  
  1,017,882    

QUALCOMM, Inc.

    51,922,161  
  648,040    

Texas Instruments, Inc.

    65,730,697  
   

 

 

 
      371,141,508  
   

 

 

 
      Software & Services - 9.0%  
  384,719    

Accenture plc Class A

    58,169,513  
  157,961    

Alliance Data Systems Corp.

    32,073,981  
  196,489    

Alphabet, Inc. Class A*

    200,139,765  
  1,795,439    

eBay, Inc.*

    68,011,229  
  471,405    

International Business Machines Corp.

    68,334,869  
  3,415,588    

Microsoft Corp.

    319,425,790  
   

 

 

 
      746,155,147  
   

 

 

 
 

 

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

 

 

  43  

 


The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.1% - (continued)  
      Technology Hardware & Equipment - 4.7%  
  659,855    

Apple, Inc.

  $ 109,047,637  
  2,469,443    

Cisco Systems, Inc.

    109,371,630  
  3,538,197    

HP, Inc.

    76,035,854  
  895,337    

Motorola Solutions, Inc.

    98,334,863  
   

 

 

 
      392,789,984  
   

 

 

 
      Telecommunication Services - 3.2%  
  1,907,518    

AT&T, Inc.

    62,375,839  
  4,080,186    

Verizon Communications, Inc.

    201,357,179  
   

 

 

 
      263,733,018  
   

 

 

 
      Transportation - 3.8%  
  260,057    

Canadian Pacific Railway Ltd.

    47,444,799  
  904,168    

Delta Air Lines, Inc.

    47,215,653  
  593,237    

Union Pacific Corp.

    79,274,260  
  1,235,287    

United Parcel Service, Inc. Class B

    140,205,075  
   

 

 

 
      314,139,787  
   

 

 

 
      Utilities - 4.6%  
  1,504,543    

Dominion Energy, Inc.

    100,142,382  
  1,296,590    

Edison International

    84,952,577  
  1,882,618    

Exelon Corp.

    74,702,282  
  766,338    

NextEra Energy, Inc.

    125,610,462  
   

 

 

 
      385,407,703  
   

 

 

 
 

Total Common Stocks
(cost $5,961,266,058)

  $ 8,043,243,730  
   

 

 

 
 

Total Long-Term Investments
(cost $5,961,266,058)

  $ 8,043,243,730  
   

 

 

 
SHORT-TERM INVESTMENTS - 2.8%  
      Other Investment Pools & Funds - 2.8%  
  231,696,968    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,
1.60%(1)

  $ 231,696,968  
   

 

 

 
 

Total Short-Term Investments
(cost $231,696,968)

  $ 231,696,968  
   

 

 

 
 

Total Investments
(cost $6,192,963,026)

    99.9    $ 8,274,940,698  
 

Other Assets and Liabilities

    0.1      9,714,397  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 8,284,655,095  
   

 

 

    

 

 

 
 

 

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

 

 

  44  

 


The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt

REIT

   Real Estate Investment Trust

 

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

 

 

  45  

 


The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Automobiles & Components

   $ 41,617,325      $ 41,617,325      $      $  

Banks

     921,510,558        921,510,558                

Capital Goods

     338,717,339        338,717,339                

Consumer Services

     72,138,127        72,138,127                

Diversified Financials

     265,063,604        265,063,604                

Energy

     827,360,609        827,360,609                

Food & Staples Retailing

     160,938,518        160,938,518                

Food, Beverage & Tobacco

     183,308,921        183,308,921                

Health Care Equipment & Services

     465,495,766        465,495,766                

Household & Personal Products

     64,977,427        64,977,427                

Insurance

     653,667,354        653,667,354                

Materials

     358,515,511        358,515,511                

Media

     222,716,239        222,716,239                

Pharmaceuticals, Biotechnology & Life Sciences

     634,934,568        634,934,568                

Real Estate

     188,449,117        188,449,117                

Retailing

     170,465,600        170,465,600                

Semiconductors & Semiconductor Equipment

     371,141,508        371,141,508                

Software & Services

     746,155,147        746,155,147                

Technology Hardware & Equipment

     392,789,984        392,789,984                

Telecommunication Services

     263,733,018        263,733,018                

Transportation

     314,139,787        314,139,787                

Utilities

     385,407,703        385,407,703                

Short-Term Investments

     231,696,968        231,696,968                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     8,274,940,698      $     8,274,940,698      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

 

 

  46  

 


The Hartford Equity Income Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.9%  
      Automobiles & Components - 0.6%  
  169,308    

Cie Generale des Etablissements Michelin SCA

  $ 23,808,577  
   

 

 

 
      Banks - 13.4%  
  911,111    

BB&T Corp.

    48,106,661  
  1,650,554    

JP Morgan Chase & Co.

    179,547,264  
  456,325    

M&T Bank Corp.

    83,174,358  
  891,970    

PNC Financial Services Group, Inc.

    129,879,751  
  951,555    

US Bancorp

    48,005,950  
  1,516,104    

Wells Fargo & Co.

    78,776,764  
   

 

 

 
      567,490,748  
   

 

 

 
      Capital Goods - 6.4%  
  154,959    

3M Co.

    30,122,480  
  2,644,073    

BAE Systems plc

    22,184,343  
  322,666    

Caterpillar, Inc.

    46,580,064  
  828,713    

Eaton Corp. plc

    62,178,336  
  426,766    

Honeywell International, Inc.

    61,744,505  
  97,012    

Raytheon Co.

    19,881,639  
  240,496    

United Technologies Corp.

    28,895,595  
   

 

 

 
      271,586,962  
   

 

 

 
      Diversified Financials - 1.9%  
  82,679    

BlackRock, Inc.

    43,117,099  
  1,341,489    

Invesco Ltd.

    38,862,936  
   

 

 

 
      81,980,035  
   

 

 

 
      Energy - 13.3%  
  1,673,380    

Canadian Natural Resources Ltd.

    60,375,550  
  848,203    

Chevron Corp.

    106,118,677  
  724,372    

Exxon Mobil Corp.

    56,319,923  
  2,544,395    

Kinder Morgan, Inc.

    40,252,329  
  626,104    

Occidental Petroleum Corp.

    48,372,795  
  412,599    

Phillips 66

    45,926,395  
  699,415    

Schlumberger Ltd.

    47,951,892  
  2,800,677    

Suncor Energy, Inc.

    107,069,882  
  1,269,796    

TransCanada Corp.

    53,839,865  
   

 

 

 
      566,227,308  
   

 

 

 
      Food & Staples Retailing - 1.7%  
  713,870    

Sysco Corp.

    44,645,430  
  300,449    

Walmart, Inc.

    26,577,718  
   

 

 

 
      71,223,148  
   

 

 

 
      Food, Beverage & Tobacco - 5.5%  
  852,656    

British American Tobacco plc

    46,766,031  
  149,509    

Diageo plc ADR

    21,224,297  
  519,007    

Kraft Heinz Co.

    29,261,615  
  273,475    

Nestle S.A.

    21,186,129  
  318,089    

PepsiCo, Inc.

    32,107,904  
  1,024,962    

Philip Morris International, Inc.

    84,046,884  
   

 

 

 
      234,592,860  
   

 

 

 
      Health Care Equipment & Services - 3.3%  
  333,610    

Abbott Laboratories

    19,392,749  
  1,117,731    

Koninklijke Philips N.V.

    47,309,311  
  904,217    

Medtronic plc

    72,454,908  
   

 

 

 
      139,156,968  
   

 

 

 
      Household & Personal Products - 2.0%  
  1,506,231    

Unilever N.V.

    86,035,915  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.9% - (continued)  
      Insurance - 8.1%  
  779,818    

American International Group, Inc.

  $ 43,669,808  
  607,029    

Chubb Ltd.

    82,355,624  
  784,821    

Marsh & McLennan Cos., Inc.

    63,962,912  
  1,751,978    

MetLife, Inc.

    83,516,791  
  661,374    

Principal Financial Group, Inc.

    39,166,568  
  236,563    

Travelers Cos., Inc.

    31,131,691  
   

 

 

 
      343,803,394  
   

 

 

 
      Materials - 2.9%  
  1,247,542    

DowDuPont, Inc.

    78,894,556  
  829,779    

International Paper Co.

    42,783,405  
   

 

 

 
      121,677,961  
   

 

 

 
      Media - 1.2%  
  1,630,564    

Comcast Corp. Class A

    51,183,404  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 12.2%  
  130,043    

Amgen, Inc.

    22,689,903  
  952,405    

Bristol-Myers Squibb Co.

    49,648,873  
  996,609    

Eli Lilly & Co.

    80,795,091  
  889,757    

Johnson & Johnson

    112,545,363  
  1,170,124    

Merck & Co., Inc.

    68,885,200  
  630,109    

Novartis AG

    48,502,194  
  2,587,062    

Pfizer, Inc.

    94,712,340  
  185,795    

Roche Holding AG

    41,281,300  
   

 

 

 
      519,060,264  
   

 

 

 
      Real Estate - 1.1%  
  461,046    

Crown Castle International Corp. REIT

    46,505,710  
   

 

 

 
      Retailing - 1.2%  
  281,283    

Home Depot, Inc.

    51,981,098  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 6.3%  
  907,757    

Analog Devices, Inc.

    79,292,574  
  86,930    

Broadcom, Inc.

    19,943,481  
  1,849,885    

Intel Corp.

    95,491,064  
  725,969    

Maxim Integrated Products, Inc.

    39,565,310  
  617,004    

QUALCOMM, Inc.

    31,473,374  
   

 

 

 
      265,765,803  
   

 

 

 
      Software & Services - 1.0%  
  459,458    

Microsoft Corp.

    42,968,512  
   

 

 

 
      Technology Hardware & Equipment - 3.0%  
  2,917,387    

Cisco Systems, Inc.

    129,211,070  
   

 

 

 
      Telecommunication Services - 3.3%  
  921,746    

BCE, Inc.

    39,118,299  
  2,062,321    

Verizon Communications, Inc.

    101,775,541  
   

 

 

 
      140,893,840  
   

 

 

 
      Transportation - 2.1%  
  664,263    

Union Pacific Corp.

    88,765,465  
   

 

 

 
      Utilities - 7.4%  
  666,145    

American Electric Power Co., Inc.

    46,616,827  
  733,865    

Dominion Energy, Inc.

    48,846,054  
  200,654    

Duke Energy Corp.

    16,084,425  
  249,142    

Edison International

    16,323,784  
  771,426    

Eversource Energy

    46,478,417  
  351,287    

NextEra Energy, Inc.

    57,579,452  
 

 

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

 

 

  47  

 


The Hartford Equity Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.9% - (continued)  
      Utilities - 7.4% - (continued)  
  438,493    

Sempra Energy

  $ 49,023,517  
  743,057    

Xcel Energy, Inc.

    34,804,790  
   

 

 

 
      315,757,266  
   

 

 

 
 

Total Common Stocks
(cost $3,322,835,479)

  $ 4,159,676,308  
   

 

 

 
 

Total Long-Term Investments
(cost $3,322,835,479)

  $ 4,159,676,308  
   

 

 

 
SHORT-TERM INVESTMENTS - 2.1%  
      Other Investment Pools & Funds - 2.1%  
  87,561,040    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.62%(1)

  $ 87,561,040  
   

 

 

 
 

Total Short-Term Investments
(cost $87,561,040)

  $ 87,561,040  
   

 

 

 
 

Total Investments
(cost $3,410,396,519)

    100.0    $ 4,247,237,348  
 

Other Assets and Liabilities

    0.0      677,737  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 4,247,915,085  
   

 

 

    

 

 

 
 

 

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

 

 

  48  

 


The Hartford Equity Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

(1)  Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt

REIT

   Real Estate Investment Trust

 

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

 

 

  49  

 


The Hartford Equity Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Automobiles & Components

   $ 23,808,577      $      $ 23,808,577      $  

Banks

     567,490,748        567,490,748                

Capital Goods

     271,586,962        249,402,619        22,184,343         

Diversified Financials

     81,980,035        81,980,035                

Energy

     566,227,308        566,227,308                

Food & Staples Retailing

     71,223,148        71,223,148                

Food, Beverage & Tobacco

     234,592,860        166,640,700        67,952,160         

Health Care Equipment & Services

     139,156,968        91,847,657        47,309,311         

Household & Personal Products

     86,035,915        86,035,915                

Insurance

     343,803,394        343,803,394                

Materials

     121,677,961        121,677,961                

Media

     51,183,404        51,183,404                

Pharmaceuticals, Biotechnology & Life Sciences

     519,060,264        429,276,770        89,783,494         

Real Estate

     46,505,710        46,505,710                

Retailing

     51,981,098        51,981,098                

Semiconductors & Semiconductor Equipment

     265,765,803        265,765,803                

Software & Services

     42,968,512        42,968,512                

Technology Hardware & Equipment

     129,211,070        129,211,070                

Telecommunication Services

     140,893,840        140,893,840                

Transportation

     88,765,465        88,765,465                

Utilities

     315,757,266        315,757,266                

Short-Term Investments

     87,561,040        87,561,040                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     4,247,237,348      $     3,996,199,463      $     251,037,885      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

 

 

  50  

 


The Hartford Growth Opportunities Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.0%  
      Automobiles & Components - 1.3%  
  219,597    

Tesla, Inc.*(1)

  $ 64,539,558  
   

 

 

 
      Capital Goods - 4.1%  
  365,930    

Deere & Co.

    49,521,307  
  266,986    

Harris Corp.

    41,761,950  
  289,907    

IDEX Corp.

    38,748,970  
  55,900    

nLight, Inc.*

    1,393,587  
  382,282    

Rockwell Automation, Inc.

    62,896,857  
   

 

 

 
      194,322,671  
   

 

 

 
      Commercial & Professional Services - 3.6%  
  4,699,086    

ADT, Inc.(1)

    41,868,856  
  35,500    

Ceridian HCM Holding, Inc.*

    1,121,090  
  285,178    

CoStar Group, Inc.*

    104,563,366  
  63,425    

Klarna Holding AB*(2)(3)(4)(5)

    8,706,166  
  1,608,652    

Landscape Acquisition Holdings Ltd.*

    14,799,598  
   

 

 

 
      171,059,076  
   

 

 

 
      Consumer Durables & Apparel - 3.1%  
  44,739    

Mohawk Industries, Inc.*

    9,389,821  
  350,843    

Polaris Industries, Inc.

    36,775,363  
  1,414,553    

Skechers USA, Inc. Class A*

    40,314,761  
  1,410,555    

Under Armour, Inc. Class A*(1)

    25,051,457  
  2,285,089    

Under Armour, Inc. Class C*(1)

    35,076,116  
   

 

 

 
      146,607,518  
   

 

 

 
      Consumer Services - 3.4%  
  4,858,252    

DraftKings, Inc.*(2)(3)(4)(5)

    6,461,475  
  641,253    

Hilton Worldwide Holdings, Inc.

    50,556,387  
  1,443,511    

Melco Resorts & Entertainment Ltd. ADR

    45,051,978  
  273,452    

Vail Resorts, Inc.

    62,705,278  
   

 

 

 
      164,775,118  
   

 

 

 
      Diversified Financials - 4.9%  
  1,062,841    

American Express Co.

    104,955,549  
  3,804,996    

J2 Acquisition Ltd.*(3)

    36,033,312  
  2,063,598    

Ocean Outdoor Ltd.*(3)(4)(5)

    19,758,951  
  1,500,000    

Platinum Eagle Acquisition Corp.*

    15,270,000  
  991,922    

TD Ameritrade Holding Corp.

    57,620,749  
   

 

 

 
      233,638,561  
   

 

 

 
      Energy - 2.1%  
  160,512    

Diamondback Energy, Inc.*

    20,617,766  
  179,088    

EOG Resources, Inc.

    21,162,829  
  1,211,411    

Newfield Exploration Co.*

    36,100,048  
  1,350,253    

WPX Energy, Inc.*

    23,075,824  
   

 

 

 
      100,956,467  
   

 

 

 
      Food, Beverage & Tobacco - 1.0%  
  752,223    

Lamb Weston Holdings, Inc.

    49,135,206  
   

 

 

 
      Health Care Equipment & Services - 7.5%  
  260,513    

Align Technology, Inc.*

    65,089,173  
  1,194,529    

Baxter International, Inc.

    83,019,766  
  486,946    

DexCom, Inc.*

    35,634,708  
  646,325    

Edwards Lifesciences Corp.*

    82,315,952  
  575,777    

Insulet Corp.*

    49,516,822  
  564,998    

Veeva Systems, Inc. Class A*

    39,623,310  
   

 

 

 
      355,199,731  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.0% - (continued)  
      Materials - 3.4%  
  1,383,239    

ArcelorMittal*

  $ 46,808,808  
  527,630    

Packaging Corp. of America

    61,041,515  
  467,443    

Vulcan Materials Co.

    52,208,708  
   

 

 

 
      160,059,031  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 4.0%  
  1,214,177    

AstraZeneca plc ADR

    43,139,709  
  1,855,048    

Exact Sciences Corp.*

    92,770,950  
  427,239    

Ionis Pharmaceuticals, Inc.*

    18,384,094  
  108,123    

Nektar Therapeutics*

    9,045,570  
  391,103    

Seattle Genetics, Inc.*

    20,020,563  
  119,779    

TESARO, Inc.*

    6,097,949  
   

 

 

 
      189,458,835  
   

 

 

 
      Real Estate - 1.0%  
  29,564    

WeWork Companies, Inc. Class  A,
REIT*(2)(3)(4)(5)

    1,531,711  
  3,527,741    

Williams Corp.*(1)

    45,155,085  
   

 

 

 
      46,686,796  
   

 

 

 
      Retailing - 12.2%  
  168,750    

Amazon.com, Inc.*

    264,284,438  
  585,105    

Dollar Tree, Inc.*

    56,105,718  
  825,626    

Floor & Decor Holdings, Inc. Class A*

    45,896,549  
  116,585    

Honest Co.*(2)(3)(4)(5)

    2,061,223  
  123,196    

JAND, Inc. Class A*(2)(3)(4)(5)

    1,652,058  
  252,388    

Netflix, Inc.*

    78,861,155  
  503,167    

Tiffany & Co.

    51,740,663  
  171,581    

Tory Burch LLC*(2)(3)(4)(5)

    9,428,374  
  604,800    

TripAdvisor, Inc.*

    22,631,616  
  756,979    

Wayfair, Inc. Class A*(1)

    47,159,792  
   

 

 

 
      579,821,586  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 4.8%  
  539,865    

Microchip Technology, Inc.

    45,165,106  
  1,401,340    

Micron Technology, Inc.*

    64,433,613  
  348,314    

NVIDIA Corp.

    78,335,818  
  1,323,216    

Teradyne, Inc.

    43,070,681  
   

 

 

 
      231,005,218  
   

 

 

 
      Software & Services - 34.9%  
  572,546    

2U, Inc.*

    46,084,228  
  322,844    

Adobe Systems, Inc.*

    71,542,230  
  185,854    

Alphabet, Inc. Class C*

    189,074,850  
  369,823    

Atlassian Corp. plc Class A*

    20,702,692  
  454,590    

Autodesk, Inc.*

    57,232,881  
  1,530,531    

Facebook, Inc. Class A*

    263,251,332  
  268,136    

FleetCor Technologies, Inc.*

    55,579,230  
  557,791    

ForeScout Technologies, Inc.*

    17,843,734  
  452,833    

Global Payments, Inc.

    51,192,771  
  1,052,023    

Guidewire Software, Inc.*

    89,022,186  
  1,243,661    

PayPal Holdings, Inc.*

    92,789,547  
  911,654    

salesforce.com, Inc.*

    110,301,017  
  545,171    

ServiceNow, Inc.*

    90,574,710  
  558,290    

Shopify, Inc. Class A*

    74,604,293  
  646,531    

Spotify Technology S.A.*

    104,524,667  
  1,536,829    

SS&C Technologies Holdings, Inc.

    76,303,560  
  1,352,883    

Trade Desk, Inc. Class A*(1)

    69,227,023  
  306,826    

Weibo Corp. ADR*

    35,137,714  
  749,890    

Wix.com Ltd.*

    61,678,452  
  665,567    

Workday, Inc. Class A*

    83,089,384  
   

 

 

 
      1,659,756,501  
   

 

 

 
 

 

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

 

 

  51  

 


The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.0% - (continued)  
      Technology Hardware & Equipment - 1.6%  
  177,405    

IPG Photonics Corp.*

  $ 37,792,587  
  300,032    

Zebra Technologies Corp. Class A*

    40,453,315  
   

 

 

 
      78,245,902  
   

 

 

 
      Transportation - 1.1%  
  876,614    

CSX Corp.

    52,062,105  
   

 

 

 
 

Total Common Stocks
(cost $4,021,812,933)

  $ 4,477,329,880  
   

 

 

 
   
PREFERRED STOCKS - 4.6%  
      Commercial & Professional Services - 0.3%  
  470,535    

Rubicon Global Holdings LLC Series C*(2)(3)(4)(5)

  $ 13,786,675  
   

 

 

 
      Real Estate - 0.8%  
  404,267    

WeWork Companies, Inc. Class D-1*(2)(3)(4)(5)

    20,945,073  
  317,638    

WeWork Companies, Inc. Class D-2*(2)(3)(4)(5)

    16,456,825  
   

 

 

 
      37,401,898  
   

 

 

 
      Retailing - 0.5%  
  4,434,460    

Coupang LLC*(2)(3)(4)(5)

    22,070,751  
  275,096    

JAND, Inc. Series D*(2)(3)(4)(5)

    3,801,827  
   

 

 

 
      25,872,578  
   

 

 

 
      Software & Services - 3.0%  
  5,668,755    

Essence Group Holdings Corp.
Series 3*(2)(3)(4)(5)

    11,791,011  
  169,309    

General Assembly Space, Inc.
Series D*(2)(3)(4)(5)

    11,412,053  
  743,470    

Lookout, Inc. Series F*(2)(3)(4)(5)

    6,148,497  
  1,078,374    

MarkLogic Corp. Series F*(2)(3)(4)(5)

    10,697,470  
  1,410,890    

Pinterest, Inc. Series G*(2)(3)(4)(5)

    8,973,260  
  1,815,430    

Uber Technologies, Inc.
Series D*(2)(3)(4)(5)

    63,721,593  
  1,597,411    

Zuora, Inc. Series F*(2)(3)(4)(5)(6)

    27,980,091  
   

 

 

 
      140,723,975  
   

 

 

 
 

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

  $ 217,785,126  
   

 

 

 
   
CONVERTIBLE PREFERRED STOCKS - 0.2%  
      Retailing - 0.2%  
  272,032    

Honest Co. Series C*(2)(3)(4)(5)

  $ 8,302,417  
   

 

 

 
 

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

  $ 8,302,417  
   

 

 

 
   
ESCROWS - 0.1%  
      Capital Goods - 0.0%  
  4,106,956    

Lithium Technology Corp.,
Escrow*(2)(3)(4)(5)

  $ 1,232,087  
   

 

 

 
      Consumer Durables & Apparel - 0.0%  
  923,832    

One Kings Lane, Inc.,
Escrow*(2)(3)(4)(5)

    166,290  
   

 

 

 
      Software & Services - 0.1%  
  1,526,069    

Birst, Inc. Escrow*(2)(3)(4)(5)

    289,953  
  1,526,069    

Birst, Inc. Earn Out
Escrow*(2)(3)(4)(5)

    1  
  566,228    

Veracode, Inc. Escrow*(2)(3)(4)(5)

    2,276,237  
   

 

 

 
      2,566,191  
   

 

 

 
 

Total Escrows
(cost $ –)

  $ 3,964,568  
   

 

 

 
Shares or Principal Amount   Market Value  
WARRANTS - 0.1%  
      Commercial & Professional Services - 0.0%  
  1,609,100    

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

  $ 965,460  
   

 

 

 
      Diversified Financials - 0.0%  
  3,804,100    

J2 Acquisition Ltd. Expires 9/7/27*

    1,864,009  
   

 

 

 
      Real Estate - 0.1%  
  1,928,514    

Williams Corp. Expires 9/16/20*

    2,796,345  
   

 

 

 
 

Total Warrants
(cost $1,731,939)

  $ 5,625,814  
   

 

 

 
 

Total Long-Term Investments
(cost $4,157,993,285)

  $ 4,713,007,805  
   

 

 

 
   
SHORT-TERM INVESTMENTS - 3.8%  
      Other Investment Pools & Funds - 0.5%  
  23,293,631    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
1.62%(7)

  $ 23,293,631  
   

 

 

 
      Securities Lending Collateral - 3.3%  
  7,876,112    

Citibank NA DDCA,
1.50%, 5/1/2018(7)

    7,876,112  
  83,817,342    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(7)

    83,817,342  
  65,828,788    

Invesco Government & Agency Portfolio,
1.60%(7)

    65,828,788  
   

 

 

 
      157,522,242  
   

 

 

 
 

Total Short-Term Investments
(cost $180,815,873)

  $ 180,815,873  
   

 

 

 
 

Total Investments
(cost $4,338,809,158)

    102.8    $ 4,893,823,678  
 

Other Assets and Liabilities

    (2.8 )%       (134,289,691
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 4,759,533,987  
   

 

 

    

 

 

 

 

 

 

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

 

 

  52  

 


The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(2)  Investment valued using significant unobservable inputs.

 

(3)  Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $315,685,381, which represents 6.6% of total net assets.

 

(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 April 30, 2018, the aggregate fair value of these securities was $279,652,069, which represents 5.9% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(5)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of these securities was $279,652,069, which represented 5.9% of total net assets.

 

(6)  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
 
  01/2015      Zuora, Inc. Series F Preferred    1,597,411    $     12,138,091      $     27,980,091  

 

(7)  Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

REIT

   Real Estate Investment Trust

 

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

 

 

  53  

 


The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Automobiles & Components

   $ 64,539,558      $ 64,539,558      $     —      $  

Capital Goods

     194,322,671        194,322,671                

Commercial & Professional Services

     171,059,076        162,352,910               8,706,166  

Consumer Durables & Apparel

     146,607,518        146,607,518                

Consumer Services

     164,775,118        158,313,643               6,461,475  

Diversified Financials

     233,638,561        213,879,610               19,758,951  

Energy

     100,956,467        100,956,467                

Food, Beverage & Tobacco

     49,135,206        49,135,206                

Health Care Equipment & Services

     355,199,731        355,199,731                

Materials

     160,059,031        160,059,031                

Pharmaceuticals, Biotechnology & Life Sciences

     189,458,835        189,458,835                

Real Estate

     46,686,796        45,155,085               1,531,711  

Retailing

     579,821,586        566,679,931               13,141,655  

Semiconductors & Semiconductor Equipment

     231,005,218        231,005,218                

Software & Services

     1,659,756,501        1,659,756,501                

Technology Hardware & Equipment

     78,245,902        78,245,902                

Transportation

     52,062,105        52,062,105                

Preferred Stocks

     217,785,126                      217,785,126  

Convertible Preferred Stocks

     8,302,417                      8,302,417  

Escrows

     3,964,568                      3,964,568  

Warrants

     5,625,814        5,625,814                

Short-Term Investments

     180,815,873        180,815,873                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     4,893,823,678      $     4,614,171,609      $      $     279,652,069  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the six-month period ended April 30, 2018, investments valued at $15,167,450 were transferred from Level 1 to Level 3 due to the unavailability of active market pricing.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2018:

 

     Common
Stocks
    Convertible
Preferred
Stocks
     Escrows     Preferred
Stocks
    Total  

Beginning balance

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

Conversions*

     (4,152,445                4,152,445              

Purchases

     5,174,466                          5,174,466  

Sales

     (13,119,296                  (24,393,755     (37,513,051

Accrued discounts/(premiums)

                               

Total realized gain/(loss)

     1,820,419                    8,655,166       10,475,585  

Net change in unrealized appreciation/depreciation

     (1,165,204            (187,877     (20,668,404     (22,021,485

Transfers into Level 3

     15,167,450                          15,167,450  

Transfers out of Level 3

                               
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

 

Ending balance

   $     49,599,958     $     8,302,417      $ 3,964,568     $ 217,785,126     $ 279,652,069  
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

 

The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at April 30, 2018 was $(10,234,195).

 

* Private Equity securities that were a common stock are now trading as escrow.

 

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

 

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

 

 

  54  

 


The Hartford Healthcare Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.8%  
      Biotechnology - 25.8%  
  838,179    

Aduro Biotech, Inc.*(1)

  $ 5,783,435  
  129,992    

Aimmune Therapeutics, Inc.*

    4,034,952  
  314,670    

Alder Biopharmaceuticals, Inc.*(1)

    4,468,314  
  529,406    

Alkermes plc*

    23,436,804  
  146,044    

Alnylam Pharmaceuticals, Inc.*

    13,805,539  
  166,933    

Arena Pharmaceuticals, Inc.*

    6,650,611  
  237,816    

Audentes Therapeutics, Inc.*

    8,884,806  
  43,938    

Biogen, Inc.*

    12,021,437  
  46,475    

Biohaven Pharmaceutical Holding Co., Ltd.*

    1,355,211  
  106,046    

Bluebird Bio, Inc.*

    18,043,727  
  263,659    

Calithera Biosciences, Inc.*

    1,621,503  
  162,320    

Celgene Corp.*

    14,138,072  
  399,988    

Clementia Pharmaceuticals, Inc.*(1)

    6,507,805  
  945,547    

Coherus Biosciences, Inc.*(1)

    11,441,119  
  490,070    

Cytokinetics, Inc.*

    4,067,581  
  287,561    

G1 Therapeutics, Inc.*

    11,027,964  
  79,951    

Galapagos N.V.*

    7,163,903  
  72,495    

Genmab A/S*

    14,636,607  
  258,981    

Global Blood Therapeutics, Inc.*(1)

    11,434,011  
  532,841    

GlycoMimetics, Inc.*

    8,999,684  
  128,756    

Incyte Corp.*

    7,975,147  
  87,222    

Innate Pharma S.A.*(1)

    667,399  
  460,233    

Ironwood Pharmaceuticals, Inc.*

    8,339,422  
  378,749    

Karyopharm Therapeutics, Inc.*

    4,954,037  
  225,663    

Loxo Oncology, Inc.*

    28,413,228  
  339,246    

Momenta Pharmaceuticals, Inc.*

    7,056,317  
  365,456    

Nightstar Therapeutics plc ADR*(1)

    5,229,675  
  502,763    

Portola Pharmaceuticals, Inc.*

    18,164,827  
  178,993    

Radius Health, Inc.*(1)

    5,405,589  
  38,956    

Regeneron Pharmaceuticals, Inc.*

    11,830,158  
  1,650,779    

Rigel Pharmaceuticals, Inc.*

    5,959,312  
  482,171    

Seattle Genetics, Inc.*

    24,682,333  
  606,112    

Syndax Pharmaceuticals, Inc.*

    6,327,809  
  103,286    

TESARO, Inc.*

    5,258,290  
  692,529    

Trevena, Inc.*

    1,288,104  
  107,895    

Ultragenyx Pharmaceutical, Inc.*

    5,485,382  
  140,137    

UroGen Pharma Ltd.*

    7,850,475  
  141,967    

Vertex Pharmaceuticals, Inc.*

    21,743,666  
  106,133    

Zealand Pharma A/S ADR*

    1,581,382  
   

 

 

 
      367,735,637  
   

 

 

 
      Drug Retail - 1.2%  
  208,116    

Walgreens Boots Alliance, Inc.

    13,829,308  
  28,277    

Zur Rose Group AG*(1)

    3,314,735  
   

 

 

 
      17,144,043  
   

 

 

 
      Health Care Distributors - 2.9%  
  237,936    

Cardinal Health, Inc.

    15,268,353  
  164,634    

McKesson Corp.

    25,717,477  
  43,709    

Owens & Minor, Inc.

    710,271  
   

 

 

 
      41,696,101  
   

 

 

 
      Health Care Equipment - 22.1%  
  506,080    

Abbott Laboratories

    29,418,430  
  291,147    

AtriCure, Inc.*

    6,472,198  
  109,280    

Baxter International, Inc.

    7,594,960  
  111,554    

Becton Dickinson and Co.

    25,866,026  
  1,457,150    

Boston Scientific Corp.*

    41,849,348  
  78,080    

Danaher Corp.

    7,832,986  
  122,922    

Edwards Lifesciences Corp.*

    15,655,346  
  562,209    

Globus Medical, Inc. Class A*

    28,779,479  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.8% - (continued)  
      Health Care Equipment - 22.1% - (continued)  
  166,866    

Hologic, Inc.*

  $ 6,472,732  
  604,777    

K2M Group Holdings, Inc.*

    11,551,241  
  180,225    

Koninklijke Philips N.V.

    7,628,240  
  757,533    

Medtronic plc

    60,701,119  
  96,300    

NuVasive, Inc.*

    5,124,123  
  51,500    

Siemens Healthineers AG*(2)

    2,007,849  
  236,057    

Stryker Corp.

    39,992,777  
  58,947    

Teleflex, Inc.

    15,790,722  
  27,899    

Zimmer Biomet Holdings, Inc.

    3,213,128  
   

 

 

 
      315,950,704  
   

 

 

 
      Health Care Facilities - 2.8%  
  202,073    

Acadia Healthcare Co., Inc.*

    7,189,757  
  3,818,500    

China Resources Phoenix Healthcare Holdings Co., Ltd.

    4,991,013  
  711,511    

Georgia Healthcare Group plc*(2)

    2,713,317  
  170,111    

HCA Healthcare, Inc.

    16,286,427  
  95,964    

LifePoint Health, Inc.*

    4,596,676  
  43,011    

Universal Health Services, Inc. Class B

    4,911,856  
   

 

 

 
      40,689,046  
   

 

 

 
      Health Care Services - 0.3%  
  110,456    

Envision Healthcare Corp.*

    4,105,649  
   

 

 

 
      Health Care Supplies - 1.0%  
  100,468    

DENTSPLY SIRONA, Inc.

    5,057,559  
  409,367    

Endologix, Inc.*

    1,764,372  
  433,855    

OraSure Technologies, Inc.*

    7,692,249  
   

 

 

 
      14,514,180  
   

 

 

 
      Health Care Technology - 2.5%  
  112,719    

athenahealth, Inc.*

    13,804,696  
  102,172    

Cerner Corp.*

    5,951,519  
  406,361    

HMS Holdings Corp.*

    7,318,562  
  66,000    

Ping An Healthcare and Technology Co., Ltd.*(3)(4)

    460,818  
  184,744    

Teladoc, Inc.*(1)

    7,943,992  
   

 

 

 
      35,479,587  
   

 

 

 
      Life Sciences Tools & Services - 3.7%  
  56,897    

ICON plc*

    6,692,794  
  233,189    

Syneos Health, Inc.*

    8,884,501  
  173,925    

Thermo Fisher Scientific, Inc.

    36,585,124  
  70,000    

Wuxi Biologics Cayman, Inc.*(2)

    634,966  
   

 

 

 
      52,797,385  
   

 

 

 
      Managed Health Care - 11.9%  
  35,493    

Aetna, Inc.

    6,355,022  
  109,959    

Anthem, Inc.

    25,949,224  
  120,171    

Cigna Corp.

    20,647,781  
  26,852    

Humana, Inc.

    7,899,321  
  50,440    

Molina Healthcare, Inc.*

    4,199,130  
  512,600    

Qualicorp S.A.

    3,562,974  
  374,629    

UnitedHealth Group, Inc.

    88,562,296  
  58,601    

WellCare Health Plans, Inc.*

    12,022,581  
   

 

 

 
      169,198,329  
   

 

 

 
      Pharmaceuticals - 22.6%  
  271,511    

Allergan plc

    41,717,665  
  940,301    

AstraZeneca plc ADR

    33,408,895  
  997,922    

Bristol-Myers Squibb Co.

    52,021,674  
  120,090    

Chugai Pharmaceutical Co., Ltd.

    6,333,472  
  411,800    

Clearside Biomedical, Inc.*

    5,015,724  
 

 

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

 

 

  55  

 


The Hartford Healthcare Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.8% - (continued)  
      Pharmaceuticals - 22.6% - (continued)  
  219,698    

Dermira, Inc.*

  $ 2,001,449  
  252,070    

Eisai Co., Ltd.

    16,906,086  
  434,750    

Eli Lilly & Co.

    35,245,183  
  278,999    

Evolus, Inc.*(1)

    1,911,143  
  65,113    

Hikma Pharmaceuticals plc

    1,148,101  
  190,766    

Impax Laboratories, Inc.*

    3,586,401  
  167,823    

Intersect ENT, Inc.*

    6,704,529  
  54,588    

Johnson & Johnson

    6,904,836  
  85,545    

Kala Pharmaceuticals, Inc.*

    1,284,886  
  413,857    

Medicines Co.*

    12,452,957  
  1,020,809    

MediWound Ltd.*

    5,614,450  
  485,037    

Mylan N.V.*

    18,800,034  
  323,707    

MyoKardia, Inc.*

    15,991,126  
  1,491,719    

Nabriva Therapeutics plc*

    7,160,251  
  382,660    

Ono Pharmaceutical Co., Ltd.

    8,845,284  
  304,852    

Revance Therapeutics, Inc.*

    8,520,613  
  150,510    

Shionogi & Co., Ltd.

    7,734,964  
  2,535,100    

Sino Biopharmaceutical Ltd.

    5,338,436  
  75,050    

Takeda Pharmaceutical Co., Ltd.

    3,160,357  
  220,059    

Teva Pharmaceutical Industries Ltd. ADR

    3,956,661  
  146,706    

UCB S.A.

    11,049,025  
   

 

 

 
      322,814,202  
   

 

 

 
 

Total Common Stocks
(cost $1,197,412,215)

  $ 1,382,124,863  
   

 

 

 
 

Total Long-Term Investments
(cost $1,197,412,215)

  $ 1,382,124,863  
   

 

 

 
SHORT-TERM INVESTMENTS - 3.3%  
      Other Investment Pools & Funds - 2.0%  
  28,643,273    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
1.62%(5)

  $ 28,643,273  
   

 

 

 
      Securities Lending Collateral - 1.3%  
  919,651    

Citibank NA DDCA,
1.50%, 5/1/2018(5)

    919,651  
  9,786,899    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(5)

    9,786,899  
  7,686,473    

Invesco Government & Agency Portfolio,
1.60%(5)

    7,686,473  
   

 

 

 
      18,393,023  
   

 

 

 
 

Total Short-Term Investments
(cost $47,036,296)

  $ 47,036,296  
   

 

 

 
 

Total Investments
(cost $1,244,448,511)

    100.1    $ 1,429,161,159  
  Other Assets and Liabilities     (0.1 )%       (1,720,333
   

 

 

    

 

 

 
  Total Net Assets     100.0    $ 1,427,440,826  
   

 

 

    

 

 

 
 

 

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

 

 

  56  

 


The Hartford Healthcare Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(2)  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $5,356,132, which represented 0.4% of total net assets.

 

(3)  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of this security was $460,818, 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)  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 April 30, 2018, the aggregate value of this security was $460,818, which represented 0.0% of total net assets.

 

(5)  Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

 

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

 

 

  57  

 


The Hartford Healthcare Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Biotechnology

   $ 367,735,637      $ 345,267,728      $ 22,467,909      $  

Drug Retail

     17,144,043        13,829,308        3,314,735         

Health Care Distributors

     41,696,101        41,696,101                

Health Care Equipment

     315,950,704        308,322,464        7,628,240         

Health Care Facilities

     40,689,046        35,698,033        4,991,013         

Health Care Services

     4,105,649        4,105,649                

Health Care Supplies

     14,514,180        14,514,180                

Health Care Technology

     35,479,587        35,018,769               460,818  

Life Sciences Tools & Services

     52,797,385        52,162,419        634,966         

Managed Health Care

     169,198,329        169,198,329                

Pharmaceuticals

     322,814,202        262,298,477        60,515,725         

Short-Term Investments

     47,036,296        47,036,296                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,429,161,159      $     1,329,147,753      $     99,552,588      $     460,818  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the six-month period ended April 30, 2018, investments valued at $6,197,366 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; there were no transfers from Level 2 to Level 1 and there were no transfers in and out of Level 3.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended April 30, 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.

 

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

 

 

  58  

 


The Hartford MidCap Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.8%  
      Automobiles & Components - 0.3%  
  780,290    

Harley-Davidson, Inc.

  $ 32,093,328  
   

 

 

 
      Banks - 6.4%  
  871,283    

Cullen/Frost Bankers, Inc.

    99,718,340  
  749,047    

East West Bancorp, Inc.

    49,901,511  
  204,421    

First Citizens BancShares, Inc. Class A

    88,369,154  
  1,513,339    

First Republic Bank

    140,543,793  
  840,955    

M&T Bank Corp.

    153,280,868  
  724,726    

Pinnacle Financial Partners, Inc.

    46,418,700  
  1,107,004    

Prosperity Bancshares, Inc.

    79,449,677  
  978,735    

South State Corp.

    84,709,514  
   

 

 

 
      742,391,557  
   

 

 

 
      Capital Goods - 7.4%  
  1,787,254    

Allison Transmission Holdings, Inc.

    69,685,034  
  1,511,017    

Fastenal Co.

    75,535,740  
  1,663,616    

HEICO Corp. Class A

    120,029,894  
  1,488,585    

IDEX Corp.

    198,964,271  
  1,017,465    

Lennox International, Inc.

    196,747,207  
  527,022    

Lincoln Electric Holdings, Inc.

    43,674,313  
  576,524    

Middleby Corp.*

    72,549,780  
  1,177,715    

PACCAR, Inc.

    74,985,114  
   

 

 

 
      852,171,353  
   

 

 

 
      Commercial & Professional Services - 9.6%  
  120,100    

Ceridian HCM Holding, Inc.*

    3,792,758  
  386,992    

Cimpress N.V.*

    55,653,320  
  657,541    

Cintas Corp.

    111,979,232  
  404,321    

CoStar Group, Inc.*

    148,248,338  
  1,137,332    

Dun & Bradstreet Corp.

    131,145,753  
  1,879,628    

KAR Auction Services, Inc.

    97,721,860  
  1,930,867    

Robert Half International, Inc.

    117,300,170  
  4,202,597    

TransUnion*

    272,790,571  
  319,889    

UniFirst Corp.

    51,374,173  
  1,567,449    

Waste Connections, Inc.

    113,326,563  
   

 

 

 
      1,103,332,738  
   

 

 

 
      Consumer Durables & Apparel - 2.0%  
  56,361    

NVR, Inc.*

    174,719,100  
  3,692,571    

Under Armour, Inc. Class C*(1)

    56,680,965  
   

 

 

 
      231,400,065  
   

 

 

 
      Consumer Services - 1.2%  
  1,699,396    

Choice Hotels International, Inc.

    136,036,650  
   

 

 

 
      Diversified Financials - 3.8%  
  350,910    

Credit Acceptance Corp.*(1)

    116,095,064  
  657,052    

FactSet Research Systems, Inc.

    124,255,104  
  513,254    

MSCI, Inc.

    76,900,847  
  1,168,001    

Northern Trust Corp.

    124,684,107  
   

 

 

 
      441,935,122  
   

 

 

 
      Energy - 4.9%  
  606,579    

Cimarex Energy Co.

    61,015,782  
  793,209    

Diamondback Energy, Inc.*

    101,887,696  
  4,603,228    

Newfield Exploration Co.*

    137,176,194  
  1,281,848    

RSP Permian, Inc.*

    63,592,479  
  12,063,208    

WPX Energy, Inc.*

    206,160,225  
   

 

 

 
      569,832,376  
   

 

 

 
      Food & Staples Retailing - 0.7%  
  862,340    

PriceSmart, Inc.

    75,540,984  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.8% - (continued)  
      Health Care Equipment & Services - 4.9%  
  950,027    

Integra LifeSciences Holdings Corp.*

  $ 58,550,164  
  1,433,343    

STERIS plc

    135,479,580  
  548,689    

Teleflex, Inc.

    146,982,809  
  1,064,423    

Varian Medical Systems, Inc.*

    123,036,655  
  1,429,321    

Veeva Systems, Inc. Class A*

    100,238,282  
   

 

 

 
      564,287,490  
   

 

 

 
      Insurance - 5.5%  
  152,212    

Alleghany Corp.

    87,471,670  
  185,568    

Fairfax Financial Holdings Ltd.

    102,735,544  
  1,852,010    

FNF Group

    68,209,528  
  196,217    

Markel Corp.*

    221,733,059  
  83,366    

White Mountains Insurance Group Ltd.

    72,135,766  
  1,029,694    

WR Berkley Corp.

    76,773,984  
   

 

 

 
      629,059,551  
   

 

 

 
      Materials - 3.1%  
  3,437,937    

Ball Corp.

    137,826,894  
  1,469,328    

Packaging Corp. of America

    169,986,556  
  1,928,551    

Silgan Holdings, Inc.

    54,134,427  
   

 

 

 
      361,947,877  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 12.3%  
  1,544,127    

Aerie Pharmaceuticals, Inc.*

    79,059,302  
  1,423,193    

Agios Pharmaceuticals, Inc.*

    119,420,125  
  2,747,828    

Alkermes plc*

    121,646,345  
  223,530    

Alnylam Pharmaceuticals, Inc.*

    21,130,291  
  536,431    

BeiGene Ltd. ADR*

    90,967,969  
  430,888    

Bluebird Bio, Inc.*

    73,315,593  
  2,805,671    

Ionis Pharmaceuticals, Inc.*

    120,728,023  
  3,714,480    

Ironwood Pharmaceuticals, Inc.*

    67,306,378  
  209,091    

Mettler-Toledo International, Inc.*

    117,076,324  
  1,286,155    

Neurocrine Biosciences, Inc.*

    104,281,447  
  958,628    

Sage Therapeutics, Inc.*

    137,965,742  
  642,620    

Seattle Genetics, Inc.*

    32,895,718  
  1,119,019    

Spark Therapeutics, Inc.*

    85,403,530  
  1,105,774    

TESARO, Inc.*

    56,294,954  
  1,814,558    

Ultragenyx Pharmaceutical, Inc.*

    92,252,129  
  551,037    

Waters Corp.*

    103,820,881  
   

 

 

 
      1,423,564,751  
   

 

 

 
      Real Estate - 1.2%  
  2,804,137    

Equity Commonwealth REIT*

    86,900,206  
  2,689,014    

Redfin Corp.*(1)

    57,544,899  
   

 

 

 
      144,445,105  
   

 

 

 
      Retailing - 2.0%  
  2,299,747    

CarMax, Inc.*

    143,734,187  
  2,208,556    

TripAdvisor, Inc.*

    82,644,166  
   

 

 

 
      226,378,353  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 2.2%  
  1,300,046    

MKS Instruments, Inc.

    133,124,710  
  1,259,455    

Silicon Laboratories, Inc.*

    117,003,370  
   

 

 

 
      250,128,080  
   

 

 

 
      Software & Services - 19.5%  
  428,662    

2U, Inc.*

    34,503,004  
  2,439,708    

Akamai Technologies, Inc.*

    174,805,078  
  1,659,188    

Black Knight, Inc.*

    80,719,496  
  1,656,529    

Blackbaud, Inc.

    173,869,284  
  115,100    

DocuSign, Inc.*

    4,446,313  
 

 

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

 

 

  59  

 


The Hartford MidCap Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.8% - (continued)  
      Software & Services - 19.5% - (continued)  
  7,769,638    

Genpact Ltd.

  $ 247,773,756  
  2,038,414    

Global Payments, Inc.

    230,442,703  
  1,104,994    

GrubHub, Inc.*

    111,759,093  
  1,504,183    

Guidewire Software, Inc.*

    127,283,966  
  425,212    

Proofpoint, Inc.*

    50,149,503  
  681,164    

PTC, Inc.*

    56,093,856  
  4,289,685    

Teradata Corp.*

    175,533,910  
  1,739,838    

Total System Services, Inc.

    146,250,782  
  1,900,314    

VeriSign, Inc.*

    223,134,870  
  1,485,883    

WEX, Inc.*

    240,594,175  
  1,208,230    

Zillow Group, Inc. Class A*

    58,442,085  
  2,235,500    

Zillow Group, Inc. Class C*(1)

    108,399,395  
   

 

 

 
      2,244,201,269  
   

 

 

 
      Technology Hardware & Equipment - 7.3%  
  2,898,596    

CDW Corp.

    206,640,909  
  2,995,170    

CommScope Holding Co., Inc.*

    114,475,397  
  361,922    

F5 Networks, Inc.*

    59,025,859  
  3,236,371    

II-VI, Inc.*

    123,305,735  
  2,866,794    

Keysight Technologies, Inc.*

    148,155,914  
  3,849,401    

National Instruments Corp.

    157,402,007  
  967,206    

Trimble, Inc.*

    33,465,328  
   

 

 

 
      842,471,149  
   

 

 

 
      Transportation - 3.6%  
  323,003    

AMERCO

    109,019,972  
  1,992,933    

Genesee & Wyoming, Inc. Class A*

    141,896,830  
  4,917,857    

JetBlue Airways Corp.*

    94,373,676  
  1,964,218    

Spirit Airlines, Inc.*

    70,161,867  
   

 

 

 
      415,452,345  
   

 

 

 
      Utilities - 1.9%  
  832,625    

Black Hills Corp.

    47,193,185  
  1,348,719    

NiSource, Inc.

    32,895,256  
  2,938,137    

UGI Corp.

    142,176,450  
   

 

 

 
      222,264,891  
   

 

 

 
 

Total Common Stocks
(cost $9,032,020,593)

  $ 11,508,935,034  
   

 

 

 
 

Total Long-Term Investments
(cost $9,032,020,593)

  $ 11,508,935,034  
   

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 1.3%  
      Other Investment Pools & Funds - 0.4%  
  48,148,547    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,
1.60%(2)

  $ 48,148,547  
   

 

 

 
      Securities Lending Collateral - 0.9%  
  5,130,961    

Citibank NA DDCA,
1.50%, 5/1/2018(2)

    5,130,961  
  54,603,526    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(2)

    54,603,526  
  42,884,729    

Invesco Government & Agency Portfolio,
1.60%(2)

    42,884,729  
   

 

 

 
      102,619,216  
   

 

 

 
 

Total Short-Term Investments
(cost $150,767,763)

  $ 150,767,763  
   

 

 

 
 

Total Investments
(cost $9,182,788,356)

    101.1    $ 11,659,702,797  
 

Other Assets and Liabilities

    (1.1 )%       (123,606,425
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 11,536,096,372  
   

 

 

    

 

 

 

 

 

 

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

 

 

  60  

 


The Hartford MidCap Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(2)  Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

MSCI

   Morgan Stanley Capital International

REIT

   Real Estate Investment Trust

 

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

 

 

  61  

 


The Hartford MidCap Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Automobiles & Components

   $ 32,093,328      $ 32,093,328      $      $  

Banks

     742,391,557        742,391,557                

Capital Goods

     852,171,353        852,171,353                

Commercial & Professional Services

     1,103,332,738        1,103,332,738                

Consumer Durables & Apparel

     231,400,065        231,400,065                

Consumer Services

     136,036,650        136,036,650                

Diversified Financials

     441,935,122        441,935,122                

Energy

     569,832,376        569,832,376                

Food & Staples Retailing

     75,540,984        75,540,984                

Health Care Equipment & Services

     564,287,490        564,287,490                

Insurance

     629,059,551        629,059,551                

Materials

     361,947,877        361,947,877                

Pharmaceuticals, Biotechnology & Life Sciences

     1,423,564,751        1,423,564,751                

Real Estate

     144,445,105        144,445,105                

Retailing

     226,378,353        226,378,353                

Semiconductors & Semiconductor Equipment

     250,128,080        250,128,080                

Software & Services

     2,244,201,269        2,244,201,269                

Technology Hardware & Equipment

     842,471,149        842,471,149                

Transportation

     415,452,345        415,452,345                

Utilities

     222,264,891        222,264,891                

Short-Term Investments

     150,767,763        150,767,763                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     11,659,702,797      $     11,659,702,797      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

 

 

  62  

 


The Hartford MidCap Value Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.3%  
      Automobiles & Components - 1.1%  
  362    

GKN plc

  $ 2,298  
  290,416    

Goodyear Tire & Rubber Co.

    7,292,346  
   

 

 

 
      7,294,644  
   

 

 

 
      Banks - 13.2%  
  210,715    

BancorpSouth Bank

    6,964,131  
  170,737    

Bank of the Ozarks, Inc.

    7,990,492  
  152,639    

Comerica, Inc.

    14,436,597  
  142,200    

IBERIABANK Corp.

    10,657,890  
  190,535    

MB Financial, Inc.

    8,120,602  
  102,707    

Pinnacle Financial Partners, Inc.

    6,578,383  
  95,804    

South State Corp.

    8,291,836  
  442,120    

Sterling Bancorp

    10,500,350  
  150,749    

Western Alliance Bancorp*

    8,891,176  
  171,915    

Zions Bancorporation

    9,412,346  
   

 

 

 
      91,843,803  
   

 

 

 
      Capital Goods - 10.1%  
  122,258    

Granite Construction, Inc.

    6,403,874  
  63,487    

Harris Corp.

    9,930,637  
  86,741    

Hubbell, Inc.

    9,008,920  
  160,730    

JELD-WEN Holding, Inc.*

    4,518,120  
  12,272    

Melrose Industries plc

    38,482  
  545,530    

Milacron Holdings Corp.*

    9,835,906  
  93,859    

Moog, Inc. Class A*

    7,693,622  
  733,295    

Sanwa Holdings Corp.

    9,416,308  
  177,865    

Sensata Technologies Holding plc*

    9,021,313  
  72,892    

WESCO International, Inc.*

    4,340,719  
   

 

 

 
      70,207,901  
   

 

 

 
      Commercial & Professional Services - 2.6%  
  369,168    

Atento S.A.

    2,768,760  
  178,703    

Clean Harbors, Inc.*

    8,184,597  
  61,703    

Dun & Bradstreet Corp.

    7,114,973  
   

 

 

 
      18,068,330  
   

 

 

 
      Consumer Durables & Apparel - 1.2%  
  49,932    

D.R. Horton, Inc.

    2,203,998  
  41,875    

Lennar Corp. Class A

    2,214,769  
  99,869    

Toll Brothers, Inc.

    4,210,477  
   

 

 

 
      8,629,244  
   

 

 

 
      Consumer Services - 1.1%  
  54,215    

Dave & Buster’s Entertainment, Inc.*

    2,303,595  
  105,287    

Norwegian Cruise Line Holdings Ltd.*

    5,629,696  
   

 

 

 
      7,933,291  
   

 

 

 
      Energy - 8.3%  
  95,551    

Delek U.S. Holdings, Inc.

    4,526,251  
  200,967    

Diamondback Energy, Inc.*

    25,814,211  
  62,234    

Energen Corp.*

    4,072,593  
  398,932    

Laredo Petroleum, Inc.*

    4,388,252  
  443,401    

Newfield Exploration Co.*

    13,213,350  
  341,845    

WPX Energy, Inc.*

    5,842,131  
   

 

 

 
      57,856,788  
   

 

 

 
      Food & Staples Retailing - 1.4%  
  294,925    

US Foods Holding Corp.*

    10,080,537  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.3% - (continued)  
      Food, Beverage & Tobacco - 2.4%  
  49,494    

Ingredion, Inc.

  $ 5,993,228  
  130,763    

Post Holdings, Inc.*

    10,404,812  
   

 

 

 
      16,398,040  
   

 

 

 
      Health Care Equipment & Services - 5.2%  
  251,309    

Acadia Healthcare Co., Inc.*

    8,941,574  
  434,036    

Brookdale Senior Living, Inc.*

    3,142,421  
  189,613    

Envision Healthcare Corp.*

    7,047,915  
  66,772    

Hill-Rom Holdings, Inc.

    5,731,041  
  123,569    

STERIS plc

    11,679,742  
   

 

 

 
      36,542,693  
   

 

 

 
      Insurance - 8.7%  
  62,116    

Assurant, Inc.

    5,765,607  
  404,768    

CNO Financial Group, Inc.

    8,678,226  
  64,529    

Hanover Insurance Group, Inc.

    7,411,156  
  490,866    

Jardine Lloyd Thompson Group plc

    8,257,969  
  991,135    

Lancashire Holdings Ltd.

    8,132,390  
  79,361    

Reinsurance Group of America, Inc.

    11,856,533  
  211,010    

Unum Group

    10,208,664  
   

 

 

 
      60,310,545  
   

 

 

 
      Materials - 9.8%  
  134,561    

Alcoa Corp.*

    6,889,523  
  210,221    

Buzzi Unicem S.p.A.

    5,307,790  
  169,428    

Cabot Corp.

    9,464,248  
  113,075    

Celanese Corp. Series A

    12,287,860  
  278,069    

Commercial Metals Co.

    5,842,230  
  79,417    

FMC Corp.

    6,331,918  
  143,336    

Olin Corp.

    4,327,314  
  131,524    

Reliance Steel & Aluminum Co.

    11,563,590  
  59,090    

Westlake Chemical Corp.

    6,320,857  
   

 

 

 
      68,335,330  
   

 

 

 
      Media - 0.4%  
  273,194    

TEGNA, Inc.

    2,887,661  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 0.1%  
  56,867    

Five Prime Therapeutics, Inc.*

    952,522  
   

 

 

 
      Real Estate - 9.7%  
  107,382    

American Assets Trust, Inc. REIT

    3,604,814  
  380,618    

Brixmor Property Group, Inc. REIT

    5,667,402  
  302,048    

Corporate Office Properties Trust REIT

    8,309,341  
  53,355    

Equity LifeStyle Properties, Inc. REIT

    4,757,132  
  61,646    

Extra Space Storage, Inc. REIT

    5,522,865  
  147,932    

Forest City Realty Trust, Inc. Class A, REIT

    2,967,516  
  64,964    

Life Storage, Inc. REIT

    5,745,416  
  264,768    

Park Hotels & Resorts, Inc. REIT

    7,620,023  
  92,818    

PS Business Parks, Inc. REIT

    10,700,059  
  495,641    

STORE Capital Corp. REIT

    12,505,022  
   

 

 

 
      67,399,590  
   

 

 

 
      Retailing - 0.1%  
  34,980    

Camping World Holdings, Inc. Class A

    1,001,477  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.2%  
  158,779    

Axcelis Technologies, Inc.*

    3,493,138  
  192,947    

Ichor Holdings Ltd.*(1)

    4,264,129  
  220,087    

Silicon Motion Technology Corp. ADR

    9,950,133  
  148,279    

Teradyne, Inc.

    4,826,481  
   

 

 

 
      22,533,881  
   

 

 

 
 

 

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

 

 

  63  

 


The Hartford MidCap Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.3% - (continued)  
      Software & Services - 4.0%  
  242,132    

Booz Allen Hamilton Holding Corp.

  $ 9,595,691  
  170,201    

SS&C Technologies Holdings, Inc.

    8,450,480  
  81,318    

VeriSign, Inc.*

    9,548,359  
   

 

 

 
      27,594,530  
   

 

 

 
      Technology Hardware & Equipment - 5.3%  
  239,292    

Acacia Communications, Inc.*(1)

    6,736,070  
  235,027    

Arrow Electronics, Inc.*

    17,565,918  
  237,853    

Keysight Technologies, Inc.*

    12,292,243  
   

 

 

 
      36,594,231  
   

 

 

 
      Telecommunication Services - 1.3%  
  136,413    

Millicom International Cellular S.A.

    9,035,815  
   

 

 

 
      Transportation - 4.0%  
  146,492    

Genesee & Wyoming, Inc. Class A*

    10,430,230  
  270,830    

JetBlue Airways Corp.*

    5,197,228  
  241,522    

Knight-Swift Transportation Holdings, Inc.*

    9,421,773  
  101,192    

Schneider National, Inc. Class B

    2,699,803  
   

 

 

 
      27,749,034  
   

 

 

 
      Utilities - 5.1%  
  276,246    

Alliant Energy Corp.

    11,864,766  
  196,550    

Great Plains Energy, Inc.

    6,433,081  
  356,172    

UGI Corp.

    17,235,163  
   

 

 

 
      35,533,010  
   

 

 

 
 

Total Common Stocks
(cost $621,692,684)

  $ 684,782,897  
   

 

 

 
 

Total Long-Term Investments
(cost $621,692,684)

  $ 684,782,897  
   

 

 

 
SHORT-TERM INVESTMENTS - 2.9%  
      Other Investment Pools & Funds - 1.9%  
  13,096,880    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
1.62%(2)

  $ 13,096,880  
   

 

 

 
      Securities Lending Collateral - 1.0%  
  372,483    

Citibank NA DDCA,
1.50%, 5/1/2018(2)

    372,483  
  3,963,952    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(2)

    3,963,952  
  3,113,224    

Invesco Government & Agency Portfolio,
1.60%(2)

    3,113,224  
   

 

 

 
      7,449,659  
   

 

 

 
 

Total Short-Term Investments
(cost $20,546,539)

  $ 20,546,539  
   

 

 

 
 

Total Investments
(cost $642,239,223)

    101.2    $ 705,329,436  
 

Other Assets and Liabilities

    (1.2 )%       (8,463,769
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 696,865,667  
   

 

 

    

 

 

 
 

 

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

 

 

  64  

 


The Hartford MidCap Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

* Non-income producing.

 

(1) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(2) Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

REIT

   Real Estate Investment Trust

 

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

 

 

  65  

 


The Hartford MidCap Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Automobiles & Components

   $ 7,294,644      $ 7,292,346      $ 2,298      $  

Banks

     91,843,803        91,843,803                

Capital Goods

     70,207,901        60,753,111        9,454,790         

Commercial & Professional Services

     18,068,330        18,068,330                

Consumer Durables & Apparel

     8,629,244        8,629,244                

Consumer Services

     7,933,291        7,933,291                

Energy

     57,856,788        57,856,788                

Food & Staples Retailing

     10,080,537        10,080,537                

Food, Beverage & Tobacco

     16,398,040        16,398,040                

Health Care Equipment & Services

     36,542,693        36,542,693                

Insurance

     60,310,545        60,310,545                

Materials

     68,335,330        63,027,540        5,307,790         

Media

     2,887,661        2,887,661                

Pharmaceuticals, Biotechnology & Life Sciences

     952,522        952,522                

Real Estate

     67,399,590        67,399,590                

Retailing

     1,001,477        1,001,477                

Semiconductors & Semiconductor Equipment

     22,533,881        22,533,881                

Software & Services

     27,594,530        27,594,530                

Technology Hardware & Equipment

     36,594,231        36,594,231                

Telecommunication Services

     9,035,815               9,035,815         

Transportation

     27,749,034        27,749,034                

Utilities

     35,533,010        35,533,010                

Short-Term Investments

     20,546,539        20,546,539                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     705,329,436      $     681,528,743      $     23,800,693      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

 

 

  66  

 


Hartford Quality Value Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.9%  
      Banks - 17.5%  
  445,056    

Bank of America Corp.

  $ 13,316,076  
  43,194    

Bank of Nova Scotia

    2,654,703  
  145,378    

Citigroup, Inc.

    9,924,956  
  120,668    

JP Morgan Chase & Co.

    13,126,265  
  20,501    

M&T Bank Corp.

    3,736,717  
  36,809    

PNC Financial Services Group, Inc.

    5,359,759  
  83,892    

Wells Fargo & Co.

    4,359,028  
   

 

 

 
    52,477,504  
   

 

 

 
      Capital Goods - 7.0%  
  28,778    

AMETEK, Inc.

    2,008,704  
  48,501    

Eaton Corp. plc

    3,639,030  
  27,708    

Honeywell International, Inc.

    4,008,793  
  108,778    

Johnson Controls International plc

    3,684,311  
  13,847    

Lockheed Martin Corp.

    4,442,672  
  15,183    

Raytheon Co.

    3,111,604  
   

 

 

 
    20,895,114  
   

 

 

 
      Commercial & Professional Services - 1.0%  
  35,953    

Waste Management, Inc.

    2,922,619  
   

 

 

 
      Diversified Financials - 1.3%  
  113,163    

Synchrony Financial

    3,753,617  
   

 

 

 
      Energy - 13.2%  
  60,399    

Anadarko Petroleum Corp.

    4,066,061  
  73,827    

Chevron Corp.

    9,236,496  
  33,983    

EOG Resources, Inc.

    4,015,771  
  90,409    

Exxon Mobil Corp.

    7,029,300  
  72,871    

Halliburton Co.

    3,861,434  
  85,381    

Hess Corp.

    4,865,863  
  59,277    

Suncor Energy, Inc.

    2,266,160  
  69,085    

TOTAL S.A. ADR

    4,325,412  
   

 

 

 
    39,666,497  
   

 

 

 
      Food & Staples Retailing - 1.4%  
  63,153    

Walgreens Boots Alliance, Inc.

    4,196,517  
   

 

 

 
      Food, Beverage & Tobacco - 2.2%  
  50,294    

Altria Group, Inc.

    2,821,996  
  45,949    

Philip Morris International, Inc.

    3,767,818  
   

 

 

 
    6,589,814  
   

 

 

 
      Health Care Equipment & Services - 5.0%  
  44,365    

Cardinal Health, Inc.

    2,846,902  
  71,014    

Medtronic plc

    5,690,352  
  31,419    

STERIS plc

    2,969,724  
  14,538    

UnitedHealth Group, Inc.

    3,436,783  
   

 

 

 
    14,943,761  
   

 

 

 
      Household & Personal Products - 2.3%  
  170,900    

Coty, Inc. Class A

    2,965,115  
  71,438    

Unilever N.V.

    4,080,539  
   

 

 

 
    7,045,654  
   

 

 

 
      Insurance - 8.6%  
  81,547    

American International Group, Inc.

    4,566,632  
  28,980    

Chubb Ltd.

    3,931,717  
  45,471    

Marsh & McLennan Cos., Inc.

    3,705,886  
  68,412    

MetLife, Inc.

    3,261,200  
  51,883    

Principal Financial Group, Inc.

    3,072,511  
  39,883    

Prudential Financial, Inc.

    4,240,361  
  52,978    

XL Group Ltd.

    2,945,047  
   

 

 

 
    25,723,354  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.9% - (continued)  
      Materials - 3.7%  
  71,786    

Ball Corp.

  $ 2,877,900  
  69,111    

CRH plc ADR(1)

    2,443,765  
  46,927    

Methanex Corp.

    2,834,391  
  26,375    

PPG Industries, Inc.

    2,792,585  
   

 

 

 
    10,948,641  
   

 

 

 
      Media - 1.3%  
  121,242    

Comcast Corp. Class A

    3,805,786  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 7.6%  
  21,343    

Allergan plc

    3,279,352  
  132,196    

AstraZeneca plc ADR

    4,696,924  
  103,719    

Bristol-Myers Squibb Co.

    5,406,872  
  109,766    

Merck & Co., Inc.

    6,461,924  
  39,036    

Novartis AG ADR

    2,993,671  
   

 

 

 
      22,838,743  
 

 

 

 
      Real Estate - 2.9%  
  20,154    

American Tower Corp. REIT

    2,748,199  
  101,936    

Corporate Office Properties Trust REIT

    2,804,259  
  16,243    

Public Storage REIT

    3,277,513  
   

 

 

 
    8,829,971  
 

 

 

 
      Retailing - 4.0%  
  571,800    

Allstar Co.*(2)(3)(4)(5)

    68,616  
  28,561    

Expedia Group, Inc.

    3,288,513  
  55,937    

Lowe’s Cos., Inc.

    4,610,887  
  55,103    

Target Corp.

    4,000,478  
   

 

 

 
    11,968,494  
 

 

 

 
      Semiconductors & Semiconductor Equipment - 4.5%  
  160,888    

Intel Corp.

    8,305,039  
  28,399    

KLA-Tencor Corp.

    2,889,314  
  47,026    

QUALCOMM, Inc.

    2,398,796  
   

 

 

 
    13,593,149  
 

 

 

 
      Software & Services - 4.1%  
  19,979    

Accenture plc Class A

    3,020,825  
  33,636    

International Business Machines Corp.

    4,875,875  
  47,962    

Microsoft Corp.

    4,485,406  
   

 

 

 
    12,382,106  
 

 

 

 
      Technology Hardware & Equipment - 2.8%  
  111,956    

Cisco Systems, Inc.

    4,958,531  
  30,311    

Motorola Solutions, Inc.

    3,329,057  
   

 

 

 
    8,287,588  
 

 

 

 
      Telecommunication Services - 2.1%  
  128,068    

Verizon Communications, Inc.

    6,320,156  
   

 

 

 
      Transportation - 1.2%  
  31,941    

United Parcel Service, Inc. Class B

    3,625,304  
   

 

 

 
      Utilities - 4.2%  
  68,412    

Alliant Energy Corp.

    2,938,295  
  63,033    

Avangrid, Inc.

    3,322,469  
  52,170    

Eversource Energy

    3,143,243  
  63,136    

UGI Corp.

    3,055,151  
   

 

 

 
    12,459,158  
 

 

 

 
 

Total Common Stocks
(cost $284,948,034)

  $ 293,273,547  
   

 

 

 
 

Total Long-Term Investments
(cost $284,948,034)

  $ 293,273,547  
   

 

 

 
 

 

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

 

 

  67  

 


Hartford Quality Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 2.4%  
      Other Investment Pools & Funds - 2.0%  
  5,920,070    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
1.62%(6)

  $ 5,920,070  
   

 

 

 
      Securities Lending Collateral - 0.4%  
  63,510    

Citibank NA DDCA,
1.50%, 5/1/2018(6)

    63,510  
  675,871    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(6)

    675,871  
  530,819    

Invesco Government & Agency Portfolio,
1.60%(6)

    530,819  
   

 

 

 
    1,270,200  
 

 

 

 
 

Total Short-Term Investments
(cost $7,190,270)

  $ 7,190,270  
   

 

 

 
 

Total Investments
(cost $292,138,304)

    100.3    $ 300,463,817  
 

Other Assets and Liabilities

    (0.3 )%       (756,681
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 299,707,136  
   

 

 

    

 

 

 
 

 

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

 

 

  68  

 


Hartford Quality Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(2)  Investment valued using significant unobservable inputs.

 

(3)  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, this holding is determined to be liquid. At April 30, 2018, the aggregate value of this security was $68,616, which represented 0.0% of total net assets.

 

(4)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of this security was $68,616, which represented 0.0% of total net assets.

 

(5)  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of this security was $68,616, 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.

 

(6)  Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

REIT

   Real Estate Investment Trust

 

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

 

 

  69  

 


Hartford Quality Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Banks

   $ 52,477,504      $ 52,477,504      $      $  

Capital Goods

     20,895,114        20,895,114                

Commercial & Professional Services

     2,922,619        2,922,619                

Diversified Financials

     3,753,617        3,753,617                

Energy

     39,666,497        39,666,497                

Food & Staples Retailing

     4,196,517        4,196,517                

Food, Beverage & Tobacco

     6,589,814        6,589,814                

Health Care Equipment & Services

     14,943,761        14,943,761                

Household & Personal Products

     7,045,654        7,045,654                

Insurance

     25,723,354        25,723,354                

Materials

     10,948,641        10,948,641                

Media

     3,805,786        3,805,786                

Pharmaceuticals, Biotechnology & Life Sciences

     22,838,743        22,838,743                

Real Estate

     8,829,971        8,829,971                

Retailing

     11,968,494        11,899,878               68,616  

Semiconductors & Semiconductor Equipment

     13,593,149        13,593,149                

Software & Services

     12,382,106        12,382,106                

Technology Hardware & Equipment

     8,287,588        8,287,588                

Telecommunication Services

     6,320,156        6,320,156                

Transportation

     3,625,304        3,625,304                

Utilities

     12,459,158        12,459,158                

Short-Term Investments

     7,190,270        7,190,270                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     300,463,817      $     300,395,201      $     —      $     68,616  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 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 six-month period ended April 30, 2018 is not presented.

 

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

 

 

  70  

 


Hartford Small Cap Core Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.5%  
      Automobiles & Components - 0.3%  
  8,319    

Winnebago Industries, Inc.

  $ 315,290  
   

 

 

 
      Banks - 8.9%  
  23,410    

Berkshire Hills Bancorp, Inc.

    888,409  
  2,400    

Cadence BanCorp

    70,152  
  19,781    

Cathay General Bancorp

    791,438  
  16,920    

Essent Group Ltd.*

    557,683  
  19,931    

Fidelity Southern Corp.

    453,032  
  171,347    

First BanCorp*

    1,237,125  
  9,415    

Hancock Holding Co.

    459,923  
  6,572    

Heartland Financial USA, Inc.

    352,588  
  20,903    

Heritage Financial Corp.

    620,819  
  19,735    

Hope Bancorp, Inc.

    341,218  
  7,236    

IBERIABANK Corp.

    542,338  
  63,345    

MGIC Investment Corp.

    634,717  
  38,265    

OFG Bancorp

    516,577  
  14,986    

Opus Bank

    422,605  
  6,413    

Popular, Inc.

    296,858  
  1,100    

Preferred Bank

    70,114  
  30,822    

Radian Group, Inc.

    440,755  
  6,296    

Triumph Bancorp, Inc.*

    244,600  
  8,981    

Walker & Dunlop, Inc.*

    512,905  
  7,692    

Wintrust Financial Corp.

    688,049  
   

 

 

 
    10,141,905  
   

 

 

 
      Capital Goods - 6.8%  
  2,760    

Alamo Group, Inc.

    302,137  
  10,860    

American Railcar Industries, Inc.

    412,137  
  5,888    

Applied Industrial Technologies, Inc.

    376,538  
  4,000    

Atkore International Group, Inc.*

    71,080  
  3,345    

Beacon Roofing Supply, Inc.*

    163,738  
  16,771    

Briggs & Stratton Corp.

    302,381  
  2,218    

Caesarstone Ltd.*

    40,922  
  26,473    

Continental Building Products, Inc.*

    743,891  
  10,654    

EMCOR Group, Inc.

    784,028  
  6,415    

EnerSys

    439,812  
  8,659    

Generac Holdings, Inc.*

    389,742  
  24,639    

Harsco Corp.*

    503,868  
  4,996    

Hyster-Yale Materials Handling, Inc.

    355,715  
  7,949    

LB Foster Co. Class A*

    187,199  
  28,854    

Meritor, Inc.*

    561,787  
  10,669    

Primoris Services Corp.

    273,020  
  5,126    

Proto Labs, Inc.*

    610,763  
  12,883    

Rush Enterprises, Inc. Class A*

    526,013  
  11,542    

Textainer Group Holdings Ltd.*

    198,522  
  26,024    

Titan Machinery, Inc.*

    502,784  
   

 

 

 
    7,746,077  
   

 

 

 
      Commercial & Professional Services - 6.3%  
  28,724    

ACCO Brands Corp.*

    346,124  
  2,373    

Barrett Business Services, Inc.

    207,685  
  11,817    

Brink’s Co.

    872,095  
  2,654    

Cimpress N.V.*

    381,672  
  23,189    

Ennis, Inc.

    415,083  
  37,737    

Essendant, Inc.

    280,763  
  13,097    

FTI Consulting, Inc.*

    764,865  
  15,216    

Herman Miller, Inc.

    467,131  
  4,481    

Insperity, Inc.

    359,600  
  21,260    

LSC Communications, Inc.

    371,625  
  46,869    

Quad/Graphics, Inc.

    1,158,133  
  58,471    

RPX Corp.*

    633,241  
  8,300    

RR Donnelley & Sons Co.

    70,135  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.5% - (continued)  
      Commercial & Professional Services - 6.3% - (continued)  
  10,485    

TriNet Group, Inc.*

  $ 541,550  
  12,212    

TrueBlue, Inc.*

    325,450  
   

 

 

 
    7,195,152  
   

 

 

 
      Consumer Durables & Apparel - 3.3%  
  14,626    

Beazer Homes USA, Inc.*

    214,710  
  31,073    

Crocs, Inc.*

    490,954  
  6,034    

CSS Industries, Inc.

    102,940  
  10,354    

Deckers Outdoor Corp.*

    965,614  
  14,707    

Ethan Allen Interiors, Inc.

    324,289  
  4,800    

Fossil Group, Inc.*

    71,760  
  16,386    

KB Home

    435,048  
  16,565    

La-Z-Boy, Inc.

    477,072  
  11,769    

Movado Group, Inc.

    464,287  
  22,067    

ZAGG, Inc.*

    247,150  
   

 

 

 
    3,793,824  
   

 

 

 
      Consumer Services - 4.8%  
  19,512    

American Public Education, Inc.*

    786,334  
  1,300    

BJ’s Restaurants, Inc.

    72,605  
  3,000    

Bloomin’ Brands, Inc.

    70,980  
  7,000    

Cambium Learning Group, Inc.*

    70,980  
  10,285    

Grand Canyon Education, Inc.*

    1,069,537  
  24,649    

International Speedway Corp. Class A

    1,013,074  
  17,647    

K12, Inc.*

    269,999  
  13,177    

Penn National Gaming, Inc.*

    399,395  
  24,621    

Ruth’s Hospitality Group, Inc.

    661,074  
  20,825    

Scientific Games Corp. Class A*

    1,109,972  
   

 

 

 
    5,523,950  
   

 

 

 
      Diversified Financials - 5.9%  
  27,536    

AG Mortgage Investment Trust, Inc. REIT

    486,837  
  40,774    

Apollo Commercial Real Estate Finance, Inc. REIT

    734,748  
  14,472    

ARMOUR Residential, Inc. REIT

    327,501  
  50,126    

Banco Latinoamericano de Comercio Exterior S.A. ADR

    1,357,913  
  23,635    

Chimera Investment Corp. REIT

    413,376  
  7,551    

Evercore, Inc. Class A

    764,539  
  7,809    

Green Dot Corp. Class A*

    474,865  
  40,728    

Invesco Mortgage Capital, Inc. REIT

    661,016  
  9,295    

Moelis & Co. Class A

    500,071  
  21,722    

MTGE Investment Corp. REIT

    394,254  
  30,377    

Two Harbors Investment Corp. REIT

    463,553  
  15,322    

Western Asset Mortgage Capital Corp. REIT

    152,454  
   

 

 

 
    6,731,127  
   

 

 

 
      Energy - 4.7%  
  3,928    

Arch Coal, Inc. Class A

    317,500  
  21,429    

CVR Energy, Inc.(1)

    739,301  
  26,265    

Delek U.S. Holdings, Inc.

    1,244,173  
  3,293    

Exterran Corp.*

    96,452  
  19,391    

Par Pacific Holdings, Inc.*

    327,126  
  10,775    

REX American Resources Corp.*

    805,754  
  29,228    

Rowan Cos. plc Class A*

    422,052  
  19,648    

Stone Energy Corp.*

    699,469  
  118,579    

W&T Offshore, Inc.*

    723,332  
   

 

 

 
    5,375,159  
   

 

 

 
      Food, Beverage & Tobacco - 1.4%  
  1,583    

Boston Beer Co., Inc. Class A*

    354,829  
  7,653    

Fresh Del Monte Produce, Inc.

    376,145  
 

 

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

 

 

  71  

 


Hartford Small Cap Core Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.5% - (continued)  
      Food, Beverage & Tobacco - 1.4% - (continued)  
  6,838    

Sanderson Farms, Inc.

  $ 760,112  
  7,423    

Vector Group Ltd.

    144,749  
   

 

 

 
    1,635,835  
   

 

 

 
      Health Care Equipment & Services - 5.8%  
  11,216    

AngioDynamics, Inc.*

    217,366  
  3,703    

Chemed Corp.

    1,141,339  
  9,835    

Encompass Health Corp.

    598,165  
  3,064    

Globus Medical, Inc. Class A*

    156,846  
  34,329    

Inovalon Holdings, Inc. Class A*

    362,171  
  3,306    

Integer Holdings Corp.*

    181,499  
  20,265    

Meridian Bioscience, Inc.

    295,869  
  7,563    

Molina Healthcare, Inc.*

    629,620  
  18,284    

Quality Systems, Inc.*

    245,554  
  24,041    

RadNet, Inc.*

    318,543  
  39,396    

Triple-S Management Corp. Class B*

    1,116,876  
  6,504    

WellCare Health Plans, Inc.*

    1,334,361  
   

 

 

 
    6,598,209  
   

 

 

 
      Household & Personal Products - 2.7%  
  10,551    

Medifast, Inc.

    1,059,109  
  11,618    

Nu Skin Enterprises, Inc. Class A

    826,621  
  11,710    

USANA Health Sciences, Inc.*

    1,235,991  
   

 

 

 
    3,121,721  
   

 

 

 
      Insurance - 1.4%  
  24,495    

American Equity Investment Life Holding Co.

    739,749  
  23,101    

Assured Guaranty Ltd.

    838,335  
  2,400    

Health Insurance Innovations, Inc. Class A*

    68,400  
   

 

 

 
    1,646,484  
   

 

 

 
      Materials - 3.1%  
  32,007    

Domtar Corp.

    1,405,107  
  17,843    

Kronos Worldwide, Inc.

    411,103  
  17,761    

Louisiana-Pacific Corp.

    503,169  
  6,702    

Materion Corp.

    340,127  
  24,235    

Mercer International, Inc.

    324,749  
  2,400    

Schnitzer Steel Industries, Inc. Class A

    70,680  
  6,935    

Stepan Co.

    487,669  
   

 

 

 
    3,542,604  
   

 

 

 
      Media - 1.1%  
  72,778    

Entravision Communications Corp. Class A

    338,417  
  70,322    

Gannett Co., Inc.

    680,014  
  14,427    

tronc, Inc.*

    264,880  
   

 

 

 
    1,283,311  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 10.3%  
  13,089    

AMAG Pharmaceuticals, Inc.*

    268,979  
  16,560    

Assembly Biosciences, Inc.*

    720,029  
  32,605    

Calithera Biosciences, Inc.*

    200,521  
  6,276    

Catalent, Inc.*

    258,006  
  15,586    

Concert Pharmaceuticals, Inc.*

    284,444  
  30,717    

CytomX Therapeutics, Inc.*

    807,857  
  18,029    

Emergent BioSolutions, Inc.*

    934,984  
  9,080    

Enanta Pharmaceuticals, Inc.*

    844,894  
  31,937    

Halozyme Therapeutics, Inc.*

    604,567  
  59,414    

Horizon Pharma plc*

    786,641  
  33,232    

ImmunoGen, Inc.*

    365,220  
  12,949    

Kura Oncology, Inc.*

    196,177  
  18,746    

Luminex Corp.

    400,227  
  10,298    

MacroGenics, Inc.*

    237,472  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.5% - (continued)  
      Pharmaceuticals, Biotechnology & Life Sciences - 10.3% -
(continued)
 
  7,699    

Medpace Holdings, Inc.*

  $ 284,786  
  30,379    

Momenta Pharmaceuticals, Inc.*

    631,883  
  45,600    

Novavax, Inc.*

    71,136  
  279,167    

PDL BioPharma, Inc.*

    815,168  
  57,352    

Pieris Pharmaceuticals, Inc.*

    365,332  
  4,818    

PRA Health Sciences, Inc.*

    395,895  
  22,316    

Recro Pharma, Inc.*

    271,362  
  6,636    

REGENXBIO, Inc.*

    247,855  
  7,585    

Revance Therapeutics, Inc.*

    212,001  
  29,502    

Sangamo Therapeutics, Inc.*

    466,132  
  19,173    

Supernus Pharmaceuticals, Inc.*

    899,214  
  13,168    

Voyager Therapeutics, Inc.*

    239,131  
   

 

 

 
    11,809,913  
   

 

 

 
      Real Estate - 7.3%  
  12,263    

Agree Realty Corp. REIT

    599,415  
  25,465    

CareTrust, Inc. REIT

    336,393  
  24,762    

Chesapeake Lodging Trust REIT

    731,469  
  33,532    

Forestar Group, Inc.*

    730,998  
  16,113    

Global Net Lease, Inc. REIT

    299,863  
  27,342    

Hersha Hospitality Trust REIT

    513,483  
  9,200    

Hospitality Properties Trust REIT

    228,896  
  24,527    

Independence Realty Trust, Inc. REIT

    230,554  
  33,538    

Lexington Realty Trust REIT

    269,646  
  6,797    

National Health Investors, Inc. REIT

    464,031  
  22,614    

Pebblebrook Hotel Trust REIT

    791,264  
  16,385    

Piedmont Office Realty Trust, Inc. Class A, REIT

    293,619  
  21,415    

Ramco-Gershenson Properties Trust REIT

    255,909  
  75,138    

Select Income REIT

    1,424,616  
  24,800    

Summit Hotel Properties, Inc. REIT

    359,104  
  12,725    

Sunstone Hotel Investors, Inc. REIT

    198,510  
  30,095    

Xenia Hotels & Resorts, Inc. REIT

    619,656  
   

 

 

 
    8,347,426  
   

 

 

 
      Retailing - 2.4%  
  16,959    

Abercrombie & Fitch Co. Class A

    434,490  
  39,165    

Buckle, Inc.(1)

    902,753  
  23,307    

Cato Corp. Class A

    377,806  
  4,755    

RH*

    453,865  
  1,500    

Shutterfly, Inc.*

    121,380  
  13,996    

Tailored Brands, Inc.

    441,574  
   

 

 

 
    2,731,868  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.7%  
  91,908    

Amkor Technology, Inc.*

    760,998  
  27,932    

Entegris, Inc.

    899,411  
  4,588    

MKS Instruments, Inc.

    469,811  
  56,852    

Photronics, Inc.*

    434,918  
  22,155    

Rudolph Technologies, Inc.*

    561,629  
  33,498    

Teradyne, Inc.

    1,090,360  
   

 

 

 
    4,217,127  
   

 

 

 
      Software & Services - 10.1%  
  11,553    

Bottomline Technologies de, Inc.*

    456,575  
  30,229    

Convergys Corp.

    706,149  
  14,500    

Etsy, Inc.*

    434,130  
  15,440    

ManTech International Corp. Class A

    912,350  
  23,818    

MAXIMUS, Inc.

    1,610,811  
  2,589    

MicroStrategy, Inc. Class A*

    329,994  
  26,987    

Net 1 UEPS Technologies, Inc.*

    222,373  
  35,950    

Progress Software Corp.

    1,327,633  
 

 

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

 

 

  72  

 


Hartford Small Cap Core Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.5% - (continued)  
      Software & Services - 10.1% - (continued)  
  14,488    

Qualys, Inc.*

  $ 1,114,852  
  33,393    

QuinStreet, Inc.*

    375,337  
  20,307    

Shutterstock, Inc.*

    855,737  
  29,207    

Sykes Enterprises, Inc.*

    839,993  
  42,258    

Synchronoss Technologies, Inc.*

    473,290  
  17,403    

TechTarget, Inc.*

    362,853  
  10,038    

TTEC Holdings, Inc.

    321,216  
  35,307    

Unisys Corp.*

    395,438  
  6,660    

Virtusa Corp.*

    320,612  
  13,089    

XO Group, Inc.*

    283,770  
  6,241    

Yelp, Inc.*

    279,909  
   

 

 

 
    11,623,022  
   

 

 

 
      Technology Hardware & Equipment - 1.7%  
  26,141    

Electro Scientific Industries, Inc.*

    470,538  
  42,125    

Extreme Networks, Inc.*

    450,738  
  1,500    

Tech Data Corp.*

    114,375  
  54,776    

Vishay Intertechnology, Inc.

    966,796  
   

 

 

 
    2,002,447  
   

 

 

 
      Telecommunication Services - 2.2%  
  1,480    

ATN International, Inc.

    78,440  
  40,590    

Boingo Wireless, Inc.*

    952,241  
  43,677    

Telephone & Data Systems, Inc.

    1,193,693  
  27,702    

Vonage Holdings Corp.*

    309,708  
   

 

 

 
    2,534,082  
   

 

 

 
      Transportation - 1.7%  
  8,463    

ArcBest Corp.

    271,662  
  8,093    

Avis Budget Group, Inc.*

    399,875  
  2,500    

Covenant Transportation Group, Inc. Class A*

    69,375  
  20,295    

Hawaiian Holdings, Inc.*

    836,154  
  5,395    

Saia, Inc.*

    356,340  
   

 

 

 
    1,933,406  
   

 

 

 
      Utilities - 0.6%  
  10,960    

El Paso Electric Co.

    559,508  
  1,373    

ONE Gas, Inc.

    95,726  
  1,800    

PNM Resources, Inc.

    71,370  
   

 

 

 
    726,604  
   

 

 

 
 

Total Common Stocks
(cost $96,175,324)

  $ 110,576,543  
   

 

 

 
 

Total Long-Term Investments
(cost $96,175,324)

  $ 110,576,543  
   

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 2.5%  
      Other Investment Pools & Funds - 1.0%  
  1,160,862    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,
1.60%(2)

  $ 1,160,862  
   

 

 

 
      Securities Lending Collateral - 1.5%  
  84,182    

Citibank NA DDCA,

1.50%, 5/1/2018(2)

    84,182  
  895,867    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(2)

    895,867  
  703,600    

Invesco Government & Agency Portfolio,
1.60%(2)

    703,600  
   

 

 

 
    1,683,649  
   

 

 

 
 

Total Short-Term Investments
(cost $2,844,511)

  $ 2,844,511  
   

 

 

 
 

Total Investments
(cost $99,019,835)

    99.0   $ 113,421,054  
 

Other Assets and Liabilities

    1.0     1,173,312  
   

 

 

   

 

 

 
 

Total Net Assets

    100.0   $ 114,594,366  
   

 

 

   

 

 

 

 

 

 

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

 

 

  73  

 


Hartford Small Cap Core Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(2)  Current yield as of period end.

 

Futures Contracts Outstanding at April 30, 2018  

Description

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

Long position contracts:

 

E-Mini Russell 2000

     25        06/15/2018      $     1,929,750      $     (8,340)  
           

 

 

 

Total futures contracts

 

   $ (8,340
           

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

REIT

   Real Estate Investment Trust

 

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

 

 

  74  

 


Hartford Small Cap Core Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Automobiles & Components

   $ 315,290     $ 315,290     $      $  

Banks

     10,141,905       10,141,905               

Capital Goods

     7,746,077       7,746,077               

Commercial & Professional Services

     7,195,152       7,195,152               

Consumer Durables & Apparel

     3,793,824       3,793,824               

Consumer Services

     5,523,950       5,523,950               

Diversified Financials

     6,731,127       6,731,127               

Energy

     5,375,159       5,375,159               

Food, Beverage & Tobacco

     1,635,835       1,635,835               

Health Care Equipment & Services

     6,598,209       6,598,209               

Household & Personal Products

     3,121,721       3,121,721               

Insurance

     1,646,484       1,646,484               

Materials

     3,542,604       3,542,604               

Media

     1,283,311       1,283,311               

Pharmaceuticals, Biotechnology & Life Sciences

     11,809,913       11,809,913               

Real Estate

     8,347,426       8,347,426               

Retailing

     2,731,868       2,731,868               

Semiconductors & Semiconductor Equipment

     4,217,127       4,217,127               

Software & Services

     11,623,022       11,623,022               

Technology Hardware & Equipment

     2,002,447       2,002,447               

Telecommunication Services

     2,534,082       2,534,082               

Transportation

     1,933,406       1,933,406               

Utilities

     726,604       726,604               

Short-Term Investments

     2,844,511       2,844,511               
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $     113,421,054     $     113,421,054     $     —      $     —  
  

 

 

   

 

 

   

 

 

    

 

 

 

Liabilities

 

Futures Contracts(2)

   $ (8,340   $ (8,340   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ (8,340   $ (8,340   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

 

(1) For the six-month period ended April 30, 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.

 

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

 

 

  75  

 


The Hartford Small Cap Growth Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.6%  
      Automobiles & Components - 1.6%  
  155,897    

Cooper Tire & Rubber Co.

  $ 3,811,682  
  188,240    

Tenneco, Inc.

    8,412,445  
  52,304    

Visteon Corp.*

    6,508,710  
  21,964    

Winnebago Industries, Inc.

    832,436  
   

 

 

 
    19,565,273  
   

 

 

 
      Banks - 3.1%  
  19,439    

Bank of NT Butterfield & Son Ltd.

    922,381  
  48,601    

Essent Group Ltd.*

    1,601,889  
  72,431    

FCB Financial Holdings, Inc. Class A*

    4,186,512  
  131,254    

First Busey Corp.

    3,891,681  
  133,050    

First Hawaiian, Inc.

    3,665,527  
  119,067    

Great Western Bancorp, Inc.

    4,898,416  
  86,226    

IBERIABANK Corp.

    6,462,639  
  522,032    

MGIC Investment Corp.

    5,230,761  
  287,362    

Sterling Bancorp

    6,824,847  
  12,126    

Walker & Dunlop, Inc.*

    692,516  
   

 

 

 
    38,377,169  
   

 

 

 
      Capital Goods - 9.5%  
  179,625    

AAON, Inc.

    6,107,250  
  143,088    

Aerojet Rocketdyne Holdings, Inc.*

    3,997,879  
  184,763    

Altra Industrial Motion Corp.

    7,695,379  
  57,463    

American Woodmark Corp.*

    4,723,459  
  113,771    

Applied Industrial Technologies, Inc.

    7,275,655  
  112,708    

Armstrong World Industries, Inc.*

    6,311,648  
  60,369    

Astec Industries, Inc.

    3,354,102  
  118,399    

AZZ, Inc.

    5,274,675  
  8,215    

Barnes Group, Inc.

    456,179  
  27,129    

Beacon Roofing Supply, Inc.*

    1,327,964  
  201,873    

BMC Stock Holdings, Inc.*

    3,482,309  
  35,055    

Caesarstone Ltd.*

    646,765  
  71,339    

Continental Building Products, Inc.*

    2,004,626  
  20,395    

EMCOR Group, Inc.

    1,500,868  
  4,900    

Encore Wire Corp.

    257,985  
  14,050    

EnerSys

    963,268  
  174,722    

Evoqua Water Technologies Corp.*

    3,569,570  
  230,104    

Generac Holdings, Inc.*

    10,356,981  
  25,974    

Global Brass & Copper Holdings, Inc.

    779,220  
  38,772    

Hillenbrand, Inc.

    1,797,082  
  14,079    

Hyster-Yale Materials Handling, Inc.

    1,002,425  
  158,929    

ITT, Inc.

    7,770,039  
  244,568    

JELD-WEN Holding, Inc.*

    6,874,806  
  68,573    

KBR, Inc.

    1,144,483  
  23,314    

Meritor, Inc.*

    453,924  
  307,755    

Milacron Holdings Corp.*

    5,548,823  
  10,176    

Proto Labs, Inc.*

    1,212,470  
  245,847    

Rexnord Corp.*

    6,763,251  
  23,373    

Rush Enterprises, Inc. Class A*

    954,320  
  55,808    

SiteOne Landscape Supply, Inc.*

    3,822,848  
  37,240    

Teledyne Technologies, Inc.*

    6,967,232  
  44,993    

Wabash National Corp.

    902,560  
  181,331    

Welbilt, Inc.*

    3,474,302  
   

 

 

 
    118,774,347  
   

 

 

 
      Commercial & Professional Services - 5.1%  
  175,923    

Advanced Disposal Services, Inc.*

    3,877,343  
  140,775    

ASGN, Inc.*

    11,350,688  
  35,082    

Brink’s Co.

    2,589,052  
  7,564    

Cimpress N.V.*

    1,087,779  
  115,946    

Clean Harbors, Inc.*

    5,310,327  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.6% - (continued)  
      Commercial & Professional Services - 5.1% - (continued)  
  142,649    

Deluxe Corp.

  $ 9,777,162  
  100,706    

Exponent, Inc.

    8,700,998  
  52,677    

Herman Miller, Inc.

    1,617,184  
  103,933    

Huron Consulting Group, Inc.*

    3,892,291  
  19,974    

Insperity, Inc.

    1,602,913  
  87,343    

MSA Safety, Inc.

    7,584,866  
  58,001    

Quad/Graphics, Inc.

    1,433,205  
  82,173    

RPX Corp.*

    889,934  
  54,381    

Steelcase, Inc. Class A

    720,548  
  30,986    

TriNet Group, Inc.*

    1,600,427  
  18,312    

TrueBlue, Inc.*

    488,015  
  47,314    

WageWorks, Inc.*

    1,970,628  
   

 

 

 
    64,493,360  
   

 

 

 
      Consumer Durables & Apparel - 5.0%  
  87,895    

Carter’s, Inc.

    8,817,626  
  54,681    

Crocs, Inc.*

    863,960  
  18,661    

Deckers Outdoor Corp.*

    1,740,325  
  107,659    

Installed Building Products, Inc.*

    6,211,924  
  63,081    

KB Home

    1,674,801  
  31,154    

La-Z-Boy, Inc.

    897,235  
  53,547    

MDC Holdings, Inc.

    1,553,398  
  97,745    

Oxford Industries, Inc.

    7,530,275  
  240,505    

Steven Madden Ltd.

    11,604,366  
  121,790    

TopBuild Corp.*

    9,706,663  
  19,024    

William Lyon Homes, Inc. Class A*

    510,985  
  369,620    

Wolverine World Wide, Inc.

    11,073,815  
  27,530    

ZAGG, Inc.*

    308,336  
   

 

 

 
    62,493,709  
   

 

 

 
      Consumer Services - 3.9%  
  23,700    

American Public Education, Inc.*

    955,110  
  12,172    

BJ’s Restaurants, Inc.

    679,806  
  24,469    

Bloomin’ Brands, Inc.

    578,937  
  33,731    

Boyd Gaming Corp.

    1,120,206  
  4,493    

Churchill Downs, Inc.

    1,233,778  
  127,038    

Dunkin’ Brands Group, Inc.

    7,744,236  
  18,382    

Grand Canyon Education, Inc.*

    1,911,544  
  88,944    

La Quinta Holdings, Inc.*

    1,737,966  
  67,936    

Marriott Vacations Worldwide Corp.

    8,329,633  
  112,277    

Papa John’s International, Inc.(1)

    6,961,174  
  76,354    

Penn National Gaming, Inc.*

    2,314,290  
  38,855    

Scientific Games Corp. Class A*

    2,070,971  
  22,570    

Sotheby’s*

    1,191,696  
  14,388    

Texas Roadhouse, Inc.

    921,983  
  10,592    

Weight Watchers International, Inc.*

    741,970  
  222,989    

Wingstop, Inc.

    10,895,243  
   

 

 

 
    49,388,543  
   

 

 

 
      Diversified Financials - 1.4%  
  95,648    

Evercore, Inc. Class A

    9,684,360  
  28,869    

Green Dot Corp. Class A*

    1,755,524  
  9,933    

Houlihan Lokey, Inc.

    442,019  
  34,524    

Moelis & Co. Class A

    1,857,391  
  102,612    

OneMain Holdings, Inc.*

    3,165,580  
  20,429    

Virtu Financial, Inc. Class A

    735,444  
   

 

 

 
    17,640,318  
   

 

 

 
      Energy - 2.2%  
  33,365    

CVR Energy, Inc.(1)

    1,151,093  
  18,755    

Matador Resources Co.*

    614,039  
  217,407    

Newfield Exploration Co.*

    6,478,729  
 

 

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

 

 

  76  

 


The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.6% - (continued)  
      Energy - 2.2% - (continued)  
  99,323    

PDC Energy, Inc.*

  $ 5,317,753  
  296,668    

ProPetro Holding Corp.*(1)

    5,429,024  
  15,558    

REX American Resources Corp.*

    1,163,427  
  265,152    

WildHorse Resource Development Corp.*(1)

    6,933,725  
   

 

 

 
    27,087,790  
   

 

 

 
      Food & Staples Retailing - 1.6%  
  55,531    

Casey’s General Stores, Inc.

    5,364,295  
  236,174    

Performance Food Group Co.*

    7,663,846  
  88,434    

PriceSmart, Inc.

    7,746,818  
   

 

 

 
    20,774,959  
   

 

 

 
      Food, Beverage & Tobacco - 1.3%  
  11,479    

Boston Beer Co., Inc. Class A*

    2,573,018  
  9,500    

Fresh Del Monte Produce, Inc.

    466,925  
  437,492    

Hostess Brands, Inc.*

    6,146,763  
  72,164    

Pilgrim’s Pride Corp.*

    1,558,742  
  59,499    

Post Holdings, Inc.*

    4,734,335  
  10,722    

Sanderson Farms, Inc.

    1,191,858  
   

 

 

 
    16,671,641  
   

 

 

 
      Health Care Equipment & Services - 9.7%  
  11,338    

Anika Therapeutics, Inc.*

    498,985  
  221,766    

AtriCure, Inc.*

    4,929,858  
  7,779    

Atrion Corp.

    4,839,316  
  193,580    

Cardiovascular Systems, Inc.*

    4,423,303  
  11,692    

Chemed Corp.

    3,603,708  
  51,195    

Encompass Health Corp.

    3,113,680  
  288,904    

Globus Medical, Inc. Class A*

    14,788,996  
  33,909    

Haemonetics Corp.*

    2,646,258  
  247,709    

HMS Holdings Corp.*

    4,461,239  
  46,247    

ICU Medical, Inc.*

    11,640,370  
  6,250    

Inogen, Inc.*

    878,625  
  102,194    

Insulet Corp.*

    8,788,684  
  135,235    

Integra LifeSciences Holdings Corp.*

    8,334,533  
  6,234    

Magellan Health, Inc.*

    522,721  
  71,589    

Medidata Solutions, Inc.*

    5,108,591  
  13,465    

Merit Medical Systems, Inc.*

    653,053  
  86,408    

Molina Healthcare, Inc.*

    7,193,466  
  161,512    

Natus Medical, Inc.*

    5,337,972  
  150,600    

Omnicell, Inc.*

    6,490,860  
  302,934    

OraSure Technologies, Inc.*

    5,371,020  
  98,283    

Orthofix International N.V.*

    5,997,229  
  75,480    

Quality Systems, Inc.*

    1,013,696  
  16,730    

Quidel Corp.*

    948,591  
  38,346    

Tenet Healthcare Corp.*

    918,003  
  57,050    

Triple-S Management Corp. Class B*

    1,617,368  
  62,405    

U.S. Physical Therapy, Inc.

    5,694,456  
  12,228    

WellCare Health Plans, Inc.*

    2,508,696  
   

 

 

 
    122,323,277  
   

 

 

 
      Household & Personal Products - 0.4%  
  21,805    

Medifast, Inc.

    2,188,786  
  28,702    

USANA Health Sciences, Inc.*

    3,029,496  
   

 

 

 
    5,218,282  
   

 

 

 
      Insurance - 0.7%  
  58,283    

American Equity Investment Life Holding Co.

    1,760,146  
  171,241    

James River Group Holdings Ltd.

    6,219,473  
  4,837    

Primerica, Inc.

    467,980  
  30,602    

Universal Insurance Holdings, Inc.

    993,035  
   

 

 

 
    9,440,634  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.6% - (continued)  
      Materials - 3.8%  
  16,496    

AdvanSix, Inc.*

  $ 590,887  
  166,923    

Boise Cascade Co.

    6,943,997  
  14,146    

Century Aluminum Co.*

    247,131  
  24,178    

Chemours Co.

    1,170,457  
  443,381    

Graphic Packaging Holding Co.

    6,340,348  
  13,278    

Koppers Holdings, Inc.*

    581,577  
  33,434    

Kronos Worldwide, Inc.

    770,319  
  327,607    

Louisiana-Pacific Corp.

    9,281,106  
  389,727    

OMNOVA Solutions, Inc.*

    4,248,024  
  232,655    

PolyOne Corp.

    9,736,612  
  25,766    

Rayonier Advanced Materials, Inc.

    551,393  
  17,873    

Stepan Co.

    1,256,829  
  198,116    

Summit Materials, Inc. Class A*

    5,574,984  
   

 

 

 
    47,293,664  
   

 

 

 
      Media - 0.2%  
  43,024    

New York Times Co. Class A

    1,008,913  
  37,995    

World Wrestling Entertainment, Inc. Class A

    1,511,821  
   

 

 

 
    2,520,734  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 15.0%  
  127,077    

Abeona Therapeutics, Inc.*(1)

    2,217,494  
  91,168    

Aerie Pharmaceuticals, Inc.*

    4,667,802  
  39,193    

Agios Pharmaceuticals, Inc.*

    3,288,685  
  30,292    

Aimmune Therapeutics, Inc.*

    940,264  
  95,474    

Akebia Therapeutics, Inc.*

    879,316  
  496,447    

Amicus Therapeutics, Inc.*

    7,024,725  
  4,491    

AnaptysBio, Inc.*

    421,166  
  151,434    

Arena Pharmaceuticals, Inc.*

    6,033,131  
  81,208    

Array BioPharma, Inc.*

    1,101,180  
  86,410    

Audentes Therapeutics, Inc.*

    3,228,278  
  8,284    

BioSpecifics Technologies Corp.*

    351,407  
  39,451    

Bluebird Bio, Inc.*

    6,712,588  
  96,301    

Blueprint Medicines Corp.*

    7,388,213  
  250,907    

Calithera Biosciences, Inc.*

    1,543,078  
  271,070    

Catalent, Inc.*

    11,143,688  
  164,204    

Coherus Biosciences, Inc.*

    1,986,868  
  20,849    

Collegium Pharmaceutical, Inc.*

    493,079  
  45,588    

Corcept Therapeutics, Inc.*

    760,408  
  235,307    

Cytokinetics, Inc.*

    1,953,048  
  173,250    

Dermira, Inc.*

    1,578,308  
  17,345    

Editas Medicine, Inc.*

    544,633  
  43,208    

Emergent BioSolutions, Inc.*

    2,240,767  
  13,241    

Esperion Therapeutics, Inc.*

    927,002  
  75,727    

Exact Sciences Corp.*

    3,787,107  
  18,785    

FibroGen, Inc.*

    853,778  
  190,884    

Five Prime Therapeutics, Inc.*

    3,197,307  
  98,600    

Flexion Therapeutics, Inc.*(1)

    2,457,112  
  3,664    

Foundation Medicine, Inc.*

    279,746  
  53,900    

G1 Therapeutics, Inc.*

    2,067,065  
  142,238    

GlycoMimetics, Inc.*

    2,402,400  
  68,476    

Halozyme Therapeutics, Inc.*

    1,296,251  
  168,818    

Heron Therapeutics, Inc.*

    5,115,185  
  84,853    

ImmunoGen, Inc.*

    932,534  
  224,487    

Impax Laboratories, Inc.*

    4,220,356  
  88,686    

Innoviva, Inc.*

    1,285,947  
  267,995    

Intersect ENT, Inc.*

    10,706,400  
  31,800    

Iovance Biotherapeutics, Inc.*

    461,100  
  147,290    

Ironwood Pharmaceuticals, Inc.*

    2,668,895  
  90,979    

Jounce Therapeutics, Inc.*(1)

    1,873,258  
  4,919    

Ligand Pharmaceuticals, Inc.*

    761,707  
 

 

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

 

 

  77  

 


The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.6% - (continued)  
      Pharmaceuticals, Biotechnology & Life Sciences - 15.0% -
(continued)
 
  67,499    

Loxo Oncology, Inc.*

  $ 8,498,799  
  54,281    

Luminex Corp.

    1,158,899  
  125,768    

Medicines Co.*(1)

    3,784,359  
  43,530    

MiMedx Group, Inc.*(1)

    357,381  
  77,999    

Momenta Pharmaceuticals, Inc.*

    1,622,379  
  16,462    

MyoKardia, Inc.*

    813,223  
  246,164    

NanoString Technologies, Inc.*

    2,338,558  
  145,090    

Nektar Therapeutics*

    12,138,229  
  253,308    

Novavax, Inc.*

    395,160  
  525,265    

PDL BioPharma, Inc.*

    1,533,774  
  133,887    

Portola Pharmaceuticals, Inc.*

    4,837,337  
  27,014    

PRA Health Sciences, Inc.*

    2,219,740  
  41,890    

PTC Therapeutics, Inc.*

    1,161,610  
  71,137    

Revance Therapeutics, Inc.*

    1,988,279  
  798,841    

Rigel Pharmaceuticals, Inc.*

    2,883,816  
  48,323    

Sage Therapeutics, Inc.*

    6,954,646  
  66,741    

Sangamo Therapeutics, Inc.*(1)

    1,054,508  
  3,943    

Sarepta Therapeutics, Inc.*

    301,087  
  95,816    

Spark Therapeutics, Inc.*

    7,312,677  
  50,029    

Supernus Pharmaceuticals, Inc.*

    2,346,360  
  156,417    

Syneos Health, Inc.*

    5,959,488  
  109,218    

Ultragenyx Pharmaceutical, Inc.*

    5,552,643  
  20,010    

Zogenix, Inc.*

    786,393  
   

 

 

 
    187,790,621  
   

 

 

 
      Real Estate - 2.2%  
  136,654    

CareTrust, Inc. REIT

    1,805,199  
  37,291    

Coresite Realty Corp. REIT

    3,881,993  
  140,645    

Corporate Office Properties Trust REIT

    3,869,144  
  165,434    

HFF, Inc. Class A, REIT

    5,813,351  
  32,131    

National Health Investors, Inc. REIT

    2,193,583  
  112,437    

Physicians Realty Trust REIT

    1,679,809  
  11,399    

PotlatchDeltic Corp. REIT

    591,038  
  81,324    

RLJ Lodging Trust REIT

    1,689,100  
  29,873    

Sabra Healthcare, Inc. REIT

    546,975  
  397,487    

Sunstone Hotel Investors, Inc. REIT

    6,200,797  
   

 

 

 
    28,270,989  
   

 

 

 
      Retailing - 3.2%  
  52,143    

Buckle, Inc.(1)

    1,201,896  
  30,399    

Burlington Stores, Inc.*

    4,129,704  
  171,764    

Caleres, Inc.

    5,621,836  
  21,655    

Cato Corp. Class A

    351,027  
  6,275    

Children’s Place, Inc.

    800,376  
  214,316    

Core-Mark Holding Co., Inc.

    4,417,053  
  108,555    

Five Below, Inc.*

    7,665,068  
  70,700    

Floor & Decor Holdings, Inc. Class A*

    3,930,213  
  56,376    

Groupon, Inc.*

    261,585  
  197,359    

Michaels Cos., Inc.*

    3,674,825  
  5,678    

PetMed Express, Inc.(1)

    189,986  
  8,606    

RH*

    821,443  
  30,741    

Shutterfly, Inc.*

    2,487,562  
  30,869    

Sleep Number Corp.*

    874,827  
  24,512    

Tailored Brands, Inc.

    773,354  
  45,000    

Wayfair, Inc. Class A*

    2,803,500  
   

 

 

 
    40,004,255  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.7%  
  85,630    

Advanced Energy Industries, Inc.*

    5,099,266  
  193,195    

Amkor Technology, Inc.*

    1,599,655  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.6% - (continued)  
      Semiconductors & Semiconductor Equipment - 3.7% -
(continued)
 
  189,640    

Axcelis Technologies, Inc.*

  $ 4,172,080  
  10,977    

Cabot Microelectronics Corp.

    1,113,617  
  175,846    

Cohu, Inc.

    3,763,104  
  288,640    

Entegris, Inc.

    9,294,208  
  461,471    

FormFactor, Inc.*

    5,295,380  
  58,962    

Integrated Device Technology, Inc.*

    1,640,912  
  90,730    

Kulicke & Soffa Industries, Inc.*

    2,076,810  
  110,884    

MKS Instruments, Inc.

    11,354,522  
  19,798    

Rudolph Technologies, Inc.*

    501,879  
  10,722    

Synaptics, Inc.*

    466,621  
   

 

 

 
    46,378,054  
   

 

 

 
      Software & Services - 18.5%  
  81,564    

2U, Inc.*

    6,565,086  
  196,089    

Acxiom Corp.*

    5,094,392  
  22,583    

Apptio, Inc. Class A*

    666,424  
  103,155    

Aspen Technology, Inc.*

    9,051,851  
  63,844    

Blackbaud, Inc.

    6,701,066  
  234,677    

Blucora, Inc.*

    6,101,602  
  36,306    

Bottomline Technologies de, Inc.*

    1,434,813  
  56,485    

CACI International, Inc. Class A*

    8,532,059  
  346,131    

Cloudera, Inc.*

    4,932,367  
  14,729    

CommVault Systems, Inc.*

    1,030,294  
  27,280    

CSG Systems International, Inc.

    1,167,311  
  10,200    

DocuSign, Inc.*

    394,026  
  10,188    

Envestnet, Inc.*

    553,208  
  113,845    

EPAM Systems, Inc.*

    13,018,176  
  282,338    

Etsy, Inc.*

    8,453,200  
  86,001    

Everi Holdings, Inc.*

    551,266  
  16,661    

EVERTEC, Inc.

    304,063  
  106,381    

ExlService Holdings, Inc.*

    6,149,886  
  55,256    

Fair Isaac Corp.*

    9,569,234  
  247,686    

Five9, Inc.*

    7,274,538  
  132,337    

ForeScout Technologies, Inc.*

    4,233,461  
  221,968    

Glu Mobile, Inc.*

    972,220  
  64,506    

GrubHub, Inc.*

    6,524,137  
  71,430    

Guidewire Software, Inc.*

    6,044,407  
  45,642    

Hortonworks, Inc.*

    772,719  
  101,054    

HubSpot, Inc.*

    10,701,619  
  10,883    

Imperva, Inc.*

    487,014  
  132,910    

Instructure, Inc.*

    5,389,501  
  65,044    

LogMeIn, Inc.

    7,167,849  
  148,168    

MAXIMUS, Inc.

    10,020,602  
  7,586    

MicroStrategy, Inc. Class A*

    966,912  
  80,242    

MongoDB, Inc.*

    2,887,910  
  15,412    

New Relic, Inc.*

    1,077,145  
  36,301    

NIC, Inc.

    539,070  
  169,535    

Nutanix, Inc. Class A*

    8,576,776  
  119,420    

Okta, Inc.*

    5,112,370  
  136,159    

Paylocity Holding Corp.*

    7,438,366  
  132,397    

Pegasystems, Inc.

    8,082,837  
  177,060    

Pivotal Software, Inc. Class A*

    3,194,162  
  66,584    

Progress Software Corp.

    2,458,947  
  4,198    

Proofpoint, Inc.*

    495,112  
  80,294    

Q2 Holdings, Inc.*

    3,954,480  
  25,459    

Qualys, Inc.*

    1,959,070  
  20,985    

RingCentral, Inc. Class A*

    1,407,044  
  98,303    

Science Applications International Corp.

    8,433,414  
  47,528    

Shutterstock, Inc.*

    2,002,830  
  1,440    

Stamps.com, Inc.*

    327,960  
 

 

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

 

 

  78  

 


The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.6% - (continued)  
      Software & Services - 18.5% - (continued)  
  52,116    

Sykes Enterprises, Inc.*

  $ 1,498,856  
  43,217    

Travelport Worldwide Ltd.

    740,739  
  184,088    

TrueCar, Inc.*

    1,822,471  
  19,699    

TTEC Holdings, Inc.

    630,368  
  24,222    

Verint Systems, Inc.*

    1,019,746  
  43,209    

WEX, Inc.*

    6,996,401  
  19,253    

Yelp, Inc.*

    863,497  
  194,759    

Zendesk, Inc.*

    9,494,501  
   

 

 

 
    231,839,375  
   

 

 

 
      Technology Hardware & Equipment - 2.9%  
  107,698    

ePlus, Inc.*

    8,599,685  
  117,241    

Extreme Networks, Inc.*

    1,254,479  
  171,702    

Fabrinet*

    4,843,713  
  110,564    

II-VI, Inc.*

    4,212,488  
  62,881    

Itron, Inc.*

    4,112,417  
  51,697    

Lumentum Holdings, Inc.*

    2,608,114  
  28,293    

Methode Electronics, Inc.

    1,128,891  
  29,844    

Pure Storage, Inc. Class A*

    603,744  
  55,039    

Rogers Corp.*

    5,872,661  
  5,591    

Tech Data Corp.*

    426,314  
  129,404    

Vishay Intertechnology, Inc.

    2,283,981  
   

 

 

 
    35,946,487  
   

 

 

 
      Telecommunication Services - 0.8%  
  19,001    

Boingo Wireless, Inc.*

    445,763  
  320,823    

ORBCOMM, Inc.*

    2,893,824  
  610,510    

Vonage Holdings Corp.*

    6,825,502  
   

 

 

 
    10,165,089  
   

 

 

 
      Transportation - 1.8%  
  14,321    

ArcBest Corp.

    459,704  
  31,424    

Avis Budget Group, Inc.*

    1,552,660  
  88,896    

Genesee & Wyoming, Inc. Class A*

    6,329,395  
  43,000    

Hawaiian Holdings, Inc.*

    1,771,600  
  170,158    

Knight-Swift Transportation Holdings, Inc.*

    6,637,864  
  234,812    

Marten Transport Ltd.

    4,578,834  
  12,145    

Saia, Inc.*

    802,177  
   

 

 

 
      22,132,234  
   

 

 

 
 

Total Common Stocks
(cost $1,017,044,681)

  $ 1,224,590,804  
   

 

 

 
EXCHANGE-TRADED FUNDS - 0.5%  
      Other Investment Pools & Funds - 0.5%  
  31,073    

iShares Russell 2000 Growth ETF(1)

  $ 5,934,632  
   

 

 

 
 

Total Exchange-Traded Funds
(cost $5,779,699)

  $ 5,934,632  
   

 

 

 
WARRANTS - 0.0%  
      Diversified Financials - 0.0%  
  1,613    

Emergent Capital, Inc. Expires 4/11/19*(2)(3)

  $  
   

 

 

 
 

Total Warrants
(cost $ –)

  $  
   

 

 

 
 

Total Long-Term Investments
(cost $1,022,824,380)

  $ 1,230,525,436  
   

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 3.5%  
      Other Investment Pools & Funds - 1.5%  
  3,778,832    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,
1.60%(4)

  $ 3,778,832  
  15,679,345    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
1.62%(4)

    15,679,345  
   

 

 

 
      19,458,177  
   

 

 

 
      Securities Lending Collateral - 2.0%  
  1,245,334    

Citibank NA DDCA,
1.50%, 5/1/2018(4)

    1,245,334  
  13,252,809    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(4)

    13,252,809  
  10,408,543    

Invesco Government & Agency Portfolio,
1.60%(4)

    10,408,543  
   

 

 

 
      24,906,686  
   

 

 

 
 

Total Short-Term Investments
(cost $44,364,863)

  $ 44,364,863  
   

 

 

 
 

Total Investments
(cost $1,067,189,243)

    101.6    $ 1,274,890,299  
 

Other Assets and Liabilities

    (1.6 )%       (19,885,918
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 1,255,004,381  
   

 

 

    

 

 

 

 

 

 

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

 

 

  79  

 


The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(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 April 30, 2018, the aggregate value of this security was $0, which represented 0.0% of total net assets.

 

(3)  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 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.

 

(4)  Current yield as of period end.

 

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

 

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

DDCA

   Dollars on Deposit in Custody Account

ETF

   Exchange-Traded Fund

REIT

   Real Estate Investment Trust

 

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

 

 

  80  

 


The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Automobiles & Components

   $ 19,565,273      $ 19,565,273      $      $  

Banks

     38,377,169        38,377,169                

Capital Goods

     118,774,347        118,774,347                

Commercial & Professional Services

     64,493,360        64,493,360                

Consumer Durables & Apparel

     62,493,709        62,493,709                

Consumer Services

     49,388,543        49,388,543                

Diversified Financials

     17,640,318        17,640,318                

Energy

     27,087,790        27,087,790                

Food & Staples Retailing

     20,774,959        20,774,959                

Food, Beverage & Tobacco

     16,671,641        16,671,641                

Health Care Equipment & Services

     122,323,277        122,323,277                

Household & Personal Products

     5,218,282        5,218,282                

Insurance

     9,440,634        9,440,634                

Materials

     47,293,664        47,293,664                

Media

     2,520,734        2,520,734                

Pharmaceuticals, Biotechnology & Life Sciences

     187,790,621        187,790,621                

Real Estate

     28,270,989        28,270,989                

Retailing

     40,004,255        40,004,255                

Semiconductors & Semiconductor Equipment

     46,378,054        46,378,054                

Software & Services

     231,839,375        231,839,375                

Technology Hardware & Equipment

     35,946,487        35,946,487                

Telecommunication Services

     10,165,089        10,165,089                

Transportation

     22,132,234        22,132,234                

Exchange-Traded Funds

     5,934,632        5,934,632                

Warrants

                           

Short-Term Investments

     44,364,863        44,364,863                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,274,890,299      $     1,274,890,299      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 
(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

 

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

 

 

  81  

 


The Hartford Small Company Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.4%  
      Automobiles & Components - 0.1%  
  3,429    

Cooper Tire & Rubber Co.

  $ 83,839  
  3,674    

Tenneco, Inc.

    164,191  
  1,155    

Visteon Corp.*

    143,728  
   

 

 

 
    391,758  
   

 

 

 
      Banks - 5.1%  
  1,418    

FCB Financial Holdings, Inc. Class A*

    81,960  
  2,842    

First Busey Corp.

    84,265  
  2,902    

First Hawaiian, Inc.

    79,950  
  2,626    

Great Western Bancorp, Inc.

    108,034  
  1,902    

IBERIABANK Corp.

    142,555  
  106,350    

MB Financial, Inc.

    4,532,637  
  319,748    

MGIC Investment Corp.

    3,203,875  
  282,576    

Sterling Bancorp

    6,711,180  
  38,709    

Texas Capital Bancshares, Inc.*

    3,818,643  
  82,700    

Union Bankshares Corp.

    3,126,887  
  59,716    

Western Alliance Bancorp*

    3,522,050  
   

 

 

 
    25,412,036  
   

 

 

 
      Capital Goods - 9.4%  
  4,129    

AAON, Inc.

    140,386  
  2,717    

Aerojet Rocketdyne Holdings, Inc.*

    75,913  
  107,822    

Altra Industrial Motion Corp.

    4,490,786  
  1,259    

American Woodmark Corp.*

    103,490  
  2,133    

Applied Industrial Technologies, Inc.

    136,405  
  2,470    

Armstrong World Industries, Inc.*

    138,320  
  1,274    

Astec Industries, Inc.

    70,784  
  2,563    

AZZ, Inc.

    114,182  
  124,477    

Beacon Roofing Supply, Inc.*

    6,093,149  
  4,357    

BMC Stock Holdings, Inc.*

    75,158  
  76,931    

EnerSys

    5,274,389  
  3,900    

Evoqua Water Technologies Corp.*

    79,677  
  3,920    

Generac Holdings, Inc.*

    176,439  
  160,332    

ITT, Inc.

    7,838,632  
  119,911    

JELD-WEN Holding, Inc.*

    3,370,698  
  6,508    

Milacron Holdings Corp.*

    117,339  
  5,700    

nLight, Inc.*

    142,101  
  453,681    

Rexnord Corp.*

    12,480,764  
  1,197    

SiteOne Landscape Supply, Inc.*

    81,995  
  120,516    

SPX FLOW, Inc.*

    5,423,220  
  804    

Teledyne Technologies, Inc.*

    150,420  
  3,955    

Welbilt, Inc.*

    75,778  
   

 

 

 
    46,650,025  
   

 

 

 
      Commercial & Professional Services - 3.2%  
  3,766    

Advanced Disposal Services, Inc.*

    83,003  
  3,026    

ASGN, Inc.*

    243,986  
  91,147    

Brink’s Co.

    6,726,649  
  3,600    

Ceridian HCM Holding, Inc.*

    113,688  
  2,497    

Clean Harbors, Inc.*

    114,363  
  21,278    

CoStar Group, Inc.*

    7,801,791  
  2,333    

Deluxe Corp.

    159,904  
  2,225    

Exponent, Inc.

    192,240  
  2,267    

Huron Consulting Group, Inc.*

    84,899  
  1,725    

MSA Safety, Inc.

    149,799  
  396    

WageWorks, Inc.*

    16,493  
   

 

 

 
    15,686,815  
   

 

 

 
      Consumer Durables & Apparel - 5.0%  
  1,917    

Carter’s, Inc.

    192,313  
  2,310    

Installed Building Products, Inc.*

    133,287  
  2,116    

Oxford Industries, Inc.

    163,017  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.4% - (continued)  
      Consumer Durables & Apparel - 5.0% - (continued)  
  150,753    

Skechers USA, Inc. Class A*

  $ 4,296,461  
  5,204    

Steven Madden Ltd.

    251,093  
  87,291    

TopBuild Corp.*

    6,957,093  
  315,958    

TRI Pointe Group, Inc.*

    5,406,041  
  107,889    

Under Armour, Inc. Class A*(1)

    1,916,109  
  351,066    

Under Armour, Inc. Class C*

    5,388,863  
  7,214    

Wolverine World Wide, Inc.

    216,131  
   

 

 

 
    24,920,408  
   

 

 

 
      Consumer Services - 8.4%  
  230,480    

Boyd Gaming Corp.

    7,654,241  
  580,284    

DraftKings, Inc.*(2)(3)(4)(5)

    771,777  
  2,756    

Dunkin’ Brands Group, Inc.

    168,006  
  1,887    

La Quinta Holdings, Inc.*

    36,872  
  66,490    

Marriott Vacations Worldwide Corp.

    8,152,339  
  52,494    

Papa John’s International, Inc.(1)

    3,254,628  
  400,662    

Planet Fitness, Inc. Class A*

    16,142,672  
  114,572    

Wingstop, Inc.

    5,597,988  
   

 

 

 
    41,778,523  
   

 

 

 
      Diversified Financials - 0.1%  
  2,071    

Evercore, Inc. Class A

    209,689  
  2,257    

OneMain Holdings, Inc.*

    69,628  
   

 

 

 
    279,317  
   

 

 

 
      Energy - 1.1%  
  260,541    

Centennial Resource Development, Inc. Class A*

    4,820,008  
  4,665    

Newfield Exploration Co.*

    139,017  
  2,190    

PDC Energy, Inc.*

    117,253  
  5,699    

ProPetro Holding Corp.*(1)

    104,292  
  5,783    

WildHorse Resource Development Corp.*

    151,225  
   

 

 

 
    5,331,795  
   

 

 

 
      Food & Staples Retailing - 1.8%  
  1,225    

Casey’s General Stores, Inc.

    118,335  
  262,215    

Performance Food Group Co.*

    8,508,877  
  1,950    

PriceSmart, Inc.

    170,820  
   

 

 

 
    8,798,032  
   

 

 

 
      Food, Beverage & Tobacco - 0.1%  
  9,472    

Hostess Brands, Inc.*

    133,082  
  1,311    

Post Holdings, Inc.*

    104,316  
   

 

 

 
    237,398  
   

 

 

 
      Health Care Equipment & Services - 7.8%  
  4,801    

AtriCure, Inc.*

    106,726  
  168    

Atrion Corp.

    104,513  
  4,191    

Cardiovascular Systems, Inc.*

    95,764  
  45,239    

DexCom, Inc.*

    3,310,590  
  104,189    

Globus Medical, Inc. Class A*

    5,333,435  
  51,329    

HealthEquity, Inc.*

    3,370,775  
  58,176    

Hill-Rom Holdings, Inc.

    4,993,246  
  5,281    

HMS Holdings Corp.*

    95,111  
  937    

ICU Medical, Inc.*

    235,843  
  158,312    

Insulet Corp.*

    13,614,832  
  2,982    

Integra LifeSciences Holdings Corp.*

    183,781  
  1,344    

Medidata Solutions, Inc.*

    95,908  
  1,468    

Molina Healthcare, Inc.*

    122,211  
  3,435    

Natus Medical, Inc.*

    113,527  
  57,205    

Omnicell, Inc.*

    2,465,535  
  197,394    

OraSure Technologies, Inc.*

    3,499,796  
  2,111    

Orthofix International N.V.*

    128,813  
 

 

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

 

 

  82  

 


The Hartford Small Company Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.4% - (continued)  
      Health Care Equipment & Services - 7.8% - (continued)  
  1,362    

U.S. Physical Therapy, Inc.

  $ 124,283  
  9,525    

Veeva Systems, Inc. Class A*

    667,988  
   

 

 

 
    38,662,677  
   

 

 

 
      Insurance - 0.0%  
  3,658    

James River Group Holdings Ltd.

    132,859  
   

 

 

 
      Materials - 4.8%  
  3,338    

Boise Cascade Co.

    138,861  
  147,114    

Carpenter Technology Corp.

    7,835,292  
  296,253    

Ferro Corp.*

    6,520,529  
  9,790    

Graphic Packaging Holding Co.

    139,997  
  58,757    

Ingevity Corp.*

    4,514,300  
  5,316    

Louisiana-Pacific Corp.

    150,602  
  8,393    

OMNOVA Solutions, Inc.*

    91,484  
  5,037    

PolyOne Corp.

    210,798  
  148,700    

Summit Materials, Inc. Class A*

    4,184,418  
   

 

 

 
    23,786,281  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 12.0%  
  2,649    

Abeona Therapeutics, Inc.*(1)

    46,225  
  84,738    

Aerie Pharmaceuticals, Inc.*

    4,338,586  
  947    

Agios Pharmaceuticals, Inc.*

    79,463  
  131,693    

Amicus Therapeutics, Inc.*

    1,863,456  
  52,084    

Arena Pharmaceuticals, Inc.*

    2,075,027  
  1,856    

Audentes Therapeutics, Inc.*

    69,340  
  8,200    

BeiGene Ltd. ADR*

    1,390,556  
  855    

Bluebird Bio, Inc.*

    145,478  
  49,784    

Blueprint Medicines Corp.*

    3,819,428  
  3,800    

Calithera Biosciences, Inc.*

    23,370  
  4,814    

Catalent, Inc.*

    197,904  
  3,765    

Coherus Biosciences, Inc.*

    45,557  
  51,000    

CRISPR Therapeutics AG*(1)

    2,389,860  
  4,821    

Cytokinetics, Inc.*

    40,014  
  3,821    

Dermira, Inc.*

    34,809  
  100,713    

Exact Sciences Corp.*

    5,036,657  
  4,120    

Five Prime Therapeutics, Inc.*

    69,010  
  2,148    

Flexion Therapeutics, Inc.*(1)

    53,528  
  1,100    

G1 Therapeutics, Inc.*

    42,185  
  38,340    

Galapagos N.V. ADR*

    3,417,244  
  27,593    

Global Blood Therapeutics, Inc.*

    1,218,231  
  3,247    

GlycoMimetics, Inc.*

    54,842  
  76,400    

Heron Therapeutics, Inc.*

    2,314,920  
  4,898    

Impax Laboratories, Inc.*

    92,082  
  5,736    

Intersect ENT, Inc.*

    229,153  
  41,187    

Ionis Pharmaceuticals, Inc.*

    1,772,277  
  155,176    

Ironwood Pharmaceuticals, Inc.*

    2,811,789  
  1,822    

Jounce Therapeutics, Inc.*

    37,515  
  20,398    

Loxo Oncology, Inc.*

    2,568,312  
  2,947    

Medicines Co.*

    88,675  
  47,438    

MyoKardia, Inc.*

    2,343,437  
  5,362    

NanoString Technologies, Inc.*

    50,939  
  57,934    

Nektar Therapeutics*

    4,846,758  
  50,725    

Neurocrine Biosciences, Inc.*

    4,112,783  
  58,600    

Portola Pharmaceuticals, Inc.*

    2,117,218  
  63,966    

PRA Health Sciences, Inc.*

    5,256,086  
  1,500    

Revance Therapeutics, Inc.*

    41,925  
  17,328    

Rigel Pharmaceuticals, Inc.*

    62,554  
  26,994    

Sage Therapeutics, Inc.*

    3,884,977  
  1,794    

Spark Therapeutics, Inc.*

    136,918  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.4% - (continued)  
      Pharmaceuticals, Biotechnology & Life Sciences - 12.0% -
(continued)
 
  3,397    

Syneos Health, Inc.*

  $ 129,426  
  2,183    

Ultragenyx Pharmaceutical, Inc.*

    110,984  
   

 

 

 
    59,459,498  
   

 

 

 
      Real Estate - 0.1%  
  807    

Coresite Realty Corp. REIT

    84,009  
  3,102    

Corporate Office Properties Trust REIT

    85,336  
  3,616    

HFF, Inc. Class A, REIT

    127,066  
  8,606    

Sunstone Hotel Investors, Inc. REIT

    134,253  
   

 

 

 
    430,664  
   

 

 

 
      Retailing - 4.1%  
  3,136,600    

Allstar Co.*(2)(3)(4)(5)

    376,392  
  659    

Burlington Stores, Inc.*

    89,525  
  3,747    

Caleres, Inc.

    122,639  
  4,719    

Core-Mark Holding Co., Inc.

    97,259  
  2,352    

Five Below, Inc.*

    166,075  
  115,209    

Floor & Decor Holdings, Inc. Class A*

    6,404,468  
  4,680    

Michaels Cos., Inc.*

    87,142  
  74,009    

Shutterfly, Inc.*

    5,988,808  
  26,907    

Tory Burch LLC*(2)(3)(4)(5)

    1,478,564  
  88,306    

Wayfair, Inc. Class A*(1)

    5,501,464  
   

 

 

 
    20,312,336  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 0.8%  
  1,343    

Advanced Energy Industries, Inc.*

    79,976  
  3,600    

Axcelis Technologies, Inc.*

    79,200  
  3,814    

Cohu, Inc.

    81,620  
  5,155    

Entegris, Inc.

    165,991  
  9,908    

FormFactor, Inc.*

    113,694  
  1,245    

Integrated Device Technology, Inc.*

    34,648  
  1,650    

MKS Instruments, Inc.

    168,960  
  130,756    

Tower Semiconductor Ltd.*

    3,382,658  
   

 

 

 
    4,106,747  
   

 

 

 
      Software & Services - 23.2%  
  135,297    

2U, Inc.*

    10,890,055  
  4,210    

Acxiom Corp.*

    109,376  
  2,275    

Aspen Technology, Inc.*

    199,631  
  1,375    

Blackbaud, Inc.

    144,320  
  4,171    

Blucora, Inc.*

    108,446  
  1,229    

CACI International, Inc. Class A*

    185,640  
  305,895    

Cloudera, Inc.*

    4,359,004  
  200    

DocuSign, Inc.*

    7,726  
  63,742    

EPAM Systems, Inc.*

    7,288,898  
  4,946    

Etsy, Inc.*

    148,083  
  2,303    

ExlService Holdings, Inc.*

    133,136  
  48,293    

Fair Isaac Corp.*

    8,363,382  
  176,746    

Five9, Inc.*

    5,191,030  
  140,776    

ForeScout Technologies, Inc.*

    4,503,424  
  80,206    

GoDaddy, Inc. Class A*

    5,178,099  
  28,111    

GrubHub, Inc.*

    2,843,147  
  93,668    

Guidewire Software, Inc.*

    7,926,186  
  67,497    

HubSpot, Inc.*

    7,147,932  
  2,863    

Instructure, Inc.*

    116,095  
  1,436    

LogMeIn, Inc.

    158,247  
  25,906    

ManTech International Corp. Class A

    1,530,786  
  2,095    

MAXIMUS, Inc.

    141,685  
  260,388    

Mimecast Ltd.*

    9,907,763  
  51,800    

MongoDB, Inc.*

    1,864,282  
 

 

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

 

 

  83  

 


The Hartford Small Company Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.4% - (continued)  
      Software & Services - 23.2% - (continued)  
  3,306    

Nutanix, Inc. Class A*

  $ 167,251  
  209,927    

Okta, Inc.*

    8,986,975  
  2,912    

Paylocity Holding Corp.*

    159,083  
  2,577    

Pegasystems, Inc.

    157,326  
  3,900    

Pivotal Software, Inc. Class A*

    70,356  
  34,251    

Proofpoint, Inc.*

    4,039,563  
  1,719    

Q2 Holdings, Inc.*

    84,661  
  1,980    

Science Applications International Corp.

    169,864  
  133,628    

SendGrid, Inc.*

    3,856,504  
  139,473    

Trade Desk, Inc. Class A*(1)

    7,136,833  
  2,500    

TrueCar, Inc.*

    24,750  
  926    

WEX, Inc.*

    149,938  
  82,471    

Wix.com Ltd.*

    6,783,240  
  91,344    

Zendesk, Inc.*

    4,453,020  
   

 

 

 
    114,685,737  
   

 

 

 
      Technology Hardware & Equipment - 4.0%  
  2,375    

ePlus, Inc.*

    189,644  
  3,742    

Fabrinet*

    105,562  
  138,582    

II-VI, Inc.*

    5,279,974  
  1,346    

Itron, Inc.*

    88,028  
  1,068    

Lumentum Holdings, Inc.*

    53,881  
  1,099    

Rogers Corp.*

    117,263  
  104,928    

Zebra Technologies Corp. Class A*

    14,147,442  
   

 

 

 
    19,981,794  
   

 

 

 
      Telecommunication Services - 0.0%      
  6,869    

ORBCOMM, Inc.*

    61,959  
  10,663    

Vonage Holdings Corp.*

    119,212  
   

 

 

 
    181,171  
   

 

 

 
      Transportation - 2.3%      
  1,961    

Genesee & Wyoming, Inc. Class A*

    139,623  
  339,500    

JetBlue Airways Corp.*

    6,515,005  
  60,135    

Knight-Swift Transportation Holdings, Inc.*

    2,345,866  
  5,024    

Marten Transport Ltd.

    97,968  
  93,248    

Schneider National, Inc. Class B

    2,487,857  
   

 

 

 
    11,586,319  
   

 

 

 
 

Total Common Stocks
(cost $386,908,272)

  $ 462,812,190  
   

 

 

 
PREFERRED STOCKS - 2.0%  
      Pharmaceuticals, Biotechnology & Life Sciences - 0.0%  
  92,973    

Sancilio & Co., Inc.*(2)(3)(4)(5)

  $ 186,876  
   

 

 

 
      Retailing - 0.3%      
  47,489    

Honest Co.*(2)(3)(4)(5)

    1,679,686  
   

 

 

 
      Software & Services - 1.7%      
  263,189    

MarkLogic Corp. Series F*(2)(3)(4)(5)

    2,610,835  
  329,082    

Zuora, Inc. Series F*(2)(3)(4)(5)(6)

    5,764,167  
   

 

 

 
    8,375,002  
   

 

 

 
 

Total Preferred Stocks
(cost $8,022,087)

  $ 10,241,564  
   

 

 

 
Shares or Principal Amount   Market Value  
ESCROWS - 0.1%  
      Software & Services - 0.1%      
  98,033    

Veracode, Inc. Escrow*(2)(3)(4)(5)

  $ 394,093  
   

 

 

 
 

Total Escrows
(cost $ –)

  $ 394,093  
   

 

 

 
 

Total Long-Term Investments
(cost $394,930,359)

  $ 473,447,847  
   

 

 

 
SHORT-TERM INVESTMENTS - 6.5%  
      Other Investment Pools & Funds - 4.7%      
  23,236,973    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
1.62%(7)

  $ 23,236,973  
   

 

 

 
      Securities Lending Collateral - 1.8%      
  433,872    

Citibank NA DDCA,
1.50%, 5/1/18(7)

    433,872  
  4,617,246    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(7)

    4,617,246  
  3,626,311    

Invesco Government & Agency Portfolio,
1.60%(7)

    3,626,311  
   

 

 

 
    8,677,429  
   

 

 

 
 

Total Short-Term Investments
(cost $31,914,402)

  $ 31,914,402  
   

 

 

 
 

Total Investments
(cost $426,844,761)

    102.0    $ 505,362,249  
 

Other Assets and Liabilities

    (2.0 )%       (9,744,076
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 495,618,173  
   

 

 

    

 

 

 

 

 

 

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

 

 

  84  

 


The Hartford Small Company Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group 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)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(2)  Investment valued using significant unobservable inputs.

 

(3)  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $13,262,390, which represented 2.7% of total net assets.

 

(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 April 30, 2018, the aggregate fair value of these securities was $13,262,390, which represented 2.7% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(5)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of these securities was $13,262,390, which represented 2.7% of total net assets.

 

(6)  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
 
01/2015    Zuora, Inc. Series F Preferred      329,082      $     2,500,563      $     5,764,167  

 

(7)  Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

REIT

   Real Estate Investment Trust

 

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

 

 

  85  

 


The Hartford Small Company Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Automobiles & Components

   $ 391,758      $ 391,758      $      $  

Banks

     25,412,036        25,412,036                

Capital Goods

     46,650,025        46,650,025                

Commercial & Professional Services

     15,686,815        15,686,815                

Consumer Durables & Apparel

     24,920,408        24,920,408                

Consumer Services

     41,778,523        41,006,746               771,777  

Diversified Financials

     279,317        279,317                

Energy

     5,331,795        5,331,795                

Food & Staples Retailing

     8,798,032        8,798,032                

Food, Beverage & Tobacco

     237,398        237,398                

Health Care Equipment & Services

     38,662,677        38,662,677                

Insurance

     132,859        132,859                

Materials

     23,786,281        23,786,281                

Pharmaceuticals, Biotechnology & Life Sciences

     59,459,498        59,459,498                

Real Estate

     430,664        430,664                

Retailing

     20,312,336        18,457,380               1,854,956  

Semiconductors & Semiconductor Equipment

     4,106,747        4,106,747                

Software & Services

     114,685,737        114,685,737                

Technology Hardware & Equipment

     19,981,794        19,981,794                

Telecommunication Services

     181,171        181,171                

Transportation

     11,586,319        11,586,319                

Preferred Stocks

     10,241,564                      10,241,564  

Escrows

     394,093                      394,093  

Short-Term Investments

     31,914,402        31,914,402                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     505,362,249      $     492,099,859      $     —      $     13,262,390  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 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 six-month period ended April 30, 2018:

 

     Common
Stocks
    Preferred
Stocks
     Escrows      Total  

Beginning balance

   $ 2,484,729     $ 7,971,312      $      $ 10,456,041  

Conversions*

     (394,093            394,093     

Purchases

                          

Sales

                          

Accrued discounts/(premiums)

                          

Total realized gain/(loss)

                          

Net change in unrealized appreciation/depreciation

     536,097       2,270,252               2,806,349  

Transfers into Level 3

                          

Transfers out of Level 3

                          
  

 

 

   

 

 

    

 

 

    

 

 

 

Ending balance

   $     2,626,733     $     10,241,564      $     394,093      $     13,262,390  
  

 

 

   

 

 

    

 

 

    

 

 

 

The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at April 30, 2018 was $2,806,349.

 

* Private Equity securities that were a common stock are now trading as escrow.

 

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

 

 

  86  

 


[This page is intentionally left blank]

 

 

  87  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities

April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Capital
Appreciation
Fund
    Hartford Core
Equity Fund
     The Hartford
Dividend and
Growth Fund
 

Assets:

 

Investments in securities, at market value(1)

   $     7,741,521,689     $     3,304,751,831      $     8,274,940,698  

Cash

                  652,197  

Foreign currency

     180               

Receivables:

 

Investment securities sold

     242,242,706              31,175,650  

Fund shares sold

     1,255,276       4,247,521        8,869,719  

Dividends and interest

     6,928,257       2,465,651        11,073,925  

Securities lending income

     78,053              4,435  

Tax reclaims

     2,108,950              1,674,933  

Other assets

     84,232       129,252        117,717  
  

 

 

   

 

 

    

 

 

 

Total assets

     7,994,219,343       3,311,594,255        8,328,509,274  
  

 

 

   

 

 

    

 

 

 

Liabilities:

 

Obligation to return securities lending collateral

     106,065,046               

Payables:

 

Investment securities purchased

     148,278,521              31,128,040  

Fund shares redeemed

     6,337,207       3,275,258        6,897,005  

Investment management fees

     4,240,607       954,667        4,137,688  

Transfer agent fees

     1,433,878       338,129        918,166  

Accounting services fees

     124,863       49,118        102,735  

Board of Directors’ fees

     33,618       9,998        29,904  

Variation margin on futures contracts

                   

Distribution fees

     317,574       75,119        187,857  

Accrued expenses

     992,216       156,245        452,784  
  

 

 

   

 

 

    

 

 

 

Total liabilities

     267,823,530       4,858,534        43,854,179  
  

 

 

   

 

 

    

 

 

 

Net assets

   $ 7,726,395,813     $ 3,306,735,721      $ 8,284,655,095  
  

 

 

   

 

 

    

 

 

 

Summary of Net Assets:

 

Capital stock and paid-in-capital

   $ 6,607,289,293     $ 2,632,751,956      $ 5,739,490,673  

Undistributed (distributions in excess of) net investment income

     (409,087     8,637,127        12,796,848  

Accumulated net realized gain (loss)

     687,785,193       95,056,774        450,389,902  

Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency

     431,730,414       570,289,864        2,081,977,672  
  

 

 

   

 

 

    

 

 

 

Net assets

   $ 7,726,395,813     $ 3,306,735,721      $ 8,284,655,095  
  

 

 

   

 

 

    

 

 

 

Shares authorized

     1,715,000,000       700,000,000        1,250,000,000  
  

 

 

   

 

 

    

 

 

 

Par value

   $ 0.0010     $ 0.0010      $ 0.0010  
  

 

 

   

 

 

    

 

 

 

Class A:  Net asset value per share

   $ 37.87     $ 29.25      $ 25.27  
  

 

 

   

 

 

    

 

 

 

         Maximum offering price per share

   $ 40.07     $ 30.95      $ 26.74  
  

 

 

   

 

 

    

 

 

 

         Shares outstanding

     116,143,468       21,563,013        135,792,716  
  

 

 

   

 

 

    

 

 

 

         Net Assets

   $ 4,398,024,932     $ 630,733,632      $ 3,431,908,702  
  

 

 

   

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 29.40     $ 26.78      $ 24.41  
  

 

 

   

 

 

    

 

 

 

         Shares outstanding

     38,758,717       11,912,921        17,302,071  
  

 

 

   

 

 

    

 

 

 

         Net Assets

   $ 1,139,607,496     $ 319,075,497      $ 422,419,044  
  

 

 

   

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 38.02     $ 29.29      $ 25.16  
  

 

 

   

 

 

    

 

 

 

         Shares outstanding

     20,182,142       34,923,898        31,734,476  
  

 

 

   

 

 

    

 

 

 

         Net Assets

   $ 767,263,666     $ 1,023,048,958      $ 798,368,129  
  

 

 

   

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 41.69     $ 29.64      $ 25.60  
  

 

 

   

 

 

    

 

 

 

         Shares outstanding

     1,649,924       1,352,591        2,948,961  
  

 

 

   

 

 

    

 

 

 

         Net Assets

   $ 68,785,576     $ 40,089,665      $ 75,498,351  
  

 

 

   

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 42.94     $ 30.09      $ 25.78  
  

 

 

   

 

 

    

 

 

 

         Shares outstanding

     1,358,955       5,363,607        5,196,188  
  

 

 

   

 

 

    

 

 

 

         Net Assets

   $ 58,351,942     $ 161,367,437      $ 133,933,365  
  

 

 

   

 

 

    

 

 

 

 

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

 

 

  88  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

The Hartford
Equity Income
Fund
    The Hartford
Growth
Opportunities
Fund
    The Hartford
Healthcare Fund
    The Hartford
MidCap Fund
    The Hartford
MidCap Value
Fund
    Hartford Quality
Value Fund
    Hartford Small
Cap Core Fund
 
           
$     4,247,237,348     $     4,893,823,678     $     1,429,161,159     $     11,659,702,797     $     705,329,436     $ 300,463,817     $ 113,421,054  
                                37,515        
  533,779       21                         7        
           
        43,584,400       20,435,709       10,958,561       5,278,668       605,657       4,303,662  
  4,894,880       3,841,947       970,945       30,446,308       1,350,980       51,911       43,496  
  4,561,751       954,219       1,139,089       1,297,437       546,562       310,742       67,333  
        110,155       17,023       66,582       15,072       61       2,975  
  2,212,314       438,701       160,446             21,188       125,883        
  112,163       103,946       86,586       233,267       99,182       84,645       73,102  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  4,259,552,235       4,942,857,067       1,451,970,957       11,702,704,952       712,641,088       301,680,238       117,911,622  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
           
        157,522,242       18,393,023       102,619,216       7,449,659       1,270,200       1,683,649  
           
  4,284,610       17,006,550       2,900,432       44,454,496       7,048,798             1,430,026  
  4,241,503       4,790,133       1,736,604       10,845,179       657,174       468,365       77,264  
  2,166,907       2,771,055       1,007,615       6,694,498       416,703       132,235       74,369  
  518,288       707,697       290,801       1,117,265       105,240       69,910       24,710  
  60,731       82,234       21,284       129,218       10,401       4,467       1,785  
  15,087       15,064       5,633       25,447       2,099       844       623  
                                      8,340  
  117,907       129,713       58,256       211,044       15,977       8,680       3,237  
  232,117       298,392       116,483       512,217       69,370       18,401       13,253  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  11,637,150       183,323,080       24,530,131       166,608,580       15,775,421       1,973,102       3,317,256  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 4,247,915,085     $ 4,759,533,987     $ 1,427,440,826     $ 11,536,096,372     $ 696,865,667     $ 299,707,136     $ 114,594,366  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
           
$ 3,206,889,551     $ 3,553,878,263     $ 1,208,596,691     $ 8,352,843,076     $ 586,727,950     $   278,676,702     $ 82,380,789  
  4,654,052       (17,738,368     (4,663,991     (14,305,015     513,617       2,069,520       431,657  
  199,600,501       668,406,709       38,805,127       720,644,545       46,690,124       10,640,496       17,389,041  

 

836,770,981

 

    554,987,383       184,702,999       2,476,913,766       62,933,976       8,320,418       14,392,879  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 4,247,915,085     $ 4,759,533,987     $ 1,427,440,826     $ 11,536,096,372     $ 696,865,667     $     299,707,136     $ 114,594,366  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  700,000,000           23,850,000,000       550,000,000       1,080,000,000       500,000,000       670,000,000           1,050,000,000  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 0.0010     $ 0.0001     $ 0.0010     $ 0.0010     $ 0.0010     $ 0.0001     $ 0.0010  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.50     $ 44.65     $ 33.80     $ 30.96     $ 15.36     $ 20.11     $ 13.64  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 20.63     $ 47.25     $ 35.77     $ 32.76     $ 16.25     $ 21.28     $ 14.43  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  79,773,588       43,204,227       19,591,430       83,257,794       18,707,858       8,417,524       3,706,554  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 1,555,528,616     $ 1,929,237,261     $ 662,238,384     $ 2,577,491,845     $ 287,364,080     $ 169,271,832     $ 50,553,128  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.39     $ 28.68     $ 27.61     $ 22.66     $ 12.70     $ 17.27     $ 12.38  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  21,499,844       13,984,611       8,088,385       32,850,885       2,654,914       1,065,047       826,183  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 416,931,180     $ 401,071,851     $ 223,308,569     $ 744,390,283     $ 33,713,802     $ 18,397,130     $ 10,230,005  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.40     $ 46.63     $ 35.46     $ 31.82     $ 15.49     $ 19.85     $ 13.65  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  59,282,776       33,653,043       9,652,142       105,140,387       2,591,316       712,933       230,650  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 1,149,819,142     $ 1,569,296,183     $ 342,217,548     $ 3,345,291,517     $ 40,140,780     $ 14,151,616     $ 3,147,457  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.52     $ 44.82     $ 34.78     $ 34.39     $ 16.12     $ 20.42     $ 14.02  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  2,609,354       1,066,709       1,155,002       3,011,027       703,285       59,835       35,709  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 50,938,740     $ 47,810,395     $ 40,170,886     $ 103,560,598     $ 11,337,338     $ 1,221,782     $ 500,732  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.55     $ 47.09     $ 36.50     $ 35.67     $ 16.43     $ 20.60     $ 14.15  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  3,908,001       1,688,992       920,342       8,163,830       746,974       313,822       6,031  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 76,396,746     $ 79,537,483     $ 33,590,591     $ 291,169,569     $ 12,271,459     $ 6,463,243     $ 85,325  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  89  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Capital
Appreciation
Fund
     Hartford Core
Equity Fund
     The Hartford
Dividend and
Growth Fund
 

Class R5:  Net asset value per share

   $ 43.74      $ 29.50      $ 25.88  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     868,402        6,319,126        5,313,644  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 37,980,073      $ 186,432,308      $ 137,510,196  
  

 

 

    

 

 

    

 

 

 

Class R6:  Net asset value per share

   $ 43.98      $ 29.62      $ 25.88  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,633,145        4,817,861        1,661,640  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 71,823,424      $ 142,708,613      $ 43,003,072  
  

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 43.97      $ 29.62      $ 25.88  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     4,002,730        6,274,501        25,546,807  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 175,994,886      $ 185,865,662      $ 661,259,281  
  

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 38.01      $ 29.30      $ 25.14  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     26,534,182        21,072,495        102,647,825  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 1,008,563,818      $ 617,413,949      $ 2,580,754,955  
  

 

 

    

 

 

    

 

 

 

Cost of investments

   $     7,309,651,345      $     2,734,461,967      $     6,192,963,026  

Cost of foreign currency

   $ 180      $      $  

(1) Includes Investment in securities on loan, at value

   $ 102,187,103      $      $  

 

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

 

 

  90  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

The Hartford
Equity Income
Fund
    The Hartford
Growth
Opportunities
Fund
    The Hartford
Healthcare Fund
    The Hartford
MidCap Fund
    The Hartford
MidCap Value
Fund
    Hartford Quality
Value Fund
    Hartford
Small Cap
Core Fund
 
$ 19.64     $ 49.06     $ 38.11     $ 36.59     $ 16.63     $ 20.74     $ 14.12  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  4,254,417       403,463       147,117       11,332,151       632,538       47,739       2,528  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 83,570,811     $ 19,792,823     $ 5,606,959     $ 414,685,943     $ 10,520,433     $ 990,168     $ 35,698  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.69     $ 49.71     $     $ 36.94     $     $ 20.80     $ 14.11  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  1,719,879       121,758             19,150,244             476       715  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 33,864,460     $ 6,052,393     $     $ 707,435,950     $     $ 9,909     $ 10,088  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.69     $ 49.72     $ 38.56     $ 36.92     $ 16.67     $ 20.79     $ 14.11  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  6,906,237       2,262,677       1,298,049       48,079,618       1,127,994       45,321       44,929  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 136,002,998     $ 112,495,017     $ 50,054,058     $ 1,774,894,232     $ 18,806,496     $ 942,200     $ 634,127  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.40     $ 46.69     $ 35.50     $ 31.86     $ 15.49     $ 19.83     $ 13.64  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  38,404,709       12,726,864       1,979,121       49,509,461       18,249,963       4,451,457       3,621,048  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 744,862,392     $ 594,240,581     $ 70,253,831     $ 1,577,176,435     $ 282,711,279     $ 88,259,256     $ 49,397,806  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     3,410,396,519     $     4,338,809,158     $     1,244,448,511     $     9,182,788,356     $     642,239,223     $     292,138,304     $     99,019,835  
$ 534,133     $ 19     $     $     $     $ 7     $  
$     $ 153,188,314     $ 17,831,846     $ 100,197,798     $ 7,253,876     $ 1,240,272     $ 1,646,231  

 

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

 

 

  91  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Small Cap
Growth Fund
    The Hartford
Small Company
Fund
 

Assets:

 

Investments in securities, at market value(1)

   $ 1,274,890,299     $     505,362,249  

Cash

     1,320       1,135  

Foreign currency

           5  

Receivables:

 

Investment securities sold

     7,692,386       444,884  

Fund shares sold

     1,448,554       603,654  

Dividends and interest

     163,283       48,157  

Securities lending income

     18,348       9,354  

Other assets

     76,377       82,559  
  

 

 

   

 

 

 

Total assets

     1,284,290,567       506,551,997  
  

 

 

   

 

 

 

Liabilities:

 

Obligation to return securities lending collateral

     24,906,686       8,677,429  

Payables:

 

Investment securities purchased

     2,285,591       999,213  

Fund shares redeemed

     1,105,645       723,970  

Investment management fees

     732,252       339,218  

Transfer agent fees

     152,452       104,624  

Accounting services fees

     18,912       9,050  

Board of Directors’ fees

     3,840       1,705  

Distribution fees

     15,882       14,804  

Accrued expenses

     64,926       63,811  
  

 

 

   

 

 

 

Total liabilities

     29,286,186       10,933,824  
  

 

 

   

 

 

 

Net assets

   $     1,255,004,381     $ 495,618,173  
  

 

 

   

 

 

 

Summary of Net Assets:

 

Capital stock and paid-in-capital

   $ 965,159,428     $ 393,207,525  

Undistributed (distributions in excess of) net investment income

     (874,843     (5,149,665

Accumulated net realized gain (loss)

     83,018,740       29,042,825  

Unrealized appreciation (depreciation) of investments

     207,701,056       78,517,488  
  

 

 

   

 

 

 

Net assets

   $ 1,255,004,381     $ 495,618,173  
  

 

 

   

 

 

 

Shares authorized

     27,100,000,000       600,000,000  
  

 

 

   

 

 

 

Par value

   $ 0.0001     $ 0.0010  
  

 

 

   

 

 

 

Class A:  Net asset value per share

   $ 56.64     $ 21.76  
  

 

 

   

 

 

 

         Maximum offering price per share

   $ 59.94     $ 23.03  
  

 

 

   

 

 

 

         Shares outstanding

     3,722,216       11,911,975  
  

 

 

   

 

 

 

         Net Assets

   $ 210,831,092     $ 259,179,883  
  

 

 

   

 

 

 

Class C:  Net asset value per share

   $ 43.04     $ 15.85  
  

 

 

   

 

 

 

         Shares outstanding

     797,516       1,628,787  
  

 

 

   

 

 

 

         Net Assets

   $ 34,327,039     $ 25,823,424  
  

 

 

   

 

 

 

Class I:  Net asset value per share

   $ 58.55     $ 22.78  
  

 

 

   

 

 

 

         Shares outstanding

     6,211,414       1,252,020  
  

 

 

   

 

 

 

         Net Assets

   $ 363,667,779     $ 28,525,673  
  

 

 

   

 

 

 

Class R3:  Net asset value per share

   $ 56.20     $ 23.50  
  

 

 

   

 

 

 

         Shares outstanding

     259,524       771,175  
  

 

 

   

 

 

 

         Net Assets

   $ 14,585,737     $ 18,120,523  
  

 

 

   

 

 

 

Class R4:  Net asset value per share

   $ 58.46     $ 24.77  
  

 

 

   

 

 

 

         Shares outstanding

     1,298,930       796,308  
  

 

 

   

 

 

 

         Net Assets

   $ 75,939,153     $ 19,721,603  
  

 

 

   

 

 

 

Class R5:  Net asset value per share

   $ 60.92     $ 25.96  
  

 

 

   

 

 

 

         Shares outstanding

     1,840,553       97,609  
  

 

 

   

 

 

 

         Net Assets

   $ 112,133,951     $ 2,533,849  
  

 

 

   

 

 

 

 

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

 

 

  92  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Small Cap
Growth Fund
     The Hartford
Small Company
Fund
 

Class R6:  Net asset value per share

   $ 61.59      $ 26.43  
  

 

 

    

 

 

 

         Shares outstanding

     462,164        2,163  
  

 

 

    

 

 

 

         Net Assets

   $ 28,464,307      $ 57,148  
  

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 61.64      $ 26.42  
  

 

 

    

 

 

 

         Shares outstanding

     5,942,453        1,317,039  
  

 

 

    

 

 

 

         Net Assets

   $ 366,319,975      $ 34,795,071  
  

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 58.66      $ 22.84  
  

 

 

    

 

 

 

         Shares outstanding

     830,801        4,679,643  
  

 

 

    

 

 

 

         Net Assets

   $ 48,735,348      $     106,860,999  
  

 

 

    

 

 

 

Cost of investments

   $     1,067,189,243      $ 426,844,761  

Cost of foreign currency

   $      $ 5  

(1) Includes Investment in securities on loan, at value

   $ 24,209,150      $ 8,448,526  

 

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

 

 

  93  

 


Hartford Domestic Equity Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Capital
Appreciation
Fund
    Hartford Core
Equity Fund
    The Hartford
Dividend and
Growth Fund
 

Investment Income:

      

Dividends

   $ 52,769,438     $ 23,690,928     $ 106,700,962  

Interest

     600,035       340,658       1,161,498  

Securities lending

     119,572             25,052  

Less: Foreign tax withheld

     (653,202           (1,489,804
  

 

 

   

 

 

   

 

 

 

Total investment income, net

     52,835,843       24,031,586       106,397,708  
  

 

 

   

 

 

   

 

 

 

Expenses:

      

Investment management fees

     26,706,148       5,754,693       25,506,596  

Administrative services fees

      

Class R3

     72,708       41,716       78,090  

Class R4

     49,025       127,010       104,085  

Class R5

     20,171       99,300       68,051  

Transfer agent fees

      

Class A

     2,831,786       347,875       1,910,105  

Class C

     682,276       157,885       257,676  

Class I

     391,025       422,118       340,153  

Class R3

     7,299       2,489       4,462  

Class R4

     2,222       2,263       1,762  

Class R5

     773       1,512       829  

Class R6

     39       594       140  

Class Y

     13,584       27,722       118,450  

Class F

     5,710       30       135  

Distribution fees

      

Class A

     5,707,085       803,442       4,462,719  

Class C

     6,016,330       1,621,549       2,215,729  

Class R3

     181,770       104,290       195,224  

Class R4

     81,709       211,683       173,475  

Custodian fees

     306,152       7,287       20,505  

Registration and filing fees

     104,236       118,808       141,774  

Accounting services fees

     779,313       296,063       629,032  

Board of Directors’ fees

     111,388       43,215       113,029  

Audit fees

     16,963       8,108       7,580  

Other expenses

     521,029       182,859       513,220  
  

 

 

   

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     44,608,741       10,382,511       36,862,821  

Expense waivers

     (10,793     (1,734      

Distribution fee reimbursements

     (87,530     (32,561     (43,123

Commission recapture

     (69,903     (1,282     (19,914
  

 

 

   

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (168,226     (35,577     (63,037
  

 

 

   

 

 

   

 

 

 

Total expenses, net

     44,440,515       10,346,934       36,799,784  
  

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     8,395,328       13,684,652       69,597,924  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions:

      

Net realized gain (loss) on investments

     744,438,219       96,579,641       454,010,957  

Net realized gain (loss) on foreign currency contracts

                  

Net realized gain (loss) on other foreign currency transactions

     (360,711     (3     61,063  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions

     744,077,508       96,579,638       454,072,020  
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net unrealized appreciation (depreciation) of investments

     (427,663,669     84,734,404       (326,663,979

Net unrealized appreciation (depreciation) of futures contracts

                  

Net unrealized appreciation (depreciation) of foreign currency contracts

                  

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     25,249              
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

         (427,638,420     84,734,404           (326,663,979
  

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments and Foreign Currency Transactions

     316,439,088       181,314,042       127,408,041  
  

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $ 324,834,416     $     194,998,694     $ 197,005,965  
  

 

 

   

 

 

   

 

 

 

 

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

 

 

  94  

 


Hartford Domestic Equity Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

The Hartford
Equity Income
Fund
    The Hartford
Growth
Opportunities
Fund
    The Hartford
Healthcare
Fund
    The Hartford
MidCap Fund
    The Hartford
MidCap Value
Fund
    Hartford
Quality Value
Fund
    Hartford
Small Cap
Core Fund
 
           
$ 63,170,549     $ 10,706,374     $ 6,783,189     $ 37,887,343     $ 4,617,015     $ 3,633,819     $ 1,384,615  
  565,058       140,656       177,092       268,894       69,900       34,571       5,963  
        198,551       27,077       101,567       43,167       61       4,963  
  (1,445,208           (80,828     (326,993     (15,568     (62,297     (2,101

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  62,290,399       11,045,581       6,906,530       37,930,811       4,714,514       3,606,154       1,393,440  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
           
  13,366,290       16,873,679       6,274,053       38,571,227       2,505,166       757,233       514,975  
           
  54,350       49,052       42,822       95,504       11,798       1,306       446  
  59,283       61,150       26,070       210,979       9,484       5,564       68  
  42,089       9,238       3,303       192,977       5,436       278       19  
           
  773,794       1,218,462       494,424       1,417,537       254,003       172,556       55,271  
  205,647       225,618       156,978       393,931       31,585       19,111       12,477  
  483,981       712,799       179,925       1,194,552       20,525       6,586       1,776  
  2,416       3,430       1,842       8,051       1,177       125       42  
  1,255       1,708       804       15,523       708       354       9  
  1,468       755       506       2,701       372       52       4  
  99       27             2,023                    
  32,093       18,267       2,506       235,492       7,903       310       317  
  64       62       18       85       18       13       10  
           
  2,050,906       2,413,974       865,674       3,190,222       365,023       220,420       64,881  
  2,209,044       2,045,709       1,180,031       3,687,130       175,584       98,227       53,627  
  135,875       122,631       107,054       238,759       29,494       3,265       1,114  
  98,805       101,917       43,450       351,632       15,807       9,274       113  
  12,089       37,904       8,643       20,801       4,442       2,789       576  
  131,928       112,996       88,569       279,969       86,816       68,693       64,554  
  373,353       500,133       132,798       753,445       62,508       25,372       12,359  
  58,273       63,382       20,517       139,700       9,147       3,532       2,032  
  7,985       9,357       15,095       7,717       9,798       13,925       8,406  
  270,293       301,890       110,526       815,391       89,124       26,574       11,406  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  20,371,380       24,884,140       9,755,608       51,825,348       3,695,918       1,435,559       804,482  
        (2,058                       (28,229     (33,330
  (7,218     (55,955     (13,072     (43,492     (3,346     (4,535     (3,047
  (7,058     (24,074     (1,825     (30,914     (2,705     (723      

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (14,276     (82,087     (14,897     (74,406     (6,051     (33,487     (36,377

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  20,357,104       24,802,053       9,740,711       51,750,942       3,689,867       1,402,072       768,105  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  41,933,295       (13,756,472     (2,834,181     (13,820,131     1,024,647       2,204,082       625,335  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
           
  197,175,561       695,272,299       58,366,260       722,523,927       48,211,075       10,798,043       17,541,449  
                                150,252        
  4,939       (73,596     (598     1,274       1,293       11,341        

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  197,180,500       695,198,703       58,365,662       722,525,201       48,212,368       10,959,636       17,541,449  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
           
  (224,808,040     (426,214,407     (23,095,361     (11,675,335     (43,310,356     (7,443,699     (15,453,253
                                      (8,340
                                (134,557      
  2,129       2,557       (4,225     (675     (152,886     682        

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

    (224,805,911

        (426,211,850         (23,099,586         (11,676,010         (43,463,242         (7,577,574         (15,461,593

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (27,625,411     268,986,853       35,266,076           710,849,191       4,749,126       3,382,062       2,079,856  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 14,307,884     $ 255,230,381     $ 32,431,895     $ 697,029,060     $ 5,773,773     $ 5,586,144     $ 2,705,191  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  95  

 


Hartford Domestic Equity Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Small Cap
Growth Fund
    The Hartford
Small Company
Fund
 

Investment Income:

    

Dividends

   $ 5,001,063     $ 1,239,245  

Interest

     111,800       65,683  

Securities lending

     23,844       9,363  

Less: Foreign tax withheld

     (2,033      
  

 

 

   

 

 

 

Total investment income, net

     5,134,674       1,314,291  
  

 

 

   

 

 

 

Expenses:

    

Investment management fees

     4,503,675       2,015,959  

Administrative services fees

    

Class R3

     14,921       20,648  

Class R4

     57,888       15,905  

Class R5

     58,051       1,257  

Transfer agent fees

    

Class A

     244,549       248,218  

Class C

     25,304       29,287  

Class I

     140,134       24,355  

Class R3

     1,483       1,831  

Class R4

     1,890       893  

Class R5

     1,330       240  

Class R6

     56        

Class Y

     58,920       579  

Class F

     36       9  

Distribution fees

    

Class A

     268,255       323,246  

Class C

     177,935       133,639  

Class R3

     37,302       51,619  

Class R4

     96,481       26,509  

Custodian fees

     2,621       3,062  

Registration and filing fees

     83,247       76,361  

Accounting services fees

     116,478       53,759  

Board of Directors’ fees

     17,097       6,510  

Audit fees

     9,602       11,030  

Other expenses

     101,547       67,616  
  

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     6,018,802       3,112,532  

Expense waivers

           (49,615

Distribution fee reimbursements

     (7,303     (6,094

Commission recapture

     (1,982     (6,356
  

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (9,285     (62,065
  

 

 

   

 

 

 

Total expenses, net

     6,009,517       3,050,467  
  

 

 

   

 

 

 

Net Investment Income (Loss)

     (874,843     (1,736,176
  

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions:

    

Net realized gain (loss) on investments

     84,385,483       39,390,976  

Net realized gain (loss) on other foreign currency transactions

           706  
  

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions

     84,385,483       39,391,682  
  

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments:

    

Net unrealized appreciation (depreciation) of investments

     (30,050,306     (4,784,155
  

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments

         (30,050,306     (4,784,155
  

 

 

   

 

 

 

Net Gain (Loss) on Investments and Foreign Currency Transactions

     54,335,177       34,607,527  
  

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $ 53,460,334     $     32,871,351  
  

 

 

   

 

 

 

 

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

 

 

  96  

 


[This page is intentionally left blank]

 

 

  97  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets

 

 

 

     The Hartford Capital
Appreciation Fund
    Hartford Core
Equity Fund
 
     For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 

Operations:

 

Net investment income (loss)

   $ 8,395,328     $ 25,338,914     $ 13,684,652     $ 31,631,365  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     744,077,508       1,218,030,805       96,579,638       82,815,083  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (427,638,420     432,116,150       84,734,404       417,226,593  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     324,834,416       1,675,485,869       194,998,694       531,673,041  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

 

From net investment income

 

Class A

     (31,209,603     (18,554,633     (5,505,820     (3,527,518

Class B

                        

Class C

     (2,069,287           (807,628     (235,322

Class I

     (7,570,924     (8,757,228     (10,960,714     (6,401,540

Class R3

     (60,057     (35,341     (209,771     (165,124

Class R4

     (342,414     (166,664     (1,434,495     (849,831

Class R5

     (324,017     (296,900     (2,222,089     (990,163

Class R6

     (654,706     (420,762     (1,503,515     (366,134

Class Y

     (1,600,579     (6,768,545     (1,807,262     (2,413,822

Class F

     (11,177,891           (7,271,744      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (55,009,478     (35,000,073     (31,723,038     (14,949,454
  

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

 

Class A

     (575,117,681           (16,414,117     (5,505,410

Class B

                       (6,015

Class C

     (190,465,788           (9,016,725     (2,521,878

Class I

     (105,428,708           (25,556,795     (6,453,928

Class R3

     (8,546,183           (1,095,109     (317,464

Class R4

     (8,275,395           (4,399,038     (1,152,776

Class R5

     (4,403,909           (5,016,770     (983,894

Class R6

     (7,810,950           (3,124,785     (310,597

Class Y

     (19,987,610           (3,936,150     (2,232,681

Class F

     (137,277,126           (15,288,789      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

     (1,057,313,350           (83,848,278     (19,484,643
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (1,112,322,828     (35,000,073     (115,571,316     (34,434,097
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     214,745,987       1,788,213,414       430,500,499       1,969,362,927  

Issued on reinvestment of distributions

     1,024,873,152       31,116,668       110,126,115       32,030,378  

Redeemed

     (975,779,105     (3,769,536,199     (504,780,979     (1,659,163,332
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     263,840,034       (1,950,206,117     35,845,635       342,229,973  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (523,648,378     (309,720,321     115,273,013       839,468,917  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     8,250,044,191       8,559,764,512       3,191,462,708       2,351,993,791  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     7,726,395,813     $     8,250,044,191     $     3,306,735,721     $     3,191,462,708  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ (409,087   $ 46,205,063     $ 8,637,127     $ 26,675,513  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  98  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

The Hartford Dividend and
Growth Fund
    The Hartford Equity
Income Fund
    The Hartford Growth
Opportunities Fund
 
For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 
         
$ 69,597,924     $ 128,216,517     $ 41,933,295     $ 74,982,678     $ (13,756,472   $ (23,283,245

 

454,072,020

 

    797,408,213       197,180,500       219,163,452       695,198,703       468,331,787  

 

(326,663,979

    693,517,612       (224,805,911     456,560,081       (426,211,850     612,040,042  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  197,005,965       1,619,142,342       14,307,884       750,706,211       255,230,381       1,057,088,584  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
         
  (27,758,253     (53,680,402     (15,246,890     (28,164,442            
        (38,321           (44,441            
  (1,897,783     (3,668,554     (2,462,387     (4,324,510            
  (7,365,472     (29,614,949     (12,316,270     (22,637,647            
  (465,835     (880,994     (402,899     (743,081            
  (1,025,876     (2,029,112     (713,635     (1,319,227            
  (1,210,169     (2,074,751     (887,897     (1,412,247            
  (279,495     (91,181     (353,942     (454,428            
  (5,691,953     (19,585,547     (1,508,605     (5,652,098            
  (25,111,379     (14,230,080     (8,112,947     (4,370,699            

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (70,806,215     (125,893,891     (42,005,472     (69,122,820            

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  (341,182,799     (113,791,717     (82,835,140     (53,965,806     (158,557,453     (63,089,307
        (614,270           (210,931           (198,896
  (43,919,058     (14,797,009     (22,395,631     (14,894,522     (50,309,267     (21,586,491
  (75,151,376     (59,660,201     (56,751,641     (34,072,574     (124,475,405     (60,579,338
  (7,420,770     (2,521,370     (2,801,371     (1,833,700     (4,054,100     (1,730,026
  (13,055,451     (4,411,249     (3,946,159     (2,505,878     (6,430,581     (2,508,474
  (12,519,752     (3,430,344     (4,133,795     (2,278,275     (1,298,270     (290,570
  (1,353,941     (99,463     (1,534,767     (480,971     (405,519     (44,153
  (56,396,406     (46,293,833     (7,064,331     (12,244,468     (7,918,200     (8,011,998
  (245,915,063           (35,027,743           (49,296,790      

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (796,914,616     (245,619,456     (216,490,578     (122,487,125     (402,745,585     (158,039,253

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (867,720,831     (371,513,347     (258,496,050     (191,609,945     (402,745,585     (158,039,253

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  578,561,064       3,690,057,839       440,051,876       1,676,451,131       363,266,019       1,530,981,689  
  843,711,880       360,648,072       247,222,091       182,989,221       368,472,826       140,743,476  
  (850,803,685     (4,436,994,825     (506,318,470     (1,807,452,054     (570,260,754     (2,090,041,757

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  571,469,259       (386,288,914     180,955,497       51,988,298       161,478,091       (418,316,592

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (99,245,607     861,340,081       (63,232,669     611,084,564       13,962,887       480,732,739  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  8,383,900,702       7,522,560,621       4,311,147,754       3,700,063,190       4,745,571,100       4,264,838,361  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     8,284,655,095     $     8,383,900,702     $     4,247,915,085     $     4,311,147,754     $     4,759,533,987     $     4,745,571,100  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 12,796,848     $ 14,005,139     $ 4,654,052     $ 4,726,229     $ (17,738,368   $ (3,981,896

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  99  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
Healthcare Fund
    The Hartford
MidCap Fund
 
     For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 

Operations:

        

Net investment income (loss)

   $ (2,834,181   $ (6,269,669   $ (13,820,131   $ (24,334,307

Net realized gain (loss) on investments and foreign currency transactions

     58,365,662       91,906,101       722,525,201       507,689,486  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (23,099,586     216,032,279       (11,676,010     1,603,504,435  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     32,431,895       301,668,711       697,029,060       2,086,859,614  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

From net investment income

        

Class A

     (746           (372      

Class C

                        

Class I

                 (708      

Class R3

                        

Class R4

                        

Class R5

                        

Class Y

                        

Class F

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (746           (1,080      
  

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

        

Class A

     (35,670,377     (69,929,000     (114,448,668     (64,829,511

Class B

           (212,371           (713,743

Class C

     (14,636,384     (27,701,127     (44,224,199     (25,554,276

Class I

     (17,037,825     (19,440,293     (137,925,658     (63,591,553

Class R3

     (2,149,358     (4,038,027     (3,811,997     (2,100,323

Class R4

     (1,635,340     (3,354,329     (10,885,993     (4,670,316

Class R5

     (311,084     (447,294     (14,370,283     (5,615,946

Class R6

                 (19,124,476     (763,492

Class Y

     (2,027,884     (4,374,439     (61,748,284     (41,187,648

Class F

     (3,055,878           (56,547,280      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

     (76,524,130     (129,496,880     (463,086,838     (209,026,808
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (76,524,876     (129,496,880     (463,087,918     (209,026,808
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     109,645,113       466,309,038       2,166,764,947       4,941,271,558  

Issued on reinvestment of distributions

     72,780,593       123,834,128       443,523,450       201,230,778  

Redeemed

     (215,083,407     (638,422,427     (1,738,210,058     (2,933,636,028
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (32,657,701     (48,279,261     872,078,339       2,208,866,308  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (76,750,682     123,892,570       1,106,019,481       4,086,699,114  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     1,504,191,508       1,380,298,938       10,430,076,891       6,343,377,777  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     1,427,440,826     $     1,504,191,508     $     11,536,096,372     $     10,430,076,891  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ (4,663,991   $ (1,829,064   $ (14,305,015   $ (483,804
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  100  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

The Hartford MidCap
Value Fund
    Hartford Quality
Value Fund
    Hartford Small Cap
Core Fund
 
For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 
         
$ 1,024,647     $ 848,551     $ 2,204,082     $ 2,288,873     $ 625,335     $ 787,051  
  48,212,368       18,668,069       10,959,636       10,591,378       17,541,449       14,075,100  

 

(43,463,242

    82,108,819       (7,577,574     24,235,367       (15,461,593     21,514,412  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  5,773,773       101,625,439       5,586,144       37,115,618       2,705,191       36,376,563  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
         
        (40,847     (1,797,903     (1,408,024     (86,544     (418,020
              (87,414     (44,777           (21,501
        (389,629     (184,915     (246,529     (13,169     (35,368
              (5,114     (11,182           (4,536
        (3,233     (71,543     (66,121     (42     (1,224
  (16,507     (34,448     (6,000     (20,935     (228     (538
  (65,297     (323,233     (14,859     (10,432     (10,475     (1,227,713
  (738,482           (641,223           (489,419      

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (820,286     (791,390     (2,808,971     (1,808,000     (599,877     (1,708,900

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  (7,223,583     (17,858,964     (6,536,487     (1,476,132     (2,229,382      
        (52,454           (5,882            
  (1,054,081     (3,017,301     (851,902     (204,689     (508,602      
  (1,061,423     (7,495,690     (554,731     (167,555     (133,504      
  (281,738     (766,406     (46,711     (20,360     (16,003      
  (300,127     (865,144     (274,980     (69,171     (4,248      
  (253,910     (677,060     (17,373     (15,279     (1,816      
                                 
  (632,504     (5,047,633     (38,741     (6,912     (50,749      
  (6,177,232           (1,639,233           (3,639,071      

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (16,984,598     (35,780,652     (9,960,158     (1,965,980     (6,583,375      

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (17,804,884     (36,572,042     (12,769,129     (3,773,980     (7,183,252     (1,708,900

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  92,771,124       471,414,642       84,535,892       47,715,054       2,909,138       115,627,599  
  17,573,869       35,808,807       12,375,926       3,602,922       7,135,493       1,700,741  
  (74,482,002     (379,688,625     (28,513,225     (90,074,828     (47,131,657     (166,969,990

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  35,862,991       127,534,824       68,398,593       (38,756,852     (37,087,026     (49,641,650

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  23,831,880       192,588,221       61,215,608       (5,415,214     (41,565,087     (14,973,987

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  673,033,787       480,445,566       238,491,528       243,906,742       156,159,453       171,133,440  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     696,865,667     $     673,033,787     $     299,707,136     $     238,491,528     $     114,594,366     $     156,159,453  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 513,617     $ 309,256     $ 2,069,520     $ 2,674,409     $ 431,657     $ 406,199  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  101  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
Small Cap Growth Fund
    The Hartford
Small Company Fund
 
     For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 

Operations:

        

Net investment income (loss)

   $ (874,843   $ (3,310,160   $ (1,736,176   $ (2,787,803

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     84,385,483       66,682,435       39,391,682       50,785,166  

Net changes in unrealized appreciation (depreciation) of investments

     (30,050,306     197,077,473       (4,784,155     75,778,230  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     53,460,334       260,449,748       32,871,351       123,775,593  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

From net realized gain on investments

        

Class A

     (10,167,241     (1,339,813            

Class B

           (4,904            

Class C

     (2,203,133     (315,082            

Class I

     (20,092,838     (905,289            

Class R3

     (702,522     (86,418            

Class R4

     (3,465,055     (438,392            

Class R5

     (5,057,311     (655,380            

Class R6

     (548,465     (26,101            

Class Y

     (16,305,895     (1,848,510            

Class F

     (2,220,863                  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

     (60,763,323     (5,619,889            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (60,763,323     (5,619,889            
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     138,436,529       546,399,609       51,823,648       190,851,786  

Issued on reinvestment of distributions

     58,239,385       5,330,601              

Redeemed

     (253,591,341     (336,713,861     (61,068,242     (334,991,199
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (56,915,427     215,016,349       (9,244,594     (144,139,413
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (64,218,416     469,846,208       23,626,757       (20,363,820
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     1,319,222,797       849,376,589       471,991,416       492,355,236  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     1,255,004,381     $     1,319,222,797     $     495,618,173     $     471,991,416  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ (874,843   $     $ (5,149,665   $ (3,413,489
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  102  

 


Hartford Domestic Equity Funds

Financial Highlights

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Capital Appreciation Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   41.86     $   0.05     $   1.54     $   1.59     $   (0.26   $   (5.32   $   (5.58   $   37.87       3.92 %(4)    $   4,398,025       1.08 %(5)      1.08 %(5)      0.23 %(5)      60

C

    33.62       (0.08     1.23       1.15       (0.05     (5.32     (5.37     29.40       3.50 (4)      1,139,607       1.82 (5)      1.82 (5)      (0.51 )(5)      60  

I

    42.04       0.10       1.54       1.64       (0.34     (5.32     (5.66     38.02       4.05 (4)      767,264       0.80 (5)      0.80 (5)      0.51 (5)      60  

R3

    45.39       (0.02     1.67       1.65       (0.03     (5.32     (5.35     41.69       3.74 (4)      68,786       1.43 (5)      1.41 (5)      (0.10 )(5)      60  

R4

    46.69       0.05       1.72       1.77       (0.20     (5.32     (5.52     42.94       3.89 (4)      58,352       1.11 (5)      1.10 (5)      0.21 (5)      60  

R5

    47.54       0.11       1.76       1.87       (0.35     (5.32     (5.67     43.74       4.06 (4)      37,980       0.81 (5)      0.80 (5)      0.51 (5)      60  

R6

    47.80       0.14       1.76       1.90       (0.40     (5.32     (5.72     43.98       4.10 (4)      71,823       0.71 (5)      0.71 (5)      0.60 (5)      60  

Y

    47.78       0.13       1.76       1.89       (0.38     (5.32     (5.70     43.97       4.09 (4)      175,995       0.72 (5)      0.72 (5)      0.59 (5)      60  

F

    42.06       0.12       1.55       1.67       (0.40     (5.32     (5.72     38.01       4.08 (4)      1,008,564       0.71 (5)      0.71 (5)      0.60 (5)      60  

For the Year Ended October 31, 2017

 

A

  $   34.49     $   0.13     $   7.39     $   7.52     $   (0.15   $   —     $   (0.15   $   41.86       21.86   $   4,613,982       1.09 %(6)      1.08 %(6)      0.34     123

C

    27.80       (0.12     5.94       5.82                         33.62       20.97       1,241,267       1.82 (6)      1.82 (6)      (0.39     123  

I

    34.65       0.25       7.40       7.65       (0.26           (0.26     42.04       22.20       846,019       0.81 (6)      0.81 (6)      0.63       123  

R3

    37.38       0.01       8.01       8.02       (0.01           (0.01     45.39       21.47       75,201       1.42 (6)      1.40 (6)      0.03       123  

R4

    38.39       0.14       8.23       8.37       (0.07           (0.07     46.69       21.82       74,374       1.11 (6)      1.11 (6)      0.33       123  

R5

    39.15       0.28       8.37       8.65       (0.26           (0.26     47.54       22.20       40,582       0.81 (6)      0.80 (6)      0.63       123  

R6

    39.36       0.31       8.42       8.73       (0.29           (0.29     47.80       22.33       70,142       0.71 (6)      0.71 (6)      0.71       123  

Y

    39.36       0.30       8.41       8.71       (0.29           (0.29     47.78       22.27       184,502       0.72 (6)      0.72 (6)      0.70       123  

F(7)

    38.15       0.18       3.73       3.91                         42.06       10.28 (4)      1,103,972       0.71 (5)(6)      0.71 (5)(6)      0.65 (5)      123  

For the Year Ended October 31, 2016

 

A

  $   38.15     $   0.13     $   (0.57   $   (0.44   $   (0.12   $   (3.10   $   (3.22   $   34.49       (0.97 )%    $   4,609,594       1.11     1.11 %(8)      0.39     88

B

    31.00       (0.13     (0.49     (0.62           (3.10     (3.10     27.28       (1.82     58,647       2.00       2.00 (8)      (0.49     88  

C

    31.48       (0.09     (0.49     (0.58           (3.10     (3.10     27.80       (1.65     1,420,171       1.83       1.83 (8)      (0.33     88  

I

    38.31       0.24       (0.57     (0.33     (0.23     (3.10     (3.33     34.65       (0.65     1,225,026       0.81       0.81 (8)      0.70       88  

R3

    41.06       0.03       (0.61     (0.58           (3.10     (3.10     37.38       (1.26     103,526       1.43       1.42 (8)      0.09       88  

R4

    42.07       0.15       (0.63     (0.48     (0.10     (3.10     (3.20     38.39       (0.95     100,426       1.12       1.12 (8)      0.39       88  

R5

    42.84       0.27       (0.64     (0.37     (0.22     (3.10     (3.32     39.15       (0.65     45,643       0.82       0.82 (8)      0.69       88  

R6

    43.03       0.33       (0.66     (0.33     (0.24     (3.10     (3.34     39.36       (0.56     57,432       0.72       0.72 (8)      0.85       88  

Y

    43.05       0.30       (0.63     (0.33     (0.26     (3.10     (3.36     39.36       (0.55     939,300       0.72       0.72 (8)      0.78       88  

For the Year Ended October 31, 2015

 

A

  $   49.44     $   0.13     $   1.27     $   1.40     $   (0.13   $   (12.56   $   (12.69   $   38.15       4.20   $   5,453,502       1.09     1.09     0.34     79

B

    42.72       (0.17     1.01       0.84             (12.56     (12.56     31.00       3.30       158,610       1.97       1.97       (0.53     79  

C

    43.13       (0.12     1.03       0.91             (12.56     (12.56     31.48       3.47       1,799,846       1.81       1.81       (0.38     79  

I

    49.60       0.26       1.26       1.52       (0.25     (12.56     (12.81     38.31       4.53       1,736,395       0.78       0.78       0.66       79  

R3

    52.24       0.01       1.37       1.38             (12.56     (12.56     41.06       3.87       124,072       1.40       1.40       0.03       79  

R4

    53.19       0.14       1.41       1.55       (0.11     (12.56     (12.67     42.07       4.18       179,454       1.10       1.10       0.33       79  

R5

    53.92       0.28       1.43       1.71       (0.23     (12.56     (12.79     42.84       4.49       53,292       0.80       0.80       0.63       79  

R6(9)

    54.32       0.30       1.25       1.55       (0.28     (12.56     (12.84     43.03       4.16 (4)      10       0.76 (5)      0.75 (5)      0.70 (5)      79  

Y

    54.12       0.32       1.45       1.77       (0.28     (12.56     (12.84     43.05       4.60       1,253,378       0.70       0.70       0.73       79  

 

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

 

 

  103  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Capital Appreciation Fund – (continued)  

For the Year Ended October 31, 2014

 

A

  $   45.91     $   0.22     $   5.31     $   5.53     $   (0.12   $   (1.88   $   (2.00   $   49.44       12.49   $   5,789,682       1.10     1.10     0.46     111

B

    40.14       (0.16     4.62       4.46             (1.88     (1.88     42.72       11.55       270,227       1.95       1.95       (0.39     111  

C

    40.46       (0.11     4.66       4.55             (1.88     (1.88     43.13       11.69       1,992,142       1.81       1.81       (0.26     111  

I

    46.01       0.37       5.34       5.71       (0.24     (1.88     (2.12     49.60       12.87       2,194,464       0.76       0.76       0.79       111  

R3

    48.42       0.08       5.62       5.70             (1.88     (1.88     52.24       12.16       136,576       1.40       1.40       0.16       111  

R4

    49.24       0.23       5.72       5.95       (0.12     (1.88     (2.00     53.19       12.50       191,319       1.10       1.10       0.46       111  

R5

    49.80       0.37       5.81       6.18       (0.18     (1.88     (2.06     53.92       12.82       59,285       0.80       0.80       0.72       111  

Y

    50.05       0.46       5.79       6.25       (0.30     (1.88     (2.18     54.12       12.94       1,284,539       0.70       0.70       0.88       111  

For the Year Ended October 31, 2013

 

A

  $   32.65     $   0.18     $   13.31     $   13.49     $   (0.23   $   —     $   (0.23   $   45.91       41.56   $   5,796,609       1.14     1.14     0.46     91

B

    28.60       (0.13     11.67       11.54                         40.14       40.35       381,022       1.99       1.99       (0.37     91  

C

    28.80       (0.09     11.76       11.67       (0.01           (0.01     40.46       40.55       1,940,617       1.85       1.85       (0.25     91  

I

    32.72       0.31       13.33       13.64       (0.35           (0.35     46.01       42.02       2,019,281       0.84       0.84       0.82       91  

R3

    34.41       0.08       14.06       14.14       (0.13           (0.13     48.42       41.20       134,084       1.41       1.40       0.21       91  

R4

    34.98       0.21       14.28       14.49       (0.23           (0.23     49.24       41.63       184,618       1.10       1.10       0.51       91  

R5

    35.40       0.35       14.41       14.76       (0.36           (0.36     49.80       42.04       142,768       0.80       0.80       0.84       91  

Y

    35.58       0.39       14.48       14.87       (0.40           (0.40     50.05       42.17       1,348,160       0.70       0.70       0.91       91  
Hartford Core Equity Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   28.53     $   0.10     $   1.62     $   1.72     $   (0.25   $   (0.75   $   (1.00   $   29.25       6.08 %(4)    $   630,734       0.75 %(5)      0.75 %(5)      0.72 %(5)      13

C

    26.13             1.47       1.47       (0.07     (0.75     (0.82     26.78       5.65 (4)      319,075       1.49 (5)      1.49 (5)      (0.03 )(5)      13  

I

    28.60       0.14       1.62       1.76       (0.32     (0.75     (1.07     29.29       6.20 (4)      1,023,049       0.47 (5)      0.47 (5)      0.99 (5)      13  

R3

    28.85       0.05       1.63       1.68       (0.14     (0.75     (0.89     29.64       5.88 (4)      40,090       1.10 (5)      1.09 (5)      0.37 (5)      13  

R4

    29.32       0.10       1.66       1.76       (0.24     (0.75     (0.99     30.09       6.06 (4)      161,367       0.79 (5)      0.77 (5)      0.70 (5)      13  

R5

    28.81       0.14       1.63       1.77       (0.33     (0.75     (1.08     29.50       6.20 (4)      186,432       0.49 (5)      0.49 (5)      0.97 (5)      13  

R6

    28.93       0.16       1.63       1.79       (0.35     (0.75     (1.10     29.62       6.25 (4)      142,709       0.39 (5)      0.39 (5)      1.06 (5)      13  

Y

    28.93       0.15       1.63       1.78       (0.34     (0.75     (1.09     29.62       6.22 (4)      185,866       0.42 (5)      0.42 (5)      1.03 (5)      13  

F

    28.63       0.16       1.61       1.77       (0.35     (0.75     (1.10     29.30       6.25 (4)      617,414       0.39 (5)      0.39 (5)      1.07 (5)      13  

For the Year Ended October 31, 2017

 

A

  $   23.87     $   0.27     $   4.70     $   4.97     $   (0.12   $   (0.19   $   (0.31   $   28.53       21.06   $   631,817       0.75     0.75     1.05     39

C

    21.94       0.07       4.33       4.40       (0.02     (0.19     (0.21     26.13       20.20       316,886       1.50       1.50       0.30       39  

I

    23.93       0.34       4.71       5.05       (0.19     (0.19     (0.38     28.60       21.37       982,686       0.52       0.52       1.30       39  

R3

    24.18       0.19       4.77       4.96       (0.10     (0.19     (0.29     28.85       20.71       43,004       1.11       1.09       0.72       39  

R4

    24.54       0.27       4.84       5.11       (0.14     (0.19     (0.33     29.32       21.05       172,584       0.81       0.79       1.01       39  

R5

    24.10       0.35       4.75       5.10       (0.20     (0.19     (0.39     28.81       21.41       192,359       0.51       0.49       1.31       39  

R6

    24.19       0.37       4.77       5.14       (0.21     (0.19     (0.40     28.93       21.52       118,527       0.41       0.41       1.38       39  

Y

    24.20       0.35       4.78       5.13       (0.21     (0.19     (0.40     28.93       21.47       148,542       0.42       0.42       1.33       39  

F(7)

    26.05       0.26       2.32       2.58                         28.63       9.90 (4)      585,057       0.41 (5)      0.41 (5)      1.39 (5)      39  

 

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

 

 

  104  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Core Equity Fund – (continued)  

For the Year Ended October 31, 2016

 

A

  $   24.05     $   0.15     $   0.13     $   0.28     $   (0.03   $   (0.43   $   (0.46   $   23.87       1.21   $   703,896       0.80     0.80 %(10)      0.64     29

B

    22.33       (0.02     0.11       0.09             (0.43     (0.43     21.99       0.43       766       1.96       1.55 (10)      (0.10     29  

C

    22.27       (0.03     0.13       0.10             (0.43     (0.43     21.94       0.47       281,383       1.55       1.55 (10)      (0.12     29  

I

    24.09       0.21       0.13       0.34       (0.07     (0.43     (0.50     23.93       1.47       749,824       0.55       0.55 (10)      0.88       29  

R3

    24.44       0.08       0.13       0.21       (0.04     (0.43     (0.47     24.18       0.89       36,012       1.14       1.10 (10)      0.33       29  

R4

    24.73       0.15       0.14       0.29       (0.05     (0.43     (0.48     24.54       1.21       144,490       0.83       0.80 (10)      0.63       29  

R5

    24.25       0.22       0.14       0.36       (0.08     (0.43     (0.51     24.10       1.52       121,871       0.53       0.50 (10)      0.93       29  

R6

    24.33       0.24       0.13       0.37       (0.08     (0.43     (0.51     24.19       1.55       32,059       0.43       0.43 (10)      1.00       29  

Y

    24.33       0.24       0.13       0.37       (0.07     (0.43     (0.50     24.20       1.58       281,692       0.43       0.43 (10)      0.99       29  

For the Year Ended October 31, 2015

 

A

  $   22.00     $   0.13     $   2.21     $   2.34     $   —     $   (0.29   $   (0.29   $   24.05       10.75   $   267,237       1.03     0.92     0.55     33

B

    20.60       (0.05     2.07       2.02             (0.29     (0.29     22.33       9.92       1,614       2.18       1.74       (0.23     33  

C

    20.54       (0.04     2.06       2.02             (0.29     (0.29     22.27       9.95       73,070       1.73       1.62       (0.17     33  

I(11)

    23.30       0.12       0.67       0.79                         24.09       3.39 (4)      136,641       0.66 (5)      0.50 (5)      0.85 (5)      33  

R3

    22.41       0.06       2.26       2.32             (0.29     (0.29     24.44       10.46       5,081       1.34       1.16       0.27       33  

R4

    22.60       0.13       2.29       2.42             (0.29     (0.29     24.73       10.82       22,020       0.98       0.82       0.54       33  

R5

    22.72       0.20       2.26       2.46       (0.64     (0.29     (0.93     24.25       11.10       26,977       0.64       0.49       0.84       33  

R6(11)

    23.53       0.11       0.69       0.80                         24.33       3.40 (4)      597       0.57 (5)      0.45 (5)      0.78 (5)      33  

Y

    22.79       0.21       2.27       2.48       (0.65     (0.29     (0.94     24.33       11.15       18,802       0.57       0.50       0.90       33  

For the Year Ended October 31, 2014

 

A

  $   18.77     $   0.03     $   3.26     $   3.29     $   (0.06   $   —     $   (0.06   $   22.00       17.56   $   126,308       1.37     1.31     0.16     60

B

    17.66       (0.12     3.06       2.94                         20.60       16.65       1,898       2.49       2.10       (0.62     60  

C

    17.59       (0.10     3.05       2.95                         20.54       16.77       19,798       2.06       2.00       (0.53     60  

R3

    19.14       (0.01     3.32       3.31       (0.04           (0.04     22.41       17.30       481       1.70       1.50       (0.05     60  

R4

    19.20       0.05       3.35       3.40                         22.60       17.71       889       1.34       1.20       0.21       60  

R5

    19.38       0.12       3.36       3.48       (0.14           (0.14     22.72       18.03       374       1.04       0.90       0.56       60  

Y

    19.44       0.13       3.37       3.50       (0.15           (0.15     22.79       18.07       2,486       0.91       0.85       0.62       60  

For the Year Ended October 31, 2013

 

A

  $   14.57     $   0.11     $   4.24     $   4.35     $   (0.15   $   —     $   (0.15   $   18.77       30.12   $   103,104       1.40     1.35     0.68     28

B

    13.70       (0.01     3.99       3.98       (0.02           (0.02     17.66       29.10       2,480       2.50       2.10       (0.04     28  

C

    13.66             3.98       3.98       (0.05           (0.05     17.59       29.19       15,324       2.07       2.04       (0.01     28  

R3

    14.86       0.09       4.32       4.41       (0.13           (0.13     19.14       29.88       330       1.69       1.50       0.51       28  

R4

    14.91       0.12       4.34       4.46       (0.17           (0.17     19.20       30.24       1,227       1.29       1.20       0.69       28  

R5

    15.04       0.19       4.37       4.56       (0.22           (0.22     19.38       30.68       204       1.00       0.90       1.12       28  

Y

    15.05       0.20       4.38       4.58       (0.19           (0.19     19.44       30.73       1,963       0.88       0.85       1.19       28  

 

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

 

 

  105  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Dividend and Growth Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   27.46     $   0.20     $   0.45     $   0.65     $   (0.20   $   (2.64   $   (2.84   $   25.27       2.21 %(4)    $   3,431,909       1.00 %(5)      1.00 %(5)      1.53 %(5)      16

C

    26.62       0.10       0.44       0.54       (0.11     (2.64     (2.75     24.41       1.83 (4)      422,419       1.76 (5)      1.75 (5)      0.78 (5)      16  

I

    27.35       0.23       0.46       0.69       (0.24     (2.64     (2.88     25.16       2.40 (4)      798,368       0.73 (5)      0.73 (5)      1.80 (5)      16  

R3

    27.78       0.16       0.45       0.61       (0.15     (2.64     (2.79     25.60       2.04 (4)      75,498       1.35 (5)      1.35 (5)      1.18 (5)      16  

R4

    27.95       0.20       0.46       0.66       (0.19     (2.64     (2.83     25.78       2.22 (4)      133,933       1.04 (5)      1.04 (5)      1.49 (5)      16  

R5

    28.05       0.24       0.46       0.70       (0.23     (2.64     (2.87     25.88       2.37 (4)      137,510       0.74 (5)      0.74 (5)      1.78 (5)      16  

R6

    28.05       0.27       0.45       0.72       (0.25     (2.64     (2.89     25.88       2.42 (4)      43,003       0.64 (5)      0.64 (5)      2.01 (5)      16  

Y

    28.05       0.25       0.46       0.71       (0.24     (2.64     (2.88     25.88       2.39 (4)      661,259       0.68 (5)      0.68 (5)      1.85 (5)      16  

F

    27.33       0.25       0.45       0.70       (0.25     (2.64     (2.89     25.14       2.40 (4)      2,580,755       0.64 (5)      0.64 (5)      1.89 (5)      16  

For the Year Ended October 31, 2017

 

A

  $   23.49     $   0.39     $   4.75     $   5.14     $   (0.38   $   (0.79   $   (1.17   $   27.46       22.40   $   3,619,123       1.00     1.00     1.52     26

C

    22.80       0.19       4.62       4.81       (0.20     (0.79     (0.99     26.62       21.54       449,961       1.74       1.74       0.78       26  

I

    23.38       0.44       4.74       5.18       (0.42     (0.79     (1.21     27.35       22.67       775,427       0.80       0.80       1.75       26  

R3

    23.75       0.30       4.81       5.11       (0.29     (0.79     (1.08     27.78       21.97       77,175       1.35       1.35       1.17       26  

R4

    23.89       0.38       4.84       5.22       (0.37     (0.79     (1.16     27.95       22.34       142,563       1.05       1.05       1.47       26  

R5

    23.97       0.46       4.86       5.32       (0.45     (0.79     (1.24     28.05       22.72       132,739       0.74       0.74       1.76       26  

R6

    23.97       0.46       4.88       5.34       (0.47     (0.79     (1.26     28.05       22.83       10,957       0.65       0.64       1.75       26  

Y

    23.97       0.50       4.84       5.34       (0.47     (0.79     (1.26     28.05       22.81       605,049       0.66       0.66       1.94       26  

F(7)

    25.51       0.29       1.86       2.15       (0.33           (0.33     27.33       8.49 (4)      2,570,906       0.64 (5)      0.64 (5)      1.66 (5)      26  

For the Year Ended October 31, 2016

 

A

  $   24.99     $   0.37     $   0.50     $   0.87     $   (0.34   $   (2.03   $   (2.37   $   23.49       4.12   $   3,501,684       1.03     1.03 %(12)      1.59     22

B

    24.55       0.16       0.47       0.63       (0.11     (2.03     (2.14     23.04       3.12       19,716       2.01       1.96 (12)      0.71       22  

C

    24.34       0.19       0.47       0.66       (0.17     (2.03     (2.20     22.80       3.31       437,961       1.77       1.77 (12)      0.85       22  

I

    24.89       0.41       0.50       0.91       (0.39     (2.03     (2.42     23.38       4.31       1,779,168       0.83       0.83 (12)      1.78       22  

R3

    25.24       0.29       0.51       0.80       (0.26     (2.03     (2.29     23.75       3.78       79,400       1.36       1.36 (12)      1.26       22  

R4

    25.37       0.37       0.51       0.88       (0.33     (2.03     (2.36     23.89       4.10       136,673       1.06       1.06 (12)      1.56       22  

R5

    25.44       0.44       0.51       0.95       (0.39     (2.03     (2.42     23.97       4.41       104,487       0.76       0.76 (12)      1.89       22  

R6

    25.44       0.42       0.55       0.97       (0.41     (2.03     (2.44     23.97       4.48       2,964       0.66       0.66 (12)      1.76       22  

Y

    25.45       0.46       0.51       0.97       (0.42     (2.03     (2.45     23.97       4.50       1,460,506       0.66       0.66 (12)      1.95       22  

For the Year Ended October 31, 2015

 

A

  $   27.05     $   0.36     $   0.23     $   0.59     $   (0.35   $   (2.30   $   (2.65   $   24.99       2.46   $   3,724,804       1.02     1.02     1.43     23

B

    26.59       0.14       0.22       0.36       (0.10     (2.30     (2.40     24.55       1.54       44,909       1.97       1.92       0.54       23  

C

    26.42       0.17       0.23       0.40       (0.18     (2.30     (2.48     24.34       1.70       467,006       1.76       1.76       0.69       23  

I

    26.95       0.41       0.23       0.64       (0.40     (2.30     (2.70     24.89       2.67       1,715,056       0.81       0.81       1.64       23  

R3

    27.29       0.28       0.24       0.52       (0.27     (2.30     (2.57     25.24       2.12       85,736       1.35       1.35       1.10       23  

R4

    27.42       0.36       0.23       0.59       (0.34     (2.30     (2.64     25.37       2.42       150,367       1.04       1.04       1.41       23  

R5

    27.49       0.44       0.23       0.67       (0.42     (2.30     (2.72     25.44       2.73       229,206       0.74       0.74       1.70       23  

R6

    27.81       0.43       (0.05     0.38       (0.45     (2.30     (2.75     25.44       1.64 (4)      10       0.71 (5)      0.70 (5)      1.71 (5)      23  

Y

    27.50       0.46       0.24       0.70       (0.45     (2.30     (2.75     25.45       2.83       1,323,782       0.64       0.64       1.80       23  

 

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

 

 

  106  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Dividend and Growth Fund – (continued)  

For the Year Ended October 31, 2014

 

A

  $   25.28     $   0.36     $   3.43     $   3.79     $   (0.36   $   (1.66   $   (2.02   $   27.05       16.01   $   3,780,786       1.02     1.02     1.40     23

B

    24.88       0.13       3.35       3.48       (0.11     (1.66     (1.77     26.59       14.91       74,126       1.96       1.94       0.50       23  

C

    24.75       0.16       3.35       3.51       (0.18     (1.66     (1.84     26.42       15.12       467,932       1.77       1.77       0.65       23  

I

    25.20       0.41       3.42       3.83       (0.42     (1.66     (2.08     26.95       16.22       1,883,434       0.81       0.81       1.60       23  

R3

    25.49       0.28       3.45       3.73       (0.27     (1.66     (1.93     27.29       15.61       91,839       1.35       1.35       1.07       23  

R4

    25.60       0.36       3.47       3.83       (0.35     (1.66     (2.01     27.42       15.98       159,018       1.04       1.04       1.37       23  

R5

    25.66       0.44       3.48       3.92       (0.43     (1.66     (2.09     27.49       16.32       226,236       0.74       0.74       1.68       23  

Y

    25.67       0.47       3.48       3.95       (0.46     (1.66     (2.12     27.50       16.42       1,340,941       0.64       0.64       1.81       23  

For the Year Ended October 31, 2013

 

A

  $   20.87     $   0.36     $   4.75     $   5.11     $   (0.35   $   (0.35   $   (0.70   $   25.28       25.17   $   3,454,165       1.05     1.05     1.57     30

B

    20.54       0.16       4.68       4.84       (0.15     (0.35     (0.50     24.88       24.08       98,179       2.00       1.95       0.71       30  

C

    20.45       0.19       4.65       4.84       (0.19     (0.35     (0.54     24.75       24.26       411,405       1.79       1.79       0.83       30  

I

    20.80       0.41       4.74       5.15       (0.40     (0.35     (0.75     25.20       25.48       1,581,081       0.83       0.83       1.79       30  

R3

    21.04       0.29       4.80       5.09       (0.29     (0.35     (0.64     25.49       24.79       87,399       1.35       1.35       1.27       30  

R4

    21.12       0.37       4.82       5.19       (0.36     (0.35     (0.71     25.60       25.21       139,811       1.05       1.05       1.58       30  

R5

    21.17       0.43       4.83       5.26       (0.42     (0.35     (0.77     25.66       25.57       199,409       0.75       0.75       1.85       30  

Y

    21.18       0.46       4.83       5.29       (0.45     (0.35     (0.80     25.67       25.68       1,596,519       0.65       0.65       1.99       30  
The Hartford Equity Income Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   20.64     $   0.19     $   (0.10   $   0.09     $   (0.19   $   (1.04   $   (1.23   $   19.50       0.24 %(4)    $   1,555,529       1.00 %(5)      1.00 %(5)      1.88 %(5)      13

C

    20.53       0.11       (0.10     0.01       (0.11     (1.04     (1.15     19.39       (0.13 )(4)      416,931       1.75 (5)      1.75 (5)      1.13 (5)      13  

I

    20.54       0.21       (0.10     0.11       (0.21     (1.04     (1.25     19.40       0.38 (4)      1,149,819       0.74 (5)      0.74 (5)      2.13 (5)      13  

R3

    20.66       0.15       (0.10     0.05       (0.15     (1.04     (1.19     19.52       0.06 (4)      50,939       1.36 (5)      1.36 (5)      1.51 (5)      13  

R4

    20.69       0.18       (0.10     0.08       (0.18     (1.04     (1.22     19.55       0.21 (4)      76,397       1.06 (5)      1.06 (5)      1.81 (5)      13  

R5

    20.78       0.21       (0.10     0.11       (0.21     (1.04     (1.25     19.64       0.36 (4)      83,571       0.76 (5)      0.76 (5)      2.11 (5)      13  

R6

    20.83       0.22       (0.10     0.12       (0.22     (1.04     (1.26     19.69       0.41 (4)      33,864       0.66 (5)      0.66 (5)      2.20 (5)      13  

Y

    20.83       0.22       (0.10     0.12       (0.22     (1.04     (1.26     19.69       0.39 (4)      136,003       0.70 (5)      0.70 (5)      2.17 (5)      13  

F

    20.54       0.22       (0.10     0.12       (0.22     (1.04     (1.26     19.40       0.42 (4)      744,862       0.66 (5)      0.66 (5)      2.21 (5)      13  

For the Year Ended October 31, 2017

 

A

  $   17.97     $   0.35     $   3.24     $   3.59     $   (0.32   $   (0.60   $   (0.92   $   20.64       20.51   $   1,685,398       1.00     1.00     1.83     16

C

    17.89       0.21       3.21       3.42       (0.18     (0.60     (0.78     20.53       19.56       449,104       1.74       1.74       1.09       16  

I

    17.89       0.39       3.23       3.62       (0.37     (0.60     (0.97     20.54       20.76       1,111,235       0.78       0.78       2.03       16  

R3

    17.99       0.28       3.24       3.52       (0.25     (0.60     (0.85     20.66       20.06       57,341       1.37       1.37       1.46       16  

R4

    18.02       0.34       3.24       3.58       (0.31     (0.60     (0.91     20.69       20.39       79,632       1.06       1.06       1.77       16  

R5

    18.09       0.40       3.26       3.66       (0.37     (0.60     (0.97     20.78       20.77       83,048       0.76       0.76       2.06       16  

R6

    18.13       0.41       3.28       3.69       (0.39     (0.60     (0.99     20.83       20.91       29,284       0.66       0.66       2.10       16  

Y

    18.13       0.45       3.23       3.68       (0.38     (0.60     (0.98     20.83       20.88       141,479       0.67       0.67       2.35       16  

F(7)

    19.22       0.24       1.37       1.61       (0.29           (0.29     20.54       8.45 (4)      674,626       0.66 (5)      0.66 (5)      1.84 (5)      16  

 

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

 

 

  107  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Equity Income Fund – (continued)  

For the Year Ended October 31, 2016

 

A

  $   18.70     $   0.36     $   0.64     $   1.00     $   (0.33   $   (1.40   $   (1.73   $   17.97       6.13   $   1,676,572       1.04     1.04     2.03     14

B

    18.72       0.34       0.64       0.98       (0.30     (1.40     (1.70     18.00       6.01       6,930       1.18       1.18       1.95       14  

C

    18.61       0.23       0.65       0.88       (0.20     (1.40     (1.60     17.89       5.45       452,909       1.76       1.76       1.30       14  

I

    18.62       0.39       0.66       1.05       (0.38     (1.40     (1.78     17.89       6.45       966,338       0.78       0.78       2.25       14  

R3

    18.72       0.30       0.64       0.94       (0.27     (1.40     (1.67     17.99       5.77       54,732       1.38       1.38       1.68       14  

R4

    18.74       0.35       0.65       1.00       (0.32     (1.40     (1.72     18.02       6.14       76,745       1.07       1.07       1.98       14  

R5

    18.81       0.41       0.64       1.05       (0.37     (1.40     (1.77     18.09       6.42       65,276       0.77       0.77       2.31       14  

R6

    18.84       0.42       0.66       1.08       (0.39     (1.40     (1.79     18.13       6.57       14,551       0.67       0.67       2.38       14  

Y

    18.84       0.41       0.67       1.08       (0.39     (1.40     (1.79     18.13       6.57       386,011       0.67       0.67       2.35       14  

For the Year Ended October 31, 2015

 

A

  $   19.04     $   0.35     $   0.18     $   0.53     $   (0.35   $   (0.52   $   (0.87   $   18.70       2.95   $   1,757,486       1.02     1.02     1.87     20

B

    19.05       0.33       0.18       0.51       (0.32     (0.52     (0.84     18.72       2.82       13,915       1.16       1.16       1.75       20  

C

    18.96       0.21       0.18       0.39       (0.22     (0.52     (0.74     18.61       2.18       461,099       1.76       1.76       1.12       20  

I

    18.97       0.40       0.17       0.57       (0.40     (0.52     (0.92     18.62       3.18       835,297       0.76       0.76       2.13       20  

R3

    19.06       0.29       0.18       0.47       (0.29     (0.52     (0.81     18.72       2.61       56,026       1.36       1.36       1.52       20  

R4

    19.08       0.34       0.18       0.52       (0.34     (0.52     (0.86     18.74       2.92       74,473       1.06       1.06       1.82       20  

R5

    19.15       0.40       0.18       0.58       (0.40     (0.52     (0.92     18.81       3.22       76,741       0.76       0.76       2.15       20  

R6(9)

    19.39       0.35       0.04       0.39       (0.42     (0.52     (0.94     18.84       2.20 (4)      13,902       0.69 (5)      0.69 (5)      1.93 (5)      20  

Y

    19.19       0.42       0.17       0.59       (0.42     (0.52     (0.94     18.84       3.26       246,177       0.66       0.66       2.22       20  

For the Year Ended October 31, 2014

 

A

  $   17.83     $   0.34     $   1.76     $   2.10     $   (0.33   $   (0.56   $   (0.89   $   19.04       12.19   $   1,951,760       1.03     1.03     1.83     13

B

    17.82       0.32       1.77       2.09       (0.30     (0.56     (0.86     19.05       12.15       21,619       1.16       1.16       1.72       13  

C

    17.77       0.20       1.75       1.95       (0.20     (0.56     (0.76     18.96       11.36       458,695       1.76       1.76       1.08       13  

I

    17.76       0.38       1.77       2.15       (0.38     (0.56     (0.94     18.97       12.54       903,048       0.76       0.76       2.07       13  

R3

    17.85       0.27       1.77       2.04       (0.27     (0.56     (0.83     19.06       11.81       58,349       1.37       1.37       1.47       13  

R4

    17.87       0.33       1.76       2.09       (0.32     (0.56     (0.88     19.08       12.13       76,746       1.06       1.06       1.78       13  

R5

    17.93       0.38       1.78       2.16       (0.38     (0.56     (0.94     19.15       12.47       91,827       0.76       0.76       2.08       13  

Y

    17.96       0.40       1.79       2.19       (0.40     (0.56     (0.96     19.19       12.61       236,502       0.66       0.66       2.17       13  

For the Year Ended October 31, 2013

 

A

  $   14.81     $   0.32     $   3.23     $   3.55     $   (0.31   $   (0.22   $   (0.53   $   17.83       24.56   $   1,746,629       1.06     1.06     1.98     17

B

    14.78       0.23       3.22       3.45       (0.19     (0.22     (0.41     17.82       23.87       27,131       1.65       1.65       1.44       17  

C

    14.77       0.20       3.22       3.42       (0.20     (0.22     (0.42     17.77       23.67       336,264       1.79       1.79       1.20       17  

I

    14.75       0.36       3.22       3.58       (0.35     (0.22     (0.57     17.76       24.93       648,568       0.78       0.78       2.18       17  

R3

    14.83       0.27       3.23       3.50       (0.26     (0.22     (0.48     17.85       24.17       47,928       1.38       1.38       1.62       17  

R4

    14.84       0.31       3.25       3.56       (0.31     (0.22     (0.53     17.87       24.58       65,286       1.08       1.08       1.89       17  

R5

    14.88       0.35       3.27       3.62       (0.35     (0.22     (0.57     17.93       24.99       72,270       0.77       0.77       2.06       17  

Y

    14.90       0.39       3.26       3.65       (0.37     (0.22     (0.59     17.96       25.13       167,906       0.67       0.67       2.35       17  

 

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

 

 

  108  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Growth Opportunities Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   46.20     $   (0.15   $   2.48     $   2.33     $   —     $   (3.88   $   (3.88   $   44.65       5.38 %(4)    $   1,929,237       1.12 %(5)      1.12 %(5)      (0.66 )%(5)      62

C

    31.15       (0.20     1.61       1.41             (3.88     (3.88     28.68       5.00 (4)      401,072       1.86 (5)      1.86 (5)      (1.39 )(5)      62  

I

    48.01       (0.09     2.59       2.50             (3.88     (3.88     46.63       5.54 (4)      1,569,296       0.84 (5)      0.84 (5)      (0.38 )(5)      62  

R3

    46.43       (0.22     2.49       2.27             (3.88     (3.88     44.82       5.20 (4)      47,810       1.46 (5)      1.45 (5)      (0.99 )(5)      62  

R4

    48.52       (0.16     2.61       2.45             (3.88     (3.88     47.09       5.37 (4)      79,537       1.15 (5)      1.15 (5)      (0.69 )(5)      62  

R5

    50.31       (0.10     2.73       2.63             (3.88     (3.88     49.06       5.53 (4)      19,793       0.86 (5)      0.85 (5)      (0.39 )(5)      62  

R6

    50.91       (0.07     2.75       2.68             (3.88     (3.88     49.71       5.56 (4)      6,052       0.75 (5)      0.75 (5)      (0.29 )(5)      62  

Y

    50.92       (0.08     2.76       2.68             (3.88     (3.88     49.72       5.56 (4)      112,495       0.78 (5)      0.78 (5)      (0.32 )(5)      62  

F

    48.05       (0.07     2.59       2.52             (3.88     (3.88     46.69       5.58 (4)      594,241       0.75 (5)      0.75 (5)      (0.29 )(5)      62  

For the Year Ended October 31, 2017

 

A

  $   37.66     $   (0.23   $   10.17     $   9.94     $   —     $   (1.40   $   (1.40   $   46.20       27.40   $   1,914,743       1.11     1.10     (0.57 )%      119

C

    26.03       (0.36     6.88       6.52             (1.40     (1.40     31.15       26.46       412,184       1.86       1.86       (1.32     119  

I

    39.00       (0.15     10.56       10.41             (1.40     (1.40     48.01       27.67       1,546,058       0.89       0.89       (0.35     119  

R3

    37.96       (0.37     10.24       9.87             (1.40     (1.40     46.43       26.95       48,315       1.46       1.45       (0.92     119  

R4

    39.50       (0.26     10.68       10.42             (1.40     (1.40     48.52       27.33       81,413       1.15       1.15       (0.62     119  

R5

    40.78       (0.14     11.07       10.93             (1.40     (1.40     50.31       27.74       16,530       0.86       0.85       (0.32     119  

R6

    41.21       (0.12     11.22       11.10             (1.40     (1.40     50.91       27.86       4,554       0.76       0.75       (0.26     119  

Y

    41.23       (0.09     11.18       11.09             (1.40     (1.40     50.92       27.83       104,645       0.77       0.77       (0.22     119  

F(7)

    40.07       (0.10     8.08       7.98                         48.05       19.92 (4)      617,087       0.75 (5)      0.75 (5)      (0.34 )(5)      119  

For the Year Ended October 31, 2016

 

A

  $   40.68     $   (0.20   $   0.55     $   0.35     $   —     $   (3.37   $   (3.37   $   37.66       1.04   $   1,747,532       1.14     1.14 %(13)      (0.55 )%      117

B

    29.08       (0.37     0.35       (0.02           (3.37     (3.37     25.69       0.09       4,249       2.09       2.06 (13)      (1.45     117  

C

    29.37       (0.33     0.36       0.03             (3.37     (3.37     26.03       0.28       420,107       1.89       1.89 (13)      (1.29     117  

I

    41.98       (0.12     0.57       0.45       (0.06     (3.37     (3.43     39.00       1.25       1,726,408       0.93       0.93 (13)      (0.32     117  

R3

    41.11       (0.33     0.55       0.22             (3.37     (3.37     37.96       0.71       47,559       1.47       1.47 (13)      (0.87     117  

R4

    42.51       (0.22     0.58       0.36             (3.37     (3.37     39.50       1.02       72,213       1.17       1.17 (13)      (0.57     117  

R5

    43.73       (0.08     0.57       0.49       (0.07     (3.37     (3.44     40.78       1.30       14,791       0.87       0.86 (13)      (0.20     117  

R6

    44.15       (0.07     0.61       0.54       (0.11     (3.37     (3.48     41.21       1.40       942       0.77       0.77 (13)      (0.17     117  

Y

    44.17       (0.08     0.62       0.54       (0.11     (3.37     (3.48     41.23       1.40       231,037       0.77       0.77 (13)      (0.19     117  

For the Year Ended October 31, 2015

 

A

  $   43.76     $   (0.17   $   4.82     $   4.65     $   —     $   (7.73   $   (7.73   $   40.68       12.72   $   1,853,433       1.12     1.12     (0.42 )%      93

B

    33.71       (0.39     3.49       3.10             (7.73     (7.73     29.08       11.72       15,256       2.04       2.03       (1.32     93  

C

    33.91       (0.34     3.53       3.19             (7.73     (7.73     29.37       11.95       401,542       1.86       1.86       (1.17     93  

I

    44.82       (0.09     4.98       4.89             (7.73     (7.73     41.98       12.99       2,433,134       0.89       0.89       (0.21     93  

R3

    44.25       (0.31     4.90       4.59             (7.73     (7.73     41.11       12.39       44,347       1.45       1.45       (0.76     93  

R4

    45.39       (0.19     5.04       4.85             (7.73     (7.73     42.51       12.70       60,775       1.15       1.15       (0.45     93  

R5

    46.36       (0.07     5.17       5.10             (7.73     (7.73     43.73       13.02       123,897       0.84       0.84       (0.15     93  

R6(9)

    47.09       (0.06     4.85       4.79             (7.73     (7.73     44.15       12.16 (4)      11       0.82 (5)      0.82 (5)      (0.14 )(5)      93  

Y

    46.70       (0.04     5.24       5.20             (7.73     (7.73     44.17       13.16       188,938       0.75       0.75       (0.09     93  

 

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

 

 

  109  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Growth Opportunities Fund – (continued)  

For the Year Ended October 31, 2014

 

A

  $   38.68     $   (0.13   $   6.72     $   6.59     $   —     $   (1.51   $   (1.51   $   43.76       17.63   $   1,497,082       1.15     1.15     (0.33 )%      136 %(14) 

B

    30.38       (0.37     5.21       4.84             (1.51     (1.51     33.71       16.65       22,277       2.07       2.02       (1.18     136 (14) 

C

    30.51       (0.33     5.24       4.91             (1.51     (1.51     33.91       16.81       251,628       1.88       1.88       (1.05     136 (14) 

I

    39.49       (0.04     6.88       6.84             (1.51     (1.51     44.82       17.92       1,733,488       0.91       0.91       (0.09     136 (14) 

R3

    39.21       (0.26     6.81       6.55             (1.51     (1.51     44.25       17.28       29,954       1.46       1.45       (0.62     136 (14) 

R4

    40.06       (0.14     6.98       6.84             (1.51     (1.51     45.39       17.65       52,498       1.15       1.15       (0.32     136 (14) 

R5

    40.76       (0.02     7.13       7.11             (1.51     (1.51     46.36       18.02       102,841       0.85       0.85       (0.05     136 (14) 

Y

    41.02       0.03       7.16       7.19             (1.51     (1.51     46.70       18.11       68,001       0.75       0.75       0.08       136 (14) 

For the Year Ended October 31, 2013

 

A

  $   29.60     $   (0.10   $   9.18     $   9.08     $   —     $   —     $   —     $   38.68       30.68   $   982,699       1.19     1.19     (0.30 )%      120 %(15) 

B

    23.43       (0.28     7.23       6.95                         30.38       29.66       24,296       2.11       1.96       (1.05     120 (15) 

C

    23.52       (0.27     7.26       6.99                         30.51       29.72       176,392       1.90       1.90       (1.01     120 (15) 

I

    30.14       (0.01     9.36       9.35                         39.49       31.02       1,288,778       0.92       0.92       (0.03     120 (15) 

R3

    30.09       (0.19     9.31       9.12                         39.21       30.31       24,924       1.46       1.45       (0.56     120 (15) 

R4

    30.64       (0.09     9.51       9.42                         40.06       30.74       44,353       1.15       1.15       (0.25     120 (15) 

R5

    31.09       0.01       9.66       9.67                         40.76       31.10       20,243       0.85       0.85       0.04       120 (15) 

Y

    31.25       0.05       9.72       9.77                         41.02       31.26       57,712       0.75       0.75       0.14       120 (15) 
The Hartford Healthcare Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   34.86     $   (0.06   $   0.79     $   0.73     $   —     $   (1.79   $   (1.79   $   33.80       2.11 %(4)    $   662,238       1.29 %(5)      1.29 %(5)      (0.36 )%(5)      13

C

    28.90       (0.15     0.65       0.50             (1.79     (1.79     27.61       1.73 (4)      223,309       2.03 (5)      2.03 (5)      (1.10 )(5)      13  

I

    36.43       (0.01     0.83       0.82             (1.79     (1.79     35.46       2.24 (4)      342,218       1.00 (5)      1.00 (5)      (0.07 )(5)      13  

R3

    35.87       (0.12     0.82       0.70             (1.79     (1.79     34.78       1.96 (4)      40,171       1.61 (5)      1.61 (5)      (0.67 )(5)      13  

R4

    37.50       (0.07     0.86       0.79             (1.79     (1.79     36.50       2.12 (4)      33,591       1.31 (5)      1.31 (5)      (0.37 )(5)      13  

R5

    39.03       (0.02     0.89       0.87             (1.79     (1.79     38.11       2.25 (4)      5,607       1.02 (5)      1.02 (5)      (0.08 )(5)      13  

Y

    39.45       0.01       0.89       0.90             (1.79     (1.79     38.56       2.30 (4)      50,054       0.91 (5)      0.91 (5)      0.03 (5)      13  

F

    36.45       0.01       0.83       0.84             (1.79     (1.79     35.50       2.33 (4)      70,254       0.90 (5)      0.90 (5)      0.05 (5)      13  

For the Year Ended October 31, 2017

 

A

  $   30.96     $   (0.12   $   7.04     $   6.92     $   —     $   (3.02   $   (3.02   $   34.86       24.28   $   714,694       1.29     1.29     (0.36 )%      23

C

    26.34       (0.30     5.88       5.58             (3.02     (3.02     28.90       23.37       242,421       2.04       2.03       (1.10     23  

I

    32.15       (0.04     7.34       7.30             (3.02     (3.02     36.43       24.59       351,686       1.03       1.03       (0.11     23  

R3

    31.87       (0.23     7.25       7.02             (3.02     (3.02     35.87       23.87       45,673       1.61       1.61       (0.68     23  

R4

    33.10       (0.13     7.55       7.42             (3.02     (3.02     37.50       24.22       35,927       1.31       1.31       (0.38     23  

R5

    34.23       (0.03     7.85       7.82             (3.02     (3.02     39.03       24.62       6,888       1.01       1.01       (0.08     23  

Y

    34.54       (0.01     7.94       7.93             (3.02     (3.02     39.45       24.72       45,193       0.93       0.93       (0.02     23  

F(7)

    33.96       0.01       2.48       2.49                         36.45       7.33 (4)      61,710       0.90 (5)      0.90 (5)      0.04 (5)      23  

 

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

 

 

  110  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Healthcare Fund – (continued)  

For the Year Ended October 31, 2016

 

A

  $   38.70     $   (0.12   $   (2.52   $   (2.64   $   (0.55   $   (4.55   $   (5.10   $   30.96       (8.11 )%    $   757,038       1.33     1.33     (0.36 )%      35

B

    33.41       (0.36     (2.15     (2.51     (0.13     (4.55     (4.68     26.22       (8.94     2,056       2.24       2.22       (1.26     35  

C

    33.73       (0.31     (2.15     (2.46     (0.38     (4.55     (4.93     26.34       (8.78     254,009       2.06       2.06       (1.10     35  

I

    39.98       (0.03     (2.61     (2.64     (0.64     (4.55     (5.19     32.15       (7.86     228,463       1.07       1.07       (0.09     35  

R3

    39.69       (0.22     (2.61     (2.83     (0.44     (4.55     (4.99     31.87       (8.38     43,993       1.62       1.62       (0.66     35  

R4

    41.01       (0.13     (2.69     (2.82     (0.54     (4.55     (5.09     33.10       (8.09     38,273       1.32       1.32       (0.36     35       

R5

    42.22       (0.02     (2.79     (2.81     (0.63     (4.55     (5.18     34.23       (7.82     5,342       1.03       1.03       (0.06     35  

Y

    42.54       0.02       (2.80     (2.78     (0.67     (4.55     (5.22     34.54       (7.72     51,125       0.92       0.92       0.05       35  

For the Year Ended October 31, 2015

 

A

  $   36.60     $   (0.18   $   4.77     $   4.59     $   —     $   (2.49   $   (2.49   $   38.70       13.19   $   914,414       1.28     1.28     (0.46 )%      39

B

    32.18       (0.46     4.18       3.72             (2.49     (2.49     33.41       12.23       6,239       2.15       2.15       (1.35     39  

C

    32.42       (0.41     4.21       3.80             (2.49     (2.49     33.73       12.40       310,668       2.02       2.02       (1.19     39  

I

    37.63       (0.07     4.91       4.84             (2.49     (2.49     39.98       13.51       266,553       1.01       1.01       (0.18     39  

R3

    37.58       (0.31     4.91       4.60             (2.49     (2.49     39.69       12.85       59,135       1.61       1.61       (0.78     39  

R4

    38.64       (0.20     5.06       4.86             (2.49     (2.49     41.01       13.19       51,253       1.30       1.30       (0.48     39  

R5

    39.60       (0.08     5.19       5.11             (2.49     (2.49     42.22       13.52       5,326       1.01       1.01       (0.18     39  

Y

    39.85       (0.03     5.21       5.18             (2.49     (2.49     42.54       13.64       8,834       0.90       0.90       (0.08     39  

For the Year Ended October 31, 2014

 

A

  $   28.05     $   (0.13   $   8.68     $   8.55     $   —     $   —     $   —     $   36.60       30.48   $   599,010       1.33     1.33     (0.40 )%      28

B

    24.88       (0.36     7.66       7.30                         32.18       29.34       11,303       2.20       2.20       (1.27     28  

C

    25.03       (0.32     7.71       7.39                         32.42       29.52       176,581       2.06       2.06       (1.13     28  

I

    28.76       (0.04     8.91       8.87                         37.63       30.84       137,450       1.05       1.05       (0.12     28  

R3

    28.89       (0.24     8.93       8.69                         37.58       30.08       40,482       1.64       1.64       (0.71     28  

R4

    29.62       (0.14     9.16       9.02                         38.64       30.45       29,530       1.34       1.34       (0.41     28  

R5

    30.27       (0.04     9.37       9.33                         39.60       30.82       2,323       1.05       1.05       (0.12     28  

Y

    30.42             9.43       9.43                         39.85       31.00       6,081       0.94       0.94             28  

For the Year Ended October 31, 2013

 

A

  $   20.11     $   (0.06   $   8.00     $   7.94     $   —     $   —     $   —     $   28.05       39.48   $   415,323       1.40     1.40     (0.24 )%      32

B

    17.99       (0.23     7.12       6.89                         24.88       38.30       14,697       2.29       2.26       (1.08     32  

C

    18.07       (0.21     7.17       6.96                         25.03       38.52       116,641       2.11       2.11       (0.95     32  

I

    20.55       0.01       8.20       8.21                         28.76       39.95       79,005       1.08       1.08       0.06       32  

R3

    20.77       (0.13     8.25       8.12                         28.89       39.09       24,914       1.66       1.65       (0.51     32  

R4

    21.22       (0.05     8.45       8.40                         29.62       39.59       17,817       1.36       1.35       (0.20     32  

R5

    21.62       0.05       8.60       8.65                         30.27       40.01       1,267       1.08       1.05       0.19       32  

Y

    21.71       0.05       8.66       8.71                         30.42       40.12       4,056       0.96       0.96       0.20       32  

 

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

 

 

  111  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford MidCap Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   30.36     $   (0.06   $   2.07     $   2.01     $   —     $   (1.41   $   (1.41   $   30.96       6.81 %(4)    $   2,577,492       1.11 %(5)      1.10 %(5)      (0.40 )%(5)      20

C

    22.67       (0.13     1.53       1.40             (1.41     (1.41     22.66       6.41 (4)      744,390       1.85 (5)      1.85 (5)      (1.15 )(5)      20  

I

    31.12       (0.02     2.13       2.11             (1.41     (1.41     31.82       6.97 (4)      3,345,292       0.82 (5)      0.82 (5)      (0.12 )(5)      20  

R3

    33.64       (0.13     2.29       2.16             (1.41     (1.41     34.39       6.58 (4)      103,561       1.46 (5)      1.46 (5)      (0.76 )(5)      20  

R4

    34.78       (0.08     2.38       2.30             (1.41     (1.41     35.67       6.77 (4)      291,170       1.16 (5)      1.14 (5)      (0.45 )(5)      20  

R5

    35.59       (0.03     2.44       2.41             (1.41     (1.41     36.59       6.93 (4)      414,686       0.85 (5)      0.85 (5)      (0.15 )(5)      20  

R6

    35.90       (0.01     2.46       2.45             (1.41     (1.41     36.94       6.99 (4)      707,436       0.75 (5)      0.75 (5)      (0.07 )(5)      20  

Y

    35.88       (0.01     2.46       2.45             (1.41     (1.41     36.92       6.99 (4)      1,774,894       0.77 (5)      0.77 (5)      (0.08 )(5)      20  

F

    31.15       (0.01     2.13       2.12             (1.41     (1.41     31.86       6.99 (4)      1,577,176       0.74 (5)      0.74 (5)      (0.05 )(5)      20  

For the Year Ended October 31, 2017

 

A

  $   24.25     $   (0.11   $   7.00     $   6.89     $   —     $   (0.78   $   (0.78   $   30.36       29.02   $   2,482,275       1.13     1.12     (0.38 )%      30

C

    18.42       (0.23     5.26       5.03             (0.78     (0.78     22.67       28.07       717,521       1.87       1.87       (1.12     30  

I

    24.79       (0.05     7.16       7.11             (0.78     (0.78     31.12       29.28       2,996,705       1.02       0.89       (0.17     30  

R3

    26.88       (0.22     7.76       7.54             (0.78     (0.78     33.64       28.59       90,582       1.47       1.47       (0.73     30  

R4

    27.69       (0.14     8.01       7.87             (0.78     (0.78     34.78       28.95       263,236       1.16       1.16       (0.43     30  

R5

    28.24       (0.04     8.17       8.13             (0.78     (0.78     35.59       29.32       356,166       0.86       0.86       (0.14     30  

R6

    28.45       (0.05     8.28       8.23             (0.78     (0.78     35.90       29.45       431,183       0.76       0.76       (0.14     30  

Y

    28.44       (0.01     8.23       8.22             (0.78     (0.78     35.88       29.43       1,847,676       0.78       0.78       (0.04     30  

F(7)

    27.52       (0.03     3.66       3.63                         31.15       13.19 (4)      1,244,732       0.76 (5)      0.76 (5)      (0.15 )(5)      30  

For the Year Ended October 31, 2016

 

A

  $   26.47     $   (0.07   $   (0.22   $   (0.29   $   —     $   (1.93   $   (1.93   $   24.25       (0.79 )%    $   2,041,826       1.17     1.17     (0.29 )%      31

B

    20.13       (0.21     (0.19     (0.40           (1.93     (1.93     17.80       (1.66     16,842       2.06       2.06       (1.16     31  

C

    20.73       (0.18     (0.20     (0.38           (1.93     (1.93     18.42       (1.50     611,311       1.89       1.89       (1.01     31  

I

    26.96       (0.04     (0.20     (0.24           (1.93     (1.93     24.79       (0.57     1,725,700       1.02       1.02       (0.18     31  

R3

    29.20       (0.16     (0.23     (0.39           (1.93     (1.93     26.88       (1.07     71,711       1.48       1.48       (0.59     31  

R4

    29.93       (0.08     (0.23     (0.31           (1.93     (1.93     27.69       (0.76     165,137       1.18       1.18       (0.30     31  

R5

    30.39             (0.22     (0.22           (1.93     (1.93     28.24       (0.47     193,533       0.87       0.87             31  

R6

    30.58             (0.20     (0.20           (1.93     (1.93     28.45       (0.36     26,352       0.77       0.77       0.01       31  

Y

    30.57       0.03       (0.23     (0.20           (1.93     (1.93     28.44       (0.36     1,490,965       0.77       0.77       0.10       31  

For the Year Ended October 31, 2015

 

A

  $   27.38     $   (0.09   $   1.85     $   1.76     $   —     $   (2.67   $   (2.67   $   26.47       7.28   $   2,048,529       1.14     1.14     (0.35 )%      29

B

    21.65       (0.25     1.40       1.15             (2.67     (2.67     20.13       6.28       24,665       2.03       2.03       (1.22     29  

C

    22.18       (0.23     1.45       1.22             (2.67     (2.67     20.73       6.46       626,345       1.88       1.88       (1.09     29  

I

    27.78       (0.02     1.87       1.85             (2.67     (2.67     26.96       7.52       702,566       0.87       0.87       (0.09     29  

R3

    30.02       (0.20     2.05       1.85             (2.67     (2.67     29.20       6.91       76,925       1.47       1.47       (0.69     29  

R4

    30.61       (0.11     2.10       1.99             (2.67     (2.67     29.93       7.26       135,698       1.16       1.16       (0.39     29  

R5

    30.96       (0.03     2.13       2.10             (2.67     (2.67     30.39       7.59       164,879       0.86       0.86       (0.09     29  

R6(9)

    31.11       (0.04     2.18       2.14             (2.67     (2.67     30.58       7.65 (4)      1,230       0.77 (5)      0.77 (5)      (0.13 )(5)      29  

Y

    31.10       0.01       2.13       2.14             (2.67     (2.67     30.57       7.66       1,201,917       0.76       0.76       0.04       29  

 

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

 

 

  112  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford MidCap Fund – (continued)  

For the Year Ended October 31, 2014

 

A

  $   25.67     $   (0.10   $   3.82     $   3.72     $   —     $   (2.01   $   (2.01   $   27.38       15.57   $   1,891,075       1.15     1.15     (0.40 )%      34

B

    20.88       (0.27     3.05       2.78             (2.01     (2.01     21.65       14.56       29,446       2.05       2.05       (1.29     34  

C

    21.30       (0.24     3.13       2.89             (2.01     (2.01     22.18       14.81       544,154       1.88       1.88       (1.13     34  

I

    25.95       (0.04     3.88       3.84             (2.01     (2.01     27.78       15.89       550,720       0.90       0.90       (0.17     34  

R3

    28.03       (0.21     4.21       4.00             (2.01     (2.01     30.02       15.24       56,403       1.47       1.47       (0.72     34  

R4

    28.47       (0.12     4.27       4.15             (2.01     (2.01     30.61       15.55       94,232       1.16       1.16       (0.41     34  

R5

    28.69       (0.03     4.31       4.28             (2.01     (2.01     30.96       15.91       110,364       0.86       0.86       (0.11     34  

Y

    28.77       (0.01     4.35       4.34             (2.01     (2.01     31.10       16.08       1,078,695       0.76       0.76       (0.02     34  

For the Year Ended October 31, 2013

 

A

  $   20.44     $   (0.03   $   6.56     $   6.53     $   —     $   (1.30   $   (1.30   $   25.67       34.17   $   1,847,041       1.20     1.20     (0.14 )%      38

B

    17.00       (0.18     5.36       5.18             (1.30     (1.30     20.88       33.01       33,232       2.11       2.07       (1.00     38  

C

    17.29       (0.16     5.47       5.31             (1.30     (1.30     21.30       33.21       474,663       1.91       1.91       (0.85     38  

I

    20.65       0.02       6.63       6.65       (0.05     (1.30     (1.35     25.95       34.48       277,953       0.96       0.96       0.09       38  

R3

    22.25       (0.10     7.18       7.08             (1.30     (1.30     28.03       33.80       47,837       1.48       1.48       (0.43     38  

R4

    22.51       (0.03     7.29       7.26             (1.30     (1.30     28.47       34.24       77,603       1.17       1.17       (0.13     38  

R5

    22.69       0.04       7.33       7.37       (0.07     (1.30     (1.37     28.69       34.60       91,163       0.87       0.87       0.17       38  

Y

    22.75       0.07       7.34       7.41       (0.09     (1.30     (1.39     28.77       34.73       872,297       0.77       0.77       0.28       38  
The Hartford MidCap Value Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   15.62     $   0.01     $   0.12     $   0.13     $   —     $   (0.39   $   (0.39   $   15.36       0.82 %(4)    $   287,364       1.22 %(5)      1.22 %(5)      0.14 %(5)      23

C

    13.03       (0.04     0.10       0.06             (0.39     (0.39     12.70       0.52 (4)      33,714       1.98 (5)      1.97 (5)      (0.62 )(5)      23  

I

    15.72       0.04       0.12       0.16             (0.39     (0.39     15.49       1.01 (4)      40,141       0.89 (5)      0.89 (5)      0.45 (5)      23  

R3

    16.39       (0.01     0.13       0.12             (0.39     (0.39     16.12       0.72 (4)      11,337       1.52 (5)      1.52 (5)      (0.16 )(5)      23  

R4

    16.68       0.01       0.13       0.14             (0.39     (0.39     16.43       0.89 (4)      12,271       1.21 (5)      1.21 (5)      0.15 (5)      23  

R5

    16.88       0.04       0.13       0.17       (0.03     (0.39     (0.42     16.63       0.96 (4)      10,520       0.90 (5)      0.90 (5)      0.45 (5)      23  

Y

    16.93       0.04       0.13       0.17       (0.04     (0.39     (0.43     16.67       1.05 (4)      18,806       0.86 (5)      0.86 (5)      0.51 (5)      23  

F

    15.76       0.04       0.13       0.17       (0.05     (0.39     (0.44     15.49       1.03 (4)      282,711       0.80 (5)      0.80 (5)      0.57 (5)      23  

For the Year Ended October 31, 2017

 

A

  $   13.98     $   0.01     $   2.65     $   2.66     $   —     $   (1.02   $   (1.02   $   15.62       19.67   $   291,082       1.23     1.23     0.06     40

C

    11.90       (0.08     2.23       2.15             (1.02     (1.02     13.03       18.66       35,520       1.96       1.96       (0.67     40  

I

    14.09       0.03       2.67       2.70       (0.05     (1.02     (1.07     15.72       19.81       43,342       1.20       1.10       0.20       40  

R3

    14.67       (0.04     2.78       2.74             (1.02     (1.02     16.39       19.26       11,923       1.52       1.52       (0.23     40  

R4

    14.87       0.01       2.82       2.83             (1.02     (1.02     16.68       19.58       12,637       1.21       1.21       0.08       40  

R5

    15.03       0.06       2.86       2.92       (0.05     (1.02     (1.07     16.88       20.06       11,445       0.91       0.91       0.38       40  

Y

    15.07       0.08       2.86       2.94       (0.06     (1.02     (1.08     16.93       20.10       28,403       0.82       0.82       0.48       40  

F(7)

    14.97       0.05       0.74       0.79                         15.76       5.28 (4)      238,682       0.81 (5)      0.81 (5)      0.46 (5)      40  

 

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

 

 

  113  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford MidCap Value Fund – (continued)  

For the Year Ended October 31, 2016

 

A

  $   15.11     $   0.03     $   (0.03   $   —     $   (0.02   $   (1.11   $   (1.13   $   13.98       0.18   $   246,023       1.30     1.30 %(16)      0.18     56

B

    13.15       (0.07     (0.03     (0.10           (1.11     (1.11     11.94       (0.57     637       2.42       2.12 (16)      (0.63     56  

C

    13.09       (0.06     (0.02     (0.08           (1.11     (1.11     11.90       (0.42     35,965       2.02       2.02 (16)      (0.54     56  

I

    15.22       0.05       (0.01     0.04       (0.06     (1.11     (1.17     14.09       0.48       83,155       1.06       1.06 (16)      0.39       56  

R3

    15.82       (0.01     (0.03     (0.04           (1.11     (1.11     14.67       (0.07     11,396       1.56       1.56 (16)      (0.07     56  

R4

    15.99       0.03       (0.02     0.01       (0.02     (1.11     (1.13     14.87       0.30       13,448       1.25       1.25 (16)      0.23       56  

R5

    16.15       0.08       (0.03     0.05       (0.06     (1.11     (1.17     15.03       0.54       9,831       0.95       0.95 (16)      0.52       56  

Y

    16.19       0.09       (0.03     0.06       (0.07     (1.11     (1.18     15.07       0.63       79,990       0.85       0.85 (16)      0.63       56  

For the Year Ended October 31, 2015

 

A

  $   16.73     $   0.02     $   0.25     $   0.27     $   (0.02   $   (1.87   $   (1.89   $   15.11       2.28   $   229,953       1.25     1.25     0.11     33

B

    14.91       (0.10     0.21       0.11             (1.87     (1.87     13.15       1.37       1,417       2.28       2.09       (0.75     33  

C

    14.84       (0.08     0.20       0.12             (1.87     (1.87     13.09       1.45       41,149       1.97       1.97       (0.62     33  

I

    16.85       0.07       0.25       0.32       (0.08     (1.87     (1.95     15.22       2.57       29,987       0.92       0.92       0.42       33  

R3

    17.45       (0.03     0.27       0.24             (1.87     (1.87     15.82       1.97       10,204       1.52       1.52       (0.19     33  

R4

    17.61       0.02       0.27       0.29       (0.04     (1.87     (1.91     15.99       2.26       11,711       1.21       1.21       0.15       33  

R5

    17.75       0.07       0.28       0.35       (0.08     (1.87     (1.95     16.15       2.62       7,564       0.92       0.92       0.44       33  

Y

    17.78       0.09       0.28       0.37       (0.09     (1.87     (1.96     16.19       2.73       158,691       0.81       0.81       0.54       33  

For the Year Ended October 31, 2014

 

A

  $   16.44     $   0.03     $   1.81     $   1.84     $   —     $   (1.55   $   (1.55   $   16.73       12.32   $   222,876       1.27     1.27     0.19     43

B

    14.93       (0.09     1.62       1.53             (1.55     (1.55     14.91       11.41       2,156       2.28       2.10       (0.63     43  

C

    14.85       (0.08     1.62       1.54             (1.55     (1.55     14.84       11.56       41,382       1.99       1.99       (0.53     43  

I

    16.49       0.09       1.82       1.91             (1.55     (1.55     16.85       12.75       37,414       0.92       0.92       0.53       43  

R3

    17.12       (0.01     1.89       1.88             (1.55     (1.55     17.45       12.05       10,187       1.53       1.53       (0.08     43  

R4

    17.21       0.04       1.91       1.95             (1.55     (1.55     17.61       12.42       9,476       1.22       1.22       0.22       43  

R5

    17.29       0.09       1.92       2.01             (1.55     (1.55     17.75       12.73       2,851       0.93       0.93       0.52       43  

Y

    17.31       0.11       1.91       2.02             (1.55     (1.55     17.78       12.79       166,729       0.82       0.82       0.63       43  

For the Year Ended October 31, 2013

 

A

  $   12.58     $   0.02     $   3.97     $   3.99     $   (0.13   $   —     $   (0.13   $   16.44       32.01   $   207,552       1.31     1.31     0.11     59

B

    11.40       (0.09     3.62       3.53                         14.93       30.96       2,819       2.33       2.10       (0.68     59  

C

    11.38       (0.08     3.60       3.52       (0.05           (0.05     14.85       31.07       38,067       2.01       2.01       (0.60     59  

I

    12.62       0.06       3.99       4.05       (0.18           (0.18     16.49       32.49       18,791       0.96       0.96       0.43       59  

R3

    13.12       (0.02     4.15       4.13       (0.13           (0.13     17.12       31.68       5,089       1.53       1.53       (0.12     59  

R4

    13.17       0.03       4.16       4.19       (0.15           (0.15     17.21       32.11       4,903       1.22       1.22       0.18       59  

R5

    13.23       0.06       4.19       4.25       (0.19           (0.19     17.29       32.46       1,309       0.93       0.93       0.38       59  

Y

    13.24       0.09       4.18       4.27       (0.20           (0.20     17.31       32.64       150,335       0.82       0.82       0.60       59  

 

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

 

 

  114  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Quality Value Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   20.49     $   0.15     $   0.43     $   0.58     $   (0.20   $   (0.76   $   (0.96   $   20.11       2.82 %(4)    $   169,272       1.08 %(5)      1.05 %(5)      1.52 %(5)      74

C

    17.67       0.07       0.37       0.44       (0.08     (0.76     (0.84     17.27       2.42 (4)      18,397       1.83 (5)      1.80 (5)      0.77 (5)      74  

I

    20.25       0.19       0.42       0.61       (0.25     (0.76     (1.01     19.85       2.97 (4)      14,152       0.73 (5)      0.73 (5)      1.84 (5)      74  

R3

    20.70       0.13       0.43       0.56       (0.08     (0.76     (0.84     20.42       2.68 (4)      1,222       1.36 (5)      1.34 (5)      1.24 (5)      74  

R4

    20.95       0.16       0.44       0.60       (0.19     (0.76     (0.95     20.60       2.84 (4)      6,463       1.05 (5)      1.05 (5)      1.54 (5)      74  

R5

    21.13       0.17       0.45       0.62       (0.25     (0.76     (1.01     20.74       2.92 (4)      990       0.76 (5)      0.75 (5)      1.63 (5)      74  

R6(17)

    20.99       0.07       (0.26     (0.19                       20.80       (0.91 )(4)      10       0.63 (5)      0.63 (5)      1.86 (5)      74  

Y

    21.19       0.20       0.44       0.64       (0.28     (0.76     (1.04     20.79       3.00 (4)      942       0.69 (5)      0.69 (5)      1.87 (5)      74  

F

    20.26       0.19       0.43       0.62       (0.29     (0.76     (1.05     19.83       3.02 (4)      88,259       0.64 (5)      0.64 (5)      1.90 (5)      74  

For the Year Ended October 31, 2017

 

A

  $   17.94     $   0.19     $   2.64     $   2.83     $   (0.14   $   (0.14   $   (0.28   $   20.49       15.89   $   180,059       1.20     1.20     0.95     39

C

    15.52       0.04       2.28       2.32       (0.03     (0.14     (0.17     17.67       15.05       20,312       1.93       1.93       0.22       39  

I

    17.75       0.24       2.60       2.84       (0.20     (0.14     (0.34     20.25       16.19       15,561       0.94       0.94       1.22       39  

R3

    18.13       0.13       2.66       2.79       (0.08     (0.14     (0.22     20.70       15.48       1,448       1.54       1.53       0.63       39  

R4

    18.34       0.19       2.70       2.89       (0.14     (0.14     (0.28     20.95       15.87       7,550       1.20       1.20       0.96       39  

R5

    18.49       0.23       2.75       2.98       (0.20     (0.14     (0.34     21.13       16.25       480       0.91       0.91       1.17       39  

Y

    18.55       0.27       2.73       3.00       (0.22     (0.14     (0.36     21.19       16.32       1,052       0.83       0.83       1.31       39  

F(7)

    19.58       0.16       0.52       0.68                         20.26       3.47 (4)      12,030       0.80 (5)      0.80 (5)      1.17 (5)      39  

For the Year Ended October 31, 2016

 

A

  $   18.66     $   0.16     $   0.57     $   0.73     $   (0.21   $   (1.24   $   (1.45   $   17.94       4.71   $   187,475       1.25     1.25 %(18)      0.93     41

B

    16.45       0.02       0.48       0.50       (0.01     (1.24     (1.25     15.70       3.75       695       2.41       2.11 (18)      0.11       41  

C

    16.34       0.03       0.49       0.52       (0.10     (1.24     (1.34     15.52       3.93       22,223       1.97       1.97 (18)      0.21       41  

I

    18.47       0.21       0.57       0.78       (0.26     (1.24     (1.50     17.75       5.03       19,139       0.92       0.92 (18)      1.23       41  

R3

    18.83       0.11       0.58       0.69       (0.15     (1.24     (1.39     18.13       4.39       2,783       1.54       1.54 (18)      0.64       41  

R4

    19.03       0.17       0.59       0.76       (0.21     (1.24     (1.45     18.34       4.73       8,720       1.22       1.22 (18)      0.96       41  

R5

    19.19       0.22       0.59       0.81       (0.27     (1.24     (1.51     18.49       5.04       2,025       0.92       0.92 (18)      1.27       41  

Y

    19.24       0.26       0.58       0.84       (0.29     (1.24     (1.53     18.55       5.14       845       0.81       0.81       1.46       41  

For the Year Ended October 31, 2015

 

A

  $   20.45     $   0.21     $   (0.47   $   (0.26   $   (0.13   $   (1.40   $   (1.53   $   18.66       (1.20 )%    $   207,339       1.21     1.21     1.10     55

B

    18.22       0.03       (0.40     (0.37           (1.40     (1.40     16.45       (1.94     1,909       2.28       1.97       0.19       55  

C

    18.14       0.06       (0.42     (0.36     (0.04     (1.40     (1.44     16.34       (1.90     26,763       1.93       1.93       0.36       55  

I

    20.25       0.27       (0.45     (0.18     (0.20     (1.40     (1.60     18.47       (0.78     27,168       0.88       0.88       1.41       55  

R3

    20.62       0.15       (0.46     (0.31     (0.08     (1.40     (1.48     18.83       (1.45     3,657       1.52       1.49       0.79       55  

R4

    20.82       0.22       (0.47     (0.25     (0.14     (1.40     (1.54     19.03       (1.11     11,942       1.19       1.18       1.11       55  

R5

    20.95       0.28       (0.48     (0.20     (0.16     (1.40     (1.56     19.19       (0.87     2,487       0.90       0.88       1.41       55  

Y

    21.03       0.30       (0.49     (0.19     (0.20     (1.40     (1.60     19.24       (0.77     1,618       0.79       0.79       1.50       55  

 

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

 

 

  115  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Quality Value Fund – (continued)  

For the Year Ended October 31, 2014

 

A

  $   18.31     $   0.17     $   2.05     $   2.22     $   (0.08   $   —     $   (0.08   $   20.45       12.18   $   237,539       1.25     1.25     0.87     74 %(19) 

B

    16.36       0.03       1.83       1.86                         18.22       11.37       3,928       2.27       1.97       0.19       74 (19) 

C

    16.29       0.02       1.83       1.85                         18.14       11.36       31,729       1.95       1.95       0.12       74 (19) 

I

    18.12       0.23       2.03       2.26       (0.13           (0.13     20.25       12.56       44,306       0.87       0.87       1.17       74 (19) 

R3

    18.50       0.13       2.05       2.18       (0.06           (0.06     20.62       11.84       4,528       1.53       1.47       0.63       74 (19) 

R4

    18.64       0.18       2.09       2.27       (0.09           (0.09     20.82       12.24       13,626       1.21       1.17       0.91       74 (19) 

R5

    18.76       0.24       2.10       2.34       (0.15           (0.15     20.95       12.52       2,735       0.88       0.85       1.15       74 (19) 

Y

    18.82       0.21       2.16       2.37       (0.16           (0.16     21.03       12.64       1,841       0.83       0.83       1.07       74 (19) 

For the Year Ended October 31, 2013

 

A

  $   14.02     $   0.11     $   4.40     $   4.51     $   (0.22   $   —     $   (0.22   $   18.31       32.53   $   118,203       1.44     1.35     0.67     81

B

    12.54             3.93       3.93       (0.11           (0.11     16.36       31.50       3,825       2.39       2.10       (0.03     81  

C

    12.49       (0.01     3.93       3.92       (0.12           (0.12     16.29       31.59       11,059       2.13       2.10       (0.07     81  

I

    13.87       0.16       4.34       4.50       (0.25           (0.25     18.12       32.93       7,908       1.07       1.06       0.95       81  

R3

    14.16       0.08       4.45       4.53       (0.19           (0.19     18.50       32.31       1,480       1.68       1.55       0.49       81  

R4

    14.27       0.13       4.47       4.60       (0.23           (0.23     18.64       32.62       7,271       1.32       1.25       0.78       81  

R5

    14.36       0.18       4.50       4.68       (0.28           (0.28     18.76       33.06       1,909       1.02       0.95       1.08       81  

Y

    14.41       0.19       4.50       4.69       (0.28           (0.28     18.82       33.06       1,149       0.91       0.90       1.17       81  
Hartford Small Cap Core Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   14.13     $   0.05     $   0.08     $   0.13     $   (0.02   $   (0.60   $   (0.62   $   13.64       0.93 %(4)    $   50,553       1.36 %(5)      1.30 %(5)      0.71 %(5)      36

C

    12.91             0.07       0.07             (0.60     (0.60     12.38       0.52 (4)      10,230       2.13 (5)      2.05 (5)      (0.04 )(5)      36  

I

    14.15       0.07       0.09       0.16       (0.06     (0.60     (0.66     13.65       1.10 (4)      3,147       1.01 (5)      0.96 (5)      1.04 (5)      36  

R3

    14.50       0.05       0.07       0.12             (0.60     (0.60     14.02       0.82 (4)      501       1.61 (5)      1.46 (5)      0.66 (5)      36  

R4

    14.61       0.06       0.09       0.15       (0.01     (0.60     (0.61     14.15       1.00 (4)      85       1.31 (5)      1.20 (5)      0.81 (5)      36  

R5

    14.63       0.08       0.08       0.16       (0.07     (0.60     (0.67     14.12       1.11 (4)      36       1.01 (5)      0.90 (5)      1.15 (5)      36  

R6(17)

    13.99       0.03       0.09       0.12                         14.11       0.86 (4)      10       0.91 (5)      0.85 (5)      1.23 (5)      36  

Y

    14.66       0.08       0.09       0.17       (0.12     (0.60     (0.72     14.11       1.14 (4)      634       0.95 (5)      0.85 (5)      1.14 (5)      36  

F

    14.16       0.08       0.08       0.16       (0.08     (0.60     (0.68     13.64       1.12 (4)      49,398       0.89 (5)      0.85 (5)      1.20 (5)      36  

For the Year Ended October 31, 2017

 

A

  $   11.56     $   0.04     $   2.63     $   2.67     $   (0.10   $   —     $   (0.10   $   14.13       23.19   $   53,057       1.28     1.27     0.32     83

C

    10.58       (0.05     2.40       2.35       (0.02           (0.02     12.91       22.24       11,081       2.03       2.01       (0.41     83  

I

    11.58       0.08       2.63       2.71       (0.14           (0.14     14.15       23.53       3,225       1.01       1.00       0.60       83  

R3

    11.87       0.01       2.69       2.70       (0.07           (0.07     14.50       22.79       723       1.63       1.50       0.09       83  

R4

    11.94       0.05       2.70       2.75       (0.08           (0.08     14.61       23.11       113       1.36       1.20       0.36       83  

R5

    11.96       0.10       2.71       2.81       (0.14           (0.14     14.63       23.63       44       1.01       0.90       0.74       83  

Y

    12.00       0.11       2.71       2.82       (0.16           (0.16     14.66       23.58       1,242       0.86       0.85       0.78       83  

F(7)

    13.22       0.05       0.89       0.94                         14.16       7.11 (4)      86,675       0.88 (5)      0.85 (5)      0.52 (5)      83  

 

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

 

 

  116  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Small Cap Core Fund – (continued)  

For the Year Ended October 31, 2016

 

A

  $   12.35     $   0.10     $   (0.15 )(20)    $   (0.05   $   (0.02   $   (0.72   $   (0.74   $   11.56       (0.22 )%    $   46,270       1.35     1.31 %(21)      0.85     94

B

    11.58       0.01       (0.14 )(20)      (0.13           (0.72     (0.72     10.73       (0.93     798       2.25       2.06 (21)      0.10       94  

C

    11.43       0.01       (0.14 )(20)      (0.13           (0.72     (0.72     10.58       (0.94     10,410       2.08       2.06 (21)      0.11       94  

I

    12.38       0.13       (0.15 )(20)      (0.02     (0.06     (0.72     (0.78     11.58       0.05       2,582       1.01       1.00 (21)      1.17       94  

R3

    12.67       0.08       (0.16 )(20)      (0.08           (0.72     (0.72     11.87       (0.43     734       1.61       1.51 (21)      0.65       94  

R4

    12.72       0.11       (0.15 )(20)      (0.04     (0.02     (0.72     (0.74     11.94       (0.09     267       1.30       1.21 (21)      0.96       94  

R5

    12.78       0.13       (0.14 )(20)      (0.01     (0.09     (0.72     (0.81     11.96       0.16       44       1.00       0.91 (21)      1.08       94  

Y

    12.77       0.16       (0.15 )(20)      0.01       (0.06     (0.72     (0.78     12.00       0.31       110,028       0.88       0.86 (21)      1.36       94  

For the Year Ended October 31, 2015

 

A

  $   13.89     $   0.11     $   (0.28   $   (0.17   $   (0.08   $   (1.29   $   (1.37   $   12.35       (1.17 )%    $   51,249       1.40     1.29     0.85     112

B

    13.12       0.01       (0.26     (0.25           (1.29     (1.29     11.58       (1.92     1,792       2.28       2.05       0.12       112  

C

    12.96       0.01       (0.25     (0.24           (1.29     (1.29     11.43       (1.86     12,905       2.14       2.04       0.10       112  

I(11)

    13.40       0.08       (1.10     (1.02                       12.38       (7.61 )(4)      2,429       1.12 (5)      0.99 (5)      1.01 (5)      112  

R3

    14.21       0.09       (0.28     (0.19     (0.06     (1.29     (1.35     12.67       (1.29     830       1.70       1.50       0.64       112  

R4

    14.26       0.13       (0.27     (0.14     (0.11     (1.29     (1.40     12.72       (0.97     608       1.37       1.20       0.94       112  

R5

    14.32       0.17       (0.29     (0.12     (0.13     (1.29     (1.42     12.78       (0.75     218       1.06       0.90       1.23       112  

Y

    14.31       0.16       (0.27     (0.11     (0.14     (1.29     (1.43     12.77       (0.71     1,312       0.96       0.85       1.23       112  

For the Year Ended October 31, 2014

 

A

  $   14.77     $   0.10     $   1.11     $   1.21     $   (0.14   $   (1.95   $   (2.09   $   13.89       9.22   $   54,722       1.41     1.30     0.75     116

B

    14.06             1.05       1.05       (0.04     (1.95     (1.99     13.12       8.39       3,119       2.32       2.05       0.01       116  

C

    13.94             1.03       1.03       (0.06     (1.95     (2.01     12.96       8.39       13,603       2.16       2.05             116  

R3

    15.10       0.07       1.14       1.21       (0.15     (1.95     (2.10     14.21       8.99       587       1.70       1.50       0.53       116  

R4

    15.10       0.11       1.14       1.25       (0.14     (1.95     (2.09     14.26       9.31       516       1.37       1.20       0.81       116  

R5

    15.16       0.16       1.14       1.30       (0.19     (1.95     (2.14     14.32       9.62       204       1.05       0.90       1.14       116  

Y

    15.14       0.17       1.14       1.31       (0.19     (1.95     (2.14     14.31       9.75       247       0.96       0.85       1.20       116  

For the Year Ended October 31, 2013

 

A

  $   11.21     $   0.19     $   3.50     $   3.69     $   (0.13   $   —     $   (0.13   $   14.77       33.23   $   51,393       1.43     1.30     1.48     140

B

    10.68       0.09       3.34       3.43       (0.05           (0.05     14.06       32.21       4,337       2.35       2.05       0.77       140  

C

    10.60       0.09       3.30       3.39       (0.05           (0.05     13.94       32.12       12,315       2.18       2.05       0.73       140  

R3

    11.47       0.14       3.61       3.75       (0.12           (0.12     15.10       32.93       598       1.68       1.50       1.05       140  

R4

    11.48       0.23       3.55       3.78       (0.16           (0.16     15.10       33.25       172       1.34       1.20       1.75       140  

R5

    11.51       0.25       3.58       3.83       (0.18           (0.18     15.16       33.71       169       1.04       0.90       1.87       140  

Y

    11.51       0.29       3.53       3.82       (0.19           (0.19     15.14       33.59       224       0.93       0.85       2.33       140  
The Hartford Small Cap Growth Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   57.24     $   (0.12   $   2.26     $   2.14     $   —     $   (2.74   $   (2.74   $   56.64       3.84 %(4)    $   210,831       1.22 %(5)      1.22 %(5)      (0.42 )%(5)      26

C

    44.29       (0.24     1.73       1.49             (2.74     (2.74     43.04       3.49 (4)      34,327       1.89 (5)      1.89 (5)      (1.09 )(5)      26  

I

    58.97       (0.01     2.33       2.32             (2.74     (2.74     58.55       4.04 (4)      363,668       0.82 (5)      0.82 (5)      (0.03 )(5)      26  

R3

    56.89       (0.19     2.24       2.05             (2.74     (2.74     56.20       3.70 (4)      14,586       1.47 (5)      1.46 (5)      (0.67 )(5)      26  

R4

    58.98       (0.10     2.32       2.22             (2.74     (2.74     58.46       3.87 (4)      75,939       1.15 (5)      1.15 (5)      (0.36 )(5)      26  

R5

    61.26       (0.02     2.42       2.40             (2.74     (2.74     60.92       4.02 (4)      112,134       0.85 (5)      0.85 (5)      (0.05 )(5)      26  

R6

    61.87       0.01       2.45       2.46             (2.74     (2.74     61.59       4.08 (4)      28,464       0.75 (5)      0.75 (5)      0.04 (5)      26  

Y

    61.93             2.45       2.45             (2.74     (2.74     61.64       4.06 (4)      366,320       0.78 (5)      0.78 (5)      0.02 (5)      26  

F

    59.06       0.01       2.33       2.34             (2.74     (2.74     58.66       4.07 (4)      48,735       0.75 (5)      0.75 (5)      0.05 (5)      26  

 

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

 

 

  117  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Small Cap Growth Fund – (continued)  

For the Year Ended October 31, 2017

 

A

  $   44.55     $   (0.25   $   13.25     $   13.00     $   —     $   (0.31   $   (0.31   $   57.24       29.28   $   215,743       1.17     1.16     (0.48 )%      56

C

    34.78       (0.48     10.30       9.82             (0.31     (0.31     44.29       28.36       36,531       1.89       1.88       (1.19     56  

I

    45.79       (0.18     13.67       13.49             (0.31     (0.31     58.97       29.56       429,401       1.03       0.95       (0.33     56  

R3

    44.42       (0.41     13.19       12.78             (0.31     (0.31     56.89       28.87       14,427       1.48       1.48       (0.79     56  

R4

    45.90       (0.26     13.65       13.39             (0.31     (0.31     58.98       29.27       76,315       1.16       1.16       (0.48     56  

R5

    47.52       (0.10     14.15       14.05             (0.31     (0.31     61.26       29.67       118,794       0.86       0.86       (0.17     56  

R6

    47.94       (0.06     14.30       14.24             (0.31     (0.31     61.87       29.80       10,596       0.76       0.76       (0.11     56  

Y

    48.00       (0.05     14.29       14.24             (0.31     (0.31     61.93       29.76       370,006       0.78       0.78       (0.09     56  

F(7)

    52.62       (0.09     6.53       6.44                         59.06       12.24 (4)      47,409       0.75 (5)      0.75 (5)      (0.24 )(5)      56  

For the Year Ended October 31, 2016

 

A

  $   48.56     $   (0.19   $   0.11 (20)    $   (0.08   $   —     $   (3.93   $   (3.93   $   44.55       0.02   $   197,738       1.25     1.25     (0.44 )%      45

B

    39.35       (0.43     0.05 (20)      (0.38           (3.93     (3.93     35.04       (0.84     606       2.35       2.09       (1.23     45  

C

    39.03       (0.39     0.07 (20)      (0.32           (3.93     (3.93     34.78       (0.65     37,807       1.94       1.94       (1.13     45  

I

    49.68       (0.07     0.11 (20)      0.04             (3.93     (3.93     45.79       0.28       137,606       0.99       0.99       (0.16     45  

R3

    48.54       (0.30     0.11 (20)      (0.19           (3.93     (3.93     44.42       (0.24     12,708       1.51       1.51       (0.70     45  

R4

    49.87       (0.18     0.14 (20)      (0.04           (3.93     (3.93     45.90       0.09       66,273       1.19       1.19       (0.39     45  

R5

    51.35       (0.04     0.14 (20)      0.10             (3.93     (3.93     47.52       0.40       102,166       0.89       0.89       (0.09     45  

R6

    51.73       (0.04     0.18 (20)      0.14             (3.93     (3.93     47.94       0.46       4,072       0.79       0.79       (0.09     45  

Y

    51.78       0.01       0.14 (20)      0.15             (3.93     (3.93     48.00       0.50       290,401       0.79       0.79       0.01       45  

For the Year Ended October 31, 2015

 

A

  $   48.63     $   (0.20   $   2.25     $   2.05     $   —     $   (2.12   $   (2.12   $   48.56       4.37   $   243,999       1.21     1.21     (0.40 )%      70

B

    40.12       (0.48     1.83       1.35             (2.12     (2.12     39.35       3.54       1,500       2.20       2.03       (1.18     70  

C

    39.77       (0.45     1.83       1.38             (2.12     (2.12     39.03       3.62       49,549       1.91       1.91       (1.11     70  

I

    49.55       (0.06     2.31       2.25             (2.12     (2.12     49.68       4.70       209,184       0.92       0.92       (0.13     70  

R3

    48.74       (0.36     2.28       1.92             (2.12     (2.12     48.54       4.10       16,184       1.48       1.48       (0.70     70  

R4

    49.86       (0.20     2.33       2.13             (2.12     (2.12     49.87       4.44       74,037       1.17       1.17       (0.38     70  

R5

    51.13       (0.05     2.39       2.34             (2.12     (2.12     51.35       4.74       115,719       0.87       0.87       (0.10     70  

R6(9)

    51.80       (0.02     2.07       2.05             (2.12     (2.12     51.73       4.13 (4)      14       0.87 (5)      0.87 (5)      (0.05 )(5)      70  

Y

    51.49       0.01       2.40       2.41             (2.12     (2.12     51.78       4.84       314,145       0.77       0.77       0.02       70  

For the Year Ended October 31, 2014

 

A

  $   47.96     $   (0.26   $   4.36     $   4.10     $   —     $   (3.43   $   (3.43   $   48.63       9.02   $   239,697       1.28     1.28     (0.55 )%      61

B

    40.45       (0.54     3.64       3.10             (3.43     (3.43     40.12       8.16       2,695       2.26       2.11       (1.36     61  

C

    40.08       (0.49     3.61       3.12             (3.43     (3.43     39.77       8.30       44,184       1.97       1.97       (1.24     61  

I

    48.67       (0.12     4.43       4.31             (3.43     (3.43     49.55       9.34       114,450       0.97       0.97       (0.25     61  

R3

    48.17       (0.38     4.38       4.00             (3.43     (3.43     48.74       8.76       8,744       1.53       1.53       (0.81     61  

R4

    49.06       (0.25     4.48       4.23             (3.43     (3.43     49.86       9.09       47,028       1.22       1.22       (0.52     61  

R5

    50.07       (0.11     4.60       4.49             (3.43     (3.43     51.13       9.45       39,856       0.91       0.91       (0.22     61  

Y

    50.36       (0.05     4.61       4.56             (3.43     (3.43     51.49       9.54       213,384       0.81       0.81       (0.10     61  

 

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

 

 

  118  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Small Cap Growth Fund – (continued)  

For the Year Ended October 31, 2013

 

A

  $   34.72     $   (0.15   $   13.39     $   13.24     $   —     $   —     $   —     $   47.96       38.13   $   226,795       1.40     1.40     (0.37 )%      90

B

    29.50       (0.36     11.31       10.95                         40.45       37.12       4,552       2.40       2.15       (1.05     90  

C

    29.21       (0.40     11.27       10.87                         40.08       37.21       33,255       2.08       2.08       (1.13     90  

I

    35.10       (0.05     13.62       13.57                         48.67       38.66       71,601       1.04       1.04       (0.13     90  

R3

    34.93       (0.26     13.50       13.24                         48.17       37.90       8,280       1.59       1.59       (0.62     90  

R4

    35.47       (0.19     13.78       13.59                         49.06       38.31       17,412       1.27       1.27       (0.44     90  

R5

    36.10       (0.10     14.07       13.97                         50.07       38.70       3,579       0.97       0.97       (0.22     90  

Y

    36.27       0.03       14.06       14.09                         50.36       38.85       121,003       0.87       0.87       0.07       90  
The Hartford Small Company Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   20.34     $   (0.09   $   1.51     $   1.42     $   —     $   —     $   —     $   21.76       7.03 %(4)    $   259,180       1.36 %(5)      1.34 %(5)      (0.80 )%(5)      45

C

    14.87       (0.12     1.10       0.98                         15.85       6.59 (4)      25,823       2.13 (5)      2.11 (5)      (1.57 )(5)      45  

I

    21.27       (0.06     1.57       1.51                         22.78       7.15 (4)      28,526       1.08 (5)      1.07 (5)      (0.52 )(5)      45  

R3

    21.98       (0.12     1.64       1.52                         23.50       6.92 (4)      18,121       1.63 (5)      1.55 (5)      (1.01 )(5)      45  

R4

    23.14       (0.09     1.72       1.63                         24.77       7.09 (4)      19,722       1.32 (5)      1.25 (5)      (0.71 )(5)      45  

R5

    24.21       (0.05     1.80       1.75                         25.96       7.23 (4)      2,534       1.03 (5)      0.95 (5)      (0.43 )(5)      45  

R6

    24.64       (0.04     1.83       1.79                         26.43       7.26 (4)      57       0.92 (5)      0.90 (5)      (0.33 )(5)      45  

Y

    24.64       (0.05     1.83       1.78                         26.42       7.27 (4)      34,795       0.92 (5)      0.90 (5)      (0.36 )(5)      45  

F

    21.30       (0.04     1.58       1.54                         22.84       7.28 (4)      106,861       0.91 (5)      0.90 (5)      (0.36 )(5)      45  

For the Year Ended October 31, 2017

 

A

  $   15.74     $   (0.12   $   4.72     $   4.60     $   —     $   —     $   —     $   20.34       29.16   $   252,187       1.39     1.37     (0.64 )%      109

C

    11.60       (0.19     3.46       3.27                         14.87       28.19       26,529       2.12       2.10       (1.40     109  

I

    16.43       (0.10     4.94       4.84                         21.27       29.40       28,052       1.49       1.15       (0.51     109  

R3

    17.05       (0.17     5.10       4.93                         21.98       28.91       23,932       1.63       1.55       (0.84     109  

R4

    17.89       (0.11     5.36       5.25                         23.14       29.29       23,080       1.32       1.25       (0.53     109  

R5

    18.67       (0.04     5.58       5.54                         24.21       29.67       3,263       1.06       0.95       (0.20     109  

R6

    18.99       (0.09     5.74       5.65                         24.64       29.75       78       1.07       0.90       (0.38     109  

Y

    18.99       (0.02     5.67       5.65                         24.64       29.70       33,040       0.94       0.90       (0.08     109  

F(7)

    18.76       (0.05     2.59       2.54                         21.30       13.49 (4)      81,831       0.92 (5)      0.90 (5)      (0.38 )(5)      109  

For the Year Ended October 31, 2016

 

A

  $   19.36     $   (0.14   $   (0.90   $   (1.04   $   —     $   (2.58   $   (2.58   $   15.74       (5.73 )%    $   262,618       1.45     1.43 %(22)      (0.87 )%      81

B

    15.08       (0.19     (0.69     (0.88           (2.58     (2.58     11.62       (6.40     862       2.46       2.17 (22)      (1.59     81  

C

    15.06       (0.19     (0.69     (0.88           (2.58     (2.58     11.60       (6.41     25,586       2.14       2.14 (22)      (1.58     81  

I

    20.04       (0.10     (0.93     (1.03           (2.58     (2.58     16.43       (5.45     41,881       1.24       1.18 (22)      (0.61     81  

R3

    20.77       (0.18     (0.96     (1.14           (2.58     (2.58     17.05       (5.83     29,662       1.62       1.58 (22)      (1.02     81  

R4

    21.61       (0.13     (1.01     (1.14           (2.58     (2.58     17.89       (5.58     27,834       1.31       1.28 (22)      (0.71     81  

R5

    22.37       (0.07     (1.05     (1.12           (2.58     (2.58     18.67       (5.27     5,283       1.00       0.97 (22)      (0.37     81  

R6

    22.69       (0.06     (1.06     (1.12           (2.58     (2.58     18.99       (5.18     9       0.90       0.90 (22)      (0.34     81  

Y

    22.69       (0.06     (1.06     (1.12           (2.58     (2.58     18.99       (5.18     98,620       0.90       0.90 (22)      (0.33     81  

 

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

 

 

  119  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Small Company Fund – (continued)  

For the Year Ended October 31, 2015

 

A

  $   24.83     $   (0.17   $   (1.21   $   (1.38   $   —     $   (4.09   $   (4.09   $   19.36       (6.22 )%    $   327,509       1.34     1.34     (0.77 )%      96 %  

B

    20.40       (0.27     (0.96     (1.23           (4.09     (4.09     15.08       (6.98     2,531       2.30       2.13       (1.56     96  

C

    20.36       (0.25     (0.96     (1.21           (4.09     (4.09     15.06       (6.87     35,455       2.04       2.04       (1.47     96  

I

    25.51       (0.12     (1.26     (1.38           (4.09     (4.09     20.04       (6.03     69,569       1.11       1.11       (0.55     96  

R3

    26.39       (0.23     (1.30     (1.53           (4.09     (4.09     20.77       (6.46     35,865       1.54       1.54       (0.98     96  

R4

    27.21       (0.17     (1.34     (1.51           (4.09     (4.09     21.61       (6.15     41,922       1.24       1.24       (0.68     96  

R5

    27.95       (0.09     (1.40     (1.49           (4.09     (4.09     22.37       (5.88     30,053       0.97       0.95       (0.35     96  

R6(9)

    28.20       (0.08     (1.34     (1.42           (4.09     (4.09     22.69       (5.56 )(4)      9       0.91 (5)      0.90 (5)      (0.32 )(5)      96  

Y

    28.27       (0.07     (1.42     (1.49           (4.09     (4.09     22.69       (5.80     279,594       0.85       0.85       (0.28     96  

For the Year Ended October 31, 2014

 

A

  $   24.58     $   (0.24   $   3.26     $   3.02     $   —     $   (2.77   $   (2.77   $   24.83       13.49   $   355,056       1.34     1.34     (1.01 )%      92 %  

B

    20.82       (0.36     2.71       2.35             (2.77     (2.77     20.40       12.61       4,730       2.29       2.15       (1.80     92  

C

    20.77       (0.34     2.70       2.36             (2.77     (2.77     20.36       12.70       38,351       2.05       2.05       (1.71     92  

I

    25.12       (0.19     3.35       3.16             (2.77     (2.77     25.51       13.78       60,425       1.10       1.10       (0.77     92  

R3

    26.00       (0.31     3.47       3.16             (2.77     (2.77     26.39       13.27       60,124       1.55       1.55       (1.21     92  

R4

    26.65       (0.24     3.57       3.33             (2.77     (2.77     27.21       13.62       66,353       1.25       1.25       (0.91     92  

R5

    27.23       (0.16     3.65       3.49             (2.77     (2.77     27.95       13.95       7,585       0.97       0.95       (0.61     92  

Y

    27.48       (0.14     3.70       3.56             (2.77     (2.77     28.27       14.08       337,933       0.85       0.85       (0.51     92  

For the Year Ended October 31, 2013

 

A

  $   19.52     $   (0.16   $   6.56     $   6.40     $   —     $   (1.34   $   (1.34   $   24.58       35.44   $   320,630       1.39     1.39     (0.73 )%      106 %  

B

    16.87       (0.27     5.56       5.29             (1.34     (1.34     20.82       34.34       6,062       2.35       2.15       (1.47     106  

C

    16.82       (0.26     5.55       5.29             (1.34     (1.34     20.77       34.45       38,428       2.09       2.09       (1.43     106  

I

    19.87       (0.11     6.70       6.59             (1.34     (1.34     25.12       35.79       38,749       1.14       1.14       (0.52     106  

R3

    20.61       (0.20     6.93       6.73             (1.34     (1.34     26.00       35.15       57,652       1.56       1.55       (0.88     106  

R4

    21.03       (0.14     7.10       6.96             (1.34     (1.34     26.65       35.56       67,467       1.26       1.25       (0.59     106  

R5

    21.39       (0.06     7.24       7.18             (1.34     (1.34     27.23       36.02       8,321       0.99       0.95       (0.25     106  

Y

    21.56       (0.05     7.31       7.26             (1.34     (1.34     27.48       36.12       320,003       0.86       0.86       (0.20     106  

 

(1)  Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.
(2)  Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.
(3)  Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(4)  Not annualized.
(5)  Annualized.
(6)  Includes interest expense representing less than 0.005%.
(7)  Commenced operations on February 28, 2017.
(8)  Excluding the expenses not subject to cap, the ratios would have been 1.09%, 1.98%, 1.81%, 0.79%, 1.40%, 1.10%, 0.80%, 0.70% and 0.70% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.
(9)  Commenced operations on November 7, 2014.
(10)  Excluding the expenses not subject to cap, the ratios would have been 0.79%, 1.54%, 1.54%, 0.54%, 1.09%, 0.79%, 0.49%, 0.42% and 0.42% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.
(11)  Commenced operations on March 31, 2015.
(12)  Excluding the expenses not subject to cap, the ratios would have been 1.02%, 1.95%, 1.76%, 0.82%, 1.35%, 1.05%, 0.75%, 0.65% and 0.65% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.
(13)  Excluding the expenses not subject to cap, the ratios would have been 1.12%, 2.04%, 1.87%, 0.91%, 1.45%, 1.15%, 0.85%, 0.75% and 0.76% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

 

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

 

 

  120  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

(14)  During the year ended October 31, 2014, the Fund incurred $415.5 million in sales of securities held associated with the transition of assets from The Hartford Growth Fund, which merged into the Fund on April 7, 2014. These sales are excluded from the portfolio turnover rate calculation.
(15)  During the year ended October 31, 2013, the Fund incurred $2.8 million in sales of securities held associated with the transition of assets from The Hartford Fundamental Growth Fund, which merged into the Fund on February 22, 2013. These sales are excluded from the portfolio turnover rate calculation.
(16)  Excluding the expenses not subject to cap, the ratios would have been 1.28%, 2.10%, 2.00%, 1.04%, 1.54%, 1.23%, 0.93% and 0.83% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(17)  Commenced operations on February 28, 2018.
(18)  Excluding the expenses not subject to cap, the ratios would have been 1.23%, 2.09%, 1.95%, 0.90%, 1.52%, 1.20%, 0.90% and 0.79% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(19)  During the year ended October 31, 2014, the Fund incurred $121.7 million in sales of securities held associated with the transition of assets from The Hartford Value Fund, which merged into the Fund on April 7, 2014. These sales are excluded from the portfolio turnover rate calculation.
(20)  Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the Fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.
(21)  Excluding the expenses not subject to cap, the ratios would have been 1.30%, 2.05%, 2.05%, 0.99%, 1.50%, 1.20%, 0.90% and 0.85% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(22)  Excluding the expenses not subject to cap, the ratios would have been 1.40%, 2.15%, 2.11%, 1.15%, 1.55%, 1.25%, 0.95%, 0.88% and 0.88% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

 

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

 

 

  121  

 


Hartford Domestic Equity Funds

Notes to Financial Statements

April 30, 2018 (Unaudited)

 

 

 

1. Organization:

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each, a “Company” and collectively, the “Companies”) are each an open-end registered management investment company comprised of forty-three and thirteen series, respectively, as of April 30, 2018. Financial statements for the series of each Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds, Inc.:

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

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

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

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

The Hartford Healthcare Fund (the “Healthcare Fund”)

The Hartford MidCap Fund (the “MidCap Fund”)

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

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

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

The Hartford Mutual Funds II, Inc.:

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

Hartford Quality Value Fund (the “Quality Value Fund”) (formerly, The Hartford Value Opportunities Fund)

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

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

Each Fund has registered for sale Class A, Class T, Class C, Class I, Class R3, Class R4, Class R5, Class Y and Class F shares. As of April 30, 2018, Class T shares have not commenced operations. Each Fund, except the Healthcare Fund and the MidCap Value Fund, has registered for sale Class R6 shares. Class A shares are sold with a front-end sales charge of up to 5.50%. Class T shares of each Fund have a front-end sales charge of up to 2.50%. Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Classes I, R3, R4, R5, R6, Y and F shares are sold without a sales charge. The Small Cap Growth Fund is closed to new investors until further notice, subject to certain exceptions. For more information please see the Fund’s prospectus.

 

2. Significant Accounting Policies:

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

 

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

 

  b)

Investment Valuation and Fair Value MeasurementsFor purposes of calculating the NAV of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith

 

 

  122  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

  under policies and procedures established by and under the supervision of the respective Company’s Board of Directors. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the respective Company’s Board of Directors in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Fixed income investments (other than short-term obligations and senior floating rate interests), non-exchange-traded derivatives and centrally cleared swaps held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the respective Company’s Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

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

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

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

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

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

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

 

 

  123  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

 

    Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange-traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange-traded funds, rights and warrants.
    Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange-traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.
    Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

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

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

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

Hartford Capital Appreciation Fund Level 3 Holdings on April 30, 2018

Quantitative Information about Level 3 Fair Value Measurements:

 

Security Type / Valuation Technique*

    

Unobservable Input

     Input Value(s)
Range
       Fair Value at
April 30, 2018
 

Common Stock

              

Model

    

Price/Earnings

       17.9x        $ 630,742  

Model

    

EV/Revenue

       2.71x          7,520,573  

Model

    

EV/EBITDA

       10.6x          17,382,151  

Cost

    

Trade Price

       $0.00 to $2478.61          57,997,505  

Preferred Stock

              

Model

    

EV/Revenue

       2.1x to 5.4x          30,745,616  

Cost

    

Trade Price

       $2.62 to $105.00          80,944,534  

Convertible Preferred Stock

              

Cost

    

Trade Price

       $8.27 to $51.81          72,041,316  
              

 

 

 

Total

               $     267,262,437  
              

 

 

 

 

 

  124  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

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

The Hartford Growth Opportunities Fund Level 3 Holdings on April 30, 2018

Quantitative Information about Level 3 Fair Value Measurements:

 

Security Type / Valuation Technique*

    

Unobservable Input

     Input Value(s)
Range
       Fair Value at
April 30, 2018
 

Common Stock

              

Model

    

Price/Earnings

       17.9x        $ 8,706,166  

Model

    

EV/Revenue

       2.71x          6,461,475  

Model

    

EV/EBITDA

       10.6x          9,428,374  

Cost

    

Trade Price

       $0.00 to $17.68          56,948,602  

Preferred Stock

              

Model

    

EV/Revenue

       2.1x to 5.4x          31,461,741  

Cost

    

Trade Price

       $7.18 to $51.81          114,792,899  

Convertible Preferred Stock

              

Cost

    

Trade Price

       $30.52          51,852,812  
              

 

 

 

Total

               $     279,652,069  
              

 

 

 

 

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

The Hartford Small Company Fund Level 3 Holdings on April 30, 2018

Quantitative Information about Level 3 Fair Value Measurements:

 

Security Type / Valuation Technique*

    

Unobservable Input

     Input Value(s)
Range
       Fair Value at
April 30, 2018
 

Common Stock

              

Model

    

EV/EBITDA

       5.6x to 10.6x        $ 1,854,956  

Model

    

EV/Revenue

       2.7x          771,778  

Cost

    

Trade Price

       $4.02 to $17.52          6,158,260  

Preferred Stock

              

Model

    

EV/Estimated Revenue

       2.1x          2,610,835  

Cost

    

Trade Price

       $2.01 to $35.37          1,866,561  
              

 

 

 

Total

               $     13,262,390  
              

 

 

 

 

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

 

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

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

 

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

 

 

 

  125  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

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

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

 

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

 

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

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

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

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

 

3. Securities and Other Investments:

 

  a) Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the respective Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of April 30, 2018.

 

 

  126  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

4. Financial Derivative Instruments:

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

 

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

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

During the six-month period ended April 30, 2018, Quality Value Fund had used Foreign Currency Contracts.

 

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

During the six-month period ended April 30, 2018, Small Cap Core Fund had used Futures Contracts.

 

  c) Additional Derivative Instrument Information:

Quality Value Fund

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

Net realized gain (loss) on foreign currency contracts

   $     —      $     150,252     $     —      $     —      $     —      $     —      $     150,252  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 150,252     $      $      $      $      $ 150,252  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of foreign currency contracts

   $      $ (134,557   $      $      $      $      $ (134,557
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ (134,557   $      $      $      $      $ (134,557
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  127  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Quality Value Fund – (continued)

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Foreign Currency Contracts Purchased at Contract Amount

   $ 4,546,332  

Foreign Currency Contracts Sold at Contract Amount

   $     4,696,585  

Small Cap Core Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $     —      $     —      $     —      $     8,340      $     —      $     —      $     8,340  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $      $      $ 8,340      $      $      $ 8,340  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
    Commodity
Contracts
     Other
Contracts
     Total  

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of futures contracts

   $     —      $     —      $     —      $     (8,340   $     —      $     —      $     (8,340
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $      $      $      $ (8,340   $      $      $ (8,340
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long at Number of Contracts

     25  

 

  (1)  Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities.

 

  d) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

 

 

  128  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

The following table presents the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of April 30, 2018:

Small Cap Core Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Futures contracts

   $     —      $     (8,340
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

            (8,340
  

 

 

    

 

 

 

Derivatives not subject to a MNA

            8,340  
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $      $  
  

 

 

    

 

 

 

 

5. Principal Risks:

A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

 

 

  129  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

6. Federal Income Taxes:

 

  a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2018. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

 

  b) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

At October 31, 2017 (tax year end), each Fund’s capital loss carryforwards for U.S. federal income tax purposes were as follows:

 

Fund    Perpetual
Short-Term
Capital Loss
Carryforward
     Perpetual
Long-Term
Capital Loss
Carryforward
 

Small Company Fund

   $     7,560,274      $     —  

The Capital Appreciation Fund, Core Equity Fund, Dividend and Growth Fund, Equity Income Fund, Growth Opportunities Fund, Healthcare Fund, MidCap Fund, MidCap Value Fund, Quality Value Fund, Small Cap Core Fund and Small Cap Growth Fund had no capital loss carryforward for U.S. federal income tax purposes as of October 31, 2017.

During the year ended October 31, 2017, the Capital Appreciation Fund, Small Cap Core Fund and Small Company Fund utilized prior year capital loss carryforwards of $44,493,491, $7,724,217 and $47,373,579, respectively.

Under the current tax law, net investment losses realized after December 31 of a Fund’s fiscal year may be deferred and treated as occurring on the first business day of the following fiscal year for tax purposes, often referred to as Late-Year Ordinary Losses. At October 31, 2017, the following Funds elected to defer Late-Year Ordinary Losses: 

 

Fund

   Amount

Small Company Fund

   $    3,413,489

 

  c) Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2018 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below:

 

Fund

   Tax Cost      Gross
Unrealized
Appreciation
     Gross
Unrealized
Depreciation
    Net Unrealized
Appreciation
 

Capital Appreciation Fund

   $     7,309,651,345      $     673,034,565      $     (241,164,221   $     431,870,344  

Core Equity Fund

     2,734,461,967        625,892,281        (55,602,417     570,289,864  

Dividend and Growth Fund

     6,192,963,026        2,172,310,994        (90,333,322     2,081,977,672  

Equity Income Fund

     3,410,396,519        939,488,139        (102,647,310     836,840,829  

Growth Opportunities Fund

     4,338,809,158        676,173,697        (121,159,177     555,014,520  

Healthcare Fund

     1,244,448,511        294,535,268        (109,822,620     184,712,648  

MidCap Fund

     9,182,788,356        2,672,958,015        (196,043,574     2,476,914,441  

MidCap Value Fund

     642,239,223        98,522,693        (35,432,480     63,090,213  

Quality Value Fund

     292,138,304        18,423,541        (10,098,028     8,325,513  

Small Cap Core Fund

     99,019,835        18,916,883        (4,524,004     14,392,879  

Small Cap Growth Fund

     1,067,189,243        254,745,996        (47,044,940     207,701,056  

Small Company Fund

     426,844,761        91,948,695        (13,431,207     78,517,488  

 

 

  130  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

7. Expenses:

 

  a) Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager. Each Company, on behalf of its respective Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC, a portion of which may be used to compensate Wellington Management.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2018; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

 

Fund

  

Management Fee Rates

Capital Appreciation Fund

  

0.8000% on first $500 million and;

  

0.7000% on next $500 million and;

  

0.6500% on next $4 billion and;

  

0.6475% on next $5 billion and;

  

0.6450% over $10 billion

Core Equity Fund

  

0.4500% on first $500 million and;

  

0.3500% on next $500 million and;

  

0.3300% on next $1.5 billion and;

  

0.3250% on next $2.5 billion and;

  

0.3225% over $5 billion

Dividend and Growth Fund

  

0.7500% on first $500 million and;

  

0.6500% on next $500 million and;

  

0.6000% on next $1.5 billion and;

  

0.5950% on next $2.5 billion and;

  

0.5900% on next $5 billion and;

  

0.5850% over $10 billion

Equity Income Fund

  

0.7500% on first $250 million and;

  

0.7000% on next $250 million and;

  

0.6500% on next $500 million and;

  

0.6000% on next $1.5 billion and;

  

0.5900% on next $2.5 billion and;

  

0.5875% over $5 billion

Growth Opportunities Fund

  

0.8000% on first $250 million and;

  

0.7000% on next $4.75 billion and;

  

0.6975% on next $5 billion and;

  

0.6950% over $10 billion

Healthcare Fund

  

0.9000% on first $500 million and;

  

0.8500% on next $500 million and;

  

0.8000% on next $4 billion and;

  

0.7975% on next $5 billion and;

  

0.7950% over $10 billion

 

 

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Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fund

  

Management Fee Rates

MidCap Fund

  

0.8500% on first $500 million and;

  

0.7500% on next $500 million and;

  

0.7000% on next $4 billion and;

  

0.6975% on next $5 billion and;

  

0.6950% over $10 billion

MidCap Value Fund

  

0.7500% on first $500 million and;

  

0.6500% on next $500 million and;

  

0.6000% on next $1.5 billion and;

  

0.5950% on next $2.5 billion and;

  

0.5900% on next $5 billion and;

  

0.5850% over $10 billion

Quality Value Fund

  

0.5500% on first $250 million and;

  

0.4500% on next $250 million and;

  

0.3500% on next $500 billion and;

  

0.3300% on next $4 billion and;

  

0.3250% on next $5 billion and;

  

0.3225% over $10 billion

Small Cap Core Fund

  

0.7500% on first $500 million and;

  

0.7000% on next $500 million and;

  

0.6500% on next $2 billion and;

  

0.6400% on next $2 billion and;

  

0.6300% on next $5 billion and;

  

0.6200% over $10 billion

Small Cap Growth Fund

  

0.9000% on first $100 million and;

  

0.8000% on next $150 million and;

  

0.7000% on next $250 million and;

  

0.6500% on next $4.5 billion and;

  

0.6300% on next $5 billion and;

  

0.6200% over $10 billion

Small Company Fund

  

0.8500% on first $250 million and;

  

0.8000% on next $250 million and;

  

0.7500% on next $500 million and;

  

0.7000% on next $500 million and;

  

0.6500% on next $3.5 billion and;

  

0.6300% on next $5 billion and;

  

0.6200% over $10 billion

Prior to November 1, 2017, the Quality Value Fund paid the following rates to HFMC for investment management services rendered:

 

Quality Value Fund

  

0.7000% on first $500 million and;

  

0.6000% on next $500 million and;

  

0.5900% on next $1.5 billion and;

  

0.5850% on next $2.5 billion and;

  

0.5800% on next $5 billion and;

  

0.5750% on over $10 billion

 

 

  132  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

  b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and each Company, on behalf of its respective Funds, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

 

Fund

  

Accounting Services Fee Rates

Capital Appreciation Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

Core Equity Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Dividend and Growth Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Equity Income Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Growth Opportunities Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

Healthcare Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

MidCap Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

MidCap Value Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Quality Value Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Small Cap Core Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Small Cap Growth Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Small Company Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

 

 

  133  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

  c) Operating Expenses – Allocable expenses incurred by a Company are allocated to each series within such Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2018, HFMC contractually limited the total operating expenses of each of the following Funds (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses) through February 28, 2019 as follows:

 

     Expense Limit as a Percentage of Average Daily Net Assets  

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Quality Value Fund

     1.05     1.80     0.79     1.35     1.05     0.75     0.65     0.70     0.65

Small Cap Core Fund

     1.30     2.05     1.05     1.50     1.20     0.90     0.85     0.85     0.85

Small Company Fund

     1.40     2.15     1.15     1.55     1.25     0.95     0.90     0.90     0.90

From November 1, 2017 through February 28, 2018, HFMC contractually limited the total operating expenses of each of the following Funds, exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses, as follows:

 

     Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Capital Appreciation Fund

     1.29     NA       1.04     1.40     1.10     0.80     0.75     NA       0.75

Core Equity Fund

     0.79     1.54     0.54     1.09     0.79     0.49     0.45     0.49     0.45

Dividend and Growth Fund

     1.25     NA       1.00     1.35     1.05     0.75     0.70     NA       0.70

Equity Income Fund

     1.25     2.00     1.00     1.50     1.20     0.90     0.85     0.85     0.85

Growth Opportunities Fund

     1.36     2.11     1.11     1.45     1.15     0.85     0.85     0.85     0.85

Healthcare Fund

     1.60     2.35     1.35     1.65     1.35     1.05     NA       1.00     0.95

MidCap Fund

     1.37     NA       0.87     1.50     1.20     0.90     0.85     NA       0.85

MidCap Value Fund

     1.35     2.10     1.10     1.55     1.25     0.95     NA       0.90     0.85

Small Cap Growth Fund

     1.40     2.15     1.15     1.60     1.30     1.00     0.95     0.95     0.95

 

  d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the six-month period ended April 30, 2018, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Capital Appreciation Fund

     1.08     1.82     0.80     1.41     1.10     0.80     0.71     0.72     0.71

Core Equity Fund

     0.75     1.49     0.47     1.09     0.77     0.49     0.39     0.42     0.39

Dividend and Growth Fund

     0.99     1.75     0.73     1.35     1.04     0.74     0.64     0.68     0.64

Equity Income Fund

     1.00     1.75     0.74     1.36     1.06     0.76     0.66     0.70     0.65

Growth Opportunities Fund

     1.12     1.86     0.84     1.45     1.15     0.85     0.75     0.78     0.75

Healthcare Fund

     1.29     2.03     1.00     1.61     1.31     1.02           0.91     0.90

MidCap Fund

     1.10     1.85     0.82     1.46     1.14     0.85     0.74     0.77     0.74

MidCap Value Fund

     1.22     1.97     0.89     1.52     1.21     0.90           0.86     0.80

Quality Value Fund

     1.05     1.80     0.73     1.34     1.05     0.75     0.63     0.69     0.63

Small Cap Core Fund

     1.30     2.05     0.96     1.46     1.20     0.90     0.85     0.85     0.85

Small Cap Growth Fund

     1.22     1.89     0.82     1.46     1.15     0.85     0.75     0.78     0.75

Small Company Fund

     1.34     2.11     1.07     1.55     1.25     0.95     0.90     0.90     0.90

 

  e) Sales Charges and Distribution and Service Plan for Class A, T, C, R3 and R4 shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2018, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

 

Fund

   Front-end
Sales Charges
     Contingent Deferred
Sales Charges
 

Capital Appreciation Fund

   $ 954,223      $ 9,774  

Core Equity Fund

     598,975        12,010  

Dividend and Growth Fund

     1,500,029        13,072  

Equity Income Fund

     869,640        12,143  

 

 

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Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fund

   Front-end
Sales Charges
     Contingent Deferred
Sales Charges
 

Growth Opportunities Fund

   $ 1,069,885      $ 20,354  

Healthcare Fund

     391,500        7,672  

MidCap Fund

     2,160,750        45,319  

MidCap Value Fund

     270,212        1,970  

Quality Value Fund

     35,520        737  

Small Cap Core Fund

     27,185        188  

Small Cap Growth Fund

     35,282        124  

Small Company Fund

     212,196        1,482  

The Board of Directors of each Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for each of Class A, T, C, R3 and R4 shares. Under a Plan, Class A, Class T, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class T Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class T shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. As of April 30, 2018, Class T shares have not commenced operations. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the respective Company’s Board of Directors may determine.

 

  f) Other Related Party Transactions – Certain officers of each Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2018, a portion of each Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

 

Fund

   CCO Compensation
Paid by Fund
 

Capital Appreciation Fund

   $ 13,373  

Core Equity Fund

     5,447  

Dividend and Growth Fund

     13,934  

Equity Income Fund

     7,189  

Growth Opportunities Fund

     7,924  

Healthcare Fund

     2,443  

MidCap Fund

         18,054  

MidCap Value Fund

     1,150  

Quality Value Fund

     467  

Small Cap Core Fund

     227  

Small Cap Growth Fund

     2,143  

Small Company Fund

     809  

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Each Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund or (ii) a Specified Amount (as defined below). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. (“DST”) (and any other

 

 

  135  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the applicable Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin.

 

Share Class

   Specified Amount
(as a percentage
average daily
net assets)
 

Class A

     0.25

Class C

     0.25

Class I

     0.20 %* 

Class Y

     0.06

Class R3

     0.02

Class R4

     0.02

Class R5

     0.02

Class R6

     0.004 %** 

Class F

     0.004 %** 

 

  * For the period March 1, 2018 through February 28, 2019, the Specified Amount for the MidCap Fund Class I is equal to 0.12% of average daily net assets.
  ** For the period November 1, 2017 through February 28, 2018, the Specified Amount for Class F and Class R6 was equal to 0.00% of average daily net assets.

Pursuant to a sub-transfer agency agreement between HASCO and DST, HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to DST. Each Fund does not pay any fee directly to DST; rather, HASCO makes all such payments to DST. The accrued amount shown in the Statements of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.

For the six-month period ended April 30, 2018, the effective rate of compensation paid to HASCO for transfer agency services as a percentage of each Class’ average daily net assets is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Capital Appreciation Fund

     0.12     0.11     0.10     0.02     0.01     0.00     0.00     0.02     0.00

Core Equity Fund

     0.11     0.10     0.08     0.01     0.00     0.00     0.00     0.03     0.00

Dividend and Growth Fund

     0.11     0.12     0.09     0.01     0.00     0.00     0.00     0.04     0.00

Equity Income Fund

     0.09     0.09     0.08     0.01     0.00     0.00     0.00     0.05     0.00

Growth Opportunities Fund

     0.13     0.11     0.09     0.01     0.00     0.01     0.00     0.03     0.00

Healthcare Fund

     0.14     0.13     0.10     0.01     0.00     0.02           0.01     0.00

MidCap Fund

     0.11     0.11     0.08     0.02     0.01     0.00     0.00     0.03     0.00

MidCap Value Fund

     0.17     0.18     0.10     0.02     0.01     0.01           0.06     0.00

Quality Value Fund

     0.20     0.19     0.09     0.02     0.01     0.02     0.00     0.05     0.00

Small Cap Core Fund

     0.21     0.23     0.11     0.02     0.02     0.02     0.00     0.06     0.00

Small Cap Growth Fund

     0.23     0.14     0.07     0.02     0.00     0.00     0.00     0.03     0.00

Small Company Fund

     0.19     0.22     0.17     0.02     0.01     0.02     0.00     0.00     0.00

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

 

8. Securities Lending:

A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one third (33 13%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; cash collateral is invested for the benefit of the

 

 

  136  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned. A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the risk that the principal value of the collateral invested may decline; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; and (vi) the risk that any efforts to restrict the securities for purposes of voting may not be effective. These events could also trigger adverse tax consequences for the Fund.

At April 30, 2018, the following Funds had securities on loan at value, cash collateral and non-cash collateral as follows:

 

Fund

   Market Value of
Securities on Loan
     Cash Collateral      Non-Cash
Collateral
 

Capital Appreciation Fund

   $     102,187,103      $     106,065,046      $     —  

Growth Opportunities Fund

     153,188,314        157,522,242         

Healthcare Fund

     17,831,846        18,393,023         

MidCap Fund

     100,197,798        102,619,216         

MidCap Value Fund

     7,253,876        7,449,659         

Quality Value Fund

     1,240,272        1,270,200         

Small Cap Core Fund

     1,646,231        1,683,649         

Small Cap Growth Fund

     24,209,150        24,906,686         

Small Company Fund

     8,448,526        8,677,429         

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of April 30, 2018.

Capital Appreciation Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     106,065,046      $     —      $     —      $     —      $     106,065,046  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 106,065,046      $      $      $      $ 106,065,046  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 106,065,046  
  

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

Growth Opportunities Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     157,522,242      $     —      $     —      $     —      $     157,522,242  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 157,522,242      $      $      $      $ 157,522,242  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 157,522,242  
  

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

 

 

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Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Healthcare Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     18,393,023      $     —      $     —      $     —      $     18,393,023  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 18,393,023      $      $      $      $ 18,393,023  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 18,393,023  
  

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

MidCap Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     102,619,216      $     —      $     —      $     —      $     102,619,216  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 102,619,216      $      $      $      $ 102,619,216  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 102,619,216  
  

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

MidCap Value Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     7,449,659      $     —      $     —      $     —      $     7,449,659  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 7,449,659      $      $      $      $ 7,449,659  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 7,449,659  
  

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continous” column as the securities are typically callable on demand.

Quality Value Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     1,270,200      $     —      $     —      $     —      $     1,270,200  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 1,270,200      $      $      $      $ 1,270,200  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 1,270,200  
  

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

 

 

  138  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Small Cap Core Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     1,683,649      $     —      $     —      $     —      $     1,683,649  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 1,683,649      $      $      $      $ 1,683,649  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 1,683,649  
  

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

Small Cap Growth Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     19,232,823      $     —      $     —      $     —      $ 19,232,823  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Exchange-Traded Funds

     5,673,863                             5,673,863  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

     $    24,906,686        $    —        $    —        $    —      $ 24,906,686  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 24,906,686      $      $      $      $ 24,906,686  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $     24,906,686  
  

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

Small Company Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     8,677,429      $     —      $     —      $     —      $     8,677,429  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 8,677,429      $      $      $      $ 8,677,429  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 8,677,429  
  

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

 

 

  139  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

9. Affiliate Holdings:

As of April 30, 2018, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

 

Fund

   Class A      Class C      Class I      Class R3      Class R4      Class R5     Class R6     Class Y      Class F  

Capital Appreciation Fund

                                                            

Core Equity Fund

                                                            

Dividend and Growth Fund

                                                            

Equity Income Fund

                                                            

Growth Opportunities Fund

                                                            

Healthcare Fund

                                                            

MidCap Fund

                                                            

MidCap Value Fund

                                                            

Quality Value Fund

                                              100             

Small Cap Core Fund

                                        30     100             

Small Cap Growth Fund

                                                            

Small Company Fund

                                                            

Percentage of Fund by Class:

                        

Fund

   Class A      Class C      Class I      Class R3      Class R4      Class R5     Class R6     Class Y      Class F  

Capital Appreciation Fund

                                                            

Core Equity Fund

                                                            

Dividend and Growth Fund

                                                            

Equity Income Fund

                                                            

Growth Opportunities Fund

                                                            

Healthcare Fund

                                                            

MidCap Fund

                                                            

MidCap Value Fund

                                                            

Quality Value Fund

                                              %*              

Small Cap Core Fund

                                        %*      %*              

Small Cap Growth Fund

                                                            

Small Company Fund

                                                            

 

  * Percentage rounds to zero.

As of April 30, 2018, affiliated funds of funds in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares from these affiliated funds of funds. Affiliated funds of funds owned shares in the Funds listed below as follows:

 

Funds

   Percentage of
Fund*
 

Capital Appreciation Fund

     7

Core Equity Fund

     10

Dividend and Growth Fund

     11

Equity Income Fund

     7

Growth Opportunities Fund

     2

MidCap Fund

     2

MidCap Value Fund

     7

Quality Value Fund

     25

Small Cap Core Fund

     42

Small Cap Growth Fund

     3

Small Company Fund

     2

 

  * As of April 30, 2018 affiliated funds of funds invest in Class F shares.

 

 

  140  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

10. Investment Transactions:

For the six-month period ended April 30, 2018, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

 

Fund

   Cost of Purchases
Excluding U.S.
Government
Obligations
     Sales Proceeds
Excluding U.S.
Government
Obligations
 

Capital Appreciation Fund

   $ 4,813,755,316      $ 5,583,387,675  

Core Equity Fund

     436,344,030        508,149,690  

Dividend and Growth Fund

     1,322,260,482        1,586,982,783  

Equity Income Fund

     574,637,784        584,890,694  

Growth Opportunities Fund

     2,957,121,913        3,238,215,503  

Healthcare Fund

     190,167,181        298,181,343  

MidCap Fund

         2,600,781,961            2,180,484,941  

MidCap Value Fund

     176,618,125        158,723,852  

Quality Value Fund

     263,504,144        207,812,041  

Small Cap Core Fund

     48,300,184        94,924,889  

Small Cap Growth Fund

     336,192,001        465,822,039  

Small Company Fund

     217,687,945        248,280,065  

 

Fund

   Cost of Purchases
For U.S.
Government
Obligations
     Sales Proceeds
For U.S.
Government
Obligations
 

Capital Appreciation Fund

   $   —      $   —  

Core Equity Fund

             

Dividend and Growth Fund

             

Equity Income Fund

             

Growth Opportunities Fund

             

Healthcare Fund

             

MidCap Fund

             

MidCap Value Fund

             

Quality Value Fund

             

Small Cap Core Fund

             

Small Cap Growth Fund

             

Small Company Fund

             

 

Fund

   Total Cost of
Purchases
     Total Sales
Proceeds
 

Capital Appreciation Fund

   $ 4,813,755,316      $     5,583,387,675  

Core Equity Fund

     436,344,030        508,149,690  

Dividend and Growth Fund

         1,322,260,482        1,586,982,783  

Equity Income Fund

     574,637,784        584,890,694  

Growth Opportunities Fund

     2,957,121,913        3,238,215,503  

Healthcare Fund

     190,167,181        298,181,343  

MidCap Fund

     2,600,781,961        2,180,484,941  

MidCap Value Fund

     176,618,125        158,723,852  

Quality Value Fund

     263,504,144        207,812,041  

Small Cap Core Fund

     48,300,184        94,924,889  

Small Cap Growth Fund

     336,192,001        465,822,039  

Small Company Fund

     217,687,945        248,280,065  

 

 

  141  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

11. Capital Share Transactions:

The following information is for the six-month period ended April 30, 2018, and the year ended October 31, 2017:

Capital Appreciation Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     1,599,563     $        62,107,404       5,164,744     $        199,564,635  

Shares Issued for Reinvested Dividends

     15,585,313       588,453,244       507,266       18,099,252  

Shares Redeemed

     (11,263,709     (441,888,445     (29,369,647     (1,122,236,727

Shares converted (from) Class B into Class A

                 282,295       10,753,786  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,921,167       208,672,203       (23,415,342     (893,819,054
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       2,300     $ 65,083  

Shares Redeemed

                 (1,795,155     (54,270,939

Shares converted (from) Class B into Class A

                 (357,168     (10,753,786
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (2,150,023     (64,959,642
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     705,653     $ 21,365,935       908,134     $ 28,017,263  

Shares Issued for Reinvested Dividends

     6,297,825       184,217,448              

Shares Redeemed

     (5,161,052     (159,172,588     (15,083,624     (466,301,561
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,842,426       46,410,795       (14,175,490     (438,284,298
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     1,838,005     $ 72,062,444       9,308,674     $ 354,461,267  

Shares Issued for Reinvested Dividends

     2,472,959       93,848,576       153,309       5,480,799  

Shares Redeemed

     (4,254,589     (166,324,121     (24,689,916     (969,853,607
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     56,375       (413,101     (15,227,933     (609,911,541
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     76,123     $ 3,273,156       188,350     $ 7,888,682  

Shares Issued for Reinvested Dividends

     206,300       8,536,924       903       35,017  

Shares Redeemed

     (289,207     (12,473,381     (1,301,876     (55,969,755
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (6,784     (663,301     (1,112,623     (48,046,056
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

 

Shares Sold

     90,822     $        3,982,306       182,457     $        7,838,732  

Shares Issued for Reinvested Dividends

     187,519       8,012,830       3,902       155,319  

Shares Redeemed

     (512,345     (22,362,895     (1,209,564     (52,802,020
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (234,004     (10,367,759     (1,023,205     (44,807,969
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     48,133     $ 2,125,214       88,767     $ 3,891,401  

Shares Issued for Reinvested Dividends

     108,386       4,727,927       7,344       296,900  

Shares Redeemed

     (141,746     (6,401,036     (408,257     (18,431,296
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     14,773       452,105       (312,146     (14,242,995
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  142  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Capital Appreciation Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R6

 

Shares Sold

     63,217     $ 2,863,195       172,552     $ 7,637,461  

Shares Issued for Reinvested Dividends

     192,898       8,465,656       10,361       420,762  

Shares Redeemed

     (90,446     (4,091,097     (174,485     (7,600,286
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     165,669       7,237,754       8,428       457,937  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     204,738     $ 9,170,532       616,188     $ 27,346,222  

Shares Issued for Reinvested Dividends

     477,638       20,953,067       163,226       6,628,619  

Shares Redeemed

     (541,265     (24,622,576     (20,784,055     (900,206,015
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     141,111       5,501,023       (20,004,641     (866,231,174
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

 

Shares Sold

     956,186     $ 37,795,801       29,236,396     $ 1,151,502,668  

Shares Issued for Reinvested Dividends

     2,834,969       107,657,480              

Shares Redeemed

     (3,501,626     (138,442,966     (2,991,743     (121,863,993
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     289,529       7,010,315       26,244,653       1,029,638,675  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     8,190,262     $ 263,840,034       (51,168,322   $ (1,950,206,117
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2017.

Core Equity Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     1,669,521     $        49,263,203       6,877,120     $        177,410,250  

Shares Issued for Reinvested Dividends

     734,490       21,375,055       349,387       8,648,822  

Shares Redeemed

     (2,983,067     (87,554,762     (14,587,496     (377,270,813

Shares converted (from) Class B into Class A

                 11,129       288,606  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (579,056     (16,916,504     (7,349,860     (190,923,135
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       1,681     $ 38,519  

Shares Issued for Reinvested Dividends

                 246       5,618  

Shares Redeemed

                 (24,689     (590,151

Shares converted (from) Class B into Class A

                 (12,082     (288,606
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (34,844     (834,620
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     877,364     $        23,674,240       3,092,901     $        73,214,800  

Shares Issued for Reinvested Dividends

     350,318       9,320,524       111,839       2,548,878  

Shares Redeemed

     (1,442,452     (38,915,053     (3,900,683     (94,369,709
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (214,770     (5,920,289     (695,943     (18,606,031
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  143  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Core Equity Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class I

        

Shares Sold

     5,929,536     $ 175,343,415       24,471,971     $ 634,386,720  

Shares Issued for Reinvested Dividends

     1,162,130       33,875,872       466,285       11,551,575  

Shares Redeemed

     (6,523,805         (193,360,835     (21,911,918         (582,031,354
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     567,861       15,858,452       3,026,338       63,906,941  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     116,397     $ 3,459,605       687,599     $ 17,930,343  

Shares Issued for Reinvested Dividends

     40,039       1,179,523       17,369       435,797  

Shares Redeemed

     (294,542     (8,723,831     (703,290     (19,052,243
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (138,106     (4,084,703     1,678       (686,103
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     346,872     $ 10,497,567       2,308,019     $ 61,308,610  

Shares Issued for Reinvested Dividends

     181,518       5,432,028       72,386       1,842,045  

Shares Redeemed

     (1,051,328     (31,735,352     (2,381,438     (64,035,846
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (522,938     (15,805,757     (1,033     (885,191
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     1,089,814     $ 32,077,899       4,555,617     $ 121,521,470  

Shares Issued for Reinvested Dividends

     221,366       6,500,244       76,727       1,914,623  

Shares Redeemed

     (1,668,164     (49,527,758     (3,012,271     (80,384,422
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (356,984     (10,949,615     1,620,073       43,051,671  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

 

Shares Sold

     974,695     $ 29,254,729       3,299,315     $ 88,189,693  

Shares Issued for Reinvested Dividends

     145,967       4,302,198       19,786       495,139  

Shares Redeemed

     (399,703     (11,946,595     (547,508     (14,602,257
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     720,959       21,610,332       2,771,593       74,082,575  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     1,630,908     $ 48,365,942       6,810,460     $ 178,822,552  

Shares Issued for Reinvested Dividends

     189,251       5,580,138       183,198       4,587,881  

Shares Redeemed

     (680,442     (20,269,475     (13,499,651     (354,549,899
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,139,717       33,676,605       (6,505,993     (171,139,466
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

 

Shares Sold

     1,987,555     $ 58,563,899       23,060,446     $ 616,539,970  

Shares Issued for Reinvested Dividends

     773,606       22,560,533              

Shares Redeemed

     (2,124,813     (62,747,318     (2,624,299     (72,276,638
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     636,348       18,377,114       20,436,147       544,263,332  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     1,253,031     $ 35,845,635       13,268,156     $    342,229,973  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2017.

 

 

  144  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Dividend and Growth Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     2,967,225     $        77,781,451       9,406,473     $        239,603,744  

Shares Issued for Reinvested Dividends

     14,145,199       365,010,417       6,609,069       165,504,244  

Shares Redeemed

     (13,133,301     (345,632,673     (33,457,545     (853,350,313

Shares converted (from) Class B into Class A

                 156,717       3,986,328  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,979,123       97,159,195       (17,285,286     (444,255,997
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       6,611     $ 160,158  

Shares Issued for Reinvested Dividends

                 26,339       640,073  

Shares Redeemed

                 (728,752     (18,177,973

Shares converted (from) Class B into Class A

                 (159,746     (3,986,328
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (855,548     (21,364,070
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     558,732     $ 14,141,908       1,526,866     $ 37,758,000  

Shares Issued for Reinvested Dividends

     1,793,706       44,707,174       733,319       17,721,103  

Shares Redeemed

     (1,954,871     (49,483,819     (4,560,902     (113,200,797
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     397,567       9,365,263       (2,300,717     (57,721,694
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     3,883,729     $ 101,409,125       22,711,325     $ 575,025,744  

Shares Issued for Reinvested Dividends

     2,994,342       76,912,095       3,509,936       87,344,338  

Shares Redeemed

     (3,500,702     (91,457,186     (73,965,598     (1,916,415,484
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,377,369       86,864,034       (47,744,337     (1,254,045,402
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     268,440     $ 7,263,969       476,879     $ 12,365,032  

Shares Issued for Reinvested Dividends

     293,213       7,662,830       129,613       3,274,287  

Shares Redeemed

     (390,963     (10,393,404     (1,171,747     (30,225,539
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     170,690       4,533,395       (565,255     (14,586,220
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     514,280     $ 13,717,113       1,048,989     $ 27,157,243  

Shares Issued for Reinvested Dividends

     406,318       10,688,180       189,657       4,832,188  

Shares Redeemed

     (825,573     (22,235,975     (1,859,423     (48,565,965
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     95,025       2,169,318       (620,777     (16,576,534
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     1,315,569     $ 35,158,960       1,670,231     $ 43,601,599  

Shares Issued for Reinvested Dividends

     178,362       4,712,157       74,807       1,917,718  

Shares Redeemed

     (912,837     (24,638,098     (1,371,926     (35,926,493
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     581,094       15,233,019       373,112       9,592,824  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

 

Shares Sold

     1,479,022     $ 40,236,777       308,471     $ 8,275,471  

Shares Issued for Reinvested Dividends

     62,045       1,633,436       7,374       190,644  

Shares Redeemed

     (270,056     (7,009,247     (48,898     (1,292,812
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,271,011       34,860,966       266,947       7,173,303  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  145  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Dividend and Growth Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class Y

 

Shares Sold

     4,202,498     $        112,389,518       5,294,644     $        137,592,186  

Shares Issued for Reinvested Dividends

     2,323,650       61,409,347       2,550,115       64,996,504  

Shares Redeemed

     (2,547,617     (69,873,060     (47,201,188     (1,219,161,737
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,978,531       103,925,805       (39,356,429     (1,016,573,047
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

 

Shares Sold

     6,754,063     $ 176,462,243       101,125,809     $ 2,608,518,662  

Shares Issued for Reinvested Dividends

     10,554,964       270,976,244       538,488       14,226,973  

Shares Redeemed

     (8,735,976     (230,080,223     (7,589,523     (200,677,712
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     8,573,051       217,358,264       94,074,774       2,422,067,923  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     22,423,461     $ 571,469,259       (14,013,516   $ (386,288,914
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2017.

Equity Income Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     2,460,820     $        50,082,201       8,403,580     $        161,195,307  

Shares Issued for Reinvested Dividends

     4,771,338       96,609,750       4,285,070       80,818,246  

Shares Redeemed

     (9,119,610     (186,205,785     (24,327,550     (467,454,825

Shares converted (from) Class B into Class A

                 21,985       423,077  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,887,452     (39,513,834     (11,616,915     (225,018,195
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       5,337     $ 100,412  

Shares Issued for Reinvested Dividends

                 13,448       251,332  

Shares Redeemed

                 (381,867     (7,338,943

Shares converted (from) Class B into Class A

                 (21,949     (423,077
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (385,031     (7,410,276
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     991,590     $ 20,125,678       2,808,623     $ 53,538,119  

Shares Issued for Reinvested Dividends

     1,152,451       23,223,864       932,758       17,411,255  

Shares Redeemed

     (2,518,754     (50,829,438     (7,190,047     (138,047,727
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (374,713     (7,479,896     (3,448,666     (67,098,353
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     9,106,723     $ 183,877,767       31,250,865     $ 595,058,009  

Shares Issued for Reinvested Dividends

     3,127,060       62,949,880       2,808,344       52,835,318  

Shares Redeemed

     (7,062,253     (142,588,248     (33,964,623     (659,327,896
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,171,530       104,239,399       94,586       (11,434,569
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  146  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Equity Income Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R3

        

Shares Sold

     165,984     $ 3,352,266       531,088     $ 10,210,060  

Shares Issued for Reinvested Dividends

     152,007       3,082,264       132,731       2,499,715  

Shares Redeemed

     (484,118     (9,896,685     (930,203     (17,912,523
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (166,127     (3,462,155     (266,384     (5,202,748
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     402,648     $        8,199,731       964,266     $        18,489,393  

Shares Issued for Reinvested Dividends

     182,629       3,707,158       164,717       3,115,559  

Shares Redeemed

     (526,395     (10,747,686     (1,539,631     (30,095,419
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     58,882       1,159,203       (410,648     (8,490,467
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     643,511     $ 13,365,138       1,701,067     $ 32,866,093  

Shares Issued for Reinvested Dividends

     206,071       4,201,987       167,094       3,180,486  

Shares Redeemed

     (591,197     (12,132,924     (1,479,877     (28,637,778
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     258,385       5,434,201       388,284       7,408,801  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Sold

     388,305     $ 7,964,211       715,110     $ 13,915,010  

Shares Issued for Reinvested Dividends

     92,440       1,888,709       48,750       935,399  

Shares Redeemed

     (166,737     (3,437,512     (160,586     (3,114,915
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     314,008       6,415,408       603,274       11,735,494  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     1,181,718     $ 24,339,638       3,778,525     $ 73,177,367  

Shares Issued for Reinvested Dividends

     412,467       8,438,436       927,390       17,574,208  

Shares Redeemed

     (1,479,435     (30,658,644     (19,204,433     (370,857,274
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     114,750       2,119,430       (14,498,518     (280,105,699
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

 

Shares Sold

     6,358,094     $ 128,745,246       36,866,158     $        717,901,361  

Shares Issued for Reinvested Dividends

     2,142,770       43,120,043       219,018       4,367,703  

Shares Redeemed

     (2,947,023     (59,821,548     (4,234,308     (84,664,754
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,553,841       112,043,741       32,850,868       637,604,310  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     9,043,104     $        180,955,497       3,310,850     $ 51,988,298  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2017.

 

 

  147  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Growth Opportunities Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     1,621,857     $        73,021,513       3,786,546     $        152,275,039  

Shares Issued for Reinvested Dividends

     3,585,115       153,658,052       1,678,214       60,969,478  

Shares Redeemed

     (3,448,736     (155,215,241     (10,464,860     (415,353,408

Shares converted (from) Class B into Class A

                 39,130       1,549,917  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,758,236       71,464,324       (4,960,970     (200,558,974
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       2,876     $ 74,624  

Shares Issued for Reinvested Dividends

                 7,857       191,007  

Shares Redeemed

                 (117,588     (3,098,656

Shares converted (from) Class B into Class A

                 (58,564     (1,549,917
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (165,419     (4,382,942
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     943,488     $ 27,234,460       1,902,689     $ 51,671,101  

Shares Issued for Reinvested Dividends

     1,594,478       44,007,584       707,455       17,438,762  

Shares Redeemed

     (1,787,469     (52,292,901     (5,516,994     (149,100,056
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     750,497       18,949,143       (2,906,850     (79,990,193
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     3,806,135     $        178,597,794       15,194,160     $        627,027,761  

Shares Issued for Reinvested Dividends

     2,290,426       102,404,963       1,326,210       49,984,840  

Shares Redeemed

     (4,644,709     (217,915,698     (28,586,698     (1,203,380,014
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,451,852       63,087,059       (12,066,328     (526,367,413
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     129,925     $ 5,874,263       320,461     $ 12,874,925  

Shares Issued for Reinvested Dividends

     87,601       3,772,966       42,995       1,574,477  

Shares Redeemed

     (191,445     (8,658,934     (575,554     (23,442,500
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     26,081       988,295       (212,098     (8,993,098
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     108,382     $ 5,126,051       385,791     $ 16,187,830  

Shares Issued for Reinvested Dividends

     129,500       5,853,389       59,832       2,283,784  

Shares Redeemed

     (226,843     (10,862,880     (596,058     (24,627,911
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     11,039       116,560       (150,435     (6,156,297
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     81,486     $ 4,031,093       201,223     $ 8,781,745  

Shares Issued for Reinvested Dividends

     27,599       1,298,270       7,360       290,570  

Shares Redeemed

     (34,153     (1,698,400     (242,717     (9,955,430
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     74,932       3,630,963       (34,134     (883,115
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Sold

     34,465     $ 1,743,552       87,020     $ 3,950,813  

Shares Issued for Reinvested Dividends

     8,512       405,519       1,106       44,153  

Shares Redeemed

     (10,687     (536,163     (21,525     (990,377
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     32,290       1,612,908       66,601       3,004,589  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  148  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Growth Opportunities Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class Y

        

Shares Sold

     244,418     $ 12,203,608       1,117,085     $ 47,820,329  

Shares Issued for Reinvested Dividends

     163,706       7,802,221       199,509       7,966,405  

Shares Redeemed

     (200,440     (10,054,341     (4,865,340     (209,753,919
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     207,684       9,951,488       (3,548,746     (153,967,185
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

        

Shares Sold

     1,176,118     $ 55,433,685       13,955,194     $        610,317,522  

Shares Issued for Reinvested Dividends

     1,101,002       49,269,862              

Shares Redeemed

     (2,393,027     (113,026,196     (1,112,423     (50,339,486
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (115,907     (8,322,649     12,842,771       559,978,036  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     4,196,704     $        161,478,091       (11,135,608   $ (418,316,592
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2017.

Healthcare Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

 

Shares Sold

     732,965     $        25,471,251       3,074,854     $        100,887,347  

Shares Issued for Reinvested Dividends

     1,019,295       34,248,296       2,347,488       68,382,316  

Shares Redeemed

     (2,662,605     (92,185,056     (9,393,281     (307,692,504

Shares converted (from) Class B into Class A

                 24,466       796,183  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (910,345     (32,465,509     (3,946,473     (137,626,658
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

 

Shares Sold

         $       1,129     $ 29,236  

Shares Issued for Reinvested Dividends

                 8,049       194,533  

Shares Redeemed

                 (58,076     (1,579,703

Shares converted (from) Class B into Class A

                 (29,513     (796,183
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (78,411     (2,152,117
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

 

Shares Sold

     269,519     $ 7,629,692       1,050,428     $ 28,789,815  

Shares Issued for Reinvested Dividends

     515,465       14,185,595       1,069,525       25,989,463  

Shares Redeemed

     (1,086,145     (30,851,084     (3,373,379     (91,836,342
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (301,161     (9,035,797     (1,253,426     (37,057,064
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

 

Shares Sold

     1,265,033     $        45,935,825       5,543,576     $        194,876,518  

Shares Issued for Reinvested Dividends

     437,685       15,410,891       575,267       17,470,853  

Shares Redeemed

     (1,704,752     (61,720,773     (3,570,688     (120,202,602
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (2,034     (374,057     2,548,155       92,144,769  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  149  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Healthcare Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R3

 

Shares Sold

     98,096     $ 3,488,390       329,683     $ 11,316,377  

Shares Issued for Reinvested Dividends

     61,276       2,120,778       131,335       3,947,936  

Shares Redeemed

     (277,598     (9,929,955     (568,086     (19,214,710
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (118,226     (4,320,787     (107,068     (3,950,397
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

 

Shares Sold

     158,647     $ 5,953,999       350,340     $ 12,572,614  

Shares Issued for Reinvested Dividends

     41,923       1,520,963       101,102       3,168,538  

Shares Redeemed

     (238,202     (8,895,499     (649,864     (22,817,530
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (37,632     (1,420,537     (198,422     (7,076,378
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     21,689     $ 845,943       86,704     $ 3,274,565  

Shares Issued for Reinvested Dividends

     6,075       229,927       9,563       311,079  

Shares Redeemed

     (57,137     (2,199,853     (75,813     (2,749,264
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (29,373     (1,123,983     20,454       836,380  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     265,203     $ 10,355,459       1,344,937     $ 50,839,290  

Shares Issued for Reinvested Dividends

     52,897       2,024,914       132,970       4,369,410  

Shares Redeemed

     (165,665     (6,513,486     (1,812,466     (71,708,676
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     152,435       5,866,887       (334,559     (16,499,976
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

 

Shares Sold

     278,089     $        9,964,554       1,709,750     $        63,723,276  

Shares Issued for Reinvested Dividends

     86,244       3,039,229              

Shares Redeemed

     (78,108     (2,787,701     (16,854     (621,096
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     286,225       10,216,082       1,692,896       63,102,180  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (960,111   $ (32,657,701     (1,656,854   $ (48,279,261
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2017.

MidCap Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     4,598,577     $        142,121,235       13,697,861     $        370,849,897  

Shares Issued for Reinvested Dividends

     3,795,999       113,272,618       2,511,944       64,205,299  

Shares Redeemed

     (6,894,948     (212,821,123     (18,730,943     (508,094,045

Shares converted (from) Class B into Class A

                 94,997       2,574,498  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,499,628       42,572,730       (2,426,141     (70,464,351
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  150  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

MidCap Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class B(1)

 

Shares Sold

         $       11,351     $ 219,440  

Shares Issued for Reinvested Dividends

                 38,251       708,784  

Shares Redeemed

                 (864,193     (16,939,943

Shares converted (from) Class B into Class A

                 (131,381     (2,574,498
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (945,972     (18,586,217
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

 

Shares Sold

     2,392,859     $ 54,302,781       6,608,478     $ 134,048,058  

Shares Issued for Reinvested Dividends

     1,974,728       43,246,546       1,276,316       24,518,038  

Shares Redeemed

     (3,166,002     (71,966,764     (9,415,920     (192,766,826
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,201,585       25,582,563       (1,531,126     (34,200,730
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

 

Shares Sold

     24,741,850     $ 790,738,479       71,231,631     $ 1,972,759,538  

Shares Issued for Reinvested Dividends

     4,404,777       134,962,369       2,379,669       62,204,544  

Shares Redeemed

     (20,291,432     (643,758,892     (46,940,022     (1,327,210,662
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     8,855,195       281,941,956       26,671,278       707,753,420  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

 

Shares Sold

     621,323     $ 21,432,947       880,433     $ 26,778,547  

Shares Issued for Reinvested Dividends

     112,130       3,722,725       71,833       2,040,045  

Shares Redeemed

     (415,428     (14,251,195     (926,904     (28,010,282
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     318,025       10,904,477       25,362       808,310  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

 

Shares Sold

     1,465,866     $ 52,128,338       3,535,831     $ 111,752,961  

Shares Issued for Reinvested Dividends

     291,589       10,027,716       143,218       4,193,429  

Shares Redeemed

     (1,163,107     (41,149,097     (2,074,108     (64,808,643
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     594,348       21,006,957       1,604,941       51,137,747  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     2,417,518     $ 87,303,940       5,047,179     $ 164,141,302  

Shares Issued for Reinvested Dividends

     353,077       12,442,452       182,387       5,451,117  

Shares Redeemed

     (1,444,777     (52,491,573     (2,077,360     (66,613,294
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,325,818       47,254,819       3,152,206       102,979,125  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

 

Shares Sold

     8,009,871     $        293,539,220       11,749,683     $        393,959,257  

Shares Issued for Reinvested Dividends

     533,890       18,985,122       25,348       763,492  

Shares Redeemed

     (1,403,582     (51,692,592     (691,316     (23,217,389
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     7,140,179       260,831,750       11,083,715       371,505,360  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     8,446,019     $ 312,048,985       18,114,176     $ 581,578,429  

Shares Issued for Reinvested Dividends

     1,504,227       53,460,224       1,233,268       37,146,030  

Shares Redeemed

     (13,363,643     (484,851,497     (20,282,059     (650,749,214
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (3,413,397     (119,342,288     (934,615     (32,024,755
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  151  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

MidCap Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class F(2)

 

Shares Sold

     12,982,663     $ 413,149,022       41,832,015     $ 1,185,184,129  

Shares Issued for Reinvested Dividends

     1,741,235       53,403,678              

Shares Redeemed

     (5,176,648         (165,227,325     (1,869,804     (55,225,730
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     9,547,250       301,325,375       39,962,211       1,129,958,399  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     27,068,631     $ 872,078,339       76,661,859     $     2,208,866,308  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2) Inception date of class was February 28, 2017.

MidCap Value Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     1,135,440     $        17,823,043       4,154,128     $        61,296,764  

Shares Issued for Reinvested Dividends

     463,385       7,173,200       1,230,848       17,736,292  

Shares Redeemed

     (1,529,240     (23,967,976     (4,358,872     (64,279,058

Shares converted (from) Class B into Class A

                 17,268       252,991  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     69,585       1,028,267       1,043,372       15,006,989  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       3,033     $ 37,324  

Shares Issued for Reinvested Dividends

                 4,279       51,900  

Shares Redeemed

                 (40,156     (496,814

Shares converted (from) Class B into Class A

                 (20,548     (252,991
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (53,392     (660,581
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

 

Shares Sold

     120,489     $        1,572,959       435,278     $        5,397,575  

Shares Issued for Reinvested Dividends

     80,495       1,032,748       239,720       2,898,214  

Shares Redeemed

     (273,069     (3,552,683     (971,515     (12,065,234
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (72,085     (946,976     (296,517     (3,769,445
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

 

Shares Sold

     323,697     $ 5,121,949       7,668,101     $ 113,347,001  

Shares Issued for Reinvested Dividends

     66,767       1,040,897       537,204       7,802,361  

Shares Redeemed

     (556,000     (8,784,570     (11,348,437     (168,768,887
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (165,536     (2,621,724     (3,143,132     (47,619,525
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

 

Shares Sold

     44,670     $ 736,042       177,173     $ 2,748,016  

Shares Issued for Reinvested Dividends

     16,486       268,227       46,905       711,084  

Shares Redeemed

     (85,085     (1,403,367     (273,623     (4,261,223
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (23,929     (399,098     (49,545     (802,123
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  152  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

MidCap Value Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R4

 

Shares Sold

     64,377     $ 1,075,823       161,482     $ 2,531,111  

Shares Issued for Reinvested Dividends

     16,175       267,868       50,007       769,092  

Shares Redeemed

     (91,425     (1,534,544     (358,311     (5,595,671
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (10,873     (190,853     (146,822     (2,295,468
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     59,227     $ 1,003,875       442,137     $ 6,996,338  

Shares Issued for Reinvested Dividends

     11,410       191,481       30,139       469,074  

Shares Redeemed

     (116,239     (1,983,637     (448,120     (7,330,484
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (45,602     (788,281     24,156       134,928  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     125,159     $ 2,133,075       908,779     $ 14,411,608  

Shares Issued for Reinvested Dividends

     41,401       697,132       344,028       5,370,790  

Shares Redeemed

     (716,718     (12,010,984     (4,881,032     (77,562,637
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (550,158     (9,180,777     (3,628,225     (57,780,239
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

 

Shares Sold

     4,003,454     $ 63,304,358       17,748,783     $ 264,648,905  

Shares Issued for Reinvested Dividends

     441,070       6,902,316              

Shares Redeemed

     (1,341,039     (21,244,241     (2,602,305     (39,328,617
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,103,485       48,962,433       15,146,478       225,320,288  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     2,304,887     $        35,862,991       8,896,373     $        127,534,824  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2017.

Quality Value Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     88,703     $        1,850,806       740,990     $        14,477,157  

Shares Issued for Reinvested Dividends

     401,915       8,210,264       147,708       2,849,514  

Shares Redeemed

     (859,602     (17,681,614     (2,564,249     (50,412,115

Shares converted (from) Class B into Class A

                 11,584       226,808  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (368,984     (7,620,544     (1,663,967     (32,858,636
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       199     $ 3,376  

Shares Issued for Reinvested Dividends

                 315       5,331  

Shares Redeemed

                 (31,546     (541,218

Shares converted (from) Class B into Class A

                 (13,222     (226,808
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (44,254     (759,319
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  153  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Quality Value Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class C

        

Shares Sold

     40,321     $ 713,597       100,952     $ 1,707,157  

Shares Issued for Reinvested Dividends

     50,041       876,084       13,295       222,182  

Shares Redeemed

     (174,574     (3,091,771     (396,747     (6,787,375
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (84,212     (1,502,090     (282,500     (4,858,036
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     55,605     $ 1,124,486       849,351     $ 16,387,611  

Shares Issued for Reinvested Dividends

     28,248       569,900       17,965       341,942  

Shares Redeemed

     (139,340     (2,817,385     (1,177,438     (22,883,629
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (55,487     (1,122,999     (310,122     (6,154,076
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

 

Shares Sold

     4,995     $ 103,478       20,088     $ 395,021  

Shares Issued for Reinvested Dividends

     2,430       50,174       1,578       30,815  

Shares Redeemed

     (17,505     (366,864     (105,280     (2,092,530
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (10,080     (213,212     (83,614     (1,666,694
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

 

Shares Sold

     28,985     $ 606,108       84,984     $ 1,703,670  

Shares Issued for Reinvested Dividends

     14,925       312,076       5,048       99,579  

Shares Redeemed

     (90,396     (1,896,306     (205,285     (4,198,871
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (46,486     (978,122     (115,253     (2,395,622
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     24,025     $ 502,270       3,417     $ 68,429  

Shares Issued for Reinvested Dividends

     1,109       23,373       1,824       36,215  

Shares Redeemed

     (138     (2,857     (92,022     (1,870,015
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     24,996       522,786       (86,781     (1,765,371
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6(2)

 

Shares Sold

     476     $ 10,000           $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     476       10,000              
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     8,978     $ 188,927       23,452     $ 478,821  

Shares Issued for Reinvested Dividends

     2,536       53,600       872       17,344  

Shares Redeemed

     (15,819     (330,057     (20,279     (418,554
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (4,305     (87,530     4,045       77,611  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(3)

 

Shares Sold

     3,858,830     $        79,436,220       637,440     $        12,493,812  

Shares Issued for Reinvested Dividends

     113,052       2,280,455              

Shares Redeemed

     (114,129     (2,326,371     (43,736     (870,521
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,857,753       79,390,304       593,704       11,623,291  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     3,313,671     $ 68,398,593       (1,988,742   $ (38,756,852
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2018.
  (3)  Inception date of class was February 28, 2017.

 

 

  154  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Small Cap Core Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     112,429     $        1,560,697       603,467     $        7,986,312  

Shares Issued for Reinvested Dividends

     167,650       2,291,007       31,473       413,874  

Shares Redeemed

     (328,996     (4,562,191     (904,594     (11,990,349

Shares converted (from) Class B into Class A

                 24,211       320,549  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (48,917     (710,487     (245,443     (3,269,614
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       1,728     $ 21,326  

Shares Redeemed

                 (50,117     (613,352

Shares converted (from) Class B into Class A

                 (26,012     (320,549
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (74,401     (912,575
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     18,951     $ 239,861       155,494     $ 1,884,290  

Shares Issued for Reinvested Dividends

     40,074       497,721       1,705       20,614  

Shares Redeemed

     (91,323     (1,156,204     (282,619     (3,440,589
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (32,298     (418,622     (125,420     (1,535,685
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     39,421     $ 548,577       209,790     $ 2,773,800  

Shares Issued for Reinvested Dividends

     10,068       137,932       2,520       33,089  

Shares Redeemed

     (46,852     (653,543     (207,226     (2,719,085
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,637       32,966       5,084       87,804  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     9,557     $ 136,096       38,613     $ 522,043  

Shares Issued for Reinvested Dividends

     1,103       15,477       332       4,489  

Shares Redeemed

     (24,779     (350,845     (50,928     (696,323
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (14,119     (199,272     (11,983     (169,791
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     604     $ 8,837       5,133     $ 69,769  

Shares Issued for Reinvested Dividends

     114       1,619       31       424  

Shares Redeemed

     (2,411     (34,825     (19,791     (270,731
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,693     (24,369     (14,627     (200,538
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Issued for Reinvested Dividends

     144     $ 2,044       40     $ 538  

Shares Redeemed

     (649     (9,287     (722     (9,853
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (505     (7,243     (682     (9,315
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6(2)

 

Shares Sold

     715     $ 10,000           $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     715       10,000              
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  155  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Small Cap Core Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class Y

 

Shares Sold

     2,002     $ 28,753       21,281     $ 291,830  

Shares Issued for Reinvested Dividends

     4,305       61,224       90,273       1,227,713  

Shares Redeemed

     (46,060     (665,397     (9,199,056     (124,660,345
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (39,753     (575,420     (9,087,502     (123,140,802
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(3)

 

Shares Sold

     27,188     $        376,317       7,809,069     $        102,078,229  

Shares Issued for Reinvested Dividends

     301,115       4,128,469              

Shares Redeemed

     (2,829,393     (39,699,365     (1,686,931     (22,569,363
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (2,501,090     (35,194,579     6,122,138       79,508,866  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (2,635,023   $     (37,087,026     (3,432,836   $ (49,641,650
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2018.
  (3)  Inception date of class was February 28, 2017.

Small Cap Growth Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     33,273     $        1,897,217       100,620     $        5,180,193  

Shares Issued for Reinvested Dividends

     181,627       10,053,030       26,841       1,327,268  

Shares Redeemed

     (261,485     (14,939,168     (804,016     (41,597,654

Shares converted (from) Class B into Class A

                 7,156       367,725  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (46,585     (2,988,921     (669,399     (34,722,468
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Issued for Reinvested Dividends

                 122       4,725  

Shares Redeemed

                 (8,259     (333,556

Shares converted (from) Class B into Class A

                 (9,147     (367,725
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (17,284     (696,556
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     8,720     $ 378,703       27,810     $ 1,120,166  

Shares Issued for Reinvested Dividends

     50,584       2,132,627       7,807       300,558  

Shares Redeemed

     (86,630     (3,776,096     (297,822     (11,918,718
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (27,326     (1,264,766     (262,205     (10,497,994
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     871,617     $        51,284,363       5,453,731     $        299,210,797  

Shares Issued for Reinvested Dividends

     342,617       19,573,702       16,891       858,892  

Shares Redeemed

     (2,284,794     (134,871,210     (1,193,851     (63,798,790
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,070,560     (64,013,145     4,276,771       236,270,899  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  156  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Small Cap Growth Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R3

        

Shares Sold

     32,804     $ 1,851,577       58,580     $ 3,036,375  

Shares Issued for Reinvested Dividends

     9,889       543,634       1,359       66,948  

Shares Redeemed

     (36,777     (2,085,909     (92,422     (4,735,061
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,916       309,302       (32,483     (1,631,738
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     212,155     $ 12,486,741       313,584     $ 16,719,576  

Shares Issued for Reinvested Dividends

     47,350       2,704,153       6,795       346,216  

Shares Redeemed

     (254,476     (15,070,820     (470,437     (25,234,337
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,029       120,074       (150,058     (8,168,545
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     192,258     $ 11,723,008       447,938     $ 24,812,770  

Shares Issued for Reinvested Dividends

     76,411       4,542,635       11,272       594,913  

Shares Redeemed

     (367,266     (22,507,141     (670,155     (36,975,735
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (98,597     (6,241,498     (210,945     (11,568,052
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

 

Shares Sold

     340,593     $ 21,003,534       106,553     $ 6,160,560  

Shares Issued for Reinvested Dividends

     8,748       525,615       490       26,101  

Shares Redeemed

     (58,454     (3,636,328     (20,716     (1,157,686
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     290,887       17,892,821       86,327       5,028,975  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     541,103     $ 33,649,424       2,205,196     $ 126,004,854  

Shares Issued for Reinvested Dividends

     270,638       16,276,162       33,845       1,804,980  

Shares Redeemed

     (843,679     (52,212,350     (2,314,871         (128,364,257
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (31,938     (2,286,764     (75,830     (554,423
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

 

Shares Sold

     70,962     $ 4,161,962       1,204,782     $ 64,154,318  

Shares Issued for Reinvested Dividends

     32,993       1,887,827              

Shares Redeemed

     (75,936     (4,492,319     (402,000     (22,598,067
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     28,019       1,557,470       802,782       41,556,251  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (945,155   $     (56,915,427     3,747,676     $ 215,016,349  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2017.

 

 

  157  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Small Company Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     665,098     $        14,304,784       1,966,446     $        35,474,634  

Shares Redeemed

     (1,154,699     (24,759,229     (6,261,787     (110,500,761

Shares converted (from) Class B into Class A

                 16,712       298,785  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (489,601     (10,454,445     (4,278,629     (74,727,342
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       447     $ 5,791  

Shares Redeemed

                 (51,933     (683,587

Shares converted (from) Class B into Class A

                 (22,710     (298,785
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (74,196     (976,581
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     51,107     $ 804,267       140,709     $ 1,850,290  

Shares Redeemed

     (205,819     (3,232,789     (562,765     (7,472,545
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (154,712     (2,428,522     (422,056     (5,622,255
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     147,938     $ 3,295,121       3,320,787     $ 61,901,911  

Shares Redeemed

     (215,063     (4,875,584     (4,551,187     (87,638,838
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (67,125     (1,580,463     (1,230,400     (25,736,927
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     51,216     $ 1,189,715       160,921     $ 3,168,983  

Shares Redeemed

     (368,654     (8,460,975     (811,923     (16,507,208
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (317,438     (7,271,260     (651,002     (13,338,225
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     80,586     $ 1,999,808       204,560     $ 4,233,718  

Shares Redeemed

     (281,829     (6,808,844     (762,765     (16,070,712
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (201,243     (4,809,036     (558,205     (11,836,994
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     27,826     $ 704,200       54,051     $ 1,152,007  

Shares Redeemed

     (64,988     (1,646,430     (202,264     (4,423,749
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (37,162     (942,230     (148,213     (3,271,742
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Sold

     125     $ 3,238       2,693     $ 62,566  

Shares Redeemed

     (1,121     (30,608     (6     (150
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (996     (27,370     2,687       62,416  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     66,504     $ 1,761,902       234,876     $ 5,126,932  

Shares Redeemed

     (90,488     (2,383,853     (4,088,378     (89,018,580
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (23,984     (621,951     (3,853,502     (83,891,648
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  158  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Small Company Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class F(2)

        

Shares Sold

     1,229,207     $ 27,760,613       3,973,412     $ 77,874,954  

Shares Redeemed

     (392,182     (8,869,930     (130,794     (2,675,069
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     837,025           18,890,683       3,842,618       75,199,885  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (455,236   $ (9,244,594     (7,370,898   $     (144,139,413
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2017.

 

12. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $400 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the six-month period ended April 30, 2018, none of the Funds had borrowings under this facility.

 

13. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings.

HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that, among other things, added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. A bench trial on the issue of liability was held in November 2016. On February 28, 2017, the court granted judgment for HIFSCO and HFMC as to all claims. On March 23, 2017, plaintiffs appealed to the United States Court of Appeals for the Third Circuit.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.

 

 

  159  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

14. Indemnifications:

Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

 

15. Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the six-month period ended April 30, 2018, events and transactions subsequent to April 30, 2018, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. The following subsequent events requiring financial statement adjustment or disclosure have been identified.

Karen H. Grimes, CFA announced her plan to retire and withdraw from the partnership of Wellington Management Group LLP, the ultimate holding company of Wellington Management Company LLP, as of December 31, 2018. Accordingly, she will no longer serve as a portfolio manager to Equity Income Fund as of December 31, 2018. It is anticipated that Ms. Grimes’ portfolio manager responsibilities will transition to the Equity Income Fund’s other portfolio managers by December 31, 2018.

Effective October 1, 2018, Class C shares automatically convert to Class A shares of the same Fund after ten years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least ten years. Effective October 1, 2018, Class C shares held in an account directly through the Funds’ transfer agent for which no financial intermediary is specified or Hartford Funds Distributors, LLC is listed as the dealer of record will periodically be converted to Class A shares. Effective October 1, 2018, each Fund no longer accepts direct purchases of Class C shares by accounts for which no broker-dealer or other financial intermediary is specified. Any such direct purchase received by the Funds’ transfer agent for Class C shares for such accounts will automatically be invested in Class A shares. For more information on the above referenced changes, please see the Funds’ most recent prospectus.

 

 

  160  

 


Hartford Domestic Equity Funds

 

 

 

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2)  on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

 

 

  161  

 


THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

CUSTOMER PRIVACY NOTICE

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

 


 

 

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes: a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

 

If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Law Department, Privacy Law, One Hartford Plaza, Hartford, CT 06155, or at CorporatePrivacyOffice@thehartford.com.

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of March 2018), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Business Management Group, Inc.; Cervus Claim Solutions, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life, Ltd.; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HIMCO Distribution Services Company; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex R, LLC; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; Northern Homelands Company; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; The Hartford International Asset Management Company Limited; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2018


 

 

 

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced herein are sub-advised by Wellington Management Company LLP. HFD and HFMC are not affiliated with the Funds’ sub-adviser.

MFSAR-DE18    6/18    206762    Printed in U.S.A.

 

LOGO


LOGO

 


LOGO

A MESSAGE FROM THE PRESIDENT

Dear Shareholders:

Thank you for investing in Hartford Funds. The following is the Funds’ Semi-Annual Report, covering the period from November 1, 2017 through April 30, 2018.

Market Review

While U.S. stocks, as measured by the S&P 500 Index (the “Index”),1 saw a 21.8%

 

return as of 2017 year end, U.S. equities have experienced a nearly flat return of 0.4% along with increased volatility year-to-date as of April 30.

The Index has experienced more than 20 days with swings of 1% or more this year, compared to eight days for all of 2017. Rising interest rates, inflation anxiety, and concerns surrounding U.S. tariffs and trade policies have contributed to the return of volatility.

In the six-month period that ended April 30, 2018, the U.S. Federal Reserve (Fed) continued its cycle of interest-rate increases by raising rates twice, each time by 0.25%. As of the end of April, short-term rates range from 1.5% to 1.75%. At the time of this writing, expectations were for a continued gradual increase throughout 2018. Central banks overseas are also expected to begin removing accommodative policies by raising interest rates, which may impact global markets.

Going forward, politics both at home and abroad are likely to continue playing a key role in driving market movements. In December, the first significant overhaul of the U.S. tax code in more than 30 years was signed into law. Geopolitical tensions continue to persist around U.S. engagement with Syria and North Korea, heightening market uncertainty. In Europe, uncertainty remains with respect to Britain’s “Brexit” undertaking to leave the European Union, which could influence markets or cause an uptick in volatility.

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

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

 

LOGO

James Davey

President

Hartford Funds

 

1  S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance is not indicative of future results.


Hartford Fixed Income Funds

Table of Contents

 

Fund Performance and Summary

     2  

Expense Examples

     30  

Financial Statements:

  

Schedules of Investments:

  

The Hartford Emerging Markets Local Debt Fund

     36  

The Hartford Floating Rate Fund

     55  

The Hartford Floating Rate High Income Fund

     67  

The Hartford High Yield Fund

     78  

The Hartford Inflation Plus Fund

     87  

Hartford Municipal Income Fund

     97  

The Hartford Municipal Opportunities Fund

     103  

The Hartford Municipal Real Return Fund

     112  

Hartford Municipal Short Duration Fund

     119  

The Hartford Quality Bond Fund

     124  

The Hartford Short Duration Fund

     132  

The Hartford Strategic Income Fund

     148  

The Hartford Total Return Bond Fund

     174  

The Hartford World Bond Fund

     204  

Statements of Assets and Liabilities

     234  

Statements of Operations

     242  

Statements of Changes in Net Assets

     250  

Financial Highlights

     256  

Notes to Financial Statements

     273  

How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records

     335  

Quarterly Portfolio Holdings Information

     335  


Fund Performance and Summary

The Hartford Emerging Markets Local Debt Fund inception 05/31/2011

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Year      Since
Inception2
 

Class A3

     4.03%        7.49%        -1.43%        0.69%  

Class A4

     -0.65%        2.65%        -2.33%        0.02%  

Class C3

     3.78%        6.80%        -2.16%        -0.07%  

Class C4

     2.94%        5.96%        -2.16%        -0.07%  

Class I3

     4.19%        7.81%        -1.18%        0.93%  

Class R33

     3.96%        7.30%        -1.77%        0.33%  

Class R43

     4.21%        7.68%        -1.43%        0.67%  

Class R53

     4.34%        7.95%        -1.21%        0.90%  

Class Y3

     4.25%        7.95%        -1.11%        0.96%  

Class F3

     4.39%        8.06%        -1.13%        0.97%  

JP Morgan GBI Emerging Markets Global Diversified Index

     5.14%        8.38%        -1.92%        0.15%  

 

1  Not Annualized
2  Inception: 05/31/2011
3  Without sales charge
4  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

JP Morgan GBI Emerging Markets Global Diversified Index (reflects no deduction for fees, expenses or taxes) is a comprehensive global local emerging markets index that consists of regularly traded, liquid fixed-rate, domestic-currency government bonds to which international investors can gain exposure.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/ reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  2  

 


The Hartford Emerging Markets Local Debt Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Emerging Markets Local Debt Fund Class A

     1.26%        1.48%  

Emerging Markets Local Debt Fund Class C

     2.01%        2.28%  

Emerging Markets Local Debt Fund Class I

     1.01%        1.12%  

Emerging Markets Local Debt Fund Class R3

     1.56%        1.77%  

Emerging Markets Local Debt Fund Class R4

     1.26%        1.47%  

Emerging Markets Local Debt Fund Class R5

     0.96%        1.17%  

Emerging Markets Local Debt Fund Class Y

     0.91%        1.09%  

Emerging Markets Local Debt Fund Class F

     0.91%        1.06%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The value of inflation-protected securities (IPS) generally fluctuates with changes in real interest rates, and the market for IPS may be less developed or liquid, and more volatile, than other securities markets. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. The Fund may invest in a smaller number of issuers, so it may be more exposed to risks and volatility than a more broadly diversified Fund. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and price than other securities.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

  

Corporate Bonds

     19.3

Foreign Government Obligations

     70.8  
  

 

 

 

Total

     90.1
  

 

 

 

Short-Term Investments

     8.5  

Purchased Options

     0.6  

Other Assets & Liabilities

     0.8  
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  3  

 


Fund Performance and Summary

The Hartford Floating Rate Fund inception 04/29/2005

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide high current income, and long-term total return.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     2.14%        4.25%        3.30%        4.26%  

Class A3

     -0.93%        1.12%        2.67%        3.94%  

Class C2

     1.65%        3.37%        2.52%        3.47%  

Class C3

     0.65%        2.37%        2.52%        3.47%  

Class I2

     2.27%        4.52%        3.58%        4.52%  

Class R32

     2.01%        3.97%        3.02%        3.98%  

Class R42

     2.13%        4.23%        3.28%        4.23%  

Class R52

     2.27%        4.53%        3.59%        4.48%  

Class Y2

     2.17%        4.43%        3.62%        4.58%  

Class F2

     2.31%        4.60%        3.60%        4.53%  

S&P/LSTA Leveraged Loan Index

     2.39%        4.41%        3.86%        5.28%  

Credit Suisse Leveraged Loan Index

     2.60%        4.69%        4.12%        5.06%  

 

1 Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 3.00%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 4/23/12, Wellington Management Company LLP became the sub-adviser for the Fund. At the end of a transition period of approximately four weeks ending on 5/18/12, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

Effective 3/1/18, the Fund changed its benchmark from the Credit Suisse Leveraged Loan Index to the S&P/LSTA Leveraged Loan Index. Hartford Funds Management Company, LLC believes that this benchmark better reflects the Fund’s investment strategy.

S&P/LSTA Leveraged Loan Index (reflects no deduction for fees, expenses or taxes) is a market-value-weighted index that is designed to measure the performance of the U.S. leverage loan market based upon market weightings, spreads and interest payments.

Credit Suisse Leveraged Loan Index (reflects no deduction for fees, expenses or taxes) is a market-value weighted index designed to represent the investable universe of the U.S. dollar-denominated leveraged loan market.

You cannot invest directly in an index.

 

 

 

  4  

 


The Hartford Floating Rate Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

Operating Expenses*    Net      Gross  

Floating Rate Fund Class A

     1.00%        1.00%  

Floating Rate Fund Class C

     1.74%        1.74%  

Floating Rate Fund Class I

     0.73%        0.73%  

Floating Rate Fund Class R3

     1.27%        1.38%  

Floating Rate Fund Class R4

     1.02%        1.08%  

Floating Rate Fund Class R5

     0.78%        0.78%  

Floating Rate Fund Class Y

     0.71%        0.71%  

Floating Rate Fund Class F

     0.67%        0.67%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Loans can be difficult to value and highly illiquid; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.

The Fund should not be considered an alternative to CDs or money market funds. This Fund is intended for investors who are looking to complement their traditional fixed-income investments.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.4

Escrows

     0.0

Exchange-Traded Funds

     0.5  
  

 

 

 

Total

     0.9
  

 

 

 

Fixed Income Securities

  

Corporate Bonds

     9.8

Senior Floating Rate Interests

     88.2  
  

 

 

 

Total

     98.0
  

 

 

 

Short-Term Investments

     4.0  

Other Assets & Liabilities

     (2.9
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  5  

 


Fund Performance and Summary

The Hartford Floating Rate High Income Fund inception 09/30/2011

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide high current income, and long-term total return.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Year      Since
Inception2
 

Class A3

     2.12%        4.53%        3.57%        5.42%  

Class A4

     -0.95%        1.39%        2.94%        4.93%  

Class C3

     1.74%        3.75%        2.78%        4.63%  

Class C4

     0.74%        2.75%        2.78%        4.63%  

Class I3

     2.24%        4.79%        3.83%        5.69%  

Class R33

     1.97%        4.22%        3.26%        5.09%  

Class R43

     2.12%        4.53%        3.56%        5.40%  

Class R53

     2.27%        4.74%        4.06%        5.85%  

Class Y3

     2.27%        4.85%        3.86%        5.70%  

Class F3

     2.37%        4.84%        3.84%        5.70%  

S&P/LSTA Leveraged Loan Index

     2.39%        4.41%        3.86%        5.25%  

Credit Suisse Leveraged Loan Index

     2.60%        4.69%        4.12%        5.45%  

 

1  Not Annualized
2  Inception: 09/30/2011
3  Without sales charge
4  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 3.00% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 4/23/12, Wellington Management Company LLP became the sub-adviser for the Fund. At the end of a transition period of approximately four weeks ending on 5/18/12, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

Effective 3/1/18, the Fund changed its benchmark from the Credit Suisse Leveraged Loan Index to the S&P/LSTA Leveraged Loan Index. Hartford Funds Management Company, LLC believes that this benchmark better reflects the Fund’s investment strategy.

 

 

 

  6  

 


The Hartford Floating Rate High Income Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

S&P/LSTA Leveraged Loan Index (reflects no deduction for fees, expenses or taxes) is a market-value-weighted index that is designed to measure the performance of the U.S. leverage loan market based upon market weightings, spreads and interest payments.

Credit Suisse Leveraged Loan Index (reflects no deduction for fees, expenses or taxes) is a market-value weighted index designed to represent the investable universe of the U.S. dollar-denominated leveraged loan market.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

Operating Expenses*    Net      Gross  

Floating Rate High Income Fund Class A

     1.07%        1.13%  

Floating Rate High Income Fund Class C

     1.82%        1.88%  

Floating Rate High Income Fund Class I

     0.82%        0.86%  

Floating Rate High Income Fund Class R3

     1.37%        1.51%  

Floating Rate High Income Fund Class R4

     1.07%        1.21%  

Floating Rate High Income Fund Class R5

     0.77%        0.91%  

Floating Rate High Income Fund Class Y

     0.77%        0.83%  

Floating Rate High Income Fund Class F

     0.77%        0.79%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Loans can be difficult to value and highly illiquid; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and price than other securities.

The Fund should not be considered an alternative to CDs or money market funds. This Fund is intended for investors who are looking to complement their traditional fixed-income investments.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.4

Escrows

     0.0

Exchange-Traded Funds

     0.7  
  

 

 

 

Total

     1.1
  

 

 

 

Fixed Income Securities

  

Corporate Bonds

     14.5

Senior Floating Rate Interests

     80.2  
  

 

 

 

Total

     94.7
  

 

 

 

Short-Term Investments

     5.6  

Other Assets & Liabilities

     (1.4
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  7  

 


Fund Performance and Summary

The Hartford High Yield Fund inception 09/30/1998

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide high current income, and long-term total return.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Month1      1 Years      5 Years      10 Years  

Class A2

     -0.27%        2.94%        3.65%        6.30%  

Class A3

     -4.76%        -1.69%        2.70%        5.81%  

Class C2

     -0.65%        2.31%        2.89%        5.52%  

Class C3

     -1.62%        1.33%        2.89%        5.52%  

Class I2

     -0.13%        3.35%        3.94%        6.64%  

Class R32

     -0.42%        2.64%        3.35%        6.00%  

Class R42

     -0.40%        2.94%        3.65%        6.33%  

Class R52

     -0.13%        3.25%        3.97%        6.62%  

Class Y2

     -0.24%        3.29%        3.99%        6.65%  

Class F2

     -0.09%        3.45%        3.94%        6.64%  

Bloomberg Barclays U.S. Corporate High Yield Bond Index

     -0.17%        3.26%        4.75%        7.88%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays U.S. Corporate High Yield Bond Index (reflects no deduction for fees, expenses or taxes) is a market-value-weighted index that tracks the total return performance of non-investment grade, fixed-rate, publicly placed, dollar denominated and nonconvertible debt registered with the SEC.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  8  

 


The Hartford High Yield Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

High Yield Fund Class A

     1.06%        1.18%  

High Yield Fund Class C

     1.81%        1.87%  

High Yield Fund Class I

     0.81%        0.88%  

High Yield Fund Class R3

     1.36%        1.47%  

High Yield Fund Class R4

     1.06%        1.17%  

High Yield Fund Class R5

     0.76%        0.87%  

High Yield Fund Class Y

     0.71%        0.79%  

High Yield Fund Class F

     0.71%        0.76%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. •Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and price than other securities.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.9

Escrows

     0.0

Preferred Stocks

     0.2  
  

 

 

 

Total

     1.1
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     0.0 %* 

Convertible Bonds

     1.9  

Corporate Bonds

     89.2  

Senior Floating Rate Interests

     3.4  
  

 

 

 

Total

     94.5
  

 

 

 

Short-Term Investments

     4.4  

Other Assets & Liabilities

     0.0
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  9  

 


Fund Performance and Summary

The Hartford Inflation Plus Fund inception 10/31/2002

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks a total return that exceeds the rate of inflation over an economic cycle.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Month1      1 Year      5 Years      10 Years  

Class A2

     -0.62%        -0.62%        -1.14%        2.49%  

Class A3

     -5.09%        -5.09%        -2.05%        2.02%  

Class C2

     -1.05%        -1.43%        -1.89%        1.72%  

Class C3

     -2.01%        -2.38%        -1.89%        1.72%  

Class I2

     -0.52%        -0.34%        -0.90%        2.75%  

Class R32

     -0.89%        -0.98%        -1.50%        2.11%  

Class R42

     -0.70%        -0.70%        -1.21%        2.43%  

Class R52

     -0.52%        -0.34%        -0.90%        2.72%  

Class Y2

     -0.55%        -0.37%        -0.86%        2.80%  

Class F2

     -0.56%        -0.29%        -0.89%        2.75%  

Bloomberg Barclays U.S. TIPS 1-10 Year Index

     -0.17%        -0.15%        -0.09%        2.39%  

Bloomberg Barclays U.S. TIPS Index

     0.19%        0.27%        -0.12%        3.14%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays U.S. TIPS 1-10 Year Index (reflects no deduction for fees, expenses or taxes) represents U.S. Treasury inflation-protected securities having a maturity of at least 1 year and less than 10 years.

Bloomberg Barclays U.S. TIPS Index (reflects no deduction for fees, expenses or taxes) represents securities that protect against adverse inflation and provide a minimum level of real return. To be included in this index, bonds must have cash flows linked to an inflation index, be sovereign issues denominated in U.S. currency, and have more than one year to maturity.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  10  

 


The Hartford Inflation Plus Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Inflation Plus Fund Class A

     0.86%        0.98%  

Inflation Plus Fund Class C

     1.61%        1.69%  

Inflation Plus Fund Class I

     0.61%        0.69%  

Inflation Plus Fund Class R3

     1.21%        1.28%  

Inflation Plus Fund Class R4

     0.91%        0.98%  

Inflation Plus Fund Class R5

     0.61%        0.68%  

Inflation Plus Fund Class Y

     0.56%        0.62%  

Inflation Plus Fund Class F

     0.56%        0.56%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The fund seeks to achieve its investment objective by allocating assets among specialist portfolio managers. There is no guarantee a fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Fixed income security risks include credit, liquidity, call, duration, and interest rate risk. As interest rates rise, bond prices generally fall. •Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. •The value of inflation-protected securities (IPS) generally fluctuates with changes in real interest rates, and the market for IPSs may be less developed or liquid, and more volatile, than other securities markets. •Mortgage related- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. •Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     2.5

Foreign Government Obligations

     2.7  

Senior Floating Rate Interests

     5.0  

U.S. Government Agencies

     7.0  

U.S. Government Securities

     87.1  
  

 

 

 

Total

     104.3
  

 

 

 

Short-Term Investments

     2.8  

Purchased Options

     0.1  

Other Assets & Liabilities

     (7.2
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  11  

 


Fund Performance and Summary

Hartford Municipal Income Fund inception 05/29/2015

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide a high level of current income that is generally exempt from federal income taxes, and long-term total return.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      Since
Inception2
 

Class A3

     -0.68%        2.10%        2.60%  

Class A4

     -5.15%        -2.50%        1.00%  

Class C3

     -0.69%        2.22%        2.17%  

Class C4

     -1.67%        1.22%        2.17%  

Class I3

     -0.56%        2.45%        2.85%  

Class F3

     -0.56%        2.48%        2.87%  

Bloomberg Barclays Municipal Bond Index

     -0.97%        1.56%        2.47%  

 

1  Not Annualized
2  Inception: 05/29/2015
3  Without sales charge
4  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may

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

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

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

Bloomberg Barclays Municipal Bond Index (reflects no deduction for fees, expenses or taxes) is designed to cover the USD-denominated long-term tax exempt bond market.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/ reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  12  

 


Hartford Municipal Income Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Municipal Income Fund Class A

     0.70%        1.12%  

Municipal Income Fund Class C

     1.45%        1.84%  

Municipal Income Fund Class I

     0.45%        0.83%  

Municipal Income Fund Class F

     0.40%        0.81%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. •Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

Composition of Municipal Bonds(1)

as of April 30, 2018

 

Municipal Bonds    Percentage of
Net Assets
 

Airport

     8.9

Development

     2.8  

Education

     5.2  

Facilities

     0.2  

General Obligation

     15.1  

Higher Education

     2.1  

Medical

     8.8  

Mello-Roos District

     1.3  

Nursing Homes

     6.3  

Other(2)

     13.0  

Power

     3.4  

School District

     8.6  

Single Family Housing

     1.7  

Tobacco

     4.7  

Transportation

     9.7  

Utilities

     1.4  

Water

     2.6  

Short-Term Investments

     2.9  

Other Assets & Liabilities

     1.3  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1)  For Fund compliance purposes, the Fund may not use the same classification system and these classifications are used for financial reporting purposes.

 

(2)  Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.
 

 

 

  13  

 


Fund Performance and Summary

The Hartford Municipal Opportunities Fund inception 05/31/2007

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide current income that is generally exempt from federal income taxes, and long-term total return.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     -0.47%        1.86%        2.10%        3.64%  

Class A3

     -4.95%        -2.73%        1.16%        3.17%  

Class C2

     -0.84%        1.09%        1.33%        2.85%  

Class C3

     -1.82%        0.10%        1.33%        2.85%  

Class I2

     -0.34%        1.99%        2.35%        3.89%  

Class F2

     -0.31%        2.15%        2.36%        3.89%  

Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index

     -1.16%        0.82%        1.97%        3.73%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may

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

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

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index (reflects no deduction for fees, expenses or taxes) is a sub-index of the Bloomberg Barclays Municipal Bond Index. It is a rules-based market value-weighted index of bonds with maturities of 1 year to 17 years engineered for the tax-exempt bond market.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/ reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  14  

 


The Hartford Municipal Opportunities Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Operating Expenses*    Net      Gross  

Municipal Opportunities Fund Class A

     0.70%        0.70%  

Municipal Opportunities Fund Class C

     1.45%        1.46%  

Municipal Opportunities Fund Class I

     0.45%        0.46%  

Municipal Opportunities Fund Class F

     0.40%        0.41%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. High-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

Composition of Municipal Bonds(1)

as of April 30, 2018

 

Municipal Bonds    Percentage of
Net Assets
 

Airport

     3.9

Bond Bank

     0.2  

Development

     3.9  

Education

     1.7  

Facilities

     0.2  

General Obligation

     15.2  

Higher Education

     2.2  

Housing

     0.1  

Medical

     10.2  

Mello-Roos District

     1.4  

Multifamily Housing

     0.6  

Nursing Homes

     6.9  

Other(2)

     16.2  

Pollution

     0.1  

Power

     3.3  

School District

     9.2  

Single Family Housing

     3.3  

Tobacco

     4.3  

Transportation

     7.9  

Utilities

     0.9  

Water

     4.8  

Short-Term Investments

     2.6  

Other Assets & Liabilities

     0.9  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1)  For Fund compliance purposes, the Fund may not use the same classification system and these classifications are used for financial reporting purposes.

 

(2)  Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.
 

 

 

  15  

 


Fund Performance and Summary

The Hartford Municipal Real Return Fund inception 06/02/1986

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide current income exempt from federal income tax, and after-tax inflation-adjusted total returns.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Month1      1 Years      5 Years      10 Years  

Class A2

     0.06%        1.99%        1.59%        2.27%  

Class A3

     -4.45%        -2.60%        0.66%        1.80%  

Class C2

     -0.21%        1.22%        0.83%        1.50%  

Class C3

     -1.20%        0.23%        0.83%        1.50%  

Class I2

     0.29%        2.25%        1.86%        2.53%  

Class Y2

     0.29%        2.24%        1.85%        2.54%  

Class F2

     0.32%        2.19%        1.85%        2.53%  

Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index

     -1.16%        0.82%        1.97%        3.73%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may

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

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

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index (reflects no deduction for fees, expenses or taxes) is a sub-index of the Bloomberg Barclays Municipal Bond Index. It is a rules-based market value-weighted index of bonds with maturities of 1 year to 17 years engineered for the tax-exempt bond market.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/ reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  16  

 


The Hartford Municipal Real Return Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net     Gross  

Municipal Real Return Fund Class A

     0.70     0.76

Municipal Real Return Fund Class C

     1.45     1.51

Municipal Real Return Fund Class I

     0.45     0.51

Municipal Real Return Fund Class Y

     0.45     0.51

Municipal Real Return Fund Class F

     0.40     0.46

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. The value of inflation-protected securities (IPS) generally fluctuates with changes in real interest rates and the market for IPS may be less developed or liquid, and more volatile, than other securities markets. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

Composition of Municipal Bonds(1)

as of April 30, 2018

 

Municipal Bonds    Percentage of
Net Assets
 

Airport

     7.9

Bond Bank

     0.2  

Development

     1.7  

Education

     2.8  

Facilities

     0.5  

General Obligation

     9.4  

Higher Education

     4.9  

Medical

     8.2  

Mello-Roos District

     0.9  

Multifamily Housing

     0.5  

Nursing Homes

     4.4  

Other(2)

     18.4  

Pollution

     0.2  

Power

     3.9  

School District

     11.0  

Single Family Housing

     1.0  

Tobacco

     2.0  

Transportation

     8.4  

Utilities

     1.6  

Water

     7.6  

Short-Term Investments

     2.7  

Other Assets & Liabilities

     1.8  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1)  For Fund compliance purposes, the Fund may not use the same classification system and these classifications are used for financial reporting purposes.

 

(2)  Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.
 

 

 

  17  

 


Fund Performance and Summary

Hartford Municipal Short Duration Fund inception 05/29/2015

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide current income that is generally exempt from federal income taxes, and long-term total return.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      Since
Inception2
 

Class A3

     -0.64%        0.38%        0.76%  

Class A4

     -5.11%        -4.14%        -0.81%  

Class C3

     -0.69%        0.27%        0.30%  

Class C4

     -1.68%        -0.72%        0.30%  

Class I3

     -0.53%        0.69%        1.03%  

Class F3

     -0.63%        0.62%        1.01%  

Bloomberg Barclays Municipal Bond Short 1-5 Year Index

     -0.77%        -0.07%        0.87%  

 

1  Not Annualized
2  Inception: 5/29/2015
3  Without sales charge
4  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may

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

expenses.

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

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

Bloomberg Barclays Municipal Bond Short 1-5 Year Index (reflects no deduction for fees, expenses or taxes) measures the performance of municipal bonds with time to maturity of more than one year and less than five years.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/ reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  18  

 


Hartford Municipal Short Duration Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Municipal Short Duration Fund Class A

     0.70%        1.16%  

Municipal Short Duration Fund Class C

     1.45%        1.90%  

Municipal Short Duration Fund Class I

     0.45%        0.88%  

Municipal Short Duration Fund Class F

     0.40%        0.87%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risk

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

Composition of Municipal Bonds(1)

as of April 30, 2018

 

Municipal Bonds    Percentage of
Net Assets
 

Airport

     9.7

Development

     3.5  

Education

     2.7  

General Obligation

     10.9  

Housing

     0.8  

Medical

     11.0  

Mello-Roos District

     3.0  

Nursing Homes

     7.9  

Other(2)

     11.3  

Pollution

     0.2  

Power

     2.1  

School District

     6.3  

Single Family Housing

     7.3  

Student Loan

     0.6  

Tobacco

     8.4  

Transportation

     4.8  

Utilities

     1.5  

Water

     3.2  

Short-Term Investments

     3.7  

Other Assets & Liabilities

     1.1  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1)  For Fund compliance purposes, the Fund may not use the same classification system and these classifications are used for financial reporting purposes.

 

(2)  Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.
 

 

 

  19  

 


Fund Performance and Summary

The Hartford Quality Bond Fund inception 11/30/2012

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to maximize total return while providing a high level of current income consistent with prudent investment risk.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Year      Since
Inception2
 

Class A3

     -1.32%        -0.35%        1.11%        1.28%  

Class A4

     -5.76%        -4.83%        0.18%        0.42%  

Class C3

     -1.73%        -1.23%        0.35%        0.51%  

Class C4

     -2.70%        -2.21%        0.35%        0.51%  

Class I3

     -1.29%        -0.39%        1.35%        1.50%  

Class R33

     -1.48%        -0.66%        0.88%        1.02%  

Class R43

     -1.23%        -0.33%        1.24%        1.37%  

Class R53

     -1.20%        -0.17%        1.51%        1.64%  

Class Y3

     -1.15%        -0.07%        1.46%        1.60%  

Class F3

     -1.14%        -0.06%        1.43%        1.57%  

Bloomberg Barclays U.S. Aggregate Bond Index

     -1.87%        -0.32%        1.47%        1.49%  

 

1  Not Annualized
2  Inception: 11/30/2012
3  Without sales charge
4  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  20  

 


The Hartford Quality Bond Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Quality Bond Fund Class A

     0.86%        0.93%  

Quality Bond Fund Class C

     1.61%        1.72%  

Quality Bond Fund Class I

     0.61%        0.65%  

Quality Bond Fund Class R3

     1.20%        1.28%  

Quality Bond Fund Class R4

     0.95%        0.98%  

Quality Bond Fund Class R5

     0.65%        0.68%  

Quality Bond Fund Class Y

     0.55%        0.56%  

Quality Bond Fund Class F

     0.45%        0.56%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. The risks associated with mortgage related- and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk. The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. The Fund may use dollar rolls, repurchase agreements, or reverse repurchase agreements, which can increase risk and volatility. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and price than other securities.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     32.6

U.S. Government Agencies

     86.4  

U.S. Government Securities

     6.6  
  

 

 

 

Total

     125.6
  

 

 

 

Short-Term Investments

     4.9  

Purchased Options

     0.7  

Other Assets & Liabilities

     (31.2
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  21  

 


Fund Performance and Summary

The Hartford Short Duration Fund inception 10/31/2002

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide current income and long-term total return.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Month1      1 Year      5 Years      10 Years  

Class A2

     -0.18%        0.97%        1.25%        2.50%  

Class A3

     -2.18%        -1.05%        0.85%        2.29%  

Class C2

     -0.66%        0.12%        0.50%        1.72%  

Class C3

     -1.64%        -0.86%        0.50%        1.72%  

Class I2

     -0.14%        1.14%        1.54%        2.75%  

Class R32

     -0.26%        0.68%        0.98%        2.41%  

Class R42

     -0.19%        0.86%        1.25%        2.61%  

Class R52

     -0.04%        1.26%        1.59%        2.82%  

Class Y2

     -0.02%        1.18%        1.60%        2.83%  

Class F2

     0.00%        1.33%        1.58%        2.77%  

Bloomberg Barclays 1-3 Year U.S. Government/Credit Index

     -0.49%        -0.05%        0.71%        1.61%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 2.00%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class I shares commenced operations on 2/26/10. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 2/26/10 through 2/27/17 and Class A shares (excluding sales charges) prior to 2/26/10.

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays 1-3 Year U.S. Government/Credit Index (reflects no deduction for fees, expenses or taxes) is comprised of the U.S. Government/Credit component of the U.S. Aggregate Index. The 1-3 Year Government/Credit Index includes securities in the 1-3 year maturity range in the Government/Credit Index.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  22  

 


The Hartford Short Duration Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Operating Expenses*    Net      Gross  

Short Duration Fund Class A

     0.85%        0.89%  

Short Duration Fund Class C

     1.60%        1.60%  

Short Duration Fund Class I

     0.57%        0.57%  

Short Duration Fund Class R3

     1.15%        1.21%  

Short Duration Fund Class R4

     0.85%        0.91%  

Short Duration Fund Class R5

     0.55%        0.61%  

Short Duration Fund Class Y

     0.50%        0.50%  

Short Duration Fund Class F

     0.49%        0.49%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The fund seeks to achieve its investment objective by allocating assets among specialist portfolio managers. There is no guarantee the Fund will achieve its stated objective. The Fund may allocate a portion of its assets to specialist portfolio managers, which may not work as intended. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Loans can be difficult to value and highly illiquid; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. The risks associated with mortgage related- and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and price than other securities.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     17.8

Corporate Bonds

     54.1  

Foreign Government Obligations

     0.5  

Municipal Bonds

     0.9  

Senior Floating Rate Interests

     21.5  

U.S. Government Agencies

     4.6  

U.S. Government Securities

     0.5  
  

 

 

 

Total

     99.9
  

 

 

 

Short-Term Investments

     1.8  

Other Assets & Liabilities

     (1.7
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  23  

 


Fund Performance and Summary

The Hartford Strategic Income Fund inception 05/31/2007

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide current income and long-term total return.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     0.22%        3.48%        3.12%        4.72%  

Class A3

     -4.29%        -1.18%        2.17%        4.23%  

Class C2

     -0.19%        2.63%        2.35%        3.93%  

Class C3

     -1.15%        1.65%        2.35%        3.93%  

Class I2

     0.34%        3.74%        3.38%        4.97%  

Class R32

     0.05%        3.16%        2.79%        4.60%  

Class R42

     0.20%        3.37%        3.12%        4.82%  

Class R52

     0.37%        3.68%        3.44%        5.03%  

Class R62

     0.40%        3.85%        3.50%        5.07%  

Class Y2

     0.43%        3.90%        3.50%        5.07%  

Class F2

     0.39%        3.73%        3.38%        4.97%  

Bloomberg Barclays U.S. Aggregate Bond Index

     -1.87%        -0.32%        1.47%        3.57%  

 

1 Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of 4/2/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/ reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  24  

 


The Hartford Strategic Income Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Strategic Income Fund Class A

     0.96%        1.05%  

Strategic Income Fund Class C

     1.71%        1.76%  

Strategic Income Fund Class I

     0.71%        0.76%  

Strategic Income Fund Class R3

     1.26%        1.37%  

Strategic Income Fund Class R4

     0.96%        1.07%  

Strategic Income Fund Class R5

     0.66%        0.77%  

Strategic Income Fund Class R6

     0.61%        0.66%  

Strategic Income Fund Class Y

     0.61%        0.65%  

Strategic Income Fund Class F

     0.61%        0.65%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The fund seeks to achieve its investment objective by allocating assets among specialist portfolio managers. There is no guarantee a fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Fixed income security risks include credit, liquidity, call, duration, and interest rate risk. As interest rates rise, bond prices generally fall. •Loans can be difficult to value and highly illiquid; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks. •Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. •Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. •The risk associated with mortgage related- and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk. •The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. •Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •Privately placed, restricted (Rule 144A) securities may be more difficult to sell and price than other securities.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.1

Convertible Preferred Stocks

     0.1  

Escrows

     0.0
  

 

 

 

Total

     0.2
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     14.7

Corporate Bonds

     17.2  

Foreign Government Obligations

     20.4  

Municipal Bonds

     2.4  

Senior Floating Rate Interests

     25.6  

U.S. Government Agencies

     6.1  

U.S. Government Securities

     9.2  
  

 

 

 

Total

     95.6
  

 

 

 

Short-Term Investments

     9.5  

Purchased Options

     0.1  

Other Assets & Liabilities

     (5.4
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  25  

 


Fund Performance and Summary

The Hartford Total Return Bond Fund inception 07/22/1996

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks a competitive total return, with income as a secondary objective.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Month1      1 Year      5 Years      10 Years  

Class A2

     -1.59%        0.41%        1.43%        3.39%  

Class A3

     -6.02%        -4.10%        0.50%        2.91%  

Class C2

     -1.98%        -0.35%        0.70%        2.62%  

Class C3

     -2.95%        -1.33%        0.70%        2.62%  

Class I2

     -1.38%        0.73%        1.73%        3.69%  

Class R32

     -1.79%        0.03%        1.12%        3.11%  

Class R42

     -1.59%        0.39%        1.45%        3.40%  

Class R52

     -1.44%        0.70%        1.75%        3.70%  

Class R62

     -1.37%        0.82%        1.83%        3.80%  

Class Y2

     -1.43%        0.74%        1.84%        3.81%  

Class F2

     -1.41%        0.79%        1.76%        3.70%  

Bloomberg Barclays U.S. Aggregate Bond Index

     -1.87%        -0.32%        1.47%        3.57%  

 

1 Not Annualized
2  Without sales charge
3 With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

You cannot invest directly in an index.

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

Performance information may reflect historical waivers/reimbursements without which performance would have been lower.

 

 

 

  26  

 


The Hartford Total Return Bond Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Total Return Bond Fund Class A

     0.85%        0.85%  

Total Return Bond Fund Class C

     1.62%        1.62%  

Total Return Bond Fund Class I

     0.63%        0.63%  

Total Return Bond Fund Class R3

     1.18%        1.18%  

Total Return Bond Fund Class R4

     0.87%        0.87%  

Total Return Bond Fund Class R5

     0.58%        0.58%  

Total Return Bond Fund Class R6

     0.46%        0.46%  

Total Return Bond Fund Class Y

     0.47%        0.47%  

Total Return Bond Fund Class F

     0.46%        0.46%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The fund seeks to achieve its investment objective by allocating assets among specialist portfolio managers. There is no guarantee a fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. The risks associated with mortgage related- and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk. The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and price than other securities.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.0 %* 

Preferred Stocks

     0.0
  

 

 

 

Total

     0.0 %* 
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     33.7

Corporate Bonds

     30.1  

Foreign Government Obligations

     1.5  

Municipal Bonds

     1.2  

Senior Floating Rate Interests

     2.4  

U.S. Government Agencies

     55.0  

U.S. Government Securities

     8.0  
  

 

 

 

Total

     131.9
  

 

 

 

Short-Term Investments

     5.4  

Purchased Options

     0.3  

Other Assets & Liabilities

     (37.6
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  27  

 


Fund Performance and Summary

The Hartford World Bond Fund inception 05/31/2011

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks capital appreciation with income as a secondary goal.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Year      Since
Inception2
 

Class A3

     0.67%        2.04%        1.09%        2.71%  

Class A4

     -3.86%        -2.55%        0.17%        2.03%  

Class C3

     0.29%        1.37%        0.35%        1.97%  

Class C4

     -0.71%        0.37%        0.35%        1.97%  

Class I3

     0.87%        2.33%        1.37%        2.99%  

Class R33

     0.58%        1.85%        0.78%        2.39%  

Class R43

     0.67%        2.03%        1.07%        2.70%  

Class R53

     0.78%        2.33%        1.38%        3.00%  

Class R63

     0.88%        2.54%        1.48%        3.09%  

Class Y3

     0.87%        2.43%        1.48%        3.09%  

Class F3

     0.88%        2.44%        1.39%        3.01%  

FTSE World Government Bond Index

     2.15%        5.08%        0.59%        0.76%  

 

1  Not Annualized
2  Inception: 05/31/2011
3  Without sales charge
4  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

FTSE World Government Bond Index (formerly known as the Citigroup World Government Bond Index) (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of fixed-rate, local currency, investment grade sovereign bonds.

You cannot invest directly in an index.

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

Performance information may reflect historical waivers/reimbursements without which performance would have been lower.

 

 

 

  28  

 


The Hartford World Bond Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

World Bond Fund Class A

     1.04%        1.04%  

World Bond Fund Class C

     1.76%        1.76%  

World Bond Fund Class I

     0.78%        0.78%  

World Bond Fund Class R3

     1.38%        1.38%  

World Bond Fund Class R4

     1.08%        1.08%  

World Bond Fund Class R5

     0.78%        0.78%  

World Bond Fund Class R6

     0.66%        0.66%  

World Bond Fund Class Y

     0.72%        0.72%  

World Bond Fund Class F

     0.66%        0.66%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The fund seeks to achieve its investment objective by allocating assets among specialist portfolio managers. There is no guarantee a fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. •Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. •Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. •Mortgage related- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. •Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •The fund may invest in a smaller number of issuers and focus on investments in particular geographic regions or countries, so it may be more exposed to risks and volatility than a more broadly diversified fund. •Privately placed, restricted (Rule 144A) securities may be more difficult to sell and price than other securities.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.0 %* 

Escrows

     0.0

Preferred Stocks

     0.0
  

 

 

 

Total

     0.0 %* 
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     7.2

Convertible Bonds

     0.4  

Corporate Bonds

     12.6  

Foreign Government Obligations

     59.9  

Senior Floating Rate Interests

     2.9  

U.S. Government Agencies

     0.6  

U.S. Government Securities

     10.2  
  

 

 

 

Total

     93.8
  

 

 

 

Short-Term Investments

     8.6  

Purchased Options

     0.0

Other Assets & Liabilities

     (2.4
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  29  

 


Hartford Fixed Income Funds

Expense Examples (Unaudited)

 

 

 

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of November 1, 2017 through April 30, 2018. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratios below.

Actual Expenses

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

Hypothetical Example for Comparison Purposes

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

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) and CDSC. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses for a class of a Fund are equal to the class’ annualized expense ratio multiplied by average account value over the period, multiplied by 181/365 (to reflect the one-half year period).

The Hartford Emerging Markets Local Debt Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,040.30     $     6.32     $     1,000.00     $     1,018.60     $     6.26       1.25     181       365  

Class C

  $ 1,000.00     $ 1,037.80     $ 10.11     $ 1,000.00     $ 1,014.88     $ 9.99       2.00     181       365  

Class I

  $ 1,000.00     $ 1,041.90     $ 4.81     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class R3

  $ 1,000.00     $ 1,039.60     $ 6.88     $ 1,000.00     $ 1,018.05     $ 6.81       1.36     181       365  

Class R4

  $ 1,000.00     $ 1,042.10     $ 6.33     $ 1,000.00     $ 1,018.60     $ 6.26       1.25     181       365  

Class R5

  $ 1,000.00     $ 1,043.40     $ 4.81     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class Y

  $ 1,000.00     $ 1,042.50     $ 4.56     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

Class F

  $ 1,000.00     $ 1,043.90     $ 4.56     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

 

 

  30  

 


Hartford Fixed Income Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Floating Rate Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,021.40     $     4.96     $     1,000.00     $     1,019.89     $     4.96       0.99     181       365  

Class C

  $ 1,000.00     $ 1,016.50     $ 8.65     $ 1,000.00     $ 1,016.22     $ 8.65       1.73     181       365  

Class I

  $ 1,000.00     $ 1,022.70     $ 3.66     $ 1,000.00     $ 1,021.18     $ 3.66       0.73     181       365  

Class R3

  $ 1,000.00     $ 1,020.10     $ 6.26     $ 1,000.00     $ 1,018.60     $ 6.26       1.25     181       365  

Class R4

  $ 1,000.00     $ 1,021.30     $ 5.01     $ 1,000.00     $ 1,019.84     $ 5.01       1.00     181       365  

Class R5

  $ 1,000.00     $ 1,022.70     $ 3.61     $ 1,000.00     $ 1,021.22     $ 3.61       0.72     181       365  

Class Y

  $ 1,000.00     $ 1,021.70     $ 3.51     $ 1,000.00     $ 1,021.32     $ 3.51       0.70     181       365  

Class F

  $ 1,000.00     $ 1,023.10     $ 3.26     $ 1,000.00     $ 1,021.57     $ 3.26       0.65     181       365  

The Hartford Floating Rate High Income Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,021.20     $     5.26     $     1,000.00     $     1,019.59     $     5.26       1.05     181       365  

Class C

  $ 1,000.00     $ 1,017.40     $ 9.00     $ 1,000.00     $ 1,015.87     $ 9.00       1.80     181       365  

Class I

  $ 1,000.00     $ 1,022.40     $ 4.01     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Class R3

  $ 1,000.00     $ 1,019.70     $ 6.76     $ 1,000.00     $ 1,018.10     $ 6.76       1.35     181       365  

Class R4

  $ 1,000.00     $ 1,021.20     $ 5.26     $ 1,000.00     $ 1,019.59     $ 5.26       1.05     181       365  

Class R5

  $ 1,000.00     $ 1,022.70     $ 3.76     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class Y

  $ 1,000.00     $ 1,022.70     $ 3.76     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class F

  $ 1,000.00     $ 1,023.70     $ 3.76     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

The Hartford High Yield Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     997.30     $     5.20     $     1,000.00     $     1,019.59     $     5.26       1.05     181       365  

Class C

  $ 1,000.00     $ 993.50     $ 8.90     $ 1,000.00     $ 1,015.87     $ 9.00       1.80     181       365  

Class I

  $ 1,000.00     $ 998.70     $ 3.96     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Class R3

  $ 1,000.00     $ 995.80     $ 6.68     $ 1,000.00     $ 1,018.10     $ 6.76       1.35     181       365  

Class R4

  $ 1,000.00     $ 996.00     $ 5.20     $ 1,000.00     $ 1,019.59     $ 5.26       1.05     181       365  

Class R5

  $ 1,000.00     $ 998.70     $ 3.72     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class Y

  $ 1,000.00     $ 997.60     $ 3.47     $ 1,000.00     $ 1,021.32     $ 3.51       0.70     181       365  

Class F

  $ 1,000.00     $ 999.10     $ 3.47     $ 1,000.00     $ 1,021.32     $ 3.51       0.70     181       365  

 

 

  31  

 


Hartford Fixed Income Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Inflation Plus Fund

 

     Actual Return      Hypothetical (5% return before expenses)                      
      Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Annualized
expense
ratio
    Days in
the
current
1/2 year
     Days in
the full
year
 

Class A

   $     1,000.00      $     993.80      $     4.20      $     1,000.00      $     1,020.58      $     4.26        0.85     181        365  

Class C

   $ 1,000.00      $ 989.50      $ 7.89      $ 1,000.00      $ 1,016.86      $ 8.00        1.60     181        365  

Class I

   $ 1,000.00      $ 994.80      $ 2.97      $ 1,000.00      $ 1,021.82      $ 3.01        0.60     181        365  

Class R3

   $ 1,000.00      $ 991.10      $ 5.92      $ 1,000.00      $ 1,018.84      $ 6.01        1.20     181        365  

Class R4

   $ 1,000.00      $ 993.00      $ 4.45      $ 1,000.00      $ 1,020.33      $ 4.51        0.90     181        365  

Class R5

   $ 1,000.00      $ 994.80      $ 2.97      $ 1,000.00      $ 1,021.82      $ 3.01        0.60     181        365  

Class Y

   $ 1,000.00      $ 994.50      $ 2.72      $ 1,000.00      $ 1,022.07      $ 2.76        0.55     181        365  

Class F

   $ 1,000.00      $ 994.40      $ 2.72      $ 1,000.00      $ 1,022.07      $ 2.76        0.55     181        365  

Hartford Municipal Income Fund

 

     Actual Return      Hypothetical (5% return before expenses)                      
      Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Annualized
expense
ratio
    Days in
the
current
1/2 year
     Days in
the full
year
 

Class A

   $     1,000.00      $     993.20      $     3.21      $     1,000.00      $     1,021.57      $     3.26        0.65     181        365  

Class C

   $ 1,000.00      $ 993.10      $ 3.21      $ 1,000.00      $ 1,021.57      $ 3.26        0.65     181        365  

Class I

   $ 1,000.00      $ 994.40      $ 1.98      $ 1,000.00      $ 1,022.81      $ 2.01        0.40     181        365  

Class F

   $ 1,000.00      $ 994.40      $ 1.93      $ 1,000.00      $ 1,022.86      $ 1.96        0.39     181        365  

The Hartford Municipal Opportunities Fund

 

     Actual Return      Hypothetical (5% return before expenses)                      
      Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Annualized
expense
ratio
    Days in
the
current
1/2 year
     Days in
the full
year
 

Class A

   $     1,000.00      $     995.30      $     3.41      $     1,000.00      $     1,021.37      $     3.46        0.69     181        365  

Class C

   $ 1,000.00      $ 991.60      $ 7.11      $ 1,000.00      $ 1,017.65      $ 7.20        1.44     181        365  

Class I

   $ 1,000.00      $ 996.60      $ 2.18      $ 1,000.00      $ 1,022.61      $ 2.21        0.44     181        365  

Class F

   $ 1,000.00      $ 996.90      $ 1.88      $ 1,000.00      $ 1,022.91      $ 1.91        0.38     181        365  

 

 

  32  

 


Hartford Fixed Income Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Municipal Real Return Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,000.60     $     3.42     $     1,000.00     $     1,021.37     $     3.46       0.69     181       365  

Class C

  $ 1,000.00     $ 997.90     $ 7.13     $ 1,000.00     $ 1,017.65     $ 7.20       1.44     181       365  

Class I

  $ 1,000.00     $ 1,002.90     $ 2.19     $ 1,000.00     $ 1,022.61     $ 2.21       0.44     181       365  

Class Y

  $ 1,000.00     $ 1,002.90     $ 2.19     $ 1,000.00     $ 1,022.61     $ 2.21       0.44     181       365  

Class F

  $ 1,000.00     $ 1,003.20     $ 1.94     $ 1,000.00     $ 1,022.86     $ 1.96       0.39     181       365  

Hartford Municipal Short Duration Fund

 

     Actual Return      Hypothetical (5% return before expenses)                      
      Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Annualized
expense
ratio
    Days in
the
current
1/2 year
     Days in
the full
year
 

Class A

   $     1,000.00      $     993.60      $     3.06      $     1,000.00      $     1,021.72      $     3.11        0.62     181        365  

Class C

   $ 1,000.00      $ 993.10      $ 3.56      $ 1,000.00      $ 1,021.22      $ 3.61        0.72     181        365  

Class I

   $ 1,000.00      $ 994.70      $ 2.03      $ 1,000.00      $ 1,022.76      $ 2.06        0.41     181        365  

Class F

   $ 1,000.00      $ 993.70      $ 1.93      $ 1,000.00      $ 1,022.86      $ 1.96        0.39     181        365  

The Hartford Quality Bond Fund

 

     Actual Return      Hypothetical (5% return before expenses)                      
      Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Annualized
expense
ratio
    Days in
the
current
1/2 year
     Days in
the full
year
 

Class A

   $     1,000.00      $     986.80      $     3.99      $     1,000.00      $     1,020.78      $     4.06        0.81     181        365  

Class C

   $ 1,000.00      $ 982.70      $ 7.87      $ 1,000.00      $ 1,016.86      $ 8.00        1.60     181        365  

Class I

   $ 1,000.00      $ 987.10      $ 2.76      $ 1,000.00      $ 1,022.02      $ 2.81        0.56     181        365  

Class R3

   $ 1,000.00      $ 985.20      $ 5.56      $ 1,000.00      $ 1,019.19      $ 5.66        1.13     181        365  

Class R4

   $ 1,000.00      $ 987.70      $ 3.10      $ 1,000.00      $ 1,021.67      $ 3.16        0.63     181        365  

Class R5

   $ 1,000.00      $ 988.00      $ 2.76      $ 1,000.00      $ 1,022.02      $ 2.81        0.56     181        365  

Class Y

   $ 1,000.00      $ 988.50      $ 2.51      $ 1,000.00      $ 1,022.27      $ 2.56        0.51     181        365  

Class F

   $ 1,000.00      $ 988.60      $ 2.17      $ 1,000.00      $ 1,022.61      $ 2.21        0.44     181        365  

 

 

  33  

 


Hartford Fixed Income Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Short Duration Fund

 

     Actual Return      Hypothetical (5% return before expenses)                      
      Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Annualized
expense
ratio
    Days in
the
current
1/2 year
     Days in
the full
year
 

Class A

   $     1,000.00      $     998.20      $     4.21      $     1,000.00      $     1,020.58      $     4.26        0.85     181        365  

Class C

   $ 1,000.00      $ 993.40      $ 7.91      $ 1,000.00      $ 1,016.86      $ 8.00        1.60     181        365  

Class I

   $ 1,000.00      $ 998.60      $ 2.78      $ 1,000.00      $ 1,022.02      $ 2.81        0.56     181        365  

Class R3

   $ 1,000.00      $ 997.40      $ 4.95      $ 1,000.00      $ 1,019.84      $ 5.01        1.00     181        365  

Class R4

   $ 1,000.00      $ 998.10      $ 4.21      $ 1,000.00      $ 1,020.58      $ 4.26        0.85     181        365  

Class R5

   $ 1,000.00      $ 999.60      $ 2.73      $ 1,000.00      $ 1,022.07      $ 2.76        0.55     181        365  

Class Y

   $ 1,000.00      $ 999.80      $ 2.58      $ 1,000.00      $ 1,022.22      $ 2.61        0.52     181        365  

Class F

   $ 1,000.00      $ 1,000.00      $ 2.43      $ 1,000.00      $ 1,022.37      $ 2.46        0.49     181        365  

The Hartford Strategic Income Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,002.20     $     4.72     $     1,000.00     $     1,020.08     $     4.76       0.95     181       365  

Class C

  $ 1,000.00     $ 998.10     $ 8.42     $ 1,000.00     $ 1,016.36     $ 8.50       1.70     181       365  

Class I

  $ 1,000.00     $ 1,003.40     $ 3.48     $ 1,000.00     $ 1,021.32     $ 3.51       0.70     181       365  

Class R3

  $ 1,000.00     $ 1,000.50     $ 6.20     $ 1,000.00     $ 1,018.60     $ 6.26       1.25     181       365  

Class R4

  $ 1,000.00     $ 1,002.00     $ 4.72     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class R5

  $ 1,000.00     $ 1,003.70     $ 3.23     $ 1,000.00     $ 1,021.57     $ 3.26       0.65     181       365  

Class R6

  $ 1,000.00     $ 1,004.00     $ 2.98     $ 1,000.00     $ 1,021.82     $ 3.01       0.60     181       365  

Class Y

  $ 1,000.00     $ 1,004.30     $ 2.98     $ 1,000.00     $ 1,021.82     $ 3.01       0.60     181       365  

Class F

  $ 1,000.00     $ 1,003.90     $ 2.98     $ 1,000.00     $ 1,021.82     $ 3.01       0.60     181       365  

 

 

  34  

 


Hartford Fixed Income Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Total Return Bond Fund

 

     Actual Return      Hypothetical (5% return before expenses)                      
      Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Annualized
expense
ratio
    Days in
the
current
1/2 year
     Days in
the full
year
 

Class A

   $     1,000.00      $     984.10      $     4.08      $     1,000.00      $     1,020.68      $     4.16        0.83     181        365  

Class C

   $ 1,000.00      $ 980.20      $ 8.00      $ 1,000.00      $ 1,016.71      $ 8.15        1.63     181        365  

Class I

   $ 1,000.00      $ 986.20      $ 2.61      $ 1,000.00      $ 1,022.17      $ 2.66        0.53     181        365  

Class R3

   $ 1,000.00      $ 982.10      $ 5.65      $ 1,000.00      $ 1,019.09      $ 5.76        1.15     181        365  

Class R4

   $ 1,000.00      $ 984.10      $ 4.18      $ 1,000.00      $ 1,020.58      $ 4.26        0.85     181        365  

Class R5

   $ 1,000.00      $ 985.60      $ 2.76      $ 1,000.00      $ 1,022.02      $ 2.81        0.56     181        365  

Class R6

   $ 1,000.00      $ 986.30      $ 2.17      $ 1,000.00      $ 1,022.61      $ 2.21        0.44     181        365  

Class Y

   $ 1,000.00      $ 985.70      $ 2.36      $ 1,000.00      $ 1,022.41      $ 2.41        0.48     181        365  

Class F

   $ 1,000.00      $ 985.90      $ 2.17      $ 1,000.00      $ 1,022.61      $ 2.21        0.44     181        365  

The Hartford World Bond Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,006.70     $     5.17     $     1,000.00     $     1,019.64     $     5.21       1.04     181       365  

Class C

  $ 1,000.00     $ 1,002.90     $ 8.84     $ 1,000.00     $ 1,015.97     $ 8.90       1.78     181       365  

Class I

  $ 1,000.00     $ 1,008.70     $ 3.83     $ 1,000.00     $ 1,020.98     $ 3.86       0.77     181       365  

Class R3

  $ 1,000.00     $ 1,005.80     $ 6.71     $ 1,000.00     $ 1,018.10     $ 6.76       1.35     181       365  

Class R4

  $ 1,000.00     $ 1,006.70     $ 5.27     $ 1,000.00     $ 1,019.54     $ 5.31       1.06     181       365  

Class R5

  $ 1,000.00     $ 1,007.80     $ 3.78     $ 1,000.00     $ 1,021.03     $ 3.81       0.76     181       365  

Class R6

  $ 1,000.00     $ 1,008.80     $ 3.34     $ 1,000.00     $ 1,021.47     $ 3.36       0.67     181       365  

Class Y

  $ 1,000.00     $ 1,008.70     $ 3.44     $ 1,000.00     $ 1,021.37     $ 3.46       0.69     181       365  

Class F

  $ 1,000.00     $ 1,008.80     $ 3.34     $ 1,000.00     $ 1,021.47     $ 3.36       0.67     181       365  

 

 

  35  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 19.3%  
      Argentina - 0.6%  
  $       250,000    

Cia Latinoamericana de Infraestructura & Servicios S.A.
9.50%, 07/20/2023(1)

  $ 258,475  
    50,000    

IRSA Propiedades Comerciales S.A.
8.75%, 03/23/2023(1)

    54,876  
    150,000    

Pampa Energia S.A.
7.50%, 01/24/2027(1)

    152,625  
    150,000    

Rio Energy S.A. / UGEN S.A. / UENSA S.A.
6.88%, 02/01/2025(1)

    146,250  
 

YPF S.A.

 

    335,000    

7.00%, 12/15/2047(1)

    298,719  
    300,000    

8.75%, 04/04/2024(1)

    330,525  
     

 

 

 
    1,241,470  
     

 

 

 
      Austria - 0.2%  
    400,000    

JBS Investments GmbH
7.75%, 10/28/2020(2)

    406,504  
     

 

 

 
      Azerbaijan - 0.4%  
    400,000    

Southern Gas Corridor CJSC
6.88%, 03/24/2026(1)

    437,000  
    260,000    

State Oil Co. of the Azerbaijan Republic
6.95%, 03/18/2030(2)

    279,339  
     

 

 

 
    716,339  
     

 

 

 
      Bermuda - 0.1%  
    275,000    

Digicel Group Ltd.
05/2015, 7.13%, 04/01/2022(2)

    223,635  
     

 

 

 
      Brazil - 0.8%  
 

Banco do Brasil S.A.

 

    250,000    

4.88%, 04/19/2023(1)

    248,500  
    270,000    

5.88%, 01/26/2022(2)

    276,412  
 

Globo Comunicacao e Participacoes S.A.

 

    200,000    

5.13%, 03/31/2027(1)

    194,000  
    400,000    

5.13%, 03/31/2027(2)

    388,000  
    255,000    

Itau Unibanco Holding S.A.
5 year CMT Swap + 3.981%, 6.13%, 12/12/2022(1)(3)(4)

    249,186  
    200,000    

Samarco Mineracao S.A.
4.13%, 11/01/2022(2)(5)

    145,500  
     

 

 

 
    1,501,598  
     

 

 

 
      British Virgin Islands - 1.3%  
    200,000    

Gerdau Trade, Inc.
4.88%, 10/24/2027(1)

    193,500  
    470,000    

HLP Finance Ltd.
4.75%, 06/25/2022(2)

    482,857  
 

Sinopec Group Overseas Development Ltd.

 

    325,000    

2.50%, 09/13/2022(1)

    308,025  
    200,000    

2.50%, 09/13/2022(2)

    189,554  
    325,000    

3.25%, 09/13/2027(1)

    300,362  
    615,000    

SmarTone Finance Ltd.
3.88%, 04/08/2023(2)

    603,386  
    240,000    

State Grid Overseas Investment Ltd.
3.50%, 05/04/2027(1)

    228,664  
    200,000    

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

    190,089  
     

 

 

 
    2,496,437  
     

 

 

 
      British Virgin Islands - 0.1%  
    120,000    

Arcos Dorados Holdings, Inc.
5.88%, 04/04/2027(1)

    120,300  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 19.3% - (continued)  
      Cayman Islands - 2.5%  
  $       2,000,000    

ADCB Finance Cayman Ltd.
4.00%, 03/29/2023(1)

  $ 1,970,000  
    400,000    

Alpha Star Holding III Ltd.
6.25%, 04/20/2022(2)

    393,000  
    266,000    

CK Hutchison International 17 Ltd.
3.50%, 04/05/2027(1)

    254,525  
    405,000    

CSN Islands XI Corp.
6.88%, 09/21/2019(2)

    406,012  
    275,000    

Emirates NBD Tier Ltd.
6 year USD Swap + 4.513%, 5.75%, 05/30/2019(2)(3)(4)

    276,803  
    300,000    

KWG Property Holding Ltd.
8.98%, 01/14/2019(2)

    306,339  
    200,000    

Ooredoo Tamweel Ltd.
3.04%, 12/03/2018(2)

    199,858  
    200,000    

Semiconductor Manufacturing International Corp.
4.13%, 10/07/2019(2)

    200,188  
    500,000    

Shimao Property Holdings Ltd.
5.20%, 01/30/2025(2)

    476,806  
    250,000    

Vale Overseas Ltd.
8.25%, 01/17/2034

    320,213  
    200,000    

Yuzhou Properties Co., Ltd.
6.00%, 10/25/2023(2)

    181,929  
     

 

 

 
    4,985,673  
     

 

 

 
      Chile - 0.8%  
    200,000    

Cencosud S.A.
5.15%, 02/12/2025(1)

    202,145  
    625,000    

Corp. Nacional del Cobre de Chile
5.63%, 09/21/2035(1)

    700,536  
    350,000    

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

    340,074  
    275,000    

Inversiones CMPC S.A.
4.38%, 04/04/2027(1)

    271,848  
     

 

 

 
    1,514,603  
     

 

 

 
      China - 0.1%  
    225,000    

Industrial & Commercial Bank of China Ltd.
4.88%, 09/21/2025(1)

    227,447  
     

 

 

 
      Colombia - 0.2%  
    200,000    

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

    207,500  
    195,000    

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

    207,478  
  COP       280,000,000    

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

    82,406  
     

 

 

 
    497,384  
     

 

 

 
      Costa Rica - 0.2%  
  $       400,000    

Banco Nacional de Costa Rica
5.88%, 04/25/2021(2)

    410,888  
     

 

 

 
      Dominican Republic - 0.1%  
    200,000    

Aeropuertos Dominicanos Siglo XXI S.A.
6.75%, 03/30/2029(1)

    215,250  
     

 

 

 
      Free of Tax - 0.4%  
  ZAR       31,030,000    

European Investment Bank
0.00%, 10/18/2032(6)

    727,892  
     

 

 

 
 

 

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

 

 

  36  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 19.3% - (continued)  
      Hong Kong - 0.2%  
  $       200,000    

ICBIL Finance Co., Ltd.
3.00%, 04/05/2020(2)

  $ 196,873  
    300,000    

Nanyang Commercial Bank, Ltd.
5 year USD CMT + 3.205%, 5.00%, 06/02/2022(2)(3)(4)

    286,499  
     

 

 

 
    483,372  
     

 

 

 
      India - 0.9%  
    300,000    

Axis Bank Ltd.
3.00%, 08/08/2022(1)

    286,394  
    425,000    

ICICI Bank Ltd.
3.80%, 12/14/2027(1)

    392,699  
    230,000    

Indian Oil Corp. Ltd.
5.75%, 08/01/2023(2)

    245,133  
    230,000    

NTPC Ltd.
4.38%, 11/26/2024(2)

    230,684  
 

Reliance Industries Ltd.

 

    400,000    

3.67%, 11/30/2027(1)

    373,588  
    275,000    

4.88%, 02/10/2045(1)

    276,754  
     

 

 

 
    1,805,252  
     

 

 

 
      Indonesia - 0.3%  
  IDR       2,620,000,000    

Jasa Marga Persero Tbk PT
7.50%, 12/11/2020(1)

    186,154  
  $       250,000    

Perusahaan Listrik Negara PT
4.13%, 05/15/2027(1)

    235,577  
  IDR       2,040,000,000    

Wijaya Karya Persero Tbk PT
7.70%, 01/31/2021(1)

    147,364  
     

 

 

 
    569,095  
     

 

 

 
      Ireland - 0.6%  
  $       100,000    

AK Transneft OJSC Via TransCapitalInvest Ltd.
8.70%, 08/07/2018(2)

    101,211  
    200,000    

Eurotorg LLC Via Bonitron DAC
8.75%, 10/30/2022(1)

    202,216  
    400,000    

MMC Norilsk Nickel OJSC Via MMC Finance DAC
5.55%, 10/28/2020(2)

    408,000  
  GBP       225,000    

Russian Railways Via RZD Capital plc
7.49%, 03/25/2031(2)

    385,772  
     

 

 

 
    1,097,199  
     

 

 

 
      Israel - 0.1%  
  $       200,000    

Israel Electric Corp. Ltd.
4.25%, 08/14/2028(1)(2)

    190,994  
     

 

 

 
      Jersey - 0.2%  
    400,000    

West China Cement Ltd.
6.50%, 09/11/2019(2)

    407,221  
     

 

 

 
      Kazakhstan - 0.1%  
    200,000    

KazMunayGas National Co. JSC
5.38%, 04/24/2030(1)

    199,940  
     

 

 

 
      Luxembourg - 1.3%  
    200,000    

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

    197,500  
    300,000    

Atento Luxco 1 S.A.
6.13%, 08/10/2022(1)

    300,600  
    200,000    

Codere Finance 2 Luxembourg S.A.
7.63%, 11/01/2021(1)

    204,040  
  ZAR       475,000    

European Investment Bank
0.00%, 12/31/2018(6)

    36,335  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 19.3% - (continued)  
      Luxembourg - 1.3% - (continued)  
  EUR       200,000    

Gazprom OAO Via Gaz Capital S.A.
4.36%, 03/21/2025(2)

  $ 267,725  
  $       325,000    

Kernel Holding S.A.
8.75%, 01/31/2022(1)

    333,937  
    200,000    

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

    188,500  
    250,000    

Minerva Luxembourg S.A.
6.50%, 09/20/2026(2)

    236,250  
    255,000    

Rede D’or Finance S.a.r.l
4.95%, 01/17/2028(1)

    235,556  
 

Rumo Luxembourg S.a.r.l.

 

    200,000    

5.88%, 01/18/2025(1)

    195,250  
    352,000    

7.38%, 02/09/2024(1)

    373,648  
     

 

 

 
    2,569,341  
     

 

 

 
            Mauritius - 0.1%  
    200,000    

MTN Mauritius Investment Ltd.
5.37%, 02/13/2022(1)

    202,500  
     

 

 

 
            Mexico - 0.9%      
    275,000    

America Movil S.A.B. de C.V.
3.13%, 07/16/2022

    269,435  
    265,000    

Banco Inbursa S.A. Institucion de Banca Multiple
4.38%, 04/11/2027(1)

    251,750  
    235,000    

BBVA Bancomer S.A.
1 year USD CMT + 2.650%,
5.13%, 01/18/2033(1)(4)

    221,781  
    400,000    

Grupo Bimbo S.A.B. de C.V.
4.70%, 11/10/2047(1)

    369,880  
    235,000    

Mexico City Airport Trust
5.50%, 07/31/2047(1)

    208,856  
    140,000    

Petroleos Mexicanos
6.35%, 02/12/2048(1)

    128,380  
  EUR       125,000    

Sigma Alimentos S.A. de C.V.
2.63%, 02/07/2024(1)

    158,354  
  $       200,000    

Trust F
5.25%, 01/30/2026(1)

    200,250  
     

 

 

 
        1,808,686  
     

 

 

 
            Netherlands - 1.9%  
    200,000    

Greenko Dutch B.V.
5.25%, 07/24/2024(1)

    193,000  
    400,000    

GTH Finance B.V.
6.25%, 04/26/2020(2)

    405,832  
    240,000    

ICTSI Treasury B.V.
5.88%, 09/17/2025(2)

    255,181  
    200,000    

Ihs Netherlands Holdco B.V.
9.50%, 10/27/2021(1)

    206,512  
    600,000    

Marfrig Holdings Europe B.V.
6.88%, 06/24/2019(2)

    609,000  
    460,000    

Metinvest B.V.
7.75%, 04/23/2023(1)

    447,212  
    330,000    

Myriad International Holdings B.V.
5.50%, 07/21/2025(2)

    347,903  
    395,000    

Nostrum Oil & Gas Finance B.V.
7.00%, 02/16/2025(1)

    379,595  
 

Petrobras Global Finance B.V.

 

    225,000    

5.75%, 02/01/2029

    213,525  
    90,000    

7.38%, 01/17/2027

    96,525  
 

 

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

 

 

  37  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 19.3% - (continued)  
            Netherlands - 1.9% - (continued)  
  $       500,000    

Teva Pharmaceutical Finance Netherlands III B.V.
6.75%, 03/01/2028(1)

  $ 493,884  
     

 

 

 
        3,648,169  
     

 

 

 
            Nigeria - 0.3%  
    300,000    

Access Bank plc
10.50%, 10/19/2021(1)

    334,404  
    200,000    

Zenith Bank plc
7.38%, 05/30/2022(1)

    205,800  
     

 

 

 
        540,204  
     

 

 

 
            Peru - 0.5%  
    295,000    

Cerro del Aguila S.A.
4.13%, 08/16/2027(1)

    274,350  
    445,000    

Peru LNG Srl
5.38%, 03/22/2030(1)

    442,219  
    270,000    

SAN Miguel Industrias Pet S.A.
4.50%, 09/18/2022(1)

    267,300  
     

 

 

 
        983,869  
     

 

 

 
            Philippines - 0.1%      
    240,000    

SM Investments Corp.
4.88%, 06/10/2024(2)

    245,928  
     

 

 

 
            Singapore - 0.7%  
    200,000    

BOC Aviation Ltd.
3.88%, 04/27/2026(1)

    190,420  
    265,000    

Indika Energy Capital II Pte Ltd.
6.88%, 04/10/2022(1)

    266,626  
   

STATS ChipPAC Pte Ltd.

 
    200,000    

8.50%, 11/24/2020(2)

    211,760  
    260,000    

8.50%, 11/24/2020(1)

    275,288  
    390,000    

United Overseas Bank Ltd.
5 year USD Swap + 1.995%,
3.75%, 09/19/2024(2)(4)

    390,201  
     

 

 

 
        1,334,295  
     

 

 

 
            South Korea - 0.4%  
    250,000    

GS Caltex Corp.
3.00%, 06/12/2022(1)

    241,928  
    280,000    

Industrial Bank of Korea
5 year USD CMT + 2.085%,
3.90%, 07/31/2022(1)(3)(4)

    266,234  
    325,000    

Shinhan Bank Co., Ltd.
3.75%, 09/20/2027(1)

    302,963  
     

 

 

 
        811,125  
     

 

 

 
            Thailand - 0.1%  
    225,000    

Krung Thai Bank PCL
5 year USD CMT + 3.535%,
5.20%, 12/26/2024(2)(4)

    228,415  
     

 

 

 
            Turkey - 0.5%  
    200,000    

Coca-Cola Icecek AS
4.75%, 10/01/2018(2)

    200,716  
    500,000    

Turkiye Sinai Kalkinma Bankasi AS
5.50%, 01/16/2023(2)

    480,647  
    310,000    

Turkiye Vakiflar Bankasi TAO
5.75%, 01/30/2023(1)

    300,442  
     

 

 

 
        981,805  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 19.3% - (continued)  
            United Arab Emirates - 0.9%  
   

Abu Dhabi National Energy Co. PJSC

 

  $       380,000    

4.88%, 04/23/2030(1)

  $ 376,644  
    200,000    

6.50%, 10/27/2036(1)

    233,440  
    255,000    

Acwa Power Management And Investments One Ltd.
5.95%, 12/15/2039(1)

    258,315  
    420,000    

Emirates SembCorp Water and Power Co. PJSC
4.45%, 08/01/2035(1)

    407,820  
 

Oztel Holdings SPC Ltd.

 

    200,000    

5.63%, 10/24/2023(1)

    196,250  
    250,000    

6.63%, 04/24/2028(1)

    242,970  
     

 

 

 
        1,715,439  
     

 

 

 
            United Kingdom - 0.9%  
  ZAR       550,000    

European Bank for Reconstruction & Development
0.00%, 12/31/2020(6)

    36,455  
  $       270,000    

Liquid Telecommunications Financing plc
8.50%, 07/13/2022(1)

    284,158  
    200,000    

MARB BondCo plc
7.00%, 03/15/2024(1)

    191,252  
 

Tullow Oil plc

 

    340,000    

6.25%, 04/15/2022(2)

    345,100  
    505,000    

7.00%, 03/01/2025(1)

    511,969  
    400,000    

Vedanta Resources plc
6.00%, 01/31/2019(2)

    405,000  
     

 

 

 
        1,773,934  
     

 

 

 
            United States - 0.5%  
    275,000    

CNOOC Finance USA LLC
3.50%, 05/05/2025

    263,259  
    505,000    

Southern Copper Corp.
6.75%, 04/16/2040

    610,175  
    205,000    

Vrio Finco LLC
6.25%, 04/04/2023(1)

    206,537  
     

 

 

 
        1,079,971  
     

 

 

 
   

Total Corporate Bonds
(cost $38,499,890)

  $ 37,962,174  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 70.8%  
            Argentina - 1.0%  
  ARS       14,347,000    

Argentina Bonos Adjusted Certificate
4.00%, 03/06/2020(7)

  $ 734,508  
   

Argentine Bonos del Tesoro

 

    5,840,763    

15.50%, 10/17/2026

    264,362  
    8,645,000    

16.00%, 10/17/2023

    386,564  
    5,810,000    

18.20%, 10/03/2021

    269,851  
    3,970,000    

City of Buenos Aires Argentina
BADLAR + 3.250%,
26.09%, 03/29/2024(4)

    191,007  
  $       150,000    

Provincia de Buenos Aires
9.13%, 03/16/2024(1)

    166,500  
     

 

 

 
        2,012,792  
     

 

 

 
            Brazil - 10.0%  
   

Banco Nacional de Desenvolvimento Economico e Social

 
  EUR       100,000    

3.63%, 01/21/2019(2)

    123,451  
  $       275,000    

4.00%, 04/14/2019(2)

    276,474  
 

 

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

 

 

  38  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 70.8% - (continued)  
            Brazil - 10.0% - (continued)  
   

Brazil Letras do Tesouro Nacional

 
  BRL       3,075,000    

7.38%, 04/01/2019

  $ 830,305  
    4,509,000    

9.61%, 01/01/2022

    949,525  
   

Brazil Notas do Tesouro Nacional

 
    10,007,134    

6.00%, 05/15/2023(7)

    3,056,550  
    21,770,000    

10.00%, 01/01/2021

    6,512,932  
    21,458,000    

10.00%, 01/01/2023

    6,362,818  
    1,963,000    

10.00%, 01/01/2025

    576,129  
    498,000    

10.00%, 01/01/2027

    144,927  
    2,845,000    

10.00%, 01/01/2029

    821,742  
     

 

 

 
        19,654,853  
     

 

 

 
            Chile - 1.4%  
   

Bonos de la Tesoreria de la Republica en pesos

 
  CLP       515,000,000    

4.50%, 03/01/2026

    842,630  
    645,000,000    

5.00%, 03/01/2035

    1,058,292  
    465,000,000    

6.00%, 01/01/2043

    851,197  
     

 

 

 
        2,752,119  
     

 

 

 
            Colombia - 2.8%  
   

Colombian TES

 
  COP       954,256,149    

3.00%, 03/25/2033(7)

    311,013  
    790,926,593    

4.75%, 04/04/2035(7)

    316,001  
    35,400,000    

6.00%, 04/28/2028

    12,196  
    1,102,400,000    

7.00%, 06/30/2032

    398,572  
    3,770,800,000    

7.50%, 08/26/2026

    1,448,816  
    2,784,300,000    

7.75%, 09/18/2030

    1,085,789  
    4,712,000,000    

10.00%, 07/24/2024

    2,026,780  
     

 

 

 
        5,599,167  
     

 

 

 
            Czech Republic - 1.1%  
   

Czech Republic Government Bond

 

  CZK       5,270,000    

0.25%, 02/10/2027

    220,604  
    28,530,000    

1.00%, 06/26/2026(2)

    1,281,892  
    11,470,000    

2.50%, 08/25/2028(2)

    580,195  
     

 

 

 
    2,082,691  
     

 

 

 
            Dominican Republic - 0.3%  
  DOP       25,550,000    

Dominican Republic International Bond
8.90%, 02/15/2023(1)

    533,403  
     

 

 

 
            Egypt - 0.3%  
   

Egypt Government International Bond

 
  $       200,000    

5.58%, 02/21/2023(1)

    200,700  
    200,000    

6.59%, 02/21/2028(1)

    197,244  
    205,000    

7.50%, 01/31/2027(1)

    216,337  
     

 

 

 
    614,281  
     

 

 

 
            Ghana - 1.1%  
   

Ghana Government Bond

 
  GHS       1,770,000    

18.25%, 07/25/2022

    421,220  
    180,000    

21.00%, 03/23/2020

    42,833  
    2,775,000    

21.50%, 03/09/2020

    666,136  
    185,000    

24.00%, 11/23/2020

    47,429  
    100,000    

24.50%, 06/21/2021

    26,604  
    1,900,000    

24.75%, 07/19/2021

    510,016  
    1,835,000    

Ghana Treasury Note
21.00%, 01/07/2019

    418,071  
     

 

 

 
        2,132,309  
     

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 70.8% - (continued)  
            Hungary - 2.8%  
   

Hungary Government Bond

 
  HUF       42,450,000    

1.75%, 10/26/2022

  $ 166,545  
    62,610,000    

2.50%, 10/27/2021

    254,020  
    130,950,000    

6.00%, 11/24/2023

    625,494  
    708,040,000    

7.00%, 06/24/2022

    3,376,294  
    255,590,000    

7.50%, 11/12/2020

    1,155,472  
     

 

 

 
        5,577,825  
     

 

 

 
            Indonesia - 3.7%  
   

Indonesia Treasury Bond

 
  IDR       2,578,000,000    

5.63%, 05/15/2023

    179,093  
    14,162,000,000    

6.63%, 05/15/2033

    963,474  
    11,102,000,000    

7.50%, 05/15/2038

    797,987  
    14,984,000,000    

8.25%, 06/15/2032

    1,157,977  
    9,079,000,000    

8.25%, 05/15/2036

    699,238  
    6,032,000,000    

8.38%, 03/15/2024

    464,864  
    9,652,000,000    

8.38%, 03/15/2034

    754,816  
    22,307,000,000    

8.75%, 05/15/2031

    1,799,792  
    4,545,000,000    

8.75%, 02/15/2044

    372,421  
    900,000,000    

9.00%, 03/15/2029

    73,993  
     

 

 

 
        7,263,655  
     

 

 

 
            Ivory Coast - 0.1%  
  EUR       210,000    

Ivory Coast Government International Bond
5.25%, 03/22/2030(1)

    256,832  
     

 

 

 
            Kazakhstan - 0.1%      
    125,000    

KazAgro National Management Holding JSC
3.26%, 05/22/2019(2)

    154,002  
     

 

 

 
            Malaysia - 3.2%  
   

Malaysia Government Bond

 
  MYR       11,935,000    

3.58%, 09/28/2018

    3,043,630  
    2,900,000    

3.65%, 10/31/2019

    739,463  
    3,220,000    

3.76%, 04/20/2023

    819,104  
    2,500,000    

3.90%, 11/16/2027

    624,194  
    500,000    

3.96%, 09/15/2025

    125,601  
    1,250,000    

4.23%, 06/30/2031

    308,959  
    2,555,000    

4.76%, 04/07/2037

    649,329  
     

 

 

 
        6,310,280  
     

 

 

 
            Mexico - 8.8%  
   

Mexican Bonos

 
  MXN       2,207,400    

6.50%, 06/10/2021

    115,165  
    55,652,800    

6.50%, 06/09/2022

    2,882,529  
    64,353,300    

7.50%, 06/03/2027

    3,442,662  
    31,493,400    

7.75%, 05/29/2031

    1,707,294  
    16,101,300    

7.75%, 11/13/2042

    869,650  
    5,116,900    

8.00%, 12/07/2023

    281,494  
    4,819,600    

8.00%, 11/07/2047

    267,350  
    8,436,600    

8.50%, 05/31/2029

    483,788  
    5,810,100    

8.50%, 11/18/2038

    338,111  
    82,887,200    

10.00%, 12/05/2024

    5,042,402  
    28,381,000    

10.00%, 11/20/2036

    1,874,686  
    131,974    

Mexican Udibonos
4.50%, 12/04/2025(7)

    7,468  
     

 

 

 
        17,312,599  
     

 

 

 
            Mongolia - 0.2%  
    375,000    

Trade & Development Bank of Mongolia LLC
9.38%, 05/19/2020(2)

    399,381  
     

 

 

 
 

 

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

 

 

  39  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 70.8% - (continued)  
            Netherlands - 0.2%  
  $       346,875    

Republic of Angola Via Northern Lights III B.V.
7.00%, 08/17/2019(2)

  $ 351,558  
     

 

 

 
            Nigeria - 0.2%      
   

Nigeria Government International Bond

 
    200,000    

7.14%, 02/23/2030(1)

    204,500  
    200,000    

7.70%, 02/23/2038(1)

    205,500  
     

 

 

 
        410,000  
     

 

 

 
            Poland - 2.9%  
   

Republic of Poland Government Bond

 
  PLN       525,000    

1.75%, 07/25/2021

    149,041  
    2,100,000    

2.00%, 04/25/2021

    601,487  
    3,385,000    

2.50%, 07/25/2026

    931,734  
    3,030,000    

2.50%, 07/25/2027

    825,559  
    2,975,000    

3.25%, 07/25/2025

    869,483  
    7,325,000    

5.75%, 10/25/2021

    2,352,657  
     

 

 

 
        5,729,961  
     

 

 

 
            Qatar - 0.5%  
   

Qatar Government International Bond

 
  $       200,000    

2.38%, 06/02/2021(2)

    192,752  
    290,000    

5.10%, 04/23/2048(1)

    287,434  
    455,000    

Qatari Diar Finance Co.
5.00%, 07/21/2020(2)

    468,018  
     

 

 

 
        948,204  
     

 

 

 
            Romania - 1.4%  
   

Romania Government Bond

 
  RON       4,100,000    

3.25%, 04/29/2024

    999,295  
    2,830,000    

5.80%, 07/26/2027

    797,014  
    3,190,000    

5.85%, 04/26/2023

    885,249  
     

 

 

 
        2,681,558  
     

 

 

 
            Russia - 6.1%  
   

Russian Federal Bond - OFZ

 
  RUB       47,695,000    

6.50%, 11/24/2021(8)

    752,297  
    68,360,000    

7.00%, 12/15/2021

    1,092,913  
    117,215,000    

7.10%, 10/16/2024

    1,874,435  
    47,530,000    

7.40%, 12/07/2022

    772,919  
    144,510,000    

7.70%, 03/23/2033

    2,353,329  
    274,760,000    

7.75%, 09/16/2026

    4,529,018  
    35,145,000    

8.50%, 09/17/2031

    615,669  
     

 

 

 
        11,990,580  
     

 

 

 
            Saudi Arabia - 0.2%  
   

Saudi Government International Bond

 
  $       200,000    

2.88%, 03/04/2023(1)

    190,784  
    225,000    

4.50%, 04/17/2030(1)

    221,940  
     

 

 

 
        412,724  
     

 

 

 
            South Africa - 9.8%  
   

Republic of South Africa Government Bond

 
  ZAR       3,750,000    

6.50%, 02/28/2041

    228,069  
    28,625,000    

7.00%, 02/28/2031

    2,002,487  
    18,600,000    

7.25%, 01/15/2020

    1,496,505  
    45,440,000    

8.00%, 01/31/2030

    3,489,748  
    50,070,000    

8.25%, 03/31/2032

    3,853,683  
    2,805,000    

8.75%, 01/31/2044

    217,873  
    7,245,000    

8.88%, 02/28/2035

    580,274  
    50,009,000    

9.00%, 01/31/2040

    4,004,495  
    28,935,000    

10.50%, 12/21/2026

    2,647,906  
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 70.8% - (continued)  
            South Africa - 9.8% - (continued)  
  ZAR       10,942,218    

Republic of South Africa Government International Bond
6.25%, 03/31/2036

  $ 672,573  
     

 

 

 
        19,193,613  
     

 

 

 
            South Korea - 0.5%  
  IDR       14,600,000,000    

Export-Import Bank of Korea
7.25%, 12/07/2024(2)

    1,060,225  
     

 

 

 
            Sri Lanka - 0.3%  
 

Sri Lanka Government International Bond

 

  $       375,000    

6.25%, 07/27/2021(2)

    385,950  
    295,000    

6.75%, 04/18/2028(1)

    293,557  
     

 

 

 
    679,507  
     

 

 

 
            Supranational - 2.6%  
   

European Bank for Reconstruction & Development

 

  IDR       5,800,000,000    

5.60%, 01/30/2025

    400,758  
    9,850,000,000    

6.25%, 07/25/2022

    706,510  
    4,958,900,000    

6.45%, 12/13/2022

    355,294  
    5,240,000,000    

Inter-American Development Bank
7.88%, 03/14/2023(6)

    400,368  
   

International Finance Corp.

 

  MXN       56,800,000    

0.00%, 02/22/2038

    622,605  
    43,440,000    

7.50%, 01/18/2028

    2,256,240  
    7,100,000    

7.75%, 01/18/2030

    374,550  
     

 

 

 
    5,116,325  
     

 

 

 
            Thailand - 2.0%  
   

Thailand Government Bond

 

  THB       5,589,532    

1.20%, 07/14/2021(2)(7)

    177,338  
    9,147,542    

1.25%, 03/12/2028(2)(7)

    278,033  
    56,940,000    

1.88%, 06/17/2022

    1,807,244  
    5,775,000    

3.40%, 06/17/2036

    189,531  
    5,100,000    

3.65%, 06/20/2031

    174,441  
    28,995,000    

3.85%, 12/12/2025

    1,013,648  
    5,784,000    

4.88%, 06/22/2029

    220,629  
     

 

 

 
    3,860,864  
     

 

 

 
            Tunisia - 0.1%  
  $       200,000    

Banque Centrale de Tunisie International Bond
5.75%, 01/30/2025(2)

    185,201  
     

 

 

 
            Turkey - 5.7%  
    200,000    

Export Credit Bank of Turkey
5.38%, 10/24/2023(1)

    195,600  
   

Turkey Government Bond

 

  TRY       1,245,000    

8.80%, 09/27/2023

    261,591  
    595,000    

9.00%, 07/24/2024

    125,969  
    3,345,000    

9.20%, 09/22/2021

    730,826  
    935,000    

9.50%, 01/12/2022

    205,663  
    4,600,000    

10.40%, 03/27/2019

    1,099,013  
    3,835,000    

10.40%, 03/20/2024

    868,565  
    3,285,000    

10.50%, 08/11/2027

    735,912  
    3,425,000    

10.60%, 02/11/2026

    771,491  
    8,340,000    

10.70%, 02/17/2021

    1,913,513  
    3,900,000    

10.70%, 08/17/2022

    886,167  
    7,925,000    

11.00%, 03/02/2022

    1,824,149  
    6,850,000    

11.00%, 02/24/2027

    1,575,023  
     

 

 

 
    11,193,482  
     

 

 

 
 

 

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

 

 

  40  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 70.8% - (continued)  
            United Arab Emirates - 0.3%  
  $       725,000    

Abu Dhabi Government International Bond
4.13%, 10/11/2047(1)

  $ 662,079  
     

 

 

 
            Uruguay - 1.1%  
   

Uruguay Government International Bond

 

  UYU       553,652    

4.00%, 07/10/2030(7)

    20,360  
    12,416,749    

4.38%, 12/15/2028(7)

    473,442  
    34,375,000    

8.50%, 03/15/2028(2)

    1,154,088  
    4,593,000    

9.88%, 06/20/2022(1)

    168,012  
    10,933,000    

9.88%, 06/20/2022(2)

    399,929  
     

 

 

 
    2,215,831  
     

 

 

 
 

Total Foreign Government Obligations
(cost $142,739,119)

  $ 139,347,901  
     

 

 

 
 

Total Long-Term Investments
(cost $181,239,009)

  $ 177,310,075  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 8.5%  
      Foreign Government Obligations - 2.3%  
  ARS       22,650,000    

Argentina Treasury Bill
0.00%, 09/14/2018(9)

  $ 1,129,515  
  ARS       9,625,000    

0.00%, 10/12/2018(9)

    472,828  
  CZK       63,000,000    

Czech Republic Ministry of Finance Bill
0.50%, 12/14/2018

    2,963,640  
     

 

 

 
    4,565,983  
     

 

 

 
            Other Investment Pools & Funds - 5.8%  
    11,329,879    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,
1.60%(9)

    11,329,879  
     

 

 

 
      U.S. Treasury Bill - 0.4%  
    775,000    

1.58%, 05/24/2018(9)

    774,196  
     

 

 

 
   

Total Short-Term Investments
(cost $16,753,099)

  $ 16,670,058  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $197,992,108)

    98.6    $ 193,980,133  
     

 

 

    

 

 

 
   

Total Purchased Options
(cost $1,756,409)

    0.6    $ 1,171,382  
     

 

 

    

 

 

 
   

Total Investments
(cost $199,748,517)

    99.2    $ 195,151,515  
   

Other Assets and Liabilities

    0.8      1,572,424  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 196,723,939  
     

 

 

    

 

 

 
 

 

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

 

 

  41  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group 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 April 30, 2018, the aggregate value of these securities was $26,103,169, which represented 13.3% of total net assets.

 

(2)  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $20,737,616, which represented 10.5% of total net assets.

 

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

 

(4)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

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

 

(6)  Security is a zero-coupon bond.

 

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

 

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

 

(9)  Current yield as of period end.

 

OTC Option Contracts Outstanding at April 30, 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

                          

AUD Call/USD Put

     MSC        0.77 USD per AUD        06/20/18        3,108,000        AUD        3,108,000      $ 6,507      $ 41,317      $ (34,810

NZD Call/USD Put

     MSC        0.72 USD per NZD        06/20/18        2,375,000        NZD        2,375,000        5,999        36,654        (30,655

USD Call/BRL Put

     DEUT        3.79 BRL per USD        10/24/18        2,007,000        USD        2,007,000        36,144        34,500        1,644  

USD Call/BRL Put

     DEUT        3.80 BRL per USD        04/05/19        4,086,000        USD        4,086,000        126,372        94,591        31,781  

USD Call/CNH Put

     MSC        6.55 CNH per USD        08/06/18        2,579,000        USD        2,579,000        5,651        18,311        (12,660

USD Call/CNH Put

     MSC        6.42 CNH per USD        06/27/18        4,671,000        USD        4,671,000        14,228        20,744        (6,516

USD Call/HUF Put

     MSC        273.00 HUF per USD        05/30/18        1,053,000        USD        1,053,000        561        11,140        (10,579

USD Call/HUF Put

     MSC        266.73 HUF per USD        07/05/18        1,868,000        USD        1,868,000        9,235        14,832        (5,597

USD Call/HUF Put

     MSC        266.78 HUF per USD        09/03/18        1,977,000        USD        1,977,000        17,388        21,579        (4,191

USD Call/MXN Put

     DEUT        21.65 MXN per USD        07/02/18        2,434,000        USD        2,434,000        2,122        43,812        (41,690

USD Call/MXN Put

     BCLY        22.86 MXN per USD        08/15/18        3,606,000        USD        3,606,000        5,622        51,999        (46,377

USD Call/ZAR Put

     BOA        12.03 ZAR per USD        06/07/18        2,447,000        USD        2,447,000        104,842        69,299        35,543  

USD Calll/BRL Put

     GSC        3.60 BRL per USD        07/02/18        2,470,000        USD        2,470,000        30,705        34,889        (4,184
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

                    34,681,000      $     365,376      $     493,667      $     (128,291
                 

 

 

    

 

 

    

 

 

    

 

 

 

Puts

                          

AUD Put/USD Call

     MSC        0.77 USD per AUD        06/20/18        3,108,000        AUD        3,108,000      $ 65,376      $ 43,519      $ 21,857  

AUD Put/USD Call

     MSC        0.77 USD per AUD        06/27/18        4,035,000        AUD        4,035,000        78,620        50,669        27,951  

EUR Put/CZK Call

     HSBC        26.00 CZK per EUR        03/21/19        940,000        EUR        940,000        22,492        22,916        (424

EUR Put/PLN Call

     MSC        4.17 PLN per EUR        05/18/18        525,000        EUR        525,000        111        6,069        (5,958

EUR Put/PLN Call

     BCLY        4.28 PLN per EUR        09/20/18        2,500,000        EUR        2,500,000        37,686        44,841        (7,155

NZD Put/USD Call

     MSC        0.72 USD per NZD        06/20/18        2,375,000        NZD        2,375,000        44,826        27,602        17,224  

USD Put/BRL Call

     MSC        3.11 BRL per USD        05/29/18        2,469,000        USD        2,469,000        42        38,855        (38,813

USD Put/BRL Call

     GSC        3.26 BRL per USD        06/07/18        1,016,000        USD        1,016,000        493        22,844        (22,351

USD Put/BRL Call

     DEUT        3.31 BRL per USD        08/06/18        2,579,000        USD        2,579,000        12,016        93,567        (81,551

USD Put/MXN Call

     MSC        18.76 MXN per USD        07/02/18        2,402,000        USD        2,402,000        41,129        36,099        5,030  

 

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

 

 

  42  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

OTC Option Contracts Outstanding at April 30, 2018 - (continued)  

Description

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

Purchased option contracts: - (continued)

 

             

Puts - (continued)

                      

USD Put/MXN Call

     DEUT        18.47 MXN per USD        07/02/18        2,434,000       USD        2,434,000     $ 26,445     $ 40,964     $ (14,519

USD Put/MXN Call

     DEUT        18.83 MXN per USD        07/31/18        1,745,000       USD        1,745,000       41,876       89,274       (47,398

USD Put/MXN Call

     BCLY        17.42 MXN per USD        08/15/18        1,803,000       USD        1,803,000       5,871       31,084       (25,213

USD Put/MXN Call

     JPM        19.15 MXN per USD        09/20/18        6,143,000       USD        6,143,000       208,543       240,007       (31,464

USD Put/MXN Call

     BOA        17.09 MXN per USD        09/25/18        3,086,000       USD        3,086,000       8,607       12,498       (3,891

USD Put/PHP Call

     BCLY        52.93 PHP per USD        10/17/18        2,064,000       USD        2,064,000       44,576       31,063       13,513  

USD Put/RUB Call

     MSC        58.36 RUB per USD        07/10/18        849,000       USD        849,000       897       25,318       (24,421

USD Put/RUB Call

     MSC        55.87 RUB per USD        09/19/18        821,000       USD        821,000       804       9,483       (8,679

USD Put/RUB Call

     MSC        59.05 RUB per USD        09/19/18        3,317,000       USD        3,317,000       16,160       101,205       (85,045

USD Put/TRY Call

     MSC        3.94 TRY per USD        06/07/18        2,489,000       USD        2,489,000       5,563       55,136       (49,573

USD Put/TRY Call

     MSC        3.89 TRY per USD        06/13/18        3,049,000       USD        3,049,000       4,186       36,984       (32,798

USD Put/ZAR Call

     BOA        12.03 ZAR per USD        06/07/18        2,447,000       USD        2,447,000       6,012       69,299       (63,287
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

                   52,196,000     $ 672,331     $ 1,129,296     $ (456,965
                

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

 

             86,877,000     $     1,037,707     $     1,622,963     $     (585,256
                

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

                      

Calls

                      

USD Call/BRL Put

     DEUT        3.64 BRL per USD        07/02/18        (2,434,000)       USD        (2,434,000   $ (23,612   $ (22,052   $ (1,560

USD Call/CNH Put

     MSC        6.36 CNH per USD        06/20/18        (2,046,000)       USD        (2,046,000     (10,833     (20,296     9,463  

USD Call/CNH Put

     MSC        6.30 CNH per USD        06/27/18        (4,671,000)       USD        (4,671,000     (50,120     (51,227     1,107  

USD Call/CNH Put

     MSC        6.35 CNH per USD        08/06/18        (2,579,000)       USD        (2,579,000     (25,573     (43,830     18,257  

USD Call/MXN Put

     MSC        19.07 MXN per USD        06/07/18        (2,447,000)       USD        (2,447,000     (26,653     (56,232     29,579  

USD Call/MXN Put

     DEUT        19.99 MXN per USD        07/02/18        (2,434,000)       USD        (2,434,000     (13,560     (109,944     96,384  

USD Call/MXN Put

     BCLY        21.03 MXN per USD        08/15/18        (1,803,000)       USD        (1,803,000     (10,971     (45,129     34,158  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

                   (18,414,000   $ (161,322   $ (348,710   $ 187,388  
                

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

                      

Puts

                      

AUD Put/USD Call

     MSC        0.75 USD per AUD        06/27/18        (4,035,000     AUD        (4,035,000   $ (27,431   $ (20,864   $ (6,567

EUR Put/CZK Call

     HSBC        24.00 CZK per EUR        03/21/19        (940,000     EUR        (940,000     (1,235     (7,114     5,879  

EUR Put/PLN Call

     MSC        4.10 PLN per EUR        05/18/18        (525,000     EUR        (525,000     (13     (2,205     2,192  

EUR Put/PLN Call

     BCLY        4.18 PLN per EUR        09/20/18        (2,500,000     EUR        (2,500,000     (11,059     (16,449     5,390  

USD Put/BRL Call

     GSC        3.14 BRL per USD        06/07/18        (1,016,000     USD        (1,016,000     (94     (7,793     7,699  

USD Put/BRL Call

     DEUT        3.10 BRL per USD        07/02/18        (2,434,000     USD        (2,434,000     (494     (33,370     32,876  

USD Put/BRL Call

     DEUT        3.13 BRL per USD        08/06/18        (2,579,000     USD        (2,579,000     (2,161     (31,128     28,967  

USD Put/BRL Call

     DEUT        3.30 BRL per USD        10/24/18        (2,007,000     USD        (2,007,000     (21,377     (26,894     5,517  

USD Put/BRL Call

     DEUT        3.15 BRL per USD        04/05/19        (4,086,000     USD        (4,086,000     (32,390     (73,017     40,627  

USD Put/CNH Call

     MSC        6.36 CNH per USD        06/20/18        (2,046,000     USD        (2,046,000     (20,394     (20,296     (98

USD Put/HUF Call

     MSC        249.00 HUF per USD        05/30/18        (1,053,000     USD        (1,053,000     (552     (9,861     9,309  

USD Put/HUF Call

     MSC        240.89 HUF per USD        07/05/18        (1,868,000     USD        (1,868,000     (1,186     (11,992     10,806  

USD Put/HUF Call

     MSC        243.59 HUF per USD        09/03/18        (1,977,000     USD        (1,977,000     (7,355     (18,416     11,061  

USD Put/MXN Call

     MSC        19.07 MXN per USD        06/07/18        (2,447,000     USD        (2,447,000     (57,918     (56,232     (1,686

USD Put/MXN Call

     DEUT        19.99 MXN per USD        07/02/18        (2,434,000     USD        (2,434,000     (153,381     (109,944     (43,437

USD Put/MXN Call

     MSC        20.14 MXN per USD        07/02/18        (2,402,000     USD        (2,402,000     (167,585     (108,755     (58,830

USD Put/MXN Call

     DEUT        17.44 MXN per USD        07/31/18        (1,745,000     USD        (1,745,000     (5,024     (28,374     23,350  

USD Put/MXN Call

     BCLY        16.82 MXN per USD        08/15/18        (1,803,000     USD        (1,803,000     (1,843     (15,127     13,284  

USD Put/MXN Call

     JPM        18.03 MXN per USD        09/20/18        (6,143,000     USD        (6,143,000     (62,836     (79,398     16,562  

USD Put/PHP Call

     BCLY        51.67 PHP per USD        10/17/18        (2,064,000     USD        (2,064,000     (17,472     (10,795     (6,677

USD Put/RUB Call

     MSC        55.77 RUB per USD        07/10/18        (849,000     USD        (849,000     (137     (8,334     8,197  

USD Put/RUB Call

     DEUT        54.24 RUB per USD        07/10/18        (849,000     USD        (849,000     (48     (5,221     5,173  

USD Put/RUB Call

     MSC        56.32 RUB per USD        09/19/18        (3,317,000     USD        (3,317,000     (4,086     (32,623     28,537  

USD Put/TRY Call

     MSC        3.73 TRY per USD        06/07/18        (2,489,000     USD        (2,489,000     (266     (17,174     16,908  

USD Put/TRY Call

     MSC        3.72 TRY per USD        06/13/18        (3,049,000     USD        (3,049,000     (473     (7,211     6,738  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

                   (56,657,000   $ (596,810   $ (758,587   $ 161,777  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

 

             (75,071,000   $     (758,132   $     (1,107,297   $     349,165  
                

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  43  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

OTC Swaption Contracts Outstanding at April 30, 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:

                   

Calls

                   

3 months KRW-CD-KSDA-Interest Rate Swap Expiring on 08/13/2029

    CBK       2.12%       Receive       08/12/19       KRW       3,103,640,000       3,103,640,000     $ 23,367     $ 66,723     $     (43,356
             

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                   

3 months KRW-CD-KSDA-Interest Rate Swap Expiring on 08/13/2029

    CBK       2.12%       Pay       08/12/19       KRW       3,103,640,000       3,103,640,000     $ 110,308     $ 66,723     $ 43,585  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

                6,207,280,000     $ 133,675     $ 133,446     $ 229  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2018  

Description

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

Long position contracts:

           

U.S. Treasury 2-Year Note Future

     16        06/29/2018      $ 3,392,750      $ (8,279

U.S. Treasury 5-Year Note Future

     50        06/29/2018        5,675,391        (29,245
           

 

 

 

Total

            $ (37,524
           

 

 

 

Short position contracts:

           

Euro-Bund Future

     8        06/07/2018      $     1,533,555      $ (13,209

Long Gilt Future

     2        06/27/2018        336,631        (3,719

U.S. Treasury 10-Year Note Future

     38        06/20/2018        4,545,750        30,609  

U.S. Treasury Long Bond Future

     10        06/20/2018        1,438,437        (1,534
           

 

 

 

Total

            $ 12,147  
           

 

 

 

Total futures contracts

            $     (25,377
           

 

 

 

 

Cross Currency Swap Contracts Outstanding at April 30, 2018  

Receive

 

Pay

  Maturity
Date(1)
  Counter-
party
  Notional
Amount of
Currency
Received
    Notional
Amount of
Currency
Delivered
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered

 

Fixed Rate equal to 12.32% based on the notional amount of currency delivered

  06/20/23   GSC   USD     3,188,729     TRY     12,165,000     $     $ (3,054   $ 193,972     $ 197,026  

Fixed Rate equal to 12.32% based on the notional amount of currency delivered

 

Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered

  06/20/23   GSC   TRY     12,165,000     USD     3,188,729       3,054             (257,331     (260,385

Fixed Rate equal to 11.17% based on the notional amount of currency delivered

 

Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered

  06/20/28   GSC   TRY     5,858,879     USD     1,535,748       1,471             (93,420     (94,891

Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered

 

Fixed Rate equal to 11.17% based on the notional amount of currency delivered

  06/20/28   GSC   USD     1,535,748     TRY     5,858,879             (1,471     122,956       124,427  

 

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

 

 

  44  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Cross Currency Swap Contracts Outstanding at April 30, 2018 - (continued)  

Receive

 

Pay

  Maturity
Date(1)
    Counter-
party
    Notional
Amount of
Currency
Received
    Notional
Amount of
Currency
Delivered
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Fixed Rate equal to 11.22% based on the notional amount of currency delivered

 

Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered

    06/20/28       GSC       TRY       1,516,121       USD       396,558     $ 1,233     $     $ (23,322   $ (24,555

Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered

 

Fixed Rate equal to 11.22% based on the notional amount of currency delivered

    06/20/28       GSC       USD       396,558       TRY       1,516,121             (1,233     30,119       31,352  
               

 

 

   

 

 

   

 

 

   

 

 

 

Total

                $   5,758     $   (5,758   $   (27,026   $   (27,026
               

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered.

 

OTC Interest Rate Swap Contracts Outstanding at April 30, 2018  

Counterparty

  Payments made
by Fund
  Payments received
by Fund
  Notional
Amount
    Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Value     Unrealized
Appreciation/
(Depreciation)
 

BNP

  3M KRW KSDA   1.80% Fixed     KRW       253,835,000       01/29/28       Quarterly     $     $     $ (10,140   $ (10,140

BOA

  2.22% Fixed   3M KRW KSDA     KRW       3,898,600,000       06/20/23       Quarterly                   4,413       4,413  

CBK

  4.27% Fixed   CLICP Camara Promedio A     CLP       698,665,000       06/20/28       Semi-Annual                   (7,674     (7,674

DEUT

  NDFPREDI   8.55% Fixed     BRL       6,036,944       01/03/22       Maturity                         0  

GSC

  4.28% Fixed   CLICP Camara Promedio A     CLP       698,660,000       06/20/28       Semi-Annual                   (8,619     (8,619
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

 

    $     —     $     —     $     (22,020   $     (22,020
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 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)
 

1 Mo. MXN TIIE

   7.63% Fixed     MXN        9,435,000        01/09/19        Lunar      $      $      $ (1,031   $ (1,031

1 Mo. MXN TIIE

   7.82% Fixed     MXN        20,300,000        01/03/22        Lunar                      (12,311     (12,311

1 Mo. MXN TIIE

   7.94% Fixed     MXN        10,075,000        01/05/22        Lunar                      (7,820     (7,820

1 Mo. MXN TIIE

   7.84% Fixed     MXN        10,075,000        01/07/22        Lunar                      (6,044     (6,044

1 Mo. MXN TIIE

   7.29% Fixed     MXN        13,625,000        05/05/22        Lunar                      5,203       5,203  

1 Mo. MXN TIIE

   6.84% Fixed     MXN        9,850,000        07/14/22        Lunar                      12,807       12,807  

12 Mo. Federal Funds Rate

   1.85% Fixed     USD        3,835,000        01/10/19        Annual                      4,213       4,213  

12 Mo. Federal Funds Rate

   1.86% Fixed     USD        3,840,000        01/10/19        Annual                      4,025       4,025  

1.92% Fixed

   6M CZK PRIBOR     CZK        21,475,000        06/20/28        Annual                          (11,715         (11,715

6M CZK PRIBOR

   1.72% Fixed     CZK        86,125,000        06/20/23        Semi-Annual                      18,548       18,548  

0.50% Fixed

   6M EUR EURIBOR     EUR        1,670,000        06/20/23        Annual                      (7,379     (7,379

6M EUR EURIBOR

   1.09% Fixed     EUR        850,000        06/20/28        Semi-Annual                      5,664       5,664  

2.43% Fixed

   6M PLN WIBOR     PLN        12,250,000        06/20/23        Annual                      (3,545     (3,545

2.44% Fixed

   6M PLN WIBOR     PLN        10,625,000        06/20/23        Annual                      (3,917     (3,917

6M PLN WIBOR

   1.92% Fixed     PLN        14,740,000        06/20/20        Semi-Annual                      2,777       2,777  

6M PLN WIBOR

   1.93% Fixed     PLN        12,785,000        06/20/20        Semi-Annual                      2,764       2,764  

6M PLN WIBOR

   2.92% Fixed     PLN        2,855,000        06/20/28        Semi-Annual                      2,443       2,443  

6M PLN WIBOR

   2.91% Fixed     PLN        3,295,000        06/20/28        Semi-Annual                      2,004       2,004  
                

 

 

    

 

 

    

 

 

   

 

 

 

Total

                 $     —      $     —      $ 6,686     $ 6,686  
                

 

 

    

 

 

    

 

 

   

 

 

 

 

 

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

 

 

  45  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 2018  

Reference Entity

  Counter-
party
    Notional
Amount
    Payments received
(paid) by the Fund
    Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Nigeria Treasury Bills

    HSBC       USD       380,979       (1.00%)       07/18/18       Quarterly     $     $ (280   $ 3,929     $ 4,209  

Nigeria Treasury Bills

    HSBC       USD       524,095       (1.00%)       07/18/18       Quarterly                         0  

Nigeria Treasury Bills

    JPM       USD       189,700       (0.03%)       03/18/19       Quarterly                   4,019       4,019  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $     —     $     (280   $     7,948     $     8,228  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  700,000     AUD      530,582     USD    GSC      06/20/18     $     $ (3,508
  605,000     AUD      460,499     USD    GSC      06/20/18             (4,956
  620,000     AUD      477,238     USD    GSC      06/20/18             (10,400
  1,105,000     AUD      844,943     USD    ANZ      06/20/18             (12,918
  970,000     AUD      747,841     USD    MSC      06/20/18             (17,467
  935,000     AUD      726,505     USD    MSC      06/20/18             (22,484
  1,651,000     AUD      1,282,535     USD    ANZ      06/20/18                 (39,392)  
  1,045,000     AUD      804,337     USD    MSC      06/29/18             (17,455
  1,685,000     BRL      479,565     USD    MSC      06/04/18             (215
  510,000     BRL      147,059     USD    GSC      06/04/18             (1,973
  550,000     BRL      162,650     USD    SCB      06/04/18             (6,185
  646,000     BRL      194,572     USD    MSC      06/04/18             (10,798
  890,000     BRL      264,236     USD    SCB      06/04/18             (11,048
  1,630,000     BRL      474,803     USD    BCLY      06/04/18             (11,099
  1,750,000     BRL      509,298     USD    GSC      06/04/18             (11,457
  1,105,000     BRL      332,381     USD    GSC      06/04/18             (18,029
  1,141,000     BRL      345,464     USD    MSC      06/04/18             (20,872
  3,430,000     BRL      1,011,650     USD    GSC      06/04/18             (35,880
  1,850,000     BRL      562,960     USD    GSC      06/04/18             (36,670
  2,375,000     BRL      716,765     USD    DEUT      06/04/18             (41,122
  2,835,000     BRL      850,202     USD    GSC      06/04/18             (43,699
  3,040,000     BRL      918,290     USD    MSC      06/04/18             (53,468
  4,670,000     BRL      1,428,965     USD    SCB      06/04/18             (100,439
  43,150,000     BRL      13,224,635     USD    DEUT      06/04/18             (949,280
  2,572,000     BRL      730,661     USD    GSC      07/05/18             (1,167
  3,212,000     BRL      919,685     USD    MSC      07/05/18             (8,669
  3,140,000     BRL      892,679     USD    DEUT      10/26/18             (9,674
  5,961,000     BRL      1,738,408     USD    DEUT      04/09/19             (80,703
  69,000,000     CLP      114,050     USD    SCB      06/20/18             (1,571
  509,700,000     CLP      856,351     USD    CBK      06/20/18             (25,478
  4,376,444,000     CLP      7,262,482     USD    BCLY      06/20/18             (128,351
  4,538,000     CNH      715,886     USD    MSC      05/07/18       2,107        
  1,804,000     CNH      285,624     USD    DEUT      05/07/18             (199
  24,260,000     CNH      3,821,736     USD    BOA      06/20/18       8,850        
  2,216,000     CNH      351,914     USD    GSC      06/20/18             (2,013
  5,543,000     CNH      880,862     USD    GSC      06/20/18             (5,638
  773,000     CNH      121,531     USD    MSC      06/22/18       513        
  12,199,760,000     COP      4,250,047     USD    UBS      06/20/18           89,960        
  3,173,700,000     COP      1,111,629     USD    BNP      06/20/18       17,400        
  1,689,100,000     COP      591,248     USD    UBS      06/20/18       9,641        
  770,800,000     COP      274,697     USD    CBK      06/20/18             (489
  1,146,900,000     COP      409,607     USD    CBK      06/20/18             (1,603
  619,710,000     COP      222,837     USD    UBS      06/20/18             (2,378
  1,445,990,000     COP      517,164     USD    DEUT      06/20/18             (2,760
  648,400,000     COP      235,975     USD    GSC      06/20/18             (5,310
  8,884,100,000     COP      3,185,407     USD    SCB      06/20/18             (24,930
  1,790,000     CZK      84,864     USD    GSC      06/20/18             (171
  2,990,000     CZK      145,387     USD    DEUT      06/20/18             (3,917

 

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

 

 

  46  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  25,150,000     CZK      1,227,608     USD    GSC      06/20/18     $     $ (37,650
  32,440,000     CZK      1,596,064     USD    GSC      06/20/18             (61,184
  157,820,000     CZK      7,709,819     USD    UBS      06/20/18             (242,658
  44,575,000     CZK      2,103,587     USD    JPM      07/10/18       8,064        
  44,575,000     CZK      2,103,587     USD    JPM      07/10/18       8,064        
  89,150,000     CZK      4,225,118     USD    JPM      07/10/18             (1,817
  5,424,000     CZK      228,413     USD    JPM      03/25/19       33,291        
  64,230,000     CZK      3,029,717     USD    MSC      09/26/19       105,299        
  64,220,000     CZK      3,044,323     USD    GSC      09/26/19       90,205        
  8,850,000     EGP      493,036     USD    GSC      06/20/18       3,863        
  1,943,000     EGP      97,736     USD    GSC      08/02/18       10,444        
  9,430,000     EGP      488,728     USD    GSC      09/18/18       31,618        
  6,050,000     EGP      313,553     USD    GSC      09/18/18       20,285        
  4,730,000     EGP      243,877     USD    GSC      09/18/18       17,123        
  13,960,000     EGP      711,156     USD    GSC      12/17/18       45,195        
  28,210,000     EGP      1,473,877     USD    CBK      01/08/19           47,086        
  172,000     EUR      213,314     USD    MSC      05/22/18             (5,263
  38,000     EUR      47,185     USD    GSC      06/20/18             (1,115
  1,030,000     EUR      1,250,603     USD    GSC      06/20/18             (1,888
  220,000     EUR      270,275     USD    MSC      06/20/18             (3,560
  150,000     EUR      185,454     USD    MSC      06/20/18             (3,602
  1,080,000     EUR      1,343,385     USD    GSC      06/20/18             (34,053
  1,796,000     EUR      2,227,633     USD    DEUT      06/20/18             (50,262
  832,000     EUR      1,036,299     USD    BCLY      09/24/18             (19,635
  201,000     EUR      227,037     USD    HSBC      03/25/19       22,529        
  122,662,000     HUF      471,414     USD    MSC      06/01/18       1,659        
  120,800,000     HUF      479,565     USD    GSC      06/20/18             (13,058
  134,244,000     HUF      531,680     USD    CBK      06/20/18             (13,255
  302,738,000     HUF      1,198,013     USD    CBK      06/20/18             (28,896
  523,200,000     HUF      2,090,709     USD    UBS      06/20/18             (70,210
  211,465,000     HUF      836,161     USD    MSC      07/09/18             (18,438
  231,635,000     HUF      910,694     USD    MSC      09/05/18             (11,296
  16,506,000,000     IDR      1,171,054     USD    CSFB      06/20/18       8,677        
  13,756,000,000     IDR      992,711     USD    UBS      06/20/18             (9,531
  13,454,000,000     IDR      971,198     USD    JPM      06/20/18             (9,602
  15,719,000,000     IDR      1,134,946     USD    BNP      06/20/18             (11,465
  104,110,947,000     IDR      7,524,098     USD    BCLY      06/20/18             (82,996
  9,509,000     INR      142,287     USD    MSC      05/02/18       161        
  22,009,000     INR      336,787     USD    BNP      05/02/18             (7,085
  49,296,000     INR      748,724     USD    BOA      06/12/18             (13,539
  20,431,000     INR      310,879     USD    DEUT      06/14/18             (6,239
  114,120,000     INR      1,690,166     USD    BOA      06/20/18           10,431        
  9,509,000     INR      142,063     USD    MSC      06/20/18             (362
  3,643,000     INR      55,295     USD    BCLY      06/20/18             (1,008
  34,320,000     INR      513,066     USD    MSC      06/20/18             (1,635
  8,390,000     INR      128,191     USD    MSC      06/20/18             (3,165
  78,853,000     INR      1,203,955     USD    BNP      06/20/18                 (28,900
  32,906,000     INR      490,768     USD    BCLY      10/19/18             (6,767
  28,480,000     KRW      26,802     USD    UBS      06/20/18             (98
  162,581,000     KZT      496,582     USD    CBK      06/20/18             (5,146
  162,581,000     KZT      497,342     USD    CBK      06/20/18             (5,906
  162,581,000     KZT      500,943     USD    CBK      06/20/18             (9,507
  270,968,000     KZT      830,808     USD    CBK      06/20/18             (11,749
  216,775,000     KZT      668,234     USD    CBK      06/20/18             (12,984
  379,355,000     KZT      1,160,107     USD    CBK      06/20/18             (13,425
  5,491,000     MXN      287,917     USD    MSC      06/11/18       3,731        
  301,175,000     MXN      15,896,076     USD    RBC      06/20/18       78,652        
  38,830,000     MXN      2,039,870     USD    GSC      06/20/18       19,725        
  326,000     MXN      17,632     USD    GSC      06/20/18             (340

 

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

 

 

  47  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
  Appreciation     Depreciation  
  10,390,000     MXN      551,486     USD    MSC    06/20/18   $     $ (387
  3,350,000     MXN      180,944     USD    GSC    06/20/18           (3,256
  14,570,000     MXN      781,406     USD    JPM    06/20/18           (8,593
  7,490,000     MXN      410,281     USD    JPM    06/20/18           (13,001
  14,823,000     MXN      736,601     USD    MSC    07/05/18     47,815        
  6,053,000     MXN      302,801     USD    DEUT    07/05/18     17,517        
  72,970,000     MXN      3,583,548     USD    BNP    10/18/18     214,800        
  72,970,000     MXN      3,609,249     USD    GSC    10/18/18     189,099        
  14,174,000     MYR      3,641,642     USD    UBS    05/25/18           (32,357
  105,320,000     NGN      289,341     USD    HSBC    06/01/18           (2,863
  94,788,000     NGN      258,278     USD    JPM    06/19/18           (2,676
  168,763,000     NGN      460,150     USD    GSC    06/20/18           (5,288
  105,320,000     NGN      287,760     USD    HSBC    06/25/18           (4,573
  143,216,000     NGN      374,421     USD    JPM    10/09/18           (409
  750,000     NZD      531,515     USD    GSC    06/20/18           (3,878
  445,000     NZD      317,002     USD    GSC    06/20/18           (3,937
  615,000     NZD      443,857     USD    MSC    06/20/18           (11,195
  900,000     NZD      645,890     USD    GSC    06/20/18           (12,724
  672,000     NZD      486,931     USD    MSC    06/20/18           (14,167
  28,050,000     PEN      8,574,573     USD    BCLY    06/20/18     34,916        
  4,330,000     PEN      1,339,106     USD    DEUT    06/20/18           (10,084
  143,000,000     PHP      2,726,406     USD    DEUT    06/20/18     29,857        
  59,840,000     PHP      1,138,075     USD    MSC    06/20/18     15,315        
  75,540,000     PHP      1,441,603     USD    CSFB    06/20/18     14,398        
  75,540,000     PHP      1,442,980     USD    CSFB    06/20/18         13,021        
  58,100,000     PHP      1,109,096     USD    UBS    06/20/18     10,756        
  51,000     PLN      14,841     USD    GSC    06/20/18           (299
  705,000     PLN      205,825     USD    CIBC    06/20/18           (4,804
  635,000     PLN      186,024     USD    SSG    06/20/18           (4,963
  1,605,000     PLN      469,836     USD    DEUT    06/20/18           (12,193
  1,855,000     PLN      545,813     USD    CBK    06/20/18           (16,887
  2,900,000     PLN      849,747     USD    BNP    06/20/18           (22,855
  4,646,000     PLN      1,356,705     USD    BNP    06/20/18           (31,966
  10,290,000     PLN      3,048,552     USD    GSC    06/20/18               (114,509
  49,645,000     PLN      14,639,577     USD    CBK    06/20/18           (484,033
  565,000     RON      146,666     USD    JPM    06/20/18           (281
  390,000     RON      103,101     USD    CBK    06/20/18           (2,056
  3,445,000     RON      920,655     USD    CBK    06/20/18           (28,096
  12,015,000     RON      3,197,179     USD    BOA    06/20/18           (84,232
  18,350,000     RUB      283,836     USD    GSC    06/20/18     5,788        
  4,847,000     RUB      77,862     USD    GSC    06/20/18           (1,360
  44,853,000     RUB      709,363     USD    GSC    06/20/18           (1,433
  49,310,000     RUB      782,574     USD    DEUT    06/20/18           (4,298
  41,710,000     RUB      665,337     USD    GSC    06/20/18           (7,014
  13,048,000     RUB      226,292     USD    MSC    06/20/18           (20,351
  59,680,000     RUB      962,425     USD    BCLY    06/20/18           (20,476
  15,054,000     RUB      262,219     USD    MSC    06/20/18           (24,617
  53,661,000     RUB      872,253     USD    GSC    06/20/18           (25,303
  33,950,000     RUB      585,244     USD    GSC    06/20/18           (49,400
  33,998,000     RUB      591,887     USD    GSC    06/20/18           (55,285
  34,001,000     RUB      592,300     USD    BOA    06/20/18           (55,651
  205,470,000     RUB      3,581,489     USD    HSBC    06/20/18           (338,486
  11,728,000     RUB      206,044     USD    DEUT    07/11/18           (21,401
  2,893,000     RUB      48,992     USD    MSC    09/20/18           (3,840
  5,520,000     THB      177,150     USD    ANZ    06/20/18           (1,995
  7,540,000     THB      242,444     USD    SCB    06/20/18           (3,193
  24,540,000     THB      786,601     USD    MSC    06/20/18           (7,925
  50,910,000     THB      1,635,820     USD    JPM    06/20/18           (20,399
  364,891,000     THB      11,783,982     USD    JPM    06/20/18           (205,654

 

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

 

 

  48  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
  Appreciation     Depreciation  
  1,470,000     TRY      354,127     USD    GSC    06/20/18   $ 2,065     $  
  1,245,000     TRY      304,524     USD    MSC    06/20/18           (2,851
  3,568,000     TRY      868,718     USD    CBK    06/20/18           (4,165
  3,250,000     TRY      792,702     USD    GSC    06/20/18           (5,203
  1,800,000     TRY      446,493     USD    GSC    06/20/18           (10,340
  1,690,000     TRY      422,231     USD    GSC    06/20/18           (12,732
  3,475,000     TRY      855,932     USD    GSC    06/20/18           (13,914
  38,219,000     TRY      9,628,771     USD    CBK    06/20/18               (368,027
  31,225,000     TWD      1,076,501     USD    BCLY    06/20/18           (17,375
  84,995,000     TWD      2,906,209     USD    DEUT    06/20/18           (23,248
  41,715     USD      890,000     ARS    CBK    06/21/18     200        
  2,443,108     USD      3,145,000     AUD    ANZ    06/20/18     75,039        
  382,638     USD      485,000     AUD    CBK    06/20/18     17,451        
  577,690     USD      745,000     AUD    RBC    06/20/18     16,733        
  486,474     USD      630,000     AUD    ANZ    06/20/18     12,107        
  372,778     USD      485,000     AUD    DEUT    06/20/18     7,591        
  1,785,830     USD      2,325,000     AUD    GSC    06/29/18     35,114        
  233,125     USD      765,000     BRL    MSC    06/01/18     15,433        
  1,025,612     USD      3,600,000     BRL    GSC    06/01/18     1,180        
  8,334,125     USD      27,193,000     BRL    DEUT    06/04/18         598,233        
  4,219,658     USD      14,154,000     BRL    MSC    06/04/18     193,114        
  1,128,086     USD      3,692,000     BRL    MSC    06/04/18     77,782        
  568,881     USD      1,850,000     BRL    MSC    06/04/18     42,591        
  643,460     USD      2,135,000     BRL    MSC    06/04/18     36,093        
  305,148     USD      1,000,000     BRL    MSC    06/04/18     20,667        
  676,156     USD      2,323,000     BRL    MSC    06/04/18     15,306        
  272,312     USD      930,000     BRL    GSC    06/04/18     7,745        
  269,973     USD      932,000     BRL    MSC    06/04/18     4,836        
  130,441     USD      445,000     BRL    GSC    06/04/18     3,847        
  186,053     USD      647,000     BRL    MSC    06/04/18     1,994        
  307,971     USD      1,003,000     BRL    GSC    06/11/18     22,832        
  2,068,768     USD      7,220,000     BRL    DEUT    07/05/18     20,967        
  243,112     USD      803,000     BRL    DEUT    07/05/18     15,358        
  762,221     USD      2,526,000     BRL    DEUT    08/08/18     47,841        
  620,559     USD      795,000     CAD    BOA    06/20/18     630        
  533,031     USD      695,000     CAD    BOA    06/20/18           (8,920
  1,908,164     USD      2,489,000     CAD    BMO    06/20/18           (32,723
  5,412,165     USD      3,261,425,000     CLP    BCLY    06/20/18     95,650        
  655,943     USD      4,139,000     CNH    MSC    05/07/18     1,079        
  345,569     USD      2,203,000     CNH    DEUT    05/07/18           (2,985
  2,270,643     USD      14,360,000     CNH    MSC    06/20/18     3,239        
  416,667     USD      2,632,000     CNH    GSC    06/20/18     1,081        
  612,935     USD      3,876,000     CNH    MSC    06/20/18     926        
  285,037     USD      1,804,000     CNH    DEUT    06/20/18     191        
  415,826     USD      2,634,000     CNH    GSC    06/20/18           (75
  1,565,400     USD      9,937,000     CNH    BOA    06/20/18           (3,625
  1,261,795     USD      7,943,000     CNH    MSC    06/29/18     8,092        
  687,574     USD      4,363,000     CNH    MSC    08/08/18     11        
  677,092     USD      1,848,800,000     COP    CBK    06/20/18     19,390        
  5,525     USD      15,410,000     COP    MSC    06/20/18     43        
  1,324,531     USD      3,802,066,000     COP    UBS    06/20/18           (28,036
  3,058,200     USD      62,762,000     CZK    CBK    06/20/18     88,652        
  54,177     USD      1,109,000     CZK    UBS    06/20/18     1,705        
  4,273,730     USD      89,150,000     CZK    JPM    01/10/19           (9,332
  2,129,209     USD      44,575,000     CZK    JPM    01/10/19           (12,321
  2,129,209     USD      44,575,000     CZK    JPM    01/10/19           (12,321
  228,861     USD      5,424,000     CZK    HSBC    03/25/19           (32,843
  6,121,768     USD      128,450,000     CZK    JPM    09/26/19           (147,776
  7,615,626     USD      6,140,000     EUR    DEUT    06/20/18     171,830        
  2,814,343     USD      2,250,000     EUR    DEUT    06/20/18     86,567        

 

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

 

 

  49  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
     Counterparty    Settlement
Date
  Appreciation     Depreciation  
  1,768,387     USD      1,430,000       EUR      DEUT    06/20/18   $ 34,734     $  
  423,623     USD      340,000       EUR      RBS    06/20/18         11,426        
  260,179     USD      210,000       EUR      UBS    06/20/18     5,586        
  20,833     USD      17,000       EUR      MSC    06/20/18     223        
  226,406     USD      201,000       EUR      JPM    03/25/19           (23,159
  1,877,015     USD      1,338,000       GBP      CBK    06/20/18     30,389        
  479,828     USD      340,000       GBP      BOA    06/20/18     10,581        
  481,167     USD      345,000       GBP      DEUT    06/20/18     5,019        
  4,121,710     USD      1,031,458,000       HUF      UBS    06/20/18     138,414        
  1,584,226     USD      395,400,000       HUF      BNP    06/20/18     57,265        
  257,456     USD      65,000,000       HUF      GSC    06/20/18     6,439        
  322,486     USD      82,100,000       HUF      GSC    06/20/18     5,431        
  828,305     USD      11,477,000,000       IDR      GSC    06/20/18     8,012        
  375,893     USD      5,208,000,000       IDR      CBK    06/20/18     3,663        
  82,255     USD      1,138,000,000       IDR      BNP    06/20/18     919        
  604,171     USD      8,459,000,000       IDR      UBS    06/21/18           (350
  189,050     USD      12,500,000       INR      BNP    05/02/18     1,796        
  143,003     USD      9,509,000       INR      MSC    05/02/18     555        
  142,287     USD      9,509,000       INR      BNP    05/02/18           (161
  1,375,107     USD      91,974,000       INR      MSC    06/12/18     3,435        
  248,016     USD      16,312,000       INR      DEUT    06/14/18     4,792        
  2,044,775     USD      134,780,000       INR      BCLY    06/20/18     36,306        
  1,454,157     USD      95,240,000       INR      BNP    06/20/18     34,906        
  511,731     USD      33,590,000       INR      DEUT    06/20/18     11,178        
  724,070     USD      47,890,000       INR      CSFB    06/20/18     10,421        
  687,899     USD      47,097,000       INR      BCLY    10/19/18           (4,831
  376,088     USD      402,640,000       KRW      DEUT    06/20/18           (1,452
  579,118     USD      627,330,000       KRW      UBS    06/20/18           (9,105
  347,531     USD      112,600,000       KZT      DEUT    06/20/18     7,173        
  253,930     USD      84,000,000       KZT      MSC    06/20/18     22        
  355,917     USD      118,200,000       KZT      CBK    06/20/18           (1,368
  1,645,371     USD      30,107,000       MXN      RBC    06/20/18     48,455        
  1,258,736     USD      23,432,000       MXN      RBC    06/20/18     15,871        
  500,750     USD      9,289,000       MXN      HSBC    06/20/18     8,049        
  1,493,443     USD      28,014,000       MXN      RBC    06/20/18     7,543        
  263,233     USD      4,860,000       MXN      BNP    06/20/18     5,452        
  292,326     USD      5,410,000       MXN      GSC    06/20/18     5,373        
  831,793     USD      15,790,000       MXN      BNP    06/20/18           (5,730
  776,214     USD      14,750,000       MXN      GSC    06/20/18           (6,146
  12,621,381     USD      239,131,000       MXN      RBC    06/20/18           (62,449
  458,572     USD      8,634,000       MXN      DEUT    08/02/18     3,627        
  168,491     USD      3,175,000       MXN      BCLY    08/17/18     1,591        
  1,849,476     USD      35,411,000       MXN      JPM    09/24/18           (783
  294,891     USD      5,628,000       MXN      BOA    09/27/18     962        
  3,662,601     USD      72,970,000       MXN      GSC    10/18/18           (135,747
  3,630,041     USD      72,970,000       MXN      GSC    10/18/18               (168,307
  1,017,676     USD      3,961,000       MYR      UBS    05/25/18     9,042        
  989,165     USD      3,880,000       MYR      BCLY    05/25/18     1,157        
  276,794     USD      105,320,000       NGN      HSBC    06/01/18           (9,684
  247,974     USD      94,788,000       NGN      JPM    06/19/18           (7,628
  275,346     USD      105,320,000       NGN      HSBC    06/25/18           (7,840
  2,056,756     USD      2,840,000       NZD      CBA    06/20/18     58,769        
  445,720     USD      605,000       NZD      DEUT    06/20/18     20,093        
  489,578     USD      675,000       NZD      NAB    06/20/18     14,704        
  375,368     USD      515,000       NZD      CSFB    06/20/18     13,057        
  344,935     USD      475,000       NZD      GSC    06/20/18     10,765        
  315,201     USD      435,000       NZD      MSC    06/20/18     9,171        
  69,855     USD      97,000       NZD      MSC    06/22/18     1,613        
  297,885     USD      965,000       PEN      DEUT    06/20/18     1,695        

 

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

 

 

  50  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
     Counterparty    Settlement
Date
  Appreciation     Depreciation  
  464,080     USD      24,341,000       PHP      DEUT    06/20/18   $     $ (5,082
  1,412,000     USD      74,130,000       PHP      DEUT    06/20/18           (16,824
  1,435,054     USD      75,900,000       PHP      UBS    06/20/18           (27,886
  625,539     USD      33,106,000       PHP      BCLY    10/18/18           (8,461
  210,714     USD      708,000       PLN      MSC    05/22/18     8,951        
  1,028,969     USD      3,525,000       PLN      GSC    06/20/18     23,867        
  666,735     USD      2,261,000       PLN      CBK    06/20/18     22,045        
  407,719     USD      1,395,000       PLN      GSC    06/20/18     9,956        
  334,448     USD      1,140,000       PLN      GSC    06/20/18     9,394        
  1,244,159     USD      4,340,000       PLN      GSC    06/20/18     6,672        
  51,965     USD      176,000       PLN      GSC    06/20/18     1,781        
  458,179     USD      1,605,000       PLN      MSC    06/20/18     537        
  1,025,182     USD      3,520,000       PLN      BCLY    09/24/18     19,227        
  327,568     USD      1,231,000       RON      BOA    06/20/18     8,630        
  176,145     USD      665,000       RON      GSC    06/20/18     3,851        
  5,544,727     USD      318,101,000       RUB      HSBC    06/20/18     524,031        
  1,454,783     USD      83,650,000       RUB      GSC    06/20/18         134,506        
  914,041     USD      53,316,000       RUB      GSC    06/20/18     72,536        
  265,607     USD      15,480,000       RUB      BOA    06/20/18     21,281        
  229,816     USD      13,350,000       RUB      GSC    06/20/18     19,108        
  223,644     USD      13,025,000       RUB      GSC    06/20/18     18,066        
  209,304     USD      12,215,000       RUB      MSC    07/11/18     16,994        
  366,139     USD      23,140,000       RUB      MSC    09/20/18     4,981        
  50,000     USD      2,950,000       RUB      MSC    09/20/18     3,958        
  195,604     USD      12,548,000       RUB      MSC    09/20/18           (239
  234,524     USD      15,298,000       RUB      MSC    09/20/18           (4,240
  393,290     USD      515,000       SGD      GSC    06/20/18     4,466        
  564,853     USD      750,000       SGD      UBS    06/20/18           (1,396
  930,727     USD      1,235,000       SGD      GSC    06/20/18           (1,696
  235,067     USD      7,320,000       THB      NOM    06/20/18     2,797        
  84,896     USD      2,680,000       THB      JPM    06/20/18           (143
  563,425     USD      17,800,000       THB      UBS    06/20/18           (1,386
  1,344,644     USD      42,480,000       THB      NOM    06/20/18           (3,285
  572,230     USD      2,345,000       TRY      MSC    06/08/18     2,062        
  874,890     USD      3,472,000       TRY      MSC    06/14/18     32,152        
  8,077,848     USD      32,063,000       TRY      CBK    06/20/18     308,748        
  743,907     USD      3,050,000       TRY      DEUT    06/20/18     4,870        
  298,183     USD      1,222,000       TRY      CBK    06/20/18     2,083        
  1,326,952     USD      5,490,000       TRY      GSC    06/20/18           (3,315
  2,163,173     USD      62,745,000       TWD      BCLY    06/20/18     34,913        
  1,067,667     USD      31,225,000       TWD      DEUT    06/20/18     8,541        
  394,315     USD      11,445,000       TWD      UBS    06/20/18     6,110        
  371,753     USD      10,805,000       TWD      GSC    06/20/18     5,256        
  363,684     USD      10,465,000       UYU      HSBC    06/20/18           (1,141
  247,787     USD      7,167,000       UYU      HSBC    06/20/18           (2,065
  383,725     USD      11,105,000       UYU      HSBC    06/20/18               (3,411
  495,539     USD      14,331,000       UYU      JPM    06/20/18           (4,060
  374,169     USD      4,502,000       ZAR      BOA    06/11/18     15,040        
  13,629,242     USD      162,496,000       ZAR      BCLY    06/20/18     681,037        
  1,130,115     USD      13,597,000       ZAR      CBK    06/20/18     46,662        
  912,878     USD      10,980,000       ZAR      GSC    06/20/18     37,956        
  1,118,015     USD      13,566,000       ZAR      GSC    06/20/18     37,033        
  904,071     USD      10,890,000       ZAR      CBK    06/20/18     36,320        
  766,570     USD      9,220,000       ZAR      MSC    06/20/18     31,891        
  471,934     USD      5,570,000       ZAR      MSC    06/20/18     28,098        
  277,414     USD      3,280,000       ZAR      MSC    06/20/18     16,053        
  341,737     USD      4,137,000       ZAR      SSG    06/20/18     12,088        
  198,511     USD      2,402,000       ZAR      MSC    06/20/18     7,111        
  267,556     USD      3,320,000       ZAR      BOA    06/20/18     3,008        

 

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

 

 

  51  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
     Counterparty    Settlement
Date
  Appreciation     Depreciation  
  121,892     USD      1,530,000       ZAR      GSC    06/20/18   $     $ (23
  481,468     USD      6,047,000       ZAR      CBK    06/20/18           (376
  164,201     USD      1,665,000       ZMW      GSC    06/15/18           (48
  22,345,000     UYU      776,138       USD      JPM    06/20/18     2,841        
  4,230,000     ZAR      336,711       USD      MSC    06/20/18     349        
  6,800,000     ZAR      546,031       USD      MSC    06/20/18           (4,185
  5,380,000     ZAR      439,855       USD      GSC    06/20/18           (11,159
  4,190,000     ZAR      345,467       USD      NOM    06/20/18           (11,595
  7,340,000     ZAR      596,489       USD      MSC    06/20/18           (11,614
  6,190,000     ZAR      508,331       USD      MSC    06/20/18           (15,092
  4,420,000     ZAR      369,859       USD      GSC    06/20/18           (17,659
  18,298,000     ZAR      1,521,916       USD      CBK    06/20/18           (63,873
  23,570,000     ZAR      1,946,583       USD      GSC    06/20/18           (68,449
  112,500,000     ZAR      9,435,861       USD      BCLY    06/20/18           (471,499
  1,665,000     ZMW      170,769       USD      CBK    06/15/18           (6,520
              

 

 

   

 

 

 
 

Total

  $     6,022,591     $     (6,410,041
 

 

 

   

 

 

 

 

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

 

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

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BMO

   Bank of Montreal

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBA

   Commonwealth Bank of Australia

CBK

   Citibank NA

CIBC

   Canadian Imperial Bank of Commerce

CSFB

   Credit Suisse First Boston Corp.

DEUT

   Deutsche Bank Securities, Inc.

GSC

   Goldman Sachs & Co.

HSBC

   HSBC Bank USA

JPM

   JP Morgan Chase & Co.

MSC

   Morgan Stanley

NAB

   National Australia Bank Limited

NOM

   Nomura International

RBC

   RBC Dominion Securities, Inc.

RBS

   RBS Greenwich Capital

SCB

   Standard Chartered Bank

SSG

   State Street Global Markets LLC

UBS

   UBS AG
Currency Abbreviations:

ARS

   Argentine Peso

AUD

   Australian Dollar

BRL

   Brazilian Real

CAD

   Canadian Dollar

CLP

   Chilean Peso

CNH

   Chinese Renminbi

COP

   Colombian Peso

CZK

   Czech Koruna

DOP

   Dominican Peso

EGP

   Egyptian Pound

EUR

   Euro

GBP

   British Pound

GHS

   Ghana Cedi

HUF

   Hungarian Forint

IDR

   Indonesian Rupiah

INR

   Indian Rupee

KRW

   South Korean Won

KZT

   Kazakhstani Tenge

MXN

   Mexican Peso

MYR

   Malaysian Ringgit

NGN

   Nigerian Naira

NZD

   New Zealand Dollar

PEN

   Peruvian Sol

PHP

   Philippine Peso

PLN

   Polish Zloty

RON

   New Romanian Leu

RUB

   Russian Ruble

SGD

   Singapore Dollar

THB

   Thai Baht

TRY

   Turkish Lira

TWD

   Taiwanese Dollar

USD

   United States Dollar

UYU

   Uruguayan Peso

ZAR

   South African Rand

ZMW

   Zambian Kwacha
 

 

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

 

 

  52  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments) -
(continued)
Index Abbreviations:

BADLAR

   Buenos Aires Deposits of Large Amount Rate Index
Other Abbreviations:

CJSC

   Closed Joint Stock Company

CLICP

   Sinacofi Chile Interbank Offered Rate

EURIBOR

   Euro Interbank Offered Rate

JSC

   Joint Stock Company

KSDA

   Korea Securities Dealers Association

LIBOR

   London Interbank Offered Rate

OJSC

   Open Joint Stock Company

OTC

   Over-the-Counter

PJSC

   Private Joint Stock Company

PRIBOR

   Prague Interbank Offered Rate

TIIE

   Interbank Equilibrium Interest Rate

WIBOR

   Warsaw Interbank Offered Rate

 

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

 

 

  53  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

       

Corporate Bonds

  $ 37,962,174     $     $ 37,962,174     $  

Foreign Government Obligations

    139,347,901             139,347,901        

Short-Term Investments

    16,670,058       11,329,879       5,340,179        

Purchased Options

    1,171,382             1,171,382        

Foreign Currency Contracts(2)

    6,022,591             6,022,591        

Futures Contracts(2)

    30,609       30,609              

Swaps - Cross Currency(2)

    352,805             352,805        

Swaps - Interest Rate(2)

    64,861             64,861        

Swaps - Total Return(2)

    8,228             8,228        
 

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     201,630,609     $     11,360,488     $     190,270,121     $     —  
 

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

       

Foreign Currency Contracts(2)

  $ (6,410,041   $     $ (6,410,041   $  

Futures Contracts(2)

    (55,986     (55,986            

Swaps - Cross Currency(2)

    (379,831           (379,831      

Swaps - Interest Rate(2)

    (80,195           (80,195      

Written Options

    (758,132           (758,132      
 

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ (7,684,185   $ (55,986   $ (7,628,199   $  
 

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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.

 

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

 

 

  54  

 


The Hartford Floating Rate Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 9.8%  
      Advertising - 0.0%  
  $       1,500,000    

Acosta, Inc.
7.75%, 10/01/2022(1)

  $ 892,500  
     

 

 

 
      Biotechnology - 0.3%  
    11,200,000    

Sotera Health Topco, Inc.
8.13%, 11/01/2021(1)(2)

    11,284,000  
     

 

 

 
      Chemicals - 0.2%  
    6,873,000    

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

    6,532,402  
     

 

 

 
      Coal - 0.3%  
    6,085,000    

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(1)

    5,141,825  
    5,850,000    

Peabody Energy Corp.
6.00%, 03/31/2022(1)

    6,009,120  
     

 

 

 
        11,150,945  
     

 

 

 
      Commercial Banks - 1.9%  
    7,600,000    

Banco Bilbao Vizcaya Argentaria S.A.
5 year USD Swap + 3.870%,
6.13%, 11/16/2027(3)(4)

    7,345,780  
 

Banco de Sabadell S.A.

 

  EUR       800,000    

5 year EUR Swap + 6.051%,
6.13%, 11/23/2022(3)(4)(5)

    1,016,799  
    3,000,000    

5 year EUR Swap + 6.414%,
6.50%, 05/18/2022(3)(4)(5)

    3,852,564  
 

BNP Paribas S.A.

 

  $       9,770,000    

5 year USD Swap + 2.838%,
5.13%, 11/15/2027(1)(3)

    9,159,375  
    5,675,000    

5 year USD Swap + 6.314%,
7.63%, 03/30/2021(1)(3)(4)

    6,113,394  
  EUR       4,000,000    

Caixa Geral de Depositos S.A.
5 year EUR Swap + 10.925%,
10.75%, 03/30/2022(3)(4)(5)

    5,603,127  
  $       2,150,000    

Credit Agricole S.A.
5 year USD Swap + 4.898%,
7.88%, 01/23/2024(1)(3)(4)

    2,332,750  
    3,850,000    

Credit Suisse Group AG
5 year USD Swap + 3.455%,
6.25%, 12/18/2024(1)(3)(4)

    3,942,539  
    4,095,000    

Freedom Mortgage Corp.
8.13%, 11/15/2024(1)

    4,095,000  
 

HSBC Holdings plc

 

    4,275,000    

5 year USD ICE Swap + 3.453%,
6.25%, 03/23/2023(3)(4)

    4,333,824  
    5,220,000    

5 year USD ICE Swap + 4.368%,
6.38%, 03/30/2025(3)(4)

    5,376,600  
    5,925,000    

Intesa Sanpaolo S.p.A.
5 year USD Swap + 5.462%,
7.70%, 09/17/2025(1)(3)(4)

    6,265,687  
    6,145,000    

Itau Unibanco Holding S.A.
5 year CMT Swap + 3.981%,
6.13%, 12/12/2022(1)(3)(4)

    6,004,894  
    5,000,000    

Standard Chartered plc
5 year USD Swap + 5.723%,
7.75%, 04/02/2023(1)(3)(4)

    5,325,000  
 

UniCredit S.p.A.

 

  EUR       3,125,000    

5 year USD Swap + 4.925%,
5.38%, 06/03/2025(3)(4)(5)

    3,766,171  
    1,800,000    

5 year EUR Swap + 6.387%,
6.63%, 06/03/2023(3)(4)(5)

    2,362,633  
     

 

 

 
    76,896,137  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 9.8% - (continued)  
      Commercial Services - 0.4%  
  $       10,145,000    

Brand Industrial Services, Inc.
8.50%, 07/15/2025(1)

  $ 10,474,712  
    3,625,000    

Herc Rentals, Inc.
7.75%, 06/01/2024(1)

    3,913,188  
     

 

 

 
    14,387,900  
     

 

 

 
      Diversified Financial Services - 0.4%  
    9,950,000    

Navient Corp.
5.88%, 10/25/2024

    9,751,000  
    4,825,000    

Springleaf Finance Corp.
6.88%, 03/15/2025

    4,873,250  
     

 

 

 
    14,624,250  
     

 

 

 
      Electric - 0.1%  
    3,465,000    

GenOn Energy, Inc.
7.88%, 06/15/2017(6)

    2,893,275  
     

 

 

 
      Energy - Alternate Sources - 0.2%  
    7,135,000    

Rio Energy S.A. / UGEN S.A. / UENSA S.A.
6.88%, 02/01/2025(1)

    6,956,625  
     

 

 

 
      Entertainment - 0.2%  
    6,750,000    

Codere Finance 2 Luxembourg S.A.
7.63%, 11/01/2021(1)

    6,886,350  
     

 

 

 
      Food - 0.4%  
    3,000,000    

Albertsons Cos. LLC / Safeway, Inc. / New Albertson’s, Inc. / Albertson’s LLC
6.63%, 06/15/2024

    2,793,750  
  GBP       851,568    

Iceland Bondco plc
3 mo. GBP LIBOR+ 4.25%,
5.04%, 07/15/2020(1)(4)

    1,166,609  
  $       5,000,000    

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

    4,700,000  
    7,835,000    

MARB BondCo plc
7.00%, 03/15/2024(1)

    7,492,297  
     

 

 

 
    16,152,656  
     

 

 

 
      Household Products - 0.2%  
    10,000,000    

Revlon Consumer Products Corp.
5.75%, 02/15/2021

    7,300,000  
     

 

 

 
      Household Products/Wares - 0.2%  
  EUR       8,700,000    

Diamond BC B.V.
5.63%, 08/15/2025(5)

    10,039,120  
     

 

 

 
      Insurance - 0.3%  
  $       7,200,000    

Genworth Holdings, Inc.
4.80%, 02/15/2024

    5,688,000  
    7,500,000    

HUB International Ltd.
7.00%, 05/01/2026(1)(7)

    7,509,375  
     

 

 

 
    13,197,375  
     

 

 

 
      Iron/Steel - 0.6%  
    8,000,000    

AK Steel Corp.
7.00%, 03/15/2027

    7,760,000  
    7,825,000    

CSN Islands XI Corp.
6.88%, 09/21/2019(5)

    7,844,562  
    6,000,000    

CSN Resources S.A.
7.63%, 02/13/2023(1)

    5,715,000  
    5,000,000    

Koks OAO Via Koks Finance DAC
7.50%, 05/04/2022(5)

    5,064,180  
     

 

 

 
    26,383,742  
     

 

 

 
 

 

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

 

 

  55  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 9.8% - (continued)  
      Machinery - Construction & Mining - 0.1%  
  $       5,395,000    

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%, 03/15/2024(1)

  $ 5,737,313  
     

 

 

 
      Media - 0.4%  
    12,000,000    

Altice Luxembourg S.A.
7.75%, 05/15/2022(1)

    11,460,000  
    4,020,000    

Vrio Finco LLC
6.25%, 04/04/2023(1)

    4,050,150  
     

 

 

 
    15,510,150  
     

 

 

 
      Metal Fabricate/Hardware - 0.2%  
    10,000,000    

Hillman Group, Inc.
6.38%, 07/15/2022(1)(8)

    9,675,800  
     

 

 

 
      Mining - 0.3%  
    3,575,000    

Constellium N.V.
6.63%, 03/01/2025(1)

    3,624,156  
 

First Quantum Minerals Ltd.

 

    5,645,000    

7.25%, 04/01/2023(1)

    5,629,759  
    3,775,000    

7.50%, 04/01/2025(1)

    3,732,720  
     

 

 

 
    12,986,635  
     

 

 

 
      Miscellaneous Manufacturing - 0.1%  
    4,000,000    

Bombardier, Inc.
5.75%, 03/15/2022(1)

    4,010,000  
     

 

 

 
      Oil & Gas - 0.9%  
    5,000,000    

Chesapeake Energy Corp.
8.00%, 06/15/2027(1)

    4,812,500  
    4,000,000    

Denbury Resources, Inc.
9.00%, 05/15/2021(1)

    4,180,000  
 

MEG Energy Corp.

 

    4,000,000    

6.38%, 01/30/2023(1)

    3,610,000  
    8,230,000    

6.50%, 01/15/2025(1)

    8,231,646  
    4,130,000    

Nostrum Oil & Gas Finance B.V.
8.00%, 07/25/2022(1)

    4,202,886  
    6,100,000    

Sable Permian Resources LLC / AEPB Finance Corp.
3 mo. USD LIBOR + 6.500%, 8.86%, 08/01/2019(1)(4)

    5,398,500  
    5,060,000    

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(1)

    4,756,400  
     

 

 

 
    35,191,932  
     

 

 

 
      Pharmaceuticals - 0.5%  
    6,500,000    

Endo Finance LLC / Endo Finco, Inc.
7.25%, 01/15/2022(1)

    5,508,750  
    5,715,000    

NVA Holdings, Inc.
6.88%, 04/01/2026(1)

    5,757,862  
 

Valeant Pharmaceuticals International, Inc.

 

    7,000,000    

5.88%, 05/15/2023(1)

    6,431,250  
    1,925,000    

9.00%, 12/15/2025(1)

    1,949,063  
     

 

 

 
    19,646,925  
     

 

 

 
      Retail - 0.4%  
    4,975,000    

Eurotorg LLC Via Bonitron DAC
8.75%, 10/30/2022(1)

    5,030,123  
    4,200,000    

Ferrellgas L.P. / Ferrellgas Finance Corp.
6.75%, 01/15/2022

    3,958,500  
    10,000,000    

Staples, Inc.
8.50%, 09/15/2025(1)

    9,350,000  
     

 

 

 
    18,338,623  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 9.8% - (continued)  
      Software - 0.1%  
  EUR       2,400,000    

TeamSystem S.p.A.
3 mo. EURIBOR + 4.000%, 4.00%, 04/15/2023(1)(4)

  $ 2,921,860  
     

 

 

 
      Telecommunications - 0.2%  
  $       5,000,000    

Frontier Communications Corp.
8.50%, 04/01/2026(1)

    4,862,500  
    5,000,000    

Liquid Telecommunications Financing plc
8.50%, 07/13/2022(1)

    5,262,190  
     

 

 

 
    10,124,690  
     

 

 

 
      Textiles - 0.1%  
    1,705,000    

Eagle Intermediate Global Holding B.V./Ruyi US Finance LLC
7.50%, 05/01/2025(1)(8)

    1,747,625  
  EUR       1,915,000    

5.38%, 05/01/2023(1)(8)

    2,364,586  
     

 

 

 
    4,112,211  
     

 

 

 
      Toys/Games/Hobbies - 0.2%  
  $       8,725,000    

Mattel, Inc.
6.75%, 12/31/2025(1)

    8,494,660  
     

 

 

 
      Transportation - 0.5%  
    4,370,000    

Hertz Corp.
7.63%, 06/01/2022(1)

    4,451,938  
 

Rumo Luxembourg S.a.r.l.

 

    10,000,000    

5.88%, 01/18/2025(1)

    9,762,500  
    4,580,000    

7.38%, 02/09/2024(1)

    4,861,670  
     

 

 

 
    19,076,108  
     

 

 

 
      Water - 0.1%  
    3,860,000    

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

    3,811,750  
     

 

 

 
 

Total Corporate Bonds
(cost $402,859,916)

  $ 395,215,934  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 88.2%(9)  
      Advertising - 0.6%  
  $       18,832,569    

Acosta Holdco, Inc.
1 mo. USD LIBOR + 3.250%, 5.15%, 09/26/2021

  $ 15,357,584  
    8,030,075    

Entravision Communications Corp.
1 mo. USD LIBOR + 2.750%, 4.65%, 11/29/2024

    8,009,999  
     

 

 

 
    23,367,583  
     

 

 

 
      Aerospace/Defense - 1.7%  
    15,316,613    

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 5.39%, 12/11/2024

    15,364,553  
 

TransDigm, Inc.

 

    14,569,814    

1 mo. USD LIBOR + 2.750%, 4.65%, 05/14/2022

    14,627,219  
    39,840,685    

1 mo. USD LIBOR + 2.750%, 4.79%, 06/09/2023

    39,999,251  
     

 

 

 
    69,991,023  
     

 

 

 
      Agriculture - 0.1%  
    3,921,473    

Pinnacle Operating Corp.
1 mo. USD LIBOR + 7.250%, 9.15%, 11/15/2021

    3,681,283  
     

 

 

 
 

 

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

 

 

  56  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
      Airlines - 0.7%  
  $       28,410,101    

American Airlines, Inc.
1 mo. USD LIBOR + 2.000%, 3.90%, 04/28/2023

  $ 28,420,329  
     

 

 

 
      Auto Manufacturers - 0.4%  
    14,842,800    

Navistar International Corp.
1 mo. USD LIBOR + 3.500%, 5.40%, 11/06/2024

    14,926,365  
     

 

 

 
      Beverages - 0.3%  
    12,623,458    

Jacobs Douwe Egberts International B.V.
3 mo. USD LIBOR + 2.250%, 4.06%, 07/02/2022

    12,712,832  
     

 

 

 
      Biotechnology - 0.8%  
    32,833,544    

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%, 4.90%, 05/15/2022

    32,997,712  
     

 

 

 
      Chemicals - 2.2%  
    13,639,204    

Chemours Co.
1 mo. USD LIBOR + 1.750%, 3.66%, 04/03/2025

    13,679,031  
  EUR       6,350,494    

Chemours Company (The)
EURIBOR + 2.000%,
2.50%, 03/21/2025

    7,691,247  
    9,301,688    

Diamond (BC) B.V.
EURIBOR + 3.250%,
0.00%, 09/06/2024(8)

    11,166,779  
  $       13,937,956    

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%, 5.47%, 06/09/2023

    14,059,913  
    4,818,691    

Tronox Blocked Borrower LLC
3 mo. USD LIBOR + 3.000%, 5.30%, 09/22/2024

    4,867,649  
    11,120,057    

Tronox Finance LLC
3 mo. USD LIBOR + 3.000%, 5.30%, 09/22/2024

    11,233,037  
    27,179,750    

Univar, Inc.
1 mo. USD LIBOR + 2.500%, 4.40%, 07/01/2024

    27,404,798  
     

 

 

 
    90,102,454  
     

 

 

 
      Coal - 0.7%  
 

Ascent Resources - Marcellus LLC

 

    1,835,000    

0.00%, 08/04/2021(6)(7)

    55,050  
    15,944,225    

PRIME + 3.250%,
8.00%, 08/04/2020

    8,809,184  
    18,843,650    

Foresight Energy LLC
3 mo. USD LIBOR + 5.750%, 8.11%, 03/28/2022

    18,378,401  
     

 

 

 
    27,242,635  
     

 

 

 
      Commercial Services - 7.3%  
    10,075,615    

Allied Universal Holdco LLC
3 mo. USD LIBOR + 3.750%, 6.05%, 07/28/2022

    9,871,987  
    17,872,211    

Avis Budget Car Rental, LLC
3 mo. USD LIBOR + 2.000%, 4.31%, 02/13/2025

    18,006,252  
 

Brickman Group Ltd. LLC

 

    32,414,767    

1 mo. USD LIBOR + 3.000%, 4.90%, 12/18/2020

    32,581,054  
    5,576,011    

1 mo. USD LIBOR + 6.500%, 8.39%, 12/17/2021

    5,603,891  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
      Commercial Services - 7.3% - (continued)  
  $       6,514,267    

Capital Automotive L.P.
1 mo. USD LIBOR + 6.000%, 7.91%, 03/24/2025

  $ 6,579,410  
    3,660,850    

Ceridian HCM Holding, Inc.
0.00%, 04/05/2025(7)(8)

    3,666,964  
    8,557,054    

DuPage Medical Group, Ltd.
1 mo. USD LIBOR + 2.750%, 4.65%, 08/15/2024

    8,557,054  
    18,772,523    

Hertz Corp.
3 mo. USD LIBOR + 2.750%, 4.65%, 06/30/2023

    18,827,339  
    8,128,504    

ON Assignment, Inc.
0.00%, 02/21/2025(7)(8)

    8,163,050  
    17,317,332    

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 11/15/2023

    17,382,272  
    9,604,836    

Russell Investments US Inst’l Holdco, Inc.
3 mo. USD LIBOR + 3.250%, 5.55%, 06/01/2023

    9,652,860  
    32,632,222    

ServiceMaster Co.
1 mo. USD LIBOR + 2.500%, 4.40%, 11/08/2023

    32,836,173  
    26,727,581    

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 02/06/2024

    25,858,935  
  EUR       12,000,000    

Techem GmbH
EURIBOR + 3.000%,
3.00%, 10/02/2024

    14,510,759  
  $       37,399,925    

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%, 4.90%, 05/01/2024

    37,602,633  
    18,140,106    

Trans Union LLC
1 mo. USD LIBOR + 2.000%, 3.90%, 04/10/2023

    18,170,945  
    11,993,188    

Weight Watchers International, Inc.
3 mo. USD LIBOR + 4.750%, 6.99%, 11/29/2024

    12,128,111  
    14,995,188    

Xerox Business Services LLC
1 mo. USD LIBOR + 3.000%, 4.90%, 12/07/2023

    15,070,163  
     

 

 

 
    295,069,852  
     

 

 

 
      Construction Materials - 0.4%  
    9,055,000    

Pisces Midco, Inc.
0.00%, 04/12/2025(7)(8)

    9,134,231  
    5,386,500    

Summit Materials Companies I, LLC
1 mo. USD LIBOR + 2.250%, 4.15%, 11/21/2024

    5,411,763  
     

 

 

 
    14,545,994  
     

 

 

 
      Distribution/Wholesale - 0.6%  
 

PowerTeam Services LLC

 

    19,814,119    

3 mo. USD LIBOR + 3.250%,
5.55%, 02/27/2025(8)

    19,801,834  
    2,330,000    

3 mo. USD LIBOR + 7.250%,
9.55%, 02/27/2026

    2,330,000  
     

 

 

 
    22,131,834  
     

 

 

 
      Diversified Financial Services - 3.2%  
    14,859,850    

AlixPartners LLP
3 mo. USD LIBOR + 2.750%,
5.05%, 04/04/2024

    14,922,559  
 

 

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

 

 

  57  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
      Diversified Financial Services - 3.2% - (continued)  
  $       19,225,000    

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%, 4.40%, 02/28/2025

  $ 19,195,009  
 

EVO Payments International LLC

 

    16,263,350    

1 mo. USD LIBOR + 4.000%, 5.90%, 12/22/2023(8)

    16,446,313  
    2,150,000    

1 mo. USD LIBOR + 9.000%,
10.90%, 11/15/2024

    2,160,750  
    11,461,931    

FinCo I LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 12/27/2022

    11,576,550  
    5,671,725    

Focus Financial Partners LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 07/03/2024

    5,700,083  
    10,000,000    

GreenSky Holdings LLC
0.00%, 03/29/2025(7)(8)

    10,025,000  
  EUR       18,534,055    

Nets Holding A/S
EURIBOR + 3.250%,
3.25%, 02/06/2025

    22,368,737  
  $       5,255,212    

NFP Corp.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/08/2024

    5,276,023  
    4,502,400    

NN, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 04/02/2021

    4,496,772  
    13,375,688    

RP Crown Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 10/12/2023

    13,453,668  
    3,971,895    

Walter Investment Management Corp.
1 mo. USD LIBOR + 6.000%,
7.90%, 06/30/2022

    3,728,616  
     

 

 

 
        129,350,080  
     

 

 

 
            Electric - 1.8%  
    32,034,387    

Calpine Construction Finance Company, L.P.
1 mo. USD LIBOR + 2.500%,
4.40%, 01/15/2025

    32,079,555  
    10,650,000    

Chief Exploration & Development LLC
2 mo. USD LIBOR + 6.500%,
8.42%, 05/16/2021

    10,523,585  
    5,659,306    

ExGen Texas Power LLC
3 mo. USD LIBOR + 4.750%,
6.44%, 09/16/2021

    3,537,066  
    10,304,425    

Helix Gen Funding LLC
1 mo. USD LIBOR + 3.750%,
5.65%, 06/02/2024

    10,385,212  
    15,141,250    

NRG Energy, Inc.
3 mo. USD LIBOR + 1.750%,
4.05%, 06/30/2023

    15,176,226  
     

 

 

 
        71,701,644  
     

 

 

 
            Electrical Components & Equipment - 0.1%  
    665,000    

American Traffic Solutions, Inc.
1 mo. USD LIBOR + 7.750%,
9.64%, 02/23/2026

    671,650  
    3,750,000    

ATS Consolidated, Inc.
1 mo. USD LIBOR + 3.750%,
5.64%, 02/28/2025

    3,776,550  
     

 

 

 
        4,448,200  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
            Energy - Alternate Sources - 1.6%  
  $       13,316,335    

AES Corp.
3 mo. USD LIBOR + 1.750%,
3.69%, 05/31/2022

  $ 13,330,184  
    18,560,000    

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 4.000%,
6.36%, 10/31/2024

    18,638,323  
    5,082,263    

Medallion Midland Acquisition LLC
1 mo. USD LIBOR + 3.250%,
5.15%, 10/30/2024

    5,088,615  
    3,641,233    

MEG Energy Corp.
3 mo. USD LIBOR + 3.500%,
5.81%, 12/31/2023

    3,655,799  
    23,576,028    

TEX Operations Co. LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 08/04/2023

    23,730,688  
     

 

 

 
        64,443,609  
     

 

 

 
            Engineering & Construction - 1.1%  
    30,737,725    

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%,
6.61%, 06/21/2024

    31,018,361  
    5,035,405    

DG Investment Intermediate Holdings 2, Inc.
3 mo. USD LIBOR + 3.000%,
5.30%, 02/03/2025(10)

    5,029,111  
    539,508    

3 mo. USD LIBOR + 3.000%
1.50%, 02/03/2025(10)

    538,833  
    1,360,000    

3 mo. USD LIBOR + 6.750%,
9.05%, 02/02/2026

    1,366,800  
    6,494,914    

Pike Corp.
1 mo. USD LIBOR + 3.500%,
5.41%, 03/23/2025

    6,573,373  
     

 

 

 
        44,526,478  
     

 

 

 
            Entertainment - 1.0%  
    14,194,929    

Camelot UK Holdco Ltd.
1 mo. USD LIBOR + 3.250%,
5.15%, 10/03/2023

    14,286,203  
    10,827,311    

CityCenter Holdings LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 04/18/2024

    10,873,976  
    2,200,000    

NAI Entertainment Holdings LLC
0.00%, 04/23/2025(7)(8)

    2,206,424  
    13,869,863    

Scientific Games International, Inc.
2 mo. USD LIBOR + 2.750%,
4.73%, 08/14/2024

    13,950,030  
     

 

 

 
        41,316,633  
     

 

 

 
            Environmental Control - 0.3%  
    11,324,757    

Advanced Disposal Services, Inc.
1 Week USD LIBOR + 2.250%,
4.00%, 11/10/2023

    11,390,780  
     

 

 

 
            Food - 2.5%  
    4,605,000    

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 03/31/2025

    4,628,025  
  EUR       11,250,000    

Froneri International plc
EURIBOR + 2.625%,
2.63%, 01/22/2025

    13,614,569  
  $       16,865,204    

Hostess Brands LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/03/2022

    16,987,477  
 

 

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

 

 

  58  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
            Food - 2.5% - (continued)  
  $       32,453,074    

JBS USA LLC
3 mo. USD LIBOR + 2.500%,
4.68%, 10/30/2022

  $ 32,405,692  
    29,437,425    

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 05/24/2024

    29,563,712  
    3,491,250    

Utz Quality Foods LLC
1 mo. USD LIBOR + 3.500%,
5.40%, 11/21/2024

    3,522,881  
     

 

 

 
        100,722,356  
     

 

 

 
            Food Service - 0.5%  
    11,745,563    

Aramark Services, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 03/11/2025

    11,818,972  
    9,566,816    

Hearthside Group Holdings LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 06/02/2021

    9,584,801  
     

 

 

 
        21,403,773  
     

 

 

 
            Healthcare - Products - 2.3%  
    4,054,838    

Avantor, Inc.
1 mo. USD LIBOR + 4.000%,
5.90%, 11/21/2024

    4,097,576  
    5,494,120    

Immucor, Inc.
3 mo. USD LIBOR + 5.000%,
7.30%, 06/15/2021

    5,610,870  
    20,649,453    

INC Research LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/01/2024

    20,715,738  
    18,904,719    

Kinetic Concepts, Inc.
3 mo. USD LIBOR + 3.250%,
5.55%, 02/02/2024

    19,018,147  
    10,278,350    

Parexel International Corp.
1 mo. USD LIBOR + 2.750%,
4.65%, 09/27/2024

    10,310,521  
    41,105,427    

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%,
5.40%, 09/07/2023

    31,617,061  
     

 

 

 
        91,369,913  
     

 

 

 
            Healthcare - Services - 4.8%  
    14,250,000    

Air Medical Group Holdings Inc
1 mo. USD LIBOR + 4.250%,
6.15%, 03/14/2025

    14,398,485  
    7,475,568    

CDRH Parent, Inc.
3 mo. USD LIBOR + 4.250%,
6.28%, 07/01/2021

    6,676,654  
    12,760,140    

Community Health Systems, Inc.
3 mo. USD LIBOR + 3.250%,
5.23%, 01/27/2021

    12,366,745  
    2,800,000    

DuPage Medical Group, Ltd.
1 mo. USD LIBOR + 7.000%,
8.90%, 08/15/2025

    2,807,000  
    17,455,004    

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.000%,
4.91%, 12/01/2023

    17,511,733  
 

Genoa, a QoL Healthcare Co. LLC

 

    9,599,373    

1 mo. USD LIBOR + 3.250%,
5.15%, 10/28/2023

    9,650,346  
    1,750,000    

1 mo. USD LIBOR + 8.000%,
9.90%, 10/25/2024

    1,767,500  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
            Healthcare - Services - 4.8% - (continued)  
  $       10,519,057    

Global Medical Response, Inc.
1 mo. USD LIBOR + 3.250%,
5.13%, 04/28/2022

  $ 10,566,393  
    15,512,664    

Jaguar Holding Co.
3 mo. USD LIBOR + 2.500%,
4.61%, 08/18/2022

    15,591,933  
    26,991,837    

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 06/07/2023

    27,123,018  
    34,685,566    

Opal Acquisition, Inc.
3 mo. USD LIBOR + 4.000%,
6.31%, 11/27/2020(8)

    33,991,854  
    13,717,675    

Ortho-Clinical Diagnostics S.A.
1 mo. USD LIBOR + 3.750%,
5.65%, 06/30/2021

    13,803,411  
    14,123,314    

Surgery Center Holdings, Inc.
1 mo. USD LIBOR + 3.250%,
5.16%, 09/02/2024

    14,145,347  
 

U.S. Renal Care, Inc.

 

    11,916,396    

3 mo. USD LIBOR + 4.250%,
6.55%, 12/31/2022

    11,856,813  
    1,950,000    

3 mo. USD LIBOR + 8.000%,
10.30%, 12/31/2023

    1,954,875  
     

 

 

 
        194,212,107  
     

 

 

 
            Home Furnishings - 0.2%  
    9,128,947    

Hillman Group, Inc.
3 mo. USD LIBOR + 3.500%,
5.80%, 06/30/2021

    9,216,402  
     

 

 

 
      Household Products - 0.3%  
    12,872,738    

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%,
4.99%, 09/06/2024

    12,848,665  
     

 

 

 
            Insurance - 3.2%  
   

Asurion LLC

 
    9,125,952    

1 mo. USD LIBOR + 2.750%,
4.65%, 11/03/2023

    9,188,739  
    10,550,000    

1 mo. USD LIBOR + 6.000%,
7.90%, 08/04/2025

    10,834,850  
    13,175,808    

Evertec Group LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 04/17/2020

    13,159,338  
    4,520,000    

Genworth Financial, Inc.
1 mo. USD LIBOR + 4.500%,
6.40%, 02/22/2023

    4,593,450  
    19,915,000    

Hub International Ltd.
0.00%, 04/25/2025(7)(8)

    20,031,104  
 

Sedgwick Claims Management Services, Inc.

 

    28,279,721    

1 mo. USD LIBOR + 2.750%,
4.65%, 03/01/2021

    28,285,660  
    16,125,000    

1 mo. USD LIBOR + 5.750%,
7.65%, 02/28/2022

    16,245,938  
    27,969,600    

USI, Inc.
3 mo. USD LIBOR + 3.000%,
5.30%, 05/16/2024(8)

    28,062,739  
     

 

 

 
        130,401,818  
     

 

 

 
            Internet - 0.3%  
    11,211,401    

Lands’ End, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 04/04/2021

    10,755,994  
     

 

 

 
 

 

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

 

 

  59  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
            IT Services - 0.2%  
  $       8,835,600    

NAB Holdings LLC
3 mo. USD LIBOR + 3.000%,
5.30%, 07/01/2024

  $ 8,887,112  
     

 

 

 
            Leisure Time - 3.4%  
   

Aristocrat Leisure Ltd.

 
    16,345,572    

3 mo. USD LIBOR + 2.000%,
4.36%, 10/20/2021

    16,434,982  
    8,104,688    

3 mo. USD LIBOR + 2.000%,
4.36%, 10/19/2024

    8,145,211  
    59,544,315    

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 12/22/2024

    60,015,906  
    17,128,529    

Delta 2 (LUX) S.a.r.l.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/21/2024

    17,101,809  
    23,021,384    

Eldorado Resorts LLC
2 mo. USD LIBOR + 2.250%,
4.18%, 04/17/2024

    23,165,268  
    10,445,690    

Lindblad Expeditions, Inc.
6 mo. USD LIBOR + 3.500%,
5.95%, 03/21/2025

    10,550,146  
     

 

 

 
        135,413,322  
     

 

 

 
            Lodging - 2.2%  
    60,837,525    

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/06/2024

    60,943,991  
    25,816,038    

Station Casinos LLC
1 mo. USD LIBOR + 2.500%,
4.41%, 06/08/2023

    25,894,002  
     

 

 

 
        86,837,993  
     

 

 

 
            Machinery - Diversified - 1.9%  
   

Gardner Denver, Inc.

 
  EUR       15,863,132    

EURIBOR + 3.000%, 3.00%, 07/30/2024

    19,137,732  
  $       13,126,612    

3 mo. USD LIBOR + 2.750%,
5.05%, 07/30/2024

    13,197,233  
   

Gates Global LLC

 
  EUR       12,672,320    

EURIBOR + 3.000%, 3.00%, 04/01/2024

    15,303,089  
  $       13,889,468    

3 mo. USD LIBOR + 2.750%,
5.05%, 04/01/2024

    13,962,943  
   

Zodiac Pool Solutions LLC

 
  EUR       9,740,000    

0.00%, 03/07/2025(7)(8)

    11,779,664  
  $       4,375,000    

0.00%, 03/31/2025(7)(8)

    4,391,406  
     

 

 

 
        77,772,067  
     

 

 

 
            Media - 10.8%  
   

Advantage Sales & Marketing, Inc.

 
    11,133,538    

1 mo. USD LIBOR + 3.250%,
5.15%, 07/23/2021

    10,634,867  
    5,130,000    

1 mo. USD LIBOR + 6.500%,
8.40%, 07/25/2022

    4,725,294  
   

Altice Financing S.A.

 
  EUR       2,771,075    

EURIBOR + 2.750%,
2.75%, 01/31/2026

    3,324,230  
  $       20,730,825    

3 mo. USD LIBOR + 2.750%,
5.10%, 01/31/2026

    20,437,069  
    12,897,525    

Altice U.S. Finance I Corp.
1 mo. USD LIBOR + 2.250%,
4.15%, 07/28/2025

    12,877,405  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
            Media - 10.8% - (continued)  
  $       29,477,857    

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%,
3.91%, 04/30/2025

  $ 29,593,705  
  EUR       8,475,000    

Crown Finance US, Inc.
EURIBOR + 2.625%,
2.63%, 02/28/2025

    10,226,424  
   

CSC Holdings LLC

 
  $       22,634,029    

1 mo. USD LIBOR + 2.250%,
4.15%, 07/17/2025

    22,554,810  
    3,250,000    

1 mo. USD LIBOR + 2.500%,
4.40%, 01/25/2026

    3,250,000  
    891,651    

Dex Media, Inc.
1 mo. USD LIBOR + 10.000%,
11.91%, 07/29/2021

    909,484  
    4,488,158    

Getty Images, Inc.
3 mo. USD LIBOR + 3.500%,
5.80%, 10/18/2019

    4,257,377  
    9,785,475    

Maxar Technologies Ltd.
1 mo. USD LIBOR + 2.750%,
4.66%, 10/04/2024

    9,793,597  
    5,850,000    

Meredith Corp.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/31/2025

    5,885,860  
    17,297,431    

MTN Infrastructure TopCo, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 11/15/2024

    17,373,194  
   

Numericable Group S.A.

 
  EUR       2,638,350    

EURIBOR + 3.000%,
3.00%, 07/31/2025

    3,115,595  
  $       10,018,800    

1 mo. USD LIBOR + 2.750%,
4.65%, 07/31/2025

    9,841,668  
    13,862,423    

3 mo. USD LIBOR + 3.000%,
5.35%, 01/31/2026

    13,643,674  
   

PSAV Holdings LLC

 
    25,195,000    

3 mo. USD LIBOR + 3.250%,
5.20%, 03/01/2025

    25,218,683  
    8,180,000    

3 mo. USD LIBOR + 7.250%,
9.26%, 09/01/2025

    8,139,100  
    13,481,832    

Quebecor Media, Inc.
3 mo. USD LIBOR + 2.250%,
4.09%, 08/17/2020

    13,509,874  
    6,805,000    

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%,
4.66%, 08/17/2024

    6,864,544  
    57,470,000    

Sinclair Television Group, Inc.
0.00%, 12/12/2024(7)(8)

    57,709,650  
    24,008,253    

Tribune Media Co.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/27/2024

    24,038,263  
    9,820,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 01/15/2026

    9,799,869  
  EUR       3,295,000    

Unitymedia Hessen GmbH & Co. KG
EURIBOR + 2.750%,
2.75%, 01/15/2027

    3,983,179  
  $       16,975,000    

UPC Financing Partnership
1 mo. USD LIBOR + 2.500%,
4.40%, 01/15/2026

    17,010,308  
    15,675,000    

Vantiv LLC
1 mo. USD LIBOR + 2.000%,
3.90%, 08/09/2024

    15,770,461  
 

 

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

 

 

  60  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
            Media - 10.8% - (continued)  
  $       24,490,000    

Virgin Media Bristol LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 01/15/2026

  $ 24,594,572  
  GBP       14,075,000    

Virgin Media Investment Holdings Ltd.
LIBOR - GBP + 3.250%,
3.78%, 11/15/2027

    19,316,587  
  $       25,900,000    

Ziggo Secured Finance Partnership
1 mo. USD LIBOR + 2.500%,
4.40%, 04/15/2025(8)

    25,767,910  
     

 

 

 
        434,167,253  
     

 

 

 
            Metal Fabricate/Hardware - 0.3%  
    1,965,735    

NN, Inc.
1 mo. USD LIBOR + 3.750%,
5.65%, 10/19/2022

    1,963,278  
    8,725,673    

Rexnord LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/21/2024

    8,784,571  
     

 

 

 
        10,747,849  
     

 

 

 
            Miscellaneous Manufacturing - 0.9%  
  EUR       6,955,000    

CTC AcquiCo GmbH
0.00%, 03/07/2025(8)(10)

    8,390,289  
    24,875,000    

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/20/2024

    24,941,665  
 

Mavis Tire Express Services Corp.

 

    434,693    

3 mo. USD LIBOR + 3.250%
1.12%, 03/20/2025(10)

    434,149  
    2,715,307    

1 mo. USD LIBOR + 3.250%,
5.15%, 03/20/2025

    2,711,913  
     

 

 

 
    36,478,016  
     

 

 

 
            Oil & Gas - 3.3%  
    1,314,776    

Ameriforge Group, Inc.
1.000%, 5.65%, 06/08/2022

    1,312,580  
    10,406,350    

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%,
6.31%, 06/24/2024

    10,497,406  
    12,445,000    

California Resources Corp.
1 mo. USD LIBOR + 4.750%,
6.65%, 12/31/2022

    12,697,758  
    6,600,000    

Chesapeake Energy Corp.
3 mo. USD LIBOR + 7.500%,
9.44%, 08/23/2021

    6,979,500  
    27,931,174    

Energy Transfer Equity L.P.
1 mo. USD LIBOR + 2.000%,
3.90%, 02/02/2024

    27,947,095  
   

Fieldwood Energy LLC

 

    10,464,446    

3 mo. USD LIBOR + 2.875%,
0.00%, 09/28/2018

    10,490,607  
    8,500,000    

1 mo. USD LIBOR + 7.000%,
0.00%, 08/31/2020

    8,563,750  
    5,050,000    

0.00%, 04/11/2023(7)(8)

    4,866,937  
    5,186,577    

KCA Deutag U.S. Finance LLC
3 mo. USD LIBOR + 5.750%,
7.65%, 05/15/2020

    5,188,807  
    14,097,989    

Philadelphia Energy Solutions LLC
PRIME + 4.000%,
8.75%, 04/04/2019

    12,829,170  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
            Oil & Gas - 3.3% - (continued)  
  $       6,295,000    

Traverse Midstream Partners LLC
3 mo. USD LIBOR + 4.000%,
5.85%, 09/27/2024

  $ 6,326,475  
    12,500,000    

Ultra Resources, Inc.
1 mo. USD LIBOR + 3.000%,
4.90%, 04/12/2024

    11,687,500  
    13,767,035    

Vine Oil & Gas LP
1 mo. USD LIBOR + 6.875%,
8.78%, 12/12/2021

    13,801,453  
     

 

 

 
        133,189,038  
     

 

 

 
            Oil & Gas Services - 0.8%  
    17,623,991    

Crosby U.S. Acquisition Corp.
3 mo. USD LIBOR + 3.000%,
4.90%, 11/23/2020

    17,399,285  
  EUR       3,983,402    

EG Group Ltd.
0.00%, 02/06/2025(7)(8)

    4,798,275  
   

Utex Industries, Inc.

 

  $       7,014,946    

1 mo. USD LIBOR + 4.000%,
5.90%, 05/22/2021

    6,892,184  
    3,000,000    

1 mo. USD LIBOR + 7.250%,
9.15%, 05/22/2022

    2,893,500  
     

 

 

 
        31,983,244  
     

 

 

 
            Packaging & Containers - 3.1%  
   

Berlin Packaging LLC

 
    1,132,506    

1 mo. USD LIBOR + 3.250%,
5.07%, 10/01/2021

    1,133,446  
    5,313,000    

1 mo. USD LIBOR + 6.750%,
8.64%, 10/01/2022

    5,324,954  
   

Berry Global, Inc.

 
    11,872,184    

1 mo. USD LIBOR + 2.000%,
3.90%, 02/08/2020

    11,936,531  
    2,767,050    

1 mo. USD LIBOR + 2.000%,
3.90%, 01/19/2024

    2,781,383  
    12,821,987    

1 mo. USD LIBOR + 2.000%,
3.90%, 10/01/2022

    12,899,432  
  EUR       4,270,000    

Crown Americas LLC
EURIBOR + 2.375%,
2.38%, 01/18/2025

    5,199,146  
  $       5,675,000    

Crown Americas LLC
3 mo. USD LIBOR + 2.000%,
4.31%, 01/29/2025

    5,721,138  
    19,399,050    

Flex Acquisition Co., Inc.
3 mo. USD LIBOR + 3.000%,
5.31%, 12/29/2023

    19,492,941  
    5,401,463    

Multi Color Corp.
1 mo. USD LIBOR + 2.250%,
4.15%, 10/31/2024

    5,423,987  
    7,168,975    

Plastipak Holdings, Inc.
PRIME + 1.750%,
6.50%, 10/14/2024

    7,193,636  
 

Proampac PG Borrower LLC

 

    7,904,463    

1 mo. USD LIBOR + 3.500%,
5.40%, 11/18/2023(8)

    7,959,794  
    3,105,000    

1 mo. USD LIBOR + 8.500%,
10.40%, 11/18/2024

    3,161,294  
    34,080,240    

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/05/2023

    34,293,242  
     

 

 

 
        122,520,924  
     

 

 

 
 

 

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

 

 

  61  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
            Pharmaceuticals - 1.7%  
  $       4,000,000    

Amneal Pharmaceuticals LLC
0.00%, 03/07/2025(7)(8)

  $ 4,015,000  
    24,166,375    

Endo Luxembourg Finance Co. I S.a r.l.
1 mo. USD LIBOR + 4.250%,
6.19%, 04/29/2024(8)

    24,015,335  
    4,430,000    

NVA Holdings, Inc.
3 mo. USD LIBOR + 2.750%,
5.05%, 02/02/2025

    4,446,613  
   

Quintiles IMS, Inc.

 
    8,591,206    

3 mo. USD LIBOR + 2.000%,
4.30%, 03/07/2024

    8,640,605  
    3,318,325    

3 mo. USD LIBOR + 2.000%,
4.30%, 01/17/2025

    3,333,257  
    24,591,398    

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.500%,
5.39%, 04/01/2022

    24,852,804  
     

 

 

 
        69,303,614  
     

 

 

 
            Real Estate - 1.1%  
    9,861,032    

DTZ U.S. Borrower LLC
3 mo. USD LIBOR + 3.250%,
5.36%, 11/04/2021

    9,874,739  
    33,719,318    

VICI Properties LLC
1 mo. USD LIBOR + 2.000%,
3.90%, 12/20/2024

    33,836,324  
     

 

 

 
        43,711,063  
     

 

 

 
            REITS - 0.8%  
    31,649,100    

MGM Growth Properties Operating Partnership L.P.
1 mo. USD LIBOR + 2.000%,
3.90%, 04/25/2023

    31,812,409  
     

 

 

 
            Retail - 4.7%  
   

Albertsons LLC

 
    24,100,982    

1 mo. USD LIBOR + 2.750%,
4.65%, 08/25/2021

    23,859,972  
    4,000,524    

3 mo. USD LIBOR + 3.000%,
5.29%, 12/21/2022

    3,968,039  
    20,039,300    

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%,
6.90%, 09/25/2024

    20,164,546  
   

Coty, Inc.

 
  EUR       11,365,000    

0.00%, 04/05/2025(7)(8)

    13,765,543  
  $       41,121,914    

1 mo. USD LIBOR + 2.250%,
4.13%, 04/07/2025

    41,070,512  
    8,766,065    

HD Supply, Inc.
3 mo. USD LIBOR + 2.250%,
4.55%, 08/13/2021

    8,820,853  
    9,042,944    

Michaels Stores, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 01/30/2023

    9,092,409  
    5,785,761    

Neiman Marcus Group Ltd. LLC
1 mo. USD LIBOR + 3.250%,
5.14%, 10/25/2020

    5,086,205  
    10,621,990    

Petco Animal Supplies, Inc.
3 mo. USD LIBOR + 3.250%,
5.61%, 01/26/2023

    7,270,115  
    13,775,406    

PetSmart, Inc.
1 mo. USD LIBOR + 3.000%,
4.89%, 03/11/2022

    10,810,250  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
            Retail - 4.7% - (continued)  
  $       8,000,000    

Smart & Final Stores LLC
1 mo. USD LIBOR + 3.500%,
5.40%, 11/15/2022

  $ 7,815,040  
    14,276,064    

Sports Authority, Inc.
0.00%, 11/16/2018(6)(10)

    2,855  
    21,032,288    

Staples, Inc.
3 mo. USD LIBOR + 4.000%,
5.79%, 09/12/2024

    20,791,678  
    16,286,842    

U.S. Foods, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 06/27/2023

    16,425,280  
     

 

 

 
        188,943,297  
     

 

 

 
            Semiconductors - 0.1%  
    4,816,350    

Integrated Device Technology, Inc.
1 mo. USD LIBOR + 3.000%,
4.90%, 04/04/2024

    4,828,391  
     

 

 

 
            Software - 8.5%  
   

Almonde, Inc.

 
    23,591,450    

3 mo. USD LIBOR + 3.500%,
5.48%, 06/13/2024

    23,567,387  
    7,320,000    

3 mo. USD LIBOR + 7.250%,
9.23%, 06/13/2025

    7,230,330  
    19,884,041    

CDW LLC
3 mo. USD LIBOR + 1.750%,
4.06%, 08/17/2023

    19,990,221  
    26,383,003    

Change Healthcare Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/01/2024

    26,481,939  
    12,505,500    

Cypress Intermediate Holdings III, Inc.
1 mo. USD LIBOR + 3.000%,
4.91%, 04/27/2024

    12,565,401  
    15,620,135    

Epicor Software Corp.
1 mo. USD LIBOR + 3.250%,
5.16%, 06/01/2022

    15,695,736  
   

First Data Corp.

 

    26,832,549    

1 mo. USD LIBOR + 2.250%,
4.15%, 07/08/2022

    26,926,463  
    35,439,548    

1 mo. USD LIBOR + 2.250%,
4.15%, 04/26/2024

    35,559,689  
    18,547,358    

Global Payments Inc.
1 mo. USD LIBOR + 1.750%,
3.65%, 04/21/2023

    18,669,956  
    10,092,461    

Go Daddy Operating Co. LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 02/15/2024

    10,136,666  
   

Hyland Software, Inc.

 

    9,974,723    

1 mo. USD LIBOR + 3.250%,
5.14%, 07/01/2022

    10,055,817  
    1,020,000    

1 mo. USD LIBOR + 7.000%,
8.89%, 07/07/2025

    1,028,925  
   

Infor U.S., Inc.

 

  EUR       3,696,174    

EURIBOR + 2.250%,
3.25%, 02/01/2022

    4,470,328  
  $       11,336,914    

1 mo. USD LIBOR + 2.750%,
4.65%, 02/01/2022

    11,381,808  
    1,941,416    

MA FinanceCo LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 06/21/2024

    1,934,621  
 

 

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

 

 

  62  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
            Software - 8.5% - (continued)  
  $       14,662,905    

Quest Software U.S. Holdings, Inc.
3 mo. USD LIBOR + 5.500%,
7.86%, 10/31/2022

  $ 14,733,140  
    13,110,859    

Seattle Spinco, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 06/21/2024

    13,064,971  
   

SkillSoft Corp.

 

    20,450,000    

3 mo. USD LIBOR + 4.750%,
6.65%, 04/28/2021

    19,350,813  
    8,950,000    

3 mo. USD LIBOR + 8.250%,
10.15%, 04/28/2022

    7,604,278  
    7,934,782    

SS&C Technologies Holdings Europe S.a.r.l.
0.00%, 04/16/2025(8)(10)

    7,984,374  
    21,445,950    

SS&C Technologies, Inc.
0.00%, 04/16/2025(8)(10)

    21,579,988  
    29,773,540    

WEX, Inc.
1 mo. USD LIBOR + 2.250%,
4.15%, 06/30/2023

    29,951,289  
     

 

 

 
        339,964,140  
     

 

 

 
            Telecommunications - 5.0%  
    9,900,000    

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%,
5.10%, 07/15/2025

    9,793,278  
    10,792,500    

CenturyLink, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 01/31/2025(8)

    10,626,080  
    5,000,000    

Frontier Communications Corp.
1 mo. USD LIBOR + 3.750%,
5.66%, 06/15/2024

    4,935,950  
    44,352,500    

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%,
4.15%, 02/22/2024

    44,537,450  
    61,376,683    

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%,
4.44%, 02/02/2024

    61,530,125  
 

Syniverse Holdings, Inc.

 

    6,125,000    

1 mo. USD LIBOR + 5.000%,
6.90%, 03/09/2023

    6,187,965  
    1,090,000    

1 mo. USD LIBOR + 9.000%,
10.90%, 03/11/2024

    1,101,358  
    14,720,000    

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 03/01/2026

    14,780,794  
    14,405,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 09/30/2025

    14,379,791  
    19,930,129    

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/15/2024

    19,641,939  
    13,776,986    

Zayo Group LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 01/19/2024(8)

    13,867,363  
     

 

 

 
        201,382,093  
     

 

 

 
            Textiles - 0.2%  
   

International Textile Group, Inc

 

    3,500,000    

0.00%, 04/18/2025(8)(9)

    3,504,375  
    3,500,000    

0.00%, 04/18/2026(8)(9)

    3,395,000  
     

 

 

 
        6,899,375  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
      Transportation - 0.2%  
  $       7,887,944    

Kenan Advantage Group, Inc.
1 mo. USD LIBOR + 3.000%, 4.90%, 07/31/2022

  $ 7,917,523  
     

 

 

 
 

Total Senior Floating Rate Interests
(cost $3,572,054,809)

  $ 3,546,057,071  
     

 

 

 
     
COMMON STOCKS - 0.4%  
      Consumer Services - 0.0%  
    57,891    

Caesars Entertainment Corp.*

  $ 657,063  
     

 

 

 
      Energy - 0.1%  
    418,220,006    

KCA Deutag(1)(11)(12)(13)

    2,489,664  
    43,330    

Paragon Offshore Ltd., Litigation

    454,594  
    389,285    

Templar Energy LLC Class A*

    389,285  
     

 

 

 
    3,333,543  
     

 

 

 
      Insurance - 0.3%  
    175,508    

AFG Holdings, Inc.

    10,530,480  
     

 

 

 
      Media - 0.0%  
    15,581    

F & W Publications, Inc.(11)(12)(13)

     
     

 

 

 
      Utilities - 0.0%  
    70,000,000    

TCEH Corp.*(11)(12)(13)

    70  
     

 

 

 
 

Total Common Stocks
(cost $15,952,846)

  $ 14,521,156  
     

 

 

 
     
ESCROWS - 0.0%  
      Energy - Alternate Sources - 0.0%  
    160,856    

Paragon Offshore Ltd., Escrow*

  $  
     

 

 

 
 

Total Escrows
(cost $—)

  $  
     

 

 

 
     
EXCHANGE-TRADED FUNDS - 0.5%  
      Other Investment Pools & Funds - 0.5%  
    422,200    

SPDR Blackstone / GSO Senior Loan ETF

  $ 20,029,168  
     

 

 

 
 

Total Exchange-Traded Funds
(cost $20,012,280)

  $ 20,029,168  
     

 

 

 
 

Total Long-Term Investments
(cost $4,010,879,851)

  $ 3,975,823,329  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 4.0%  
            Other Investment Pools & Funds - 4.0%      
    160,241,198    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,
1.60%(14)

  $ 160,241,198  
     

 

 

 
   

Total Short-Term Investments
(cost $160,241,198)

  $ 160,241,198  
     

 

 

 
   

Total Investments
(cost $4,171,121,049)

    102.9    $ 4,136,064,527  
   

Other Assets and Liabilities

    (2.9 )%       (117,086,736
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $     4,018,977,791  
     

 

 

    

 

 

 
 

 

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

 

 

  63  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $296,082,463, which represented 7.4% of total net assets.

 

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

 

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

 

(4)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(5)  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $39,549,156, which represented 1.0% of total net assets.

 

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

 

(7)  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(8)  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $403,122,336 at April 30, 2018.

 

(9)  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2018.

 

(10)  This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2018, the aggregate value of the unfunded commitment was $43,959,599, which rounds to zero percent of total net assets.

 

(11)  Investment valued using significant unobservable inputs.

 

(12)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of these securities was $2,489,734, which represented 0.1% of total net assets.

 

(13)  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of these securities was $2,489,734, 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.

 

(14)  Current yield as of period end.

 

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 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:

               

Sell protection:

               

CDX.NA.HY.30.V1

    USD       37,070,000       (5.00 %)      06/20/23       Quarterly     $ 2,228,299     $ 2,724,541     $ 496,242  
           

 

 

   

 

 

   

 

 

 

Total

            $     2,228,299     $     2,724,541     $     496,242  
           

 

 

   

 

 

   

 

 

 

 

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

 

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

 

 

  64  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 2018  

Reference Entity

  Counter-
party
  Notional
Amount
    Payments received
(paid) by the Fund
  Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Markit IBOXX USD Leverage Liquid Index

  JPM     USD       25,000,000     1.00%     06/20/18       Quarterly     $     —     $     (55,820   $     98,301     $     154,121  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018  

Amount and Description of
Currency to be  Purchased

   Amount and Description of
Currency to be Sold
  

Counterparty

   Settlement
Date
     Appreciation      Depreciation  
  2,161,000     EUR      2,648,796     USD    CBA      05/31/18      $      $ (33,209
  207,549,519     USD      169,704,000     EUR    BCLY      05/31/18        2,146,643         
  2,390,322     USD      1,952,000     EUR    GSC      05/31/18        27,700         
  2,029,104     USD      1,657,000     EUR    ANZ      05/31/18        23,538         
  355,758     USD      290,000     EUR    BNP      05/31/18        4,754         
  1,033,411     USD      853,000     EUR    SSG      05/31/18        974         
  21,320,477     USD      15,286,071     GBP    BNP      05/31/18        245,580         
               

 

 

    

 

 

 
 

Total

     $     2,449,189      $     (33,209
  

 

 

    

 

 

 

 

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

 

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

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BNP

   BNP Paribas Securities Services

CBA

   Commonwealth Bank of Australia

GSC

   Goldman Sachs & Co.

JPM

   JP Morgan Chase & Co.

SSG

   State Street Global Markets LLC
Currency Abbreviations:

EUR

   Euro

GBP

   British Pound
Other Abbreviations:

ETF

   Exchange-Traded Fund

EURIBOR

   Euro Interbank Offered Rate

LIBOR

   London Interbank Offered Rate

OTC

   Over-the-Counter

SPDR

   Standard & Poor’s Depositary Receipt
 

 

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

 

 

  65  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

         

Corporate Bonds

   $ 395,215,934     $      $ 395,215,934     $  

Senior Floating Rate Interests

     3,546,057,071              3,546,057,071        

Common Stocks

         

Consumer Services

     657,063       657,063               

Energy

     3,333,543              843,879       2,489,664  

Insurance

     10,530,480              10,530,480        

Media

                         

Utilities

     70                    70  

Escrows

                         

Exchange-Traded Funds

     20,029,168       20,029,168               

Short-Term Investments

     160,241,198       160,241,198               

Foreign Currency Contracts(2)

     2,449,189              2,449,189        

Swaps - Credit Default(2)

     496,242              496,242        

Swaps - Total Return(2)

     154,121              154,121        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     4,139,164,079     $     180,927,429      $     3,955,746,916     $     2,489,734  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (33,209   $      $ (33,209   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (33,209   $      $ (33,209   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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.

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 six-month period ended April 30, 2018 is not presented.

 

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

 

 

  66  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 14.5%  
            Advertising - 0.0%  
  $       300,000    

Acosta, Inc.
7.75%, 10/01/2022(1)

  $ 178,500  
     

 

 

 
            Biotechnology - 0.4%  
    1,990,000    

Sotera Health Topco, Inc.
8.13%, 11/01/2021(1)(2)

    2,004,925  
     

 

 

 
            Chemicals - 0.3%  
    1,375,000    

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

    1,306,861  
     

 

 

 
            Coal - 0.3%  
    915,000    

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(1)

    773,175  
    800,000    

Peabody Energy Corp.
6.00%, 03/31/2022(1)

    821,760  
     

 

 

 
        1,594,935  
     

 

 

 
            Commercial Banks - 2.6%  
    1,400,000    

Banco Bilbao Vizcaya Argentaria S.A.
5 year USD Swap + 3.870%,
6.13%, 11/16/2027(3)(4)

    1,353,170  
  EUR       1,000,000    

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

    1,284,188  
   

BNP Paribas S.A.

 
  $       625,000    

5 year USD Swap + 2.838%,
5.13%, 11/15/2027(1)(3)(4)

    585,938  
    675,000    

5 year USD Swap + 6.314%, 7.63%, 03/30/2021(1)(3)(4)

    727,144  
  EUR       600,000    

Caixa Geral de Depositos S.A.
5 year EUR Swap + 10.925%,
10.75%, 03/30/2022(3)(4)(5)

    840,469  
  $       1,535,000    

Credit Agricole S.A.
5 year USD Swap + 4.898%,
7.88%, 01/23/2024(1)(3)(4)

    1,665,475  
    1,650,000    

Credit Suisse Group AG
5 year USD Swap + 3.455%,
6.25%, 12/18/2024(1)(3)(4)

    1,689,659  
    1,000,000    

Freedom Mortgage Corp.
8.13%, 11/15/2024(1)

    1,000,000  
   

HSBC Holdings plc

 

    775,000    

5 year USD ICE Swap + 3.453%,
6.25%, 03/23/2023(3)(4)

    785,664  
    925,000    

5 year USD ICE Swap + 4.368%,
6.38%, 03/30/2025(3)(4)

    952,750  
    1,075,000    

Intesa Sanpaolo S.p.A.
5 year USD Swap + 5.462%,
7.70%, 09/17/2025(1)(3)(4)

    1,136,812  
    500,000    

Itau Unibanco Holding S.A.
5 year CMT Swap + 3.981%,
6.13%, 12/12/2022(1)(3)(4)

    488,600  
    600,000    

Standard Chartered plc
5 year USD Swap + 5.723%,
7.75%, 04/02/2023(1)(3)(4)

    639,000  
   

UniCredit S.p.A.

 
  EUR       200,000    

5 year USD Swap + 4.925%,
5.38%, 06/03/2025(3)(4)(5)

    241,035  
    725,000    

5 year EUR Swap + 6.387%,
6.63%, 06/03/2023(3)(4)(5)

    951,616  
     

 

 

 
        14,341,520  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 14.5% - (continued)  
            Commercial Services - 0.8%  
  $       1,725,000    

Avis Budget Car Rental LLC / Avis Budget Finance, Inc.
5.25%, 03/15/2025(1)

  $ 1,656,000  
    1,590,000    

Brand Industrial Services, Inc.
8.50%, 07/15/2025(1)

    1,641,675  
    800,000    

Cardtronics, Inc. / Cardtronics USA, Inc.
5.50%, 05/01/2025(1)

    742,000  
    462,000    

Herc Rentals, Inc.
7.75%, 06/01/2024(1)

    498,729  
     

 

 

 
        4,538,404  
     

 

 

 
            Diversified Financial Services - 0.5%  
    1,950,000    

Navient Corp.
5.88%, 10/25/2024

    1,911,000  
    515,000    

Springleaf Finance Corp.
6.88%, 03/15/2025

    520,150  
     

 

 

 
        2,431,150  
     

 

 

 
            Electric - 0.1%  
    865,000    

GenOn Energy, Inc.
7.88%, 06/15/2017(6)

    722,275  
     

 

 

 
            Energy - Alternate Sources - 0.2%  
    1,135,000    

Rio Energy S.A. / UGEN S.A. / UENSA S.A.
6.88%, 02/01/2025(1)

    1,106,625  
     

 

 

 
            Entertainment - 0.2%  
    1,225,000    

Codere Finance 2 Luxembourg S.A.
7.63%, 11/01/2021(1)

    1,249,745  
     

 

 

 
            Food - 0.5%  
    750,000    

Albertsons Cos. LLC / Safeway, Inc. / New Albertson’s, Inc. / Albertson’s LLC
6.63%, 06/15/2024

    698,438  
  GBP       129,384    

Iceland Bondco plc
3 mo. GBP LIBOR+ 4.25%, 5.04%, 07/15/2020(1)(4)

    177,250  
  $       2,000,000    

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

    1,880,000  
     

 

 

 
        2,755,688  
     

 

 

 
            Household Products - 0.3%  
    2,000,000    

Revlon Consumer Products Corp.
5.75%, 02/15/2021

    1,460,000  
     

 

 

 
            Household Products/Wares - 0.3%  
  EUR       1,600,000    

Diamond BC B.V.
5.63%, 08/15/2025(5)

    1,846,275  
     

 

 

 
            Insurance - 0.6%  
  $       2,200,000    

Genworth Holdings, Inc.
4.80%, 02/15/2024

    1,738,000  
    1,500,000    

HUB International Ltd.
7.00%, 05/01/2026(1)

    1,501,875  
     

 

 

 
        3,239,875  
     

 

 

 
            Iron/Steel - 1.1%  
    1,725,000    

AK Steel Corp.
7.00%, 03/15/2027

    1,673,250  
    1,700,000    

CSN Islands XI Corp.
6.88%, 09/21/2019(5)

    1,704,250  
    1,250,000    

CSN Resources S.A.
7.63%, 02/13/2023(1)

    1,190,625  
    1,500,000    

Koks OAO Via Koks Finance DAC
7.50%, 05/04/2022(5)

    1,519,254  
     

 

 

 
        6,087,379  
     

 

 

 
 

 

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

 

 

  67  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 14.5% - (continued)  
            Machinery - Construction & Mining - 0.3%  
  $       1,545,000    

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%, 03/15/2024(1)

  $ 1,643,030  
     

 

 

 
            Media - 0.6%  
    2,000,000    

Altice Luxembourg S.A.
7.75%, 05/15/2022(1)

    1,910,000  
    650,000    

DISH DBS Corp.
5.88%, 07/15/2022

    597,838  
    805,000    

Vrio Finco LLC
6.25%, 04/04/2023(1)

    811,037  
     

 

 

 
        3,318,875  
     

 

 

 
            Metal Fabricate/Hardware - 0.6%  
    2,000,000    

Hillman Group, Inc.
6.38%, 07/15/2022(1)

    1,935,160  
    1,150,000    

Novelis Corp.
6.25%, 08/15/2024(1)

    1,171,563  
     

 

 

 
        3,106,723  
     

 

 

 
            Mining - 0.4%  
    400,000    

Constellium N.V.
6.63%, 03/01/2025(1)

    405,500  
   

First Quantum Minerals Ltd.

 
    905,000    

7.25%, 04/01/2023(1)

    902,557  
    800,000    

7.50%, 04/01/2025(1)

    791,040  
     

 

 

 
        2,099,097  
     

 

 

 
            Miscellaneous Manufacturing - 0.2%  
    1,025,000    

Bombardier, Inc.
5.75%, 03/15/2022(1)

    1,027,563  
     

 

 

 
            Oil & Gas - 1.4%  
    1,250,000    

Chesapeake Energy Corp.
8.00%, 06/15/2027(1)

    1,203,125  
    500,000    

Denbury Resources, Inc.
9.00%, 05/15/2021(1)

    522,500  
   

MEG Energy Corp.

 
    2,000,000    

6.38%, 01/30/2023(1)

    1,805,000  
    2,000,000    

6.50%, 01/15/2025(1)

    2,000,400  
    655,000    

Nostrum Oil & Gas Finance B.V.
8.00%, 07/25/2022(1)

    666,559  
    600,000    

Sable Permian Resources LLC / AEPB Finance Corp.
3 mo. USD LIBOR + 6.500%,
8.86%, 08/01/2019(1)(4)

    531,000  
    935,000    

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(1)

    878,900  
     

 

 

 
        7,607,484  
     

 

 

 
            Pharmaceuticals - 0.6%  
    1,000,000    

Endo Finance LLC / Endo Finco, Inc.
7.25%, 01/15/2022(1)

    847,500  
    750,000    

NVA Holdings, Inc.
6.88%, 04/01/2026(1)

    755,625  
   

Valeant Pharmaceuticals International, Inc.

 
    1,625,000    

5.88%, 05/15/2023(1)

    1,492,969  
    385,000    

9.00%, 12/15/2025(1)

    389,812  
     

 

 

 
        3,485,906  
     

 

 

 
            Retail - 0.8%  
    830,000    

Eurotorg LLC Via Bonitron DAC
8.75%, 10/30/2022(1)

    839,196  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 14.5% - (continued)  
            Retail - 0.8% - (continued)  
   

Ferrellgas L.P. / Ferrellgas Finance Corp.

 
  $       1,250,000    

6.50%, 05/01/2021

  $ 1,196,875  
    300,000    

6.75%, 01/15/2022

    282,750  
    2,000,000    

Staples, Inc.
8.50%, 09/15/2025(1)

    1,870,000  
     

 

 

 
        4,188,821  
     

 

 

 
            Software - 0.2%  
    371,000    

CURO Financial Technologies Corp.
12.00%, 03/01/2022(1)

    408,100  
  EUR       600,000    

TeamSystem S.p.A.
3 mo. EURIBOR + 4.000%, 4.00%, 04/15/2023(1)

    730,465  
     

 

 

 
        1,138,565  
     

 

 

 
            Telecommunications - 0.2%  
  $       750,000    

Frontier Communications Corp.
8.50%, 04/01/2026(1)

    729,375  
    450,000    

Liquid Telecommunications Financing plc
8.50%, 07/13/2022(1)

    473,597  
     

 

 

 
        1,202,972  
     

 

 

 
            Textiles - 0.2%  
    395,000    

Eagle Intermediate Global Holding B.V./Ruyi US Finance LLC
7.50%, 05/01/2025(1)(7)

    404,875  
  EUR       325,000    

Eagle Intermediate Global Holding B.V./Ruyi US Finance LLC
5.38%, 05/01/2023(1)(7)

    401,300  
     

 

 

 
        806,175  
     

 

 

 
            Toys/Games/Hobbies - 0.2%  
  $       1,330,000    

Mattel, Inc.
6.75%, 12/31/2025(1)

    1,294,888  
     

 

 

 
            Transportation - 0.5%  
    590,000    

Hertz Corp.
7.63%, 06/01/2022(1)

    601,063  
    2,000,000    

Rumo Luxembourg S.a.r.l.
5.88%, 01/18/2025(1)

    1,952,500  
     

 

 

 
        2,553,563  
     

 

 

 
            Water - 0.1%  
    740,000    

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

    730,750  
     

 

 

 
 

Total Corporate Bonds
(cost $80,707,156)

  $ 79,068,569  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 80.2%(8)  
            Advertising - 0.5%  
  $       3,053,916    

Acosta Holdco, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 09/26/2021

  $ 2,490,407  
     

 

 

 
            Aerospace/Defense - 1.3%  
    1,880,288    

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 5.39%, 12/11/2024

    1,886,173  
    5,051,921    

TransDigm, Inc.
1 mo. USD LIBOR + 2.750%,
4.79%, 06/09/2023

    5,072,027  
     

 

 

 
        6,958,200  
     

 

 

 
 

 

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

 

 

  68  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
            Agriculture - 0.1%  
  $       313,358    

Pinnacle Operating Corp.
1 mo. USD LIBOR + 7.250%,
9.15%, 11/15/2021

  $ 294,165  
     

 

 

 
            Auto Manufacturers - 0.5%  
    2,608,463    

Navistar International Corp.
1 mo. USD LIBOR + 3.500%,
5.40%, 11/06/2024

    2,623,148  
     

 

 

 
            Biotechnology - 1.0%  
    5,580,516    

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 05/15/2022

    5,608,418  
     

 

 

 
            Chemicals - 1.4%  
  EUR       1,640,888    

Diamond (BC) B.V.
EURIBOR + 3.250%,
3.25%, 09/06/2024

    1,969,904  
  $       845,036    

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%,
5.47%, 06/09/2023

    852,430  
    586,776    

Tronox Blocked Borrower LLC
3 mo. USD LIBOR + 3.000%,
5.30%, 09/22/2024

    592,738  
    1,354,099    

Tronox Finance LLC
3 mo. USD LIBOR + 3.000%, 5.30%, 09/22/2024

    1,367,856  
    2,730,306    

Univar, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 07/01/2024

    2,752,912  
     

 

 

 
        7,535,840  
     

 

 

 
            Coal - 0.7%  
    430,000    

Ascent Resources - Marcellus LLC
0.00%, 08/04/2021(6)(9)

    12,900  
    1,473,518    

PRIME + 3.250%,
8.00%, 08/04/2020

    814,119  
    2,860,952    

Foresight Energy LLC
3 mo. USD LIBOR + 5.750%,
8.11%, 03/28/2022

    2,790,315  
     

 

 

 
        3,617,334  
     

 

 

 
            Commercial Services - 4.8%  
    1,226,532    

Allied Universal Holdco LLC
3 mo. USD LIBOR + 3.750%,
6.05%, 07/28/2022

    1,201,743  
   

Brickman Group Ltd. LLC

 
    2,312,817    

1 mo. USD LIBOR + 3.000%,
4.90%, 12/18/2020

    2,324,681  
    1,679,213    

1 mo. USD LIBOR + 6.500%,
8.39%, 12/17/2021

    1,687,610  
    723,808    

Capital Automotive L.P.
1 mo. USD LIBOR + 6.000%,
7.91%, 03/24/2025

    731,046  
    523,000    

Ceridian HCM Holding, Inc.
0.00%, 04/05/2025(9)

    523,873  
    1,979,747    

Hertz Corp.
3 mo. USD LIBOR + 2.750%,
4.65%, 06/30/2023

    1,985,528  
    1,981,363    

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 11/15/2023

    1,988,793  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
            Commercial Services - 4.8% - (continued)  
  $       864,292    

Russell Investments US Inst’l Holdco, Inc.
3 mo. USD LIBOR + 3.250%,
5.55%, 06/01/2023

  $ 868,614  
    3,969,551    

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/06/2024

    3,840,540  
  EUR       2,000,000    

Techem GmbH
EURIBOR + 3.000%,
3.00%, 10/02/2024

    2,418,460  
  $       4,431,550    

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 05/01/2024

    4,455,569  
    1,821,938    

Weight Watchers International, Inc.
3 mo. USD LIBOR + 4.750%,
6.99%, 11/29/2024

    1,842,434  
    2,527,500    

Xerox Business Services LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 12/07/2023

    2,540,137  
     

 

 

 
        26,409,028  
     

 

 

 
            Construction Materials - 0.3%  
    1,810,000    

Pisces Midco, Inc.
0.00%, 04/12/2025(9)

    1,825,837  
     

 

 

 
            Distribution/Wholesale - 0.6%  
   

PowerTeam Services LLC

 
    2,921,721    

3 mo. USD LIBOR + 3.250%,
5.55%, 02/27/2025

    2,919,910  
    585,000    

3 mo. USD LIBOR + 7.250%,
9.55%, 02/27/2026

    585,000  
     

 

 

 
        3,504,910  
     

 

 

 
            Diversified Financial Services - 3.5%  
    4,410,000    

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/28/2025

    4,403,120  
   

EVO Payments International LLC

 
    2,002,850    

1 mo. USD LIBOR + 4.000%,
5.90%, 12/22/2023

    2,025,382  
    205,000    

1 mo. USD LIBOR + 9.000%,
10.90%, 11/15/2024

    206,025  
    1,512,615    

FinCo I LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 12/27/2022

    1,527,742  
    886,125    

Focus Financial Partners LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 07/03/2024

    890,556  
    2,000,000    

GreenSky Holdings LLC
0.00%, 03/29/2025(9)

    2,005,000  
  EUR       3,920,241    

Nets Holding A/S
EURIBOR + 3.250%,
3.25%, 02/06/2025

    4,731,337  
  $       739,148    

NFP Corp.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/08/2024

    742,075  
    643,200    

NN, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 04/02/2021

    642,396  
    1,155,375    

RP Crown Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 10/12/2023

    1,162,111  
 

 

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

 

 

  69  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
            Diversified Financial Services - 3.5% - (continued)  
  $       496,487    

Walter Investment Management Corp.
1 mo. USD LIBOR + 6.000%,
7.90%, 06/30/2022

  $ 466,077  
     

 

 

 
        18,801,821  
     

 

 

 
            Electric - 0.6%  
    915,000    

Chief Exploration & Development LLC
2 mo. USD LIBOR + 6.500%,
8.42%, 05/16/2021

    904,139  
    699,244    

ExGen Texas Power LLC
3 mo. USD LIBOR + 4.750%,
6.44%, 09/16/2021

    437,028  
    2,089,997    

Helix Gen Funding LLC
1 mo. USD LIBOR + 3.750%,
5.65%, 06/02/2024

    2,106,382  
     

 

 

 
        3,447,549  
     

 

 

 
            Electrical Components & Equipment - 0.3%  
    645,000    

American Traffic Solutions, Inc.
1 mo. USD LIBOR + 7.750%,
9.64%, 02/23/2026

    651,450  
    935,000    

ATS Consolidated, Inc.
1 mo. USD LIBOR + 3.750%,
5.64%, 02/28/2025

    941,620  
     

 

 

 
        1,593,070  
     

 

 

 
            Energy - Alternate Sources - 1.7%  
    3,095,000    

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 4.000%,
6.36%, 10/31/2024

    3,108,061  
    1,092,263    

Medallion Midland Acquisition LLC
1 mo. USD LIBOR + 3.250%,
5.15%, 10/30/2024

    1,093,628  
    292,914    

MEG Energy Corp.
3 mo. USD LIBOR + 3.500%,
5.81%, 12/31/2023

    294,086  
    4,657,889    

TEX Operations Co. LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 08/04/2023

    4,688,444  
     

 

 

 
        9,184,219  
     

 

 

 
            Engineering & Construction - 1.3%  
    4,813,625    

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%,
6.61%, 06/21/2024

    4,857,574  
    629,426    

DG Investment Intermediate Holdings 2, Inc.
3 mo. USD LIBOR + 3.000%,
5.30%, 02/03/2025

    628,639  
   

DG Investment Intermediate Holdings 2, Inc.

 
    67,438    

3 mo. USD LIBOR + 3.000%
1.50%, 02/03/2025(10)

    67,354  
    325,000    

3 mo. USD LIBOR + 6.750%,
9.05%, 02/02/2026

    326,625  
    1,389,364    

Pike Corp.
1 mo. USD LIBOR + 3.500%,
5.41%, 03/23/2025

    1,406,147  
     

 

 

 
        7,286,339  
     

 

 

 
            Entertainment - 0.7%  
    1,640,150    

Camelot UK Holdco Ltd.
1 mo. USD LIBOR + 3.250%,
5.15%, 10/03/2023

    1,650,696  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
            Entertainment - 0.7% - (continued)  
  $       800,000    

NAI Entertainment Holdings LLC
0.00%, 04/23/2025(9)

  $ 802,336  
    1,542,675    

Scientific Games International, Inc.
2 mo. USD LIBOR + 2.750%,
4.73%, 08/14/2024

    1,551,591  
     

 

 

 
        4,004,623  
     

 

 

 
            Food - 2.2%  
    1,195,000    

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 03/31/2025

    1,200,975  
  EUR       3,750,000    

Froneri International plc
EURIBOR + 2.625%,
2.63%, 01/22/2025

    4,538,190  
  $       3,120,491    

JBS USA LLC
3 mo. USD LIBOR + 2.500%,
4.68%, 10/30/2022

    3,115,935  
    2,533,942    

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 05/24/2024

    2,544,813  
    498,750    

Utz Quality Foods LLC
1 mo. USD LIBOR + 3.500%,
5.40%, 11/21/2024

    503,268  
     

 

 

 
        11,903,181  
     

 

 

 
            Food Service - 0.6%  
    2,004,975    

Aramark Services, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 03/11/2025

    2,017,506  
    1,046,929    

Hearthside Group Holdings LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 06/02/2021

    1,048,897  
     

 

 

 
        3,066,403  
     

 

 

 
            Healthcare - Products - 1.7%  
    508,725    

Avantor, Inc.
1 mo. USD LIBOR + 4.000%,
5.90%, 11/21/2024

    514,087  
    771,239    

Immucor, Inc.
3 mo. USD LIBOR + 5.000%,
7.30%, 06/15/2021

    787,628  
    1,510,080    

Kinetic Concepts, Inc.
3 mo. USD LIBOR + 3.250%,
5.55%, 02/02/2024

    1,519,141  
    1,870,600    

Parexel International Corp.
1 mo. USD LIBOR + 2.750%,
4.65%, 09/27/2024

    1,876,455  
    6,162,678    

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%,
5.40%, 09/07/2023

    4,740,147  
     

 

 

 
        9,437,458  
     

 

 

 
            Healthcare - Services - 4.1%  
    2,370,250    

Air Medical Group Holdings Inc
1 mo. USD LIBOR + 4.250%,
6.15%, 03/14/2025

    2,394,948  
    1,087,257    

CDRH Parent, Inc.
3 mo. USD LIBOR + 4.250%,
6.28%, 07/01/2021

    971,062  
    2,240,607    

Community Health Systems, Inc.
3 mo. USD LIBOR + 3.250%,
5.23%, 01/27/2021

    2,171,529  
 

 

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

 

 

  70  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
            Healthcare - Services - 4.1% - (continued)  
  $       1,400,000    

DuPage Medical Group, Ltd.
1 mo. USD LIBOR + 7.000%,
8.90%, 08/15/2025

  $ 1,403,500  
    851,855    

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.000%,
4.91%, 12/01/2023

    854,623  
   

Genoa, a QoL Healthcare Co. LLC

 
    1,413,556    

1 mo. USD LIBOR + 3.250%,
5.15%, 10/28/2023

    1,421,062  
    750,000    

1 mo. USD LIBOR + 8.000%,
9.90%, 10/25/2024

    757,500  
    2,036,427    

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 06/07/2023

    2,046,324  
    4,567,538    

Opal Acquisition, Inc.
3 mo. USD LIBOR + 4.000%,
6.31%, 11/27/2020

    4,476,187  
    1,761,960    

Ortho-Clinical Diagnostics S.A.
1 mo. USD LIBOR + 3.750%,
5.65%, 06/30/2021

    1,772,972  
    1,733,108    

Surgery Center Holdings, Inc.
1 mo. USD LIBOR + 3.250%,
5.16%, 09/02/2024

    1,735,812  
   

U.S. Renal Care, Inc.

 
    1,477,944    

3 mo. USD LIBOR + 4.250%,
6.55%, 12/31/2022

    1,470,554  
    725,000    

3 mo. USD LIBOR + 8.000%,
10.30%, 12/31/2023

    726,812  
     

 

 

 
        22,202,885  
     

 

 

 
            Home Furnishings - 0.2%  
    959,789    

Hillman Group, Inc.
3 mo. USD LIBOR + 3.500%,
5.80%, 06/30/2021

    968,983  
     

 

 

 
            Household Products - 0.3%  
    1,556,100    

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%,
4.99%, 09/06/2024

    1,553,190  
     

 

 

 
            Insurance - 3.3%  
   

Asurion LLC

 
    284,252    

1 mo. USD LIBOR + 2.750%,
4.65%, 11/03/2023

    286,207  
    1,270,000    

1 mo. USD LIBOR + 6.000%,
7.90%, 08/04/2025

    1,304,290  
    1,554,316    

Evertec Group LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 04/17/2020

    1,552,373  
    905,000    

Genworth Financial, Inc.
1 mo. USD LIBOR + 4.500%,
6.40%, 02/22/2023

    919,706  
    3,620,000    

Hub International Ltd.
0.00%, 04/25/2025(9)

    3,641,105  
   

Sedgwick Claims Management Services, Inc.

 
    1,360,000    

0.00%, 02/26/2021(7)(9)

    1,360,286  
    1,974,937    

1 mo. USD LIBOR + 2.750%,
4.65%, 03/01/2021

    1,975,352  
    1,500,000    

1 mo. USD LIBOR + 5.750%,
7.65%, 02/28/2022

    1,511,250  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
            Insurance - 3.3% - (continued)  
  $       5,249,900    

USI, Inc.
3 mo. USD LIBOR + 3.000%,
5.30%, 05/16/2024

  $ 5,267,382  
     

 

 

 
        17,817,951  
     

 

 

 
            Internet - 0.2%  
    1,267,039    

Lands’ End, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 04/04/2021

    1,215,572  
     

 

 

 
            IT Services - 0.2%  
    1,059,675    

NAB Holdings LLC
3 mo. USD LIBOR + 3.000%,
5.30%, 07/01/2024

    1,065,853  
     

 

 

 
            Leisure Time - 3.4%  
    12,677,903    

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 12/22/2024

    12,778,312  
    1,372,833    

Delta 2 (LUX) S.a.r.l.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/21/2024

    1,370,692  
    2,535,067    

Eldorado Resorts LLC
2 mo. USD LIBOR + 2.250%,
4.18%, 04/17/2024

    2,550,911  
    1,880,172    

Lindblad Expeditions, Inc.
6 mo. USD LIBOR + 3.500%,
5.95%, 03/21/2025

    1,898,974  
     

 

 

 
        18,598,889  
     

 

 

 
            Lodging - 3.7%  
    15,276,713    

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/06/2024

    15,303,447  
    4,607,744    

Station Casinos LLC
1 mo. USD LIBOR + 2.500%,
4.41%, 06/08/2023

    4,621,659  
     

 

 

 
        19,925,106  
     

 

 

 
            Machinery - Diversified - 2.6%  
  EUR       4,547,150    

Gardner Denver, Inc.
EURIBOR + 3.000%,
3.00%, 07/30/2024

    5,485,811  
   

Gates Global LLC

 
    3,168,080    

EURIBOR + 3.000%,
3.00%, 04/01/2024

    3,825,772  
  $       1,015,642    

3 mo. USD LIBOR + 2.750%,
5.05%, 04/01/2024

    1,021,015  
   

Zodiac Pool Solutions LLC

 
  EUR       2,655,000    

0.00%, 03/07/2025(9)

    3,210,986  
  $       625,000    

0.00%, 03/31/2025(9)

    627,344  
     

 

 

 
        14,170,928  
     

 

 

 
            Media - 11.5%  
   

Advantage Sales & Marketing, Inc.

 
    1,089,108    

1 mo. USD LIBOR + 3.250%,
5.15%, 07/23/2021

    1,040,327  
    570,000    

1 mo. USD LIBOR + 6.500%,
8.40%, 07/25/2022

    525,033  
   

Altice Financing S.A.

 
  EUR       1,795,975    

EURIBOR + 2.750%,
2.75%, 01/31/2026

    2,154,483  
  $       2,373,075    

3 mo. USD LIBOR + 2.750%,
5.10%, 01/31/2026

    2,339,448  
 

 

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

 

 

  71  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
            Media - 11.5% - (continued)  
  $       2,478,763    

Altice U.S. Finance I Corp.
1 mo. USD LIBOR + 2.250%,
4.15%, 07/28/2025

  $ 2,474,896  
    2,021,049    

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%,
3.91%, 04/30/2025

    2,028,991  
  EUR       2,540,000    

Crown Finance US, Inc.
EURIBOR + 2.625%,
2.63%, 02/28/2025

    3,064,911  
   

CSC Holdings LLC

 
  $       2,041,720    

1 mo. USD LIBOR + 2.250%,
4.15%, 07/17/2025

    2,034,574  
    725,000    

1 mo. USD LIBOR + 2.500%,
4.40%, 01/25/2026

    725,000  
    498,684    

Getty Images, Inc.
3 mo. USD LIBOR + 3.500%,
5.80%, 10/18/2019

    473,042  
    771,813    

Maxar Technologies Ltd.
1 mo. USD LIBOR + 2.750%,
4.66%, 10/04/2024

    772,453  
    1,075,000    

Meredith Corp.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/31/2025

    1,081,590  
    2,106,239    

MTN Infrastructure TopCo, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 11/15/2024

    2,115,464  
   

Numericable Group S.A.

 
  EUR       1,321,650    

EURIBOR + 3.000%,
3.00%, 07/31/2025

    1,560,720  
  $       1,821,600    

1 mo. USD LIBOR + 2.750%,
4.65%, 07/31/2025

    1,789,394  
    1,317,846    

3 mo. USD LIBOR + 3.000%,
5.35%, 01/31/2026

    1,297,050  
 

PSAV Holdings LLC

 

    4,005,000    

3 mo. USD LIBOR + 3.250%,
5.20%, 03/01/2025

    4,008,765  
    2,725,000    

3 mo. USD LIBOR + 7.250%,
9.26%, 09/01/2025

    2,711,375  
    1,360,000    

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%,
4.66%, 08/17/2024

    1,371,900  
    6,610,000    

Sinclair Television Group, Inc.
0.00%, 12/12/2024(9)

    6,637,564  
    3,056,815    

Tribune Media Co.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/27/2024

    3,060,636  
    1,635,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 01/15/2026

    1,631,648  
  EUR       1,645,000    

Unitymedia Hessen GmbH & Co. KG
EURIBOR + 2.750%,
2.75%, 01/15/2027

    1,988,567  
  $       1,895,000    

UPC Financing Partnership
1 mo. USD LIBOR + 2.500%,
4.40%, 01/15/2026

    1,898,942  
    5,070,000    

Virgin Media Bristol LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 01/15/2026

    5,091,649  
  GBP       1,925,000    

Virgin Media Investment Holdings Ltd.
LIBOR - GBP + 3.250%,
3.78%, 11/15/2027

    2,641,878  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
            Media - 11.5% - (continued)  
  EUR       2,000,000    

Ziggo Secured Finance B.V.
EURIBOR + 3.000%,
3.00%, 04/15/2025

  $ 2,413,098  
  $       3,850,000    

Ziggo Secured Finance Partnership
1 mo. USD LIBOR + 2.500%,
4.40%, 04/15/2025

    3,830,365  
     

 

 

 
    62,763,763  
     

 

 

 
            Metal Fabricate/Hardware - 0.1%  
    491,434    

NN, Inc.
1 mo. USD LIBOR + 3.750%,
5.65%, 10/19/2022

    490,820  
     

 

 

 
            Miscellaneous Manufacturing - 1.3%  
  EUR       1,350,000    

CTC AcquiCo GmbH
0.00%, 03/07/2025(9)

    1,628,597  
  $       5,223,750    

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/20/2024

    5,237,750  
   

Mavis Tire Express Services Corp.

 
    48,299    

3 mo. USD LIBOR + 3.250%
1.12%, 03/20/2025(10)

    48,238  
    301,701    

1 mo. USD LIBOR + 3.250%,
5.15%, 03/20/2025

    301,324  
     

 

 

 
        7,215,909  
     

 

 

 
            Oil & Gas - 3.3%  
    260,799    

Ameriforge Group, Inc.
1.000%, 5.65%, 06/08/2022

    260,364  
    1,339,875    

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%,
6.31%, 06/24/2024

    1,351,599  
    1,395,000    

California Resources Corp.
1 mo. USD LIBOR + 4.750%,
6.65%, 12/31/2022

    1,423,332  
    625,000    

Chesapeake Energy Corp.
3 mo. USD LIBOR + 7.500%,
9.44%, 08/23/2021

    660,937  
    4,224,045    

Energy Transfer Equity L.P.
1 mo. USD LIBOR + 2.000%,
3.90%, 02/02/2024

    4,226,453  
   

Fieldwood Energy LLC

 
    900,000    

0.00%, 04/11/2023(7)(9)

    867,375  
    2,000,000    

3 mo. USD LIBOR + 2.875%,
4.78%, 09/28/2018(7)

    2,005,000  
    2,250,000    

1 mo. USD LIBOR + 7.000%,
8.88%, 08/31/2020

    2,266,875  
    586,644    

KCA Deutag U.S. Finance LLC
3 mo. USD LIBOR + 5.750%,
7.65%, 05/15/2020

    586,896  
    700,000    

Traverse Midstream Partners LLC
3 mo. USD LIBOR + 4.000%,
5.85%, 09/27/2024

    703,500  
    1,500,000    

Ultra Resources, Inc.
1 mo. USD LIBOR + 3.000%,
4.90%, 04/12/2024

    1,402,500  
    2,188,407    

Vine Oil & Gas LP
1 mo. USD LIBOR + 6.875%,
8.78%, 12/12/2021

    2,193,878  
     

 

 

 
        17,948,709  
     

 

 

 
 

 

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

 

 

  72  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
            Oil & Gas Services - 0.7%  
  $       1,978,545    

Crosby U.S. Acquisition Corp.
3 mo. USD LIBOR + 3.000%,
4.90%, 11/23/2020

  $ 1,953,318  
  EUR       746,888    

EG Group Ltd.
0.00%, 02/06/2025(7)(9)

    899,676  
 

Utex Industries, Inc.

 

  $       467,275    

1 mo. USD LIBOR + 4.000%,
5.90%, 05/22/2021

    459,098  
    750,000    

1 mo. USD LIBOR + 7.250%,
9.15%, 05/22/2022

    723,375  
     

 

 

 
        4,035,467  
     

 

 

 
            Packaging & Containers - 2.2%  
   

Berlin Packaging LLC

 
    280,665    

1 mo. USD LIBOR + 3.250%,
5.07%, 10/01/2021

    280,897  
    1,976,143    

1 mo. USD LIBOR + 6.750%,
8.64%, 10/01/2022

    1,980,589  
  EUR       2,095,000    

Crown Americas LLC
EURIBOR + 2.375%,
2.38%, 01/18/2025

    2,550,869  
  $       1,940,400    

Flex Acquisition Co., Inc.
3 mo. USD LIBOR + 3.000%,
5.31%, 12/29/2023

    1,949,792  
    1,024,850    

Plastipak Holdings, Inc.
PRIME + 1.750%,
6.50%, 10/14/2024

    1,028,376  
   

Proampac PG Borrower LLC

 
    790,767    

1 mo. USD LIBOR + 3.500%,
5.40%, 11/18/2023

    796,303  
    970,000    

1 mo. USD LIBOR + 8.500%,
10.40%, 11/18/2024

    987,586  
    2,383,776    

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/05/2023

    2,398,674  
     

 

 

 
        11,973,086  
     

 

 

 
            Pharmaceuticals - 1.6%  
    500,000    

Amneal Pharmaceuticals LLC
0.00%, 03/07/2025(9)

    501,875  
    4,058,421    

Endo Luxembourg Finance Co. I S.a r.l.
1 mo. USD LIBOR + 4.250%,
6.19%, 04/29/2024

    4,033,056  
    290,000    

NVA Holdings, Inc.
3 mo. USD LIBOR + 2.750%,
5.05%, 02/02/2025

    291,087  
    3,990,532    

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.500%,
5.39%, 04/01/2022

    4,032,951  
     

 

 

 
        8,858,969  
     

 

 

 
            Real Estate - 0.2%  
    1,265,243    

DTZ U.S. Borrower LLC
3 mo. USD LIBOR + 3.250%,
5.36%, 11/04/2021

    1,267,002  
     

 

 

 
            Retail - 3.9%  
   

Albertsons LLC

 
    1,498,226    

1 mo. USD LIBOR + 2.750%,
4.65%, 08/25/2021

    1,483,243  
    1,003,806    

3 mo. USD LIBOR + 3.000%,
5.29%, 12/21/2022

    995,655  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
            Retail - 3.9% - (continued)  
  $       2,363,125    

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%,
6.90%, 09/25/2024

  $ 2,377,895  
   

Coty, Inc.

 
  EUR       3,820,000    

0.00%, 04/05/2025(9)

    4,626,870  
  $       3,573,743    

1 mo. USD LIBOR + 2.250%,
4.13%, 04/07/2025

    3,569,276  
    702,455    

Neiman Marcus Group Ltd. LLC
1 mo. USD LIBOR + 3.250%,
5.14%, 10/25/2020

    617,521  
    1,459,394    

Petco Animal Supplies, Inc.
3 mo. USD LIBOR + 3.250%,
5.61%, 01/26/2023

    998,868  
    2,162,244    

PetSmart, Inc.
1 mo. USD LIBOR + 3.000%,
4.89%, 03/11/2022

    1,696,821  
    1,550,000    

Smart & Final Stores LLC
1 mo. USD LIBOR + 3.500%,
5.40%, 11/15/2022

    1,514,164  
    2,203,234    

Sports Authority, Inc.
0.00%, 11/16/2018(6)(9)

    441  
    3,381,525    

Staples, Inc.
3 mo. USD LIBOR + 4.000%,
5.79%, 09/12/2024

    3,342,840  
     

 

 

 
        21,223,594  
     

 

 

 
            Semiconductors - 0.1%  
    534,600    

Integrated Device Technology, Inc.
1 mo. USD LIBOR + 3.000%,
4.90%, 04/04/2024

    535,936  
     

 

 

 
            Software - 6.6%  
   

Almonde, Inc.

 
    1,260,159    

3 mo. USD LIBOR + 3.500%,
5.48%, 06/13/2024

    1,258,873  
    770,000    

3 mo. USD LIBOR + 7.250%,
9.23%, 06/13/2025

    760,567  
    2,516,043    

Change Healthcare Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/01/2024

    2,525,478  
    1,195,963    

Cypress Intermediate Holdings III, Inc.
1 mo. USD LIBOR + 3.000%,
4.91%, 04/27/2024

    1,201,691  
    498,718    

Epicor Software Corp.
1 mo. USD LIBOR + 3.250%,
5.16%, 06/01/2022

    501,132  
   

First Data Corp.

 
    2,110,000    

1 mo. USD LIBOR + 2.250%,
4.15%, 07/08/2022

    2,117,385  
    7,943,182    

1 mo. USD LIBOR + 2.250%,
4.15%, 04/26/2024

    7,970,109  
    2,736,905    

Global Payments Inc.
1 mo. USD LIBOR + 1.750%,
3.65%, 04/21/2023

    2,754,995  
   

Hyland Software, Inc.

 
    1,489,006    

1 mo. USD LIBOR + 3.250%,
5.14%, 07/01/2022

    1,501,112  
    565,000    

1 mo. USD LIBOR + 7.000%,
8.89%, 07/07/2025

    569,944  
    73,334    

MA FinanceCo LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 06/21/2024

    73,077  
 

 

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

 

 

  73  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
            Software - 6.6% - (continued)  
  EUR       1,990,000    

Misys Europe S.A.
EURIBOR + 3.250%,
4.25%, 06/13/2024

  $ 2,408,843  
  $       1,916,192    

Quest Software U.S. Holdings, Inc.
3 mo. USD LIBOR + 5.500%,
7.86%, 10/31/2022

    1,925,371  
    495,241    

Seattle Spinco, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 06/21/2024

    493,508  
   

SkillSoft Corp.

 
    2,575,000    

3 mo. USD LIBOR + 4.750%,
6.65%, 04/28/2021

    2,436,594  
    1,400,000    

3 mo. USD LIBOR + 8.250%,
10.15%, 04/28/2022

    1,189,496  
    881,642    

SS&C Technologies Holdings Europe S.a.r.l.
0.00%, 04/16/2025(9)

    887,153  
    2,382,883    

SS&C Technologies, Inc.
0.00%, 04/16/2025(9)

    2,397,776  
    2,854,163    

WEX, Inc.
1 mo. USD LIBOR + 2.250%,
4.15%, 06/30/2023

    2,871,202  
     

 

 

 
        35,844,306  
     

 

 

 
      Telecommunications - 6.4%  
    2,475,000    

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%, 5.10%, 07/15/2025

    2,448,319  
    1,933,750    

CenturyLink, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 01/31/2025

    1,903,932  
    1,000,000    

Frontier Communications Corp.
1 mo. USD LIBOR + 3.750%, 5.66%, 06/15/2024

    987,190  
    14,450,122    

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%, 4.44%, 02/02/2024

    14,486,248  
 

Syniverse Holdings, Inc.

 

    875,000    

1 mo. USD LIBOR + 5.000%, 6.90%, 03/09/2023

    883,995  
    910,000    

1 mo. USD LIBOR + 9.000%, 10.90%, 03/11/2024

    919,482  
    2,020,000    

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.500%, 4.40%, 03/01/2026

    2,028,343  
  EUR       1,000,000    

Telenet International Finance S.a.r.l.
EURIBOR + 2.750%,
2.75%, 12/15/2027

    1,213,010  
  $       3,600,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%, 4.15%, 09/30/2025

    3,593,700  
    3,968,644    

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 03/15/2024

    3,911,257  
    2,495,219    

Zayo Group LLC
1 mo. USD LIBOR + 2.250%, 4.15%, 01/19/2024

    2,511,588  
     

 

 

 
    34,887,064  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
      Textiles - 0.5%  
 

International Textile Group, Inc

 

  $       1,500,000    

0.00%, 04/18/2025(9)

  $ 1,501,875  
    1,500,000    

0.00%, 04/18/2026(9)

    1,455,000  
     

 

 

 
    2,956,875  
     

 

 

 
 

Total Senior Floating Rate Interests
(cost $440,421,234)

  $ 437,112,807  
     

 

 

 
     
COMMON STOCKS - 0.4%  
      Energy - 0.0%  
    7,247    

Paragon Offshore Ltd., Litigation

    76,043  
    78,609    

Templar Energy LLC Class A*

    78,609  
     

 

 

 
    154,652  
     

 

 

 
      Insurance - 0.4%  
    34,814    

AFG Holdings, Inc.

    2,088,840  
     

 

 

 
      Utilities - 0.0%  
    4,500,000    

TCEH Corp.*(11)(12)(13)

    4  
     

 

 

 
 

Total Common Stocks
(cost $1,899,609)

  $ 2,243,496  
     

 

 

 
     
ESCROWS - 0.0%  
      Energy-Alternate Sources - 0.0%  
    26,901    

Paragon Offshore Ltd., Escrow*

  $  
     

 

 

 
 

Total Escrows
(cost $—)

  $  
     

 

 

 
     
EXCHANGE-TRADED FUNDS - 0.7%  
      Other Investment Pools & Funds - 0.7%  
    86,100    

SPDR Blackstone / GSO Senior Loan ETF

  $ 4,084,584  
     

 

 

 
 

Total Exchange-Traded Funds
(cost $4,077,705)

  $ 4,084,584  
     

 

 

 
 

Total Long-Term Investments
(cost $527,105,704)

  $ 522,509,456  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 5.6%  
      Other Investment Pools & Funds - 5.6%  
    30,551,193    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,
1.60%(14)

  $ 30,551,193  
     

 

 

 
 

Total Short-Term Investments
(cost $30,551,193)

  $ 30,551,193  
     

 

 

 
   

Total Investments
(cost $557,656,897)

    101.4    $ 553,060,649  
   

Other Assets and Liabilities

    (1.4 )%       (7,782,705
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $     545,277,944  
     

 

 

    

 

 

 
 

 

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

 

 

  74  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $56,789,322, which represented 10.4% of total net assets.

 

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

 

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

 

(4)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(5)  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $8,387,087, which represented 1.5% of total net assets.

 

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

 

(7)  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $5,861,267 at April 30, 2018.

 

(8)  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2018.

 

(9)  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(10)  This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2018, the aggregate value of the unfunded commitment was $115,592, which rounds to zero percent of total net assets.

 

(11)  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of this security was $4, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(12)  Investment valued using significant unobservable inputs.

 

(13)  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 April 30, 2018, the aggregate value of this security was $4, which represented 0.0% of total net assets.

 

(14)  Current yield as of period end.

 

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 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.30.V1

   USD      9,655,000        5.00   06/20/23      Quarterly      $ 580,368      $ 709,616      $ 129,248  
                

 

 

    

 

 

    

 

 

 

Total

      $     580,368      $     709,616      $     129,248  
                

 

 

    

 

 

    

 

 

 

 

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

 

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

 

 

  75  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018  

Amount and Description of

Currency to be Purchased

     Amount and Description of
Currency to be Sold
    

Counterparty

   Settlement
Date
     Appreciation      Depreciation  
  432,000                EUR        529,514                USD      CBA      05/31/18      $      $ (6,639
  65,591,844                USD        53,631,530                EUR      BCLY      05/31/18        678,403         
  477,574                USD        390,000                EUR      GSC      05/31/18        5,534         
  249,811                USD        204,000                EUR      ANZ      05/31/18        2,898         
  153,344                USD        125,000                EUR      BNP      05/31/18        2,049         
  2,940,165                USD        2,108,000                GBP      BNP      05/31/18        33,867         
               

 

 

    

 

 

 
  Total                   $     722,751      $     (6,639
  

 

 

    

 

 

 

 

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

 

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

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BNP

   BNP Paribas Securities Services

CBA

   Commonwealth Bank of Australia

GSC

   Goldman Sachs & Co.
Currency Abbreviations:

EUR

   Euro

GBP

   British Pound

USD

   United States Dollar
Index Abbreviations:

CDX.NA.HY

   Credit Derivatives North American High Yield

ICE

   Intercontinental Exchange, Inc.
Other Abbreviations:

ETF

   Exchange-Traded Fund

EURIBOR

   Euro Interbank Offered Rate

LIBOR

   London Interbank Offered Rate

MTN

   Medium Term Note

SPDR

   Standard & Poor’s Depositary Receipt
 

 

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

 

 

  76  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

Assets

         

Corporate Bonds

   $ 79,068,569     $      $ 79,068,569     $  

Senior Floating Rate Interests

     437,112,807              437,112,807        

Common Stocks

         

Energy

     154,652              154,652        

Insurance

     2,088,840              2,088,840        

Utilities

     4                    4  

Escrows

                         

Exchange-Traded Funds

     4,084,584       4,084,584               

Short-Term Investments

     30,551,193       30,551,193               

Foreign Currency Contracts(2)

     722,751              722,751        

Swaps - Credit Default(2)

     129,248              129,248        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     553,912,648     $     34,635,777      $     519,276,867     $ 4  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (6,639   $      $ (6,639   $     —  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (6,639   $      $ (6,639   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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.

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 six-month period ended April 30, 2018 is not presented.

 

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

 

 

  77  

 


The Hartford High Yield Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 0.0%  
            Asset-Backed - Finance & Insurance - 0.0%  
  $       920,000    

Soundview NIM Trust
8.25%, 12/25/2036(1)(2)(3)

  $  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $915,920)

  $  
     

 

 

 
     
CORPORATE BONDS - 89.2%  
            Aerospace/Defense - 0.4%  
   

DAE Funding LLC

 
  $       430,000    

4.50%, 08/01/2022(1)

  $ 413,875  
    865,000    

5.00%, 08/01/2024(1)

    833,687  
     

 

 

 
        1,247,562  
     

 

 

 
            Biotechnology - 0.1%  
    430,000    

Sotera Health Topco, Inc.
8.13%, 11/01/2021(1)(4)

    433,225  
     

 

 

 
            Chemicals - 1.4%  
   

Chemours Co.

 
    2,160,000    

6.63%, 05/15/2023

    2,270,700  
    1,560,000    

7.00%, 05/15/2025

    1,678,950  
    795,000    

OCI N.V.
6.63%, 04/15/2023(1)

    806,130  
     

 

 

 
        4,755,780  
     

 

 

 
            Coal - 2.6%  
    1,615,000    

Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.
12.00%, 11/01/2021

    1,627,113  
    2,830,000    

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(1)

    2,391,350  
    2,830,000    

Peabody Energy Corp.
6.38%, 03/31/2025(1)

    2,950,275  
    1,830,000    

Warrior Met Coal, Inc.
8.00%, 11/01/2024(1)

    1,867,789  
     

 

 

 
        8,836,527  
     

 

 

 
            Commercial Banks - 5.3%  
   

Banco Bilbao Vizcaya Argentaria S.A.

 
    2,600,000    

5 year USD Swap + 3.870%,
6.13%, 11/16/2027(5)(6)

    2,513,030  
  EUR       800,000    

5 year EUR Swap + 6.155%,
7.00%, 02/19/2019(5)(6)(7)

    1,004,530  
    800,000    

5 year EUR Swap + 9.177%,
8.88%, 04/14/2021(5)(6)(7)

    1,134,286  
    1,600,000    

Banco de Sabadell S.A.
5 year EUR Swap + 6.414%,
6.50%, 05/18/2022(5)(6)(7)

    2,054,701  
   

BNP Paribas S.A.

 
  $       535,000    

5 year USD Swap + 2.838%,
5.13%, 11/15/2027(1)(5)(6)

    501,563  
    1,050,000    

5 year USD Swap + 6.314%,
7.63%, 03/30/2021(1)(5)(6)

    1,131,112  
   

Credit Agricole S.A.

 
    395,000    

5 year USD Swap + 4.898%,
7.88%, 01/23/2024(1)(5)(6)

    428,575  
    505,000    

5 year USD Swap + 6.185%,
8.13%, 12/23/2025(1)(5)(6)

    573,806  
    1,905,000    

Credit Suisse Group AG
5 year USD Swap + 3.455%,
6.25%, 12/18/2024(5)(6)(7)

    1,950,789  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 89.2% - (continued)  
            Commercial Banks - 5.3% - (continued)  
  $       1,860,000    

Freedom Mortgage Corp.
8.13%, 11/15/2024(1)

  $ 1,860,000  
    725,000    

Intesa Sanpaolo S.p.A.
5 year USD Swap + 5.462%,
7.70%, 09/17/2025(1)(5)(6)

    766,688  
    1,600,000    

Royal Bank of Scotland Group plc
3 mo. USD LIBOR + 2.320%,
4.62%, 09/30/2027(5)(6)

    1,612,000  
    1,130,000    

Societe Generale S.A.
5 year USD Swap + 6.394%,
8.25%, 11/29/2018(5)(6)(7)

    1,159,662  
    1,415,000    

UniCredit S.p.A.
5 year USD Swap + 5.180%,
8.00%, 06/03/2024(5)(6)(7)

    1,475,137  
     

 

 

 
        18,165,879  
     

 

 

 
            Commercial Services - 5.6%  
    1,434,000    

ACE Cash Express, Inc.
12.00%, 12/15/2022(1)

    1,591,740  
   

APX Group, Inc.

 
    1,360,000    

7.63%, 09/01/2023

    1,275,000  
    2,395,000    

7.88%, 12/01/2022

    2,412,962  
   

Avis Budget Car Rental LLC / Avis Budget Finance, Inc.

 
    2,160,000    

5.25%, 03/15/2025(1)

    2,073,600  
    1,180,000    

5.50%, 04/01/2023

    1,168,200  
    2,900,000    

Brand Industrial Services, Inc.
8.50%, 07/15/2025(1)

    2,994,250  
    2,890,000    

Garda World Security Corp.
8.75%, 05/15/2025(1)

    3,019,183  
   

Herc Rentals, Inc.

 
    884,000    

7.50%, 06/01/2022(1)

    937,040  
    1,559,000    

7.75%, 06/01/2024(1)

    1,682,940  
    460,000    

Service Corp. International
4.63%, 12/15/2027

    449,788  
   

United Rentals North America, Inc.

 
    560,000    

4.63%, 10/15/2025

    543,206  
    1,025,000    

5.88%, 09/15/2026

    1,068,563  
     

 

 

 
        19,216,472  
     

 

 

 
            Construction Materials - 1.0%  
    1,650,000    

CEMEX Finance LLC
6.00%, 04/01/2024(1)

    1,696,200  
    1,760,000    

Standard Industries, Inc.
5.38%, 11/15/2024(1)

    1,783,100  
     

 

 

 
        3,479,300  
     

 

 

 
            Distribution/Wholesale - 0.1%  
    420,000    

American Builders & Contractors Supply Co., Inc.
5.75%, 12/15/2023(1)

    432,999  
     

 

 

 
            Diversified Financial Services - 6.3%  
    710,000    

FBM Finance, Inc.
8.25%, 08/15/2021(1)

    747,275  
    735,000    

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

    711,112  
    1,625,000    

goeasy Ltd.
7.88%, 11/01/2022(1)

    1,722,500  
   

Nationstar Mortgage LLC / Nationstar Capital Corp.

 
    1,905,000    

6.50%, 08/01/2018

    1,912,620  
    1,590,000    

6.50%, 07/01/2021

    1,609,875  
    171,000    

7.88%, 10/01/2020

    173,779  
 

 

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

 

 

  78  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 89.2% - (continued)  
            Diversified Financial Services - 6.3% - (continued)  
   

Navient Corp.

 
  $       560,000    

5.50%, 01/25/2023

  $ 551,432  
    340,000    

5.63%, 08/01/2033

    292,400  
    1,764,000    

5.88%, 10/25/2024

    1,728,720  
    2,535,000    

6.13%, 03/25/2024

    2,538,169  
    1,106,000    

6.50%, 06/15/2022

    1,136,415  
    856,000    

7.25%, 09/25/2023

    894,520  
   

Springleaf Finance Corp.

 
    525,000    

5.25%, 12/15/2019

    531,552  
    820,000    

6.13%, 05/15/2022

    839,475  
    575,000    

6.88%, 03/15/2025

    580,750  
    705,000    

7.75%, 10/01/2021

    767,569  
    1,935,000    

8.25%, 12/15/2020

    2,133,879  
    2,535,000    

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.
6.75%, 06/01/2025(1)

    2,509,650  
    335,000    

Vantiv LLC / Vanity Issuer Corp.
4.38%, 11/15/2025(1)

    319,925  
     

 

 

 
        21,701,617  
     

 

 

 
            Electric - 0.8%  
    2,570,000    

AES Corp.
5.13%, 09/01/2027

    2,608,550  
     

 

 

 
        2,608,550  
     

 

 

 
            Electrical Components & Equipment - 0.3%  
    1,045,000    

General Cable Corp.
5.75%, 10/01/2022

    1,072,954  
     

 

 

 
            Entertainment - 2.9%  
    1,370,000    

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

    1,308,350  
    1,605,000    

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

    1,590,956  
    1,920,000    

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(1)

    1,999,200  
    2,170,000    

Penn National Gaming, Inc.
5.63%, 01/15/2027(1)

    2,077,775  
    1,410,000    

Pinnacle Entertainment, Inc.
5.63%, 05/01/2024

    1,473,450  
   

Scientific Games International, Inc.

 

    230,000    

5.00%, 10/15/2025(1)

    222,169  
    1,345,000    

6.63%, 05/15/2021

    1,371,900  
     

 

 

 
        10,043,800  
     

 

 

 
            Environmental Control - 0.1%  
    441,000    

Tervita Escrow Corp.
7.63%, 12/01/2021(1)

    449,820  
     

 

 

 
            Food - 1.9%  
   

Post Holdings, Inc.

 

    2,660,000    

5.00%, 08/15/2026(1)

    2,493,750  
    1,395,000    

5.63%, 01/15/2028(1)

    1,332,225  
    990,000    

5.75%, 03/01/2027(1)

    969,259  
    1,870,000    

TreeHouse Foods, Inc.
4.88%, 03/15/2022

    1,855,975  
     

 

 

 
        6,651,209  
     

 

 

 
            Gas - 0.2%  
    640,000    

AmeriGas Partners L.P. / AmeriGas Finance Corp.
5.50%, 05/20/2025

    628,800  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 89.2% - (continued)  
            Healthcare - Products - 0.7%  
  $       2,595,000    

Sotera Health Holdings LLC
6.50%, 05/15/2023(1)

  $ 2,595,000  
     

 

 

 
            Healthcare - Services - 3.5%  
    360,000    

Charles River Laboratories International, Inc.
5.50%, 04/01/2026(1)

    366,192  
   

Envision Healthcare Corp.

 

    440,000    

5.13%, 07/01/2022(1)

    434,500  
    705,000    

5.63%, 07/15/2022

    706,763  
    2,645,000    

HCA Healthcare, Inc.
6.25%, 02/15/2021

    2,780,556  
   

HCA, Inc.

 

    2,215,000    

5.38%, 02/01/2025

    2,203,925  
    1,135,000    

5.88%, 05/01/2023

    1,183,237  
    1,776,000    

7.50%, 11/15/2095

    1,762,680  
    2,800,000    

West Street Merger Sub, Inc.
6.38%, 09/01/2025(1)

    2,751,000  
     

 

 

 
        12,188,853  
     

 

 

 
            Home Builders - 2.3%  
    1,915,000    

AV Homes, Inc.
6.63%, 05/15/2022

    1,960,481  
   

Beazer Homes USA, Inc.

 
    460,000    

5.88%, 10/15/2027

    420,900  
    705,000    

6.75%, 03/15/2025

    692,663  
    1,210,000    

8.75%, 03/15/2022

    1,302,565  
    1,030,000    

KB Home
7.00%, 12/15/2021

    1,093,087  
   

M/I Homes, Inc.

 

    780,000    

5.63%, 08/01/2025

    750,750  
    1,595,000    

6.75%, 01/15/2021

    1,640,856  
     

 

 

 
        7,861,302  
     

 

 

 
            Household Products - 0.5%  
    2,715,000    

Revlon Consumer Products Corp.
6.25%, 08/01/2024

    1,629,000  
     

 

 

 
            Household Products/Wares - 0.5%  
  EUR       1,505,000    

Diamond (BC) B.V.
5.63%, 08/15/2025(1)

    1,736,652  
     

 

 

 
            Insurance - 1.3%  
   

Genworth Holdings, Inc.

 
  $       135,000    

4.80%, 02/15/2024

    106,650  
    890,000    

4.90%, 08/15/2023

    707,550  
    505,000    

7.20%, 02/15/2021

    475,962  
    280,000    

7.63%, 09/24/2021

    263,200  
    180,000    

7.70%, 06/15/2020

    175,050  
    445,000    

MGIC Investment Corp.
5.75%, 08/15/2023

    455,013  
    2,205,000    

USIS Merger Sub, Inc.
6.88%, 05/01/2025(1)

    2,205,000  
     

 

 

 
        4,388,425  
     

 

 

 
            Internet - 1.0%  
    1,240,000    

Netflix, Inc.
5.88%, 02/15/2025

    1,273,728  
    2,175,000    

Zayo Group LLC / Zayo Capital, Inc.
6.00%, 04/01/2023

    2,240,250  
     

 

 

 
        3,513,978  
     

 

 

 
            Iron/Steel - 1.1%  
   

AK Steel Corp.

 
    1,750,000    

7.00%, 03/15/2027

    1,697,500  
    910,000    

7.63%, 10/01/2021

    928,200  
 

 

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

 

 

  79  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 89.2% - (continued)  
            Iron/Steel - 1.1% - (continued)  
  $       630,000    

Signode Industrial Group Lux S.A. / Signode Industrial Group U.S., Inc.
6.38%, 05/01/2022(1)

  $ 650,097  
    475,000    

Steel Dynamics, Inc.
4.13%, 09/15/2025

    453,331  
     

 

 

 
        3,729,128  
     

 

 

 
            IT Services - 0.5%  
    1,575,000    

Conduent Finance, Inc. / Conduent Business Services LLC
10.50%, 12/15/2024(1)

    1,861,650  
     

 

 

 
            Lodging - 2.6%  
    1,285,000    

Boyd Gaming Corp.
6.38%, 04/01/2026

    1,345,356  
    2,590,000    

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

    2,648,275  
    1,810,000    

Jack Ohio Finance LLC / Jack Ohio Finance Corp.
6.75%, 11/15/2021(1)

    1,868,825  
    1,390,000    

Station Casinos LLC
5.00%, 10/01/2025(1)

    1,330,925  
    1,850,000    

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(1)

    1,773,688  
     

 

 

 
        8,967,069  
     

 

 

 
            Machinery - Construction & Mining - 0.8%  
    2,735,000    

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%, 03/15/2024(1)

    2,908,536  
     

 

 

 
            Machinery - Diversified - 0.7%  
    2,220,000    

Cloud Crane LLC
10.13%, 08/01/2024(1)

    2,414,250  
     

 

 

 
            Media - 8.6%  
    2,330,000    

Altice France S.A.
7.38%, 05/01/2026(1)

    2,257,187  
    1,140,000    

Altice Luxembourg S.A.
7.75%, 05/15/2022(1)

    1,088,700  
   

CCO Holdings LLC / CCO Holdings Capital Corp.

 
    105,000    

5.13%, 02/15/2023

    105,473  
    1,685,000    

5.13%, 05/01/2023(1)

    1,692,919  
    495,000    

5.75%, 09/01/2023

    501,188  
    190,000    

5.75%, 01/15/2024

    191,786  
    2,485,000    

5.75%, 02/15/2026(1)

    2,466,362  
    1,840,000    

Cequel Communications Holdings I LLC / Cequel Capital Corp.
5.13%, 12/15/2021(1)

    1,819,845  
    1,800,000    

CSC Holdings LLC
5.25%, 06/01/2024

    1,686,375  
   

DISH DBS Corp.

 
    365,000    

5.00%, 03/15/2023

    316,181  
    3,290,000    

6.75%, 06/01/2021

    3,273,550  
    667,000    

7.88%, 09/01/2019

    691,179  
   

Gray Television, Inc.

 
    1,520,000    

5.13%, 10/15/2024(1)

    1,449,700  
    400,000    

5.88%, 07/15/2026(1)

    385,000  
    1,595,000    

Liberty Interactive LLC
8.25%, 02/01/2030

    1,714,625  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 89.2% - (continued)  
            Media - 8.6% - (continued)  
  $       925,000    

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

  $ 948,125  
   

Sinclair Television Group, Inc.

 
    590,000    

5.13%, 02/15/2027(1)

    547,225  
    1,005,000    

5.88%, 03/15/2026(1)

    992,438  
   

TEGNA, Inc.

 
    1,760,000    

4.88%, 09/15/2021(1)

    1,782,000  
    667,000    

5.13%, 10/15/2019

    672,003  
    810,000    

6.38%, 10/15/2023

    836,325  
    1,845,000    

Tribune Media Co.
5.88%, 07/15/2022

    1,868,062  
   

Viacom, Inc.

 

    355,000    

3 mo. USD LIBOR + 3.895%,
5.88%, 02/28/2057(6)

    358,550  
    118,000    

3 mo. USD LIBOR + 3.899%,
6.25%, 02/28/2057(6)

    119,652  
    990,000    

Videotron Ltd.
5.00%, 07/15/2022

    1,011,038  
    959,000    

WMG Acquisition Corp.
5.50%, 04/15/2026(1)

    963,795  
     

 

 

 
        29,739,283  
     

 

 

 
            Metal Fabricate/Hardware - 0.6%  
   

Novelis Corp.

 
    650,000    

5.88%, 09/30/2026(1)

    645,125  
    1,200,000    

6.25%, 08/15/2024(1)

    1,222,500  
    400,000    

TriMas Corp.
4.88%, 10/15/2025(1)

    385,000  
     

 

 

 
        2,252,625  
     

 

 

 
            Mining - 2.1%  
    1,740,000    

Constellium N.V.
5.88%, 02/15/2026(1)

    1,713,900  
   

First Quantum Minerals Ltd.

 
    885,000    

7.00%, 02/15/2021(1)

    886,974  
    200,000    

7.25%, 04/01/2023(1)

    199,460  
    650,000    

7.50%, 04/01/2025(1)

    642,720  
    1,290,000    

Kaiser Aluminum Corp.
5.88%, 05/15/2024

    1,328,700  
   

New Gold, Inc.

 
    95,000    

6.25%, 11/15/2022(1)

    96,900  
    990,000    

6.38%, 05/15/2025(1)

    1,008,562  
    230,000    

Northwest Acquisitions ULC / Dominion Finco, Inc.
7.13%, 11/01/2022(1)

    234,209  
    975,000    

Teck Resources Ltd.
8.50%, 06/01/2024(1)

    1,088,344  
     

 

 

 
        7,199,769  
     

 

 

 
            Miscellaneous Manufacturing - 0.6%  
    2,155,000    

Bombardier, Inc.
6.13%, 01/15/2023(1)

    2,168,469  
     

 

 

 
            Office/Business Equipment - 0.1%  
    405,000    

CDW LLC / CDW Finance Corp.
5.00%, 09/01/2023

    413,141  
     

 

 

 
            Oil & Gas - 8.5%  
    2,610,000    

Blue Racer Midstream LLC / Blue Racer Finance Corp.
6.13%, 11/15/2022(1)

    2,675,250  
    2,545,000    

California Resources Corp.
8.00%, 12/15/2022(1)

    2,188,700  
 

 

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

 

 

  80  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 89.2% - (continued)  
            Oil & Gas - 8.5% - (continued)  
   

Continental Resources, Inc.

 
  $       500,000    

3.80%, 06/01/2024

  $ 487,500  
    500,000    

4.38%, 01/15/2028(1)

    491,563  
    250,000    

4.50%, 04/15/2023

    253,125  
    1,770,000    

4.90%, 06/01/2044

    1,734,600  
    397,000    

5.00%, 09/15/2022

    403,451  
    1,795,000    

Denbury Resources, Inc.
9.00%, 05/15/2021(1)

    1,875,775  
    1,385,000    

Energen Corp.
4.63%, 09/01/2021

    1,371,150  
    795,000    

Ensco plc
5.75%, 10/01/2044

    552,525  
    945,000    

Jagged Peak Energy LLC
5.88%, 05/01/2026(1)(10)

    948,544  
    1,380,000    

Laredo Petroleum, Inc.
5.63%, 01/15/2022

    1,393,800  
   

MEG Energy Corp.

 
    390,000    

6.38%, 01/30/2023(1)

    351,975  
    1,210,000    

6.50%, 01/15/2025(1)

    1,210,242  
    1,065,000    

7.00%, 03/31/2024(1)

    955,837  
   

QEP Resources, Inc.

 
    2,135,000    

5.25%, 05/01/2023

    2,081,625  
    200,000    

5.38%, 10/01/2022

    200,000  
    180,000    

5.63%, 03/01/2026

    172,350  
    235,000    

6.80%, 03/01/2020

    245,575  
    930,000    

Rowan Cos., Inc.
5.85%, 01/15/2044

    688,200  
   

SM Energy Co.

 
    1,695,000    

5.00%, 01/15/2024

    1,614,487  
    240,000    

6.13%, 11/15/2022

    242,400  
    115,000    

6.50%, 11/15/2021

    116,725  
   

Transocean, Inc.

 
    385,000    

6.80%, 03/15/2038

    323,400  
    115,000    

7.50%, 04/15/2031

    106,375  
    470,000    

9.35%, 12/15/2041

    470,000  
    580,000    

Tullow Oil plc
6.25%, 04/15/2022(1)

    588,700  
    2,230,000    

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(1)

    2,096,200  
   

WPX Energy, Inc.

 
    595,000    

5.25%, 09/15/2024

    599,463  
    1,410,000    

6.00%, 01/15/2022

    1,469,925  
    1,250,000    

8.25%, 08/01/2023

    1,418,750  
     

 

 

 
        29,328,212  
     

 

 

 
            Oil & Gas Services - 0.3%  
   

Weatherford International Ltd.

 
    335,000    

5.95%, 04/15/2042

    242,875  
    880,000    

6.50%, 08/01/2036

    668,800  
    335,000    

7.00%, 03/15/2038

    262,975  
     

 

 

 
        1,174,650  
     

 

 

 
            Packaging & Containers - 5.6%  
    1,840,000    

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

    1,881,400  
    620,000    

ARD Securities Finance SARL
8.75%, 01/31/2023(1)(4)

    652,550  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 89.2% - (continued)  
            Packaging & Containers - 5.6% - (continued)  
   

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 
  $       1,395,000    

6.00%, 06/30/2021(1)

  $ 1,419,426  
    370,000    

6.00%, 02/15/2025(1)

    374,163  
    1,581,000    

7.25%, 05/15/2024(1)

    1,667,955  
    1,865,000    

Berry Global, Inc.
6.00%, 10/15/2022

    1,941,931  
    1,200,000    

Crown Americas LLC / Crown Americas Capital Corp.
4.75%, 02/01/2026(1)

    1,158,000  
    2,170,000    

Flex Acquisition Co., Inc.
6.88%, 01/15/2025(1)

    2,180,850  
    1,680,000    

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

    1,566,600  
    2,985,000    

Owens-Brockway Glass Container, Inc.
5.88%, 08/15/2023(1)

    3,052,162  
    530,000    

Plastipak Holdings, Inc.
6.25%, 10/15/2025(1)

    514,100  
   

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu

 
    2,050,000    

5.13%, 07/15/2023(1)

    2,062,813  
    815,000    

7.00%, 07/15/2024(1)

    848,619  
     

 

 

 
        19,320,569  
     

 

 

 
            Pharmaceuticals - 4.1%  
    335,000    

Catalent Pharma Solutions, Inc.
4.88%, 01/15/2026(1)

    326,206  
    2,095,000    

Endo Dac / Endo Finance LLC / Endo Finco, Inc.
6.00%, 07/15/2023(1)

    1,524,113  
    2,985,000    

6.00%, 02/01/2025(1)

    2,096,962  
    1,065,000    

Teva Pharmaceutical Finance IV LLC
2.25%, 03/18/2020

    1,017,143  
   

Valeant Pharmaceuticals International, Inc.

 
    1,155,000    

5.50%, 03/01/2023(1)

    1,042,388  
    7,395,000    

5.88%, 05/15/2023(1)

    6,794,156  
    1,000,000    

6.13%, 04/15/2025(1)

    901,970  
    355,000    

7.00%, 03/15/2024(1)

    374,525  
     

 

 

 
        14,077,463  
     

 

 

 
            Pipelines - 0.8%  
   

Energy Transfer Equity L.P.

 
    670,000    

5.50%, 06/01/2027

    670,000  
    1,907,000    

7.50%, 10/15/2020

    2,042,874  
     

 

 

 
        2,712,874  
     

 

 

 
            REITS - 0.3%  
    1,095,000    

Equinix, Inc.
5.88%, 01/15/2026

    1,133,325  
     

 

 

 
            Retail - 3.5%  
   

1011778 BC ULC / New Red Finance, Inc.

 
    805,000    

4.25%, 05/15/2024(1)

    765,756  
    3,570,000    

5.00%, 10/15/2025(1)

    3,435,018  
    1,055,000    

Beacon Roofing Supply, Inc.
4.88%, 11/01/2025(1)

    996,975  
    1,148,000    

CEC Entertainment, Inc.
8.00%, 02/15/2022

    895,440  
    1,305,000    

Party City Holdings, Inc.
6.13%, 08/15/2023(1)

    1,321,313  
    1,400,000    

Staples, Inc.
8.50%, 09/15/2025(1)

    1,309,000  
 

 

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

 

 

  81  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 89.2% - (continued)  
            Retail - 3.5% - (continued)  
  $       3,400,000    

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

  $ 3,221,500  
     

 

 

 
        11,945,002  
     

 

 

 
            Semiconductors - 1.3%  
    570,000    

Entegris, Inc.
4.63%, 02/10/2026(1)

    550,050  
    2,005,000    

Micron Technology, Inc.
5.50%, 02/01/2025

    2,085,200  
   

Sensata Technologies B.V.

 
    1,005,000    

5.00%, 10/01/2025(1)

    1,002,487  
    770,000    

5.63%, 11/01/2024(1)

    798,875  
     

 

 

 
        4,436,612  
     

 

 

 
            Software - 3.5%  
    1,135,000    

Camelot Finance S.A.
7.88%, 10/15/2024(1)

    1,183,237  
    1,150,000    

Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.
5.75%, 03/01/2025(1)

    1,124,125  
   

First Data Corp.

 
    610,000    

5.38%, 08/15/2023(1)

    622,078  
    2,110,000    

5.75%, 01/15/2024(1)

    2,136,375  
    2,305,000    

7.00%, 12/01/2023(1)

    2,411,906  
    544,000    

Infor Software Parent LLC (cash)
7.13%, 05/01/2021(1)(4)

    548,080  
    2,925,000    

Infor U.S., Inc.
6.50%, 05/15/2022

    2,968,875  
    1,175,000    

Workday, Inc.
0.25%, 10/01/2022(1)

    1,267,825  
     

 

 

 
        12,262,501  
     

 

 

 
            Telecommunications - 4.4%  
   

Altice Financing S.A.

 
    1,570,000    

6.63%, 02/15/2023(1)

    1,570,000  
    1,870,000    

7.50%, 05/15/2026(1)

    1,841,950  
    1,355,000    

CenturyLink, Inc.
5.63%, 04/01/2025

    1,246,600  
    1,435,000    

Sprint Capital Corp.
6.88%, 11/15/2028

    1,463,700  
   

Sprint Corp.

 
    1,084,000    

7.13%, 06/15/2024

    1,123,295  
    2,660,000    

7.25%, 09/15/2021

    2,822,925  
    110,000    

7.63%, 02/15/2025

    115,775  
    4,766,000    

7.88%, 09/15/2023

    5,111,535  
     

 

 

 
        15,295,780  
     

 

 

 
            Textiles - 0.4%  
    1,450,000    

Eagle Intermediate Global Holding B.V./Ruyi US Finance LLC
7.50%, 05/01/2025(1)(10)

    1,486,250  
     

 

 

 
   

Total Corporate Bonds
(cost $308,001,333)

  $ 308,464,862  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 3.4%(11)  
            Diversified Financial Services - 0.3%  
  $       1,030,000    

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/28/2025

  $ 1,028,393  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 3.4%(11) - (continued)  
            Food - 0.1%  
  $       300,000    

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 03/31/2025

  $ 301,500  
     

 

 

 
            Healthcare - Products - 0.4%  
    1,296,250    

INC Research LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/01/2024

    1,300,411  
     

 

 

 
            Household Products - 0.1%  
    548,625    

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%,
4.99%, 09/06/2024

    547,599  
     

 

 

 
            Insurance - 0.3%      
    215,000    

Genworth Financial, Inc.
1 mo. USD LIBOR + 4.500%, 6.40%, 02/22/2023

    218,494  
    955,000    

Hub International Ltd.
0.00%, 04/25/2025(12)

    960,568  
     

 

 

 
        1,179,062  
     

 

 

 
            Leisure Time - 0.7%      
    2,269,313    

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%, 4.91%, 10/20/2024

    2,286,332  
     

 

 

 
            Machinery - Diversified - 0.2%      
    703,753    

Gardner Denver, Inc.
3 mo. USD LIBOR + 2.750%, 5.05%, 07/30/2024

    707,540  
     

 

 

 
            Media - 1.0%      
    1,710,000    

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%, 5.20%, 03/01/2025

    1,711,607  
    1,639,953    

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%, 4.66%, 08/17/2024(12)

    1,654,303  
     

 

 

 
        3,365,910  
     

 

 

 
            Software - 0.3%      
    307,693    

SS&C Technologies Holdings Europe S.a.r.l.
0.00%, 04/16/2025(12)

    309,616  
    831,626    

SS&C Technologies, Inc.
0.00%, 04/16/2025(12)

    836,824  
     

 

 

 
        1,146,440  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $11,791,528)

  $ 11,863,187  
     

 

 

 
     
CONVERTIBLE BONDS - 1.9%      
            Commercial Services - 0.2%      
  $       800,000    

Cardtronics, Inc.
1.00%, 12/01/2020

  $ 750,000  
     

 

 

 
            Media - 0.5%      
    1,284,000    

DISH Network Corp.
3.38%, 08/15/2026

    1,165,257  
    470,000    

Liberty Media Corp-Liberty Formula One
1.00%, 01/30/2023

    488,129  
     

 

 

 
        1,653,386  
     

 

 

 
 

 

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

 

 

  82  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CONVERTIBLE BONDS - 1.9% - (continued)      
            Oil & Gas - 0.0%      
  $       1,645,000    

Cobalt International Energy, Inc.
2.63%, 12/01/2019(2)

  $ 2,138  
     

 

 

 
            Semiconductors - 0.4%      
   

Microchip Technology, Inc.

 
    656,000    

1.63%, 02/15/2027

    738,197  
    684,000    

2.25%, 02/15/2037

    764,919  
     

 

 

 
        1,503,116  
     

 

 

 
            Software - 0.8%      
    967,000    

ServiceNow, Inc.
0.00%, 06/01/2022(1)(13)

    1,295,007  
    1,258,000    

Western Digital Corp.
1.50%, 02/01/2024(1)

    1,312,709  
     

 

 

 
        2,607,716  
     

 

 

 
   

Total Convertible Bonds
(cost $8,158,786)

  $ 6,516,356  
     

 

 

 
     
COMMON STOCKS - 0.9%      
            Consumer Services - 0.3%      
    69,500    

Caesars Entertainment Corp.*

  $ 788,825  
     

 

 

 
            Energy - 0.4%      
    104,555,002    

KCA Deutag(1)(3)(8)(9)

    622,416  
    22,600    

Peabody Energy Corp.

    832,810  
     

 

 

 
        1,455,226  
     

 

 

 
            Materials - 0.2%  
    68,000    

Constellium N.V. Class A*

    771,800  
     

 

 

 
   

Total Common Stocks
(cost $4,138,446)

  $ 3,105,851  
     

 

 

 
     
ESCROWS - 0.0%  
            Electric - 0.0%  
    1,460,000    

Texas Competitive Electric Holdings Co. LLC
11.50%, 10/01/2020(2)(3)(8)(9)

     
     

 

 

 
            Energy-Alternate Sources - 0.0%  
    3,200,000    

TCEH Corp.*(3)(8)(9)

    3  
    78,358    

Vistra Energy Corp.

    49,992  
     

 

 

 
   

Total Escrows
(cost $—)

  $ 49,995  
     

 

 

 
     
PREFERRED STOCKS - 0.2%      
            Diversified Financials - 0.2%      
    19,075    

GMAC Capital Trust Series 2
3 mo. USD LIBOR + 5.785%,
7.62%(6)

  $ 507,204  
     

 

 

 
   

Total Preferred Stocks
(cost $499,841)

  $ 507,204  
     

 

 

 
   

Total Long-Term Investments
(cost $333,505,854)

  $ 330,417,455  
     

 

 

 
     
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 4.4%  
            Other Investment Pools & Funds - 4.4%      
    15,201,981    

Fidelity Institutional Government Fund, Institutional Class,
1.59%(14)

  $ 15,201,981  
   

 

 

 
   

Total Short-Term Investments
(cost $15,201,981)

  $ 15,201,981  
     

 

 

 
   

Total Investments
(cost $348,707,835)

    100.0    $ 345,619,436  
   

Other Assets and Liabilities

    0.0      41,389  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 345,660,825  
     

 

 

    

 

 

 
 

 

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

 

 

  83  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $165,496,450, which represented 47.9% of total net assets.

 

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

 

(3)  Investment valued using significant unobservable inputs.

 

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

 

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

 

(6)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(7)  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $8,779,105, which represented 2.5% of total net assets.

 

(8)  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of these securities was $622,419, which represented 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(9)  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 April 30, 2018, the aggregate value of these securities was $622,419, which represented 0.2% of total net assets.

 

(10)  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $2,412,300 at April 30, 2018.

 

(11)  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2018.

 

(12)  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(13)  Security is a zero-coupon bond.

 

(14)  Current yield as of period end.

 

Foreign Currency Contracts Outstanding at April 30, 2018

Amount and Description of
Currency to be Purchased

 

Amount and Description of
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

6,128,498

   USD   5,011,000   EUR   BCLY   05/31/18   $    63,386   $    —
            

 

 

 

 

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

 

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

 

 

  84  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

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

BCLY

   Barclays
Currency Abbreviations:

EUR

   Euro

USD

   United States Dollar
Other Abbreviations:

LIBOR

   London Interbank Offered Rate
 

 

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

 

 

  85  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Asset & Commercial Mortgage Backed Securities

   $      $      $      $  

Corporate Bonds

     308,464,862               308,464,862         

Senior Floating Rate Interests

     11,863,187               11,863,187         

Convertible Bonds

     6,516,356               6,516,356         

Common Stocks

 

Consumer Services

     788,825        788,825                

Energy

     1,455,226        832,810               622,416  

Materials

     771,800        771,800                

Escrows

     49,995               49,992        3  

Preferred Stocks

     507,204        507,204                

Short-Term Investments

     15,201,981        15,201,981                

Foreign Currency Contracts(2)

     63,386               63,386         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     345,682,822      $     18,102,620      $     326,957,783      $     622,419  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 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.

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 six-month period ended April 30, 2018 is not presented.

 

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

 

 

  86  

 


The Hartford Inflation Plus Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 2.5%  
      Asset-Backed - Finance & Insurance - 0.2%  
  $       1,360,000    

HSI Asset Securitization Corp. Trust
1 mo. USD LIBOR + 0.270%, 2.17%, 02/25/2036(1)

  $ 1,349,987  
     

 

 

 
      Asset-Backed - Home Equity - 0.2%  
    739,074    

GSAA Home Equity Trust
5.99%, 06/25/2036(2)

    365,010  
    727,859    

Renaissance Home Equity Loan Trust
6.12%, 11/25/2036(3)

    452,632  
     

 

 

 
    817,642  
     

 

 

 
      Whole Loan Collateral CMO - 2.1%  
    678,624    

Adjustable Rate Mortgage Trust
1 mo. USD LIBOR + 0.540%, 2.44%, 11/25/2035(1)

    673,571  
    1,070,594    

Banc of America Funding Trust
6.05%, 10/25/2036(3)

    977,786  
    356,582    

Bear Stearns Adjustable Rate Mortgage Trust
1 year USD CMT + 2.300%, 3.52%, 10/25/2035(1)

    364,092  
    604,774    

Chase Mortgage Finance Trust
3.48%, 12/25/2035(2)

    593,638  
    495,009    

Deutsche Alt-A Securities Mortgage Loan Trust
1 mo. USD LIBOR + 0.150%, 2.05%, 12/25/2036(1)

    455,902  
 

Fannie Mae Connecticut Avenue Securities

 

    326,487    

1 mo. USD LIBOR + 4.900%, 6.80%, 11/25/2024(1)

    374,173  
    183,261    

1 mo. USD LIBOR + 5.700%, 7.60%, 04/25/2028(1)

    213,269  
    138,000    

1 mo. USD LIBOR + 6.000%, 7.90%, 09/25/2028(1)

    165,174  
    226,801    

GreenPoint Mortgage Funding Trust
12 mo. USD MTA + 1.400%, 2.78%, 10/25/2045(1)

    193,574  
    572,582    

GSR Mortgage Loan Trust
3.66%, 10/25/2035(2)

    490,843  
    584,076    

HarborView Mortgage Loan Trust
1 mo. USD LIBOR + 0.190%, 2.09%, 01/19/2038(1)

    572,459  
    2,533,301    

IndyMac Index Mortgage Loan Trust
1 mo. USD LIBOR + 0.290%, 2.19%, 01/25/2036(1)

    2,103,900  
    921,269    

JP Morgan Mortgage Trust
3.62%, 01/25/2037(2)

    930,401  
 

MASTR Adjustable Rate Mortgages Trust

 

    1,156,915    

1 mo. USD LIBOR + 0.240%, 2.14%, 05/25/2037(1)

    726,209  
    12,412    

3.47%, 11/21/2034(2)

    12,734  
 

Residential Funding Mortgage Securities, Inc.

 

    223,906    

4.12%, 02/25/2036(2)

    204,347  
    416,689    

6.00%, 07/25/2037

    395,442  
    602,123    

Structured Adjustable Rate Mortgage Loan Trust
3.72%, 06/25/2035(2)

    551,471  
    644,176    

WaMu Mortgage Pass-Through Certificates Trust
1 mo. USD LIBOR + 0.420%, 2.32%, 06/25/2044(1)

    626,213  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 2.5% - (continued)  
      Whole Loan Collateral CMO - 2.1% - (continued)  
  $       813,459    

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
12 mo. MTA + 0.830%, 2.21%, 11/25/2046(1)

  $ 695,263  
     

 

 

 
    11,320,461  
     

 

 

 
 

Total Asset & Commercial Mortgage Backed Securities
(cost $12,685,839)

  $ 13,488,090  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 2.7%  
      Argentina - 0.2%  
  ARS       18,856,000    

Argentina POM Politica Monetaria
28.88%, 06/21/2020(2)

  $ 957,119  
     

 

 

 
      Brazil - 1.3%  
 

Brazil Notas do Tesouro Nacional

 

  BRL       11,649,914    

6.00%, 05/15/2019(4)

    3,456,760  
    12,125,859    

6.00%, 08/15/2022(4)

    3,708,802  
     

 

 

 
    7,165,562  
     

 

 

 
      Colombia - 0.3%  
  COP       5,069,646,549    

Colombian TES
4.75%, 02/23/2023(4)

    1,970,516  
     

 

 

 
      Russia - 0.6%  
  RUB       224,476,168    

Russian Federal Inflation Linked Bond
2.50%, 08/16/2023(4)

    3,544,886  
     

 

 

 
      South Africa - 0.3%  
  ZAR       20,597,955    

South Africa Government Bond - CPI Linked
1.88%, 02/28/2033(4)

    1,478,327  
     

 

 

 
 

Total Foreign Government Obligations
(cost $15,208,565)

  $ 15,116,410  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 5.0%(5)  
      Aerospace/Defense - 0.1%  
  $       189,525    

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 5.39%, 12/11/2024

  $ 190,118  
    595,337    

TransDigm, Inc.
1 mo. USD LIBOR + 2.750%, 4.79%, 06/09/2023

    597,706  
     

 

 

 
    787,824  
     

 

 

 
      Airlines - 0.1%  
    323,400    

American Airlines, Inc.
1 mo. USD LIBOR + 2.000%, 3.90%, 04/28/2023

    323,516  
     

 

 

 
      Auto Manufacturers - 0.0%  
    104,738    

Navistar International Corp.
1 mo. USD LIBOR + 3.500%, 5.40%, 11/06/2024

    105,327  
     

 

 

 
      Biotechnology - 0.0%  
    99,497    

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%, 4.90%, 05/15/2022

    99,995  
     

 

 

 
 

 

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

 

 

  87  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 5.0%(5) - (continued)  
      Chemicals - 0.2%  
  $       115,000    

Axalta Coating Systems U.S. Holdings, Inc.
3 mo. USD LIBOR + 1.750%, 4.05%, 06/01/2024

  $ 115,405  
    310,750    

Minerals Technologies, Inc.
1 mo. USD LIBOR + 2.250%, 4.27%, 02/14/2024

    312,888  
    181,781    

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%, 5.47%, 06/09/2023

    183,372  
    28,912    

Tronox Blocked Borrower LLC
3 mo. USD LIBOR + 3.000%, 5.30%, 09/22/2024

    29,206  
    66,720    

Tronox Finance LLC
3 mo. USD LIBOR + 3.000%, 5.30%, 09/22/2024

    67,398  
    103,155    

Univar, Inc.
1 mo. USD LIBOR + 2.500%, 4.40%, 07/01/2024

    104,009  
    140,000    

WR Grace & Co.
0.00%, 04/03/2025(6)

    140,788  
     

 

 

 
    953,066  
     

 

 

 
      Commercial Services - 0.3%  
    148,875    

Clean Harbors, Inc.
1 mo. USD LIBOR + 1.750%, 3.65%, 06/27/2024

    149,433  
    195,500    

Hertz Corp.
3 mo. USD LIBOR + 2.750%, 4.65%, 06/30/2023

    196,071  
    115,734    

KAR Auction Services, Inc.
3 mo. USD LIBOR + 2.500%, 4.81%, 03/09/2023

    116,168  
    105,316    

ON Assignment, Inc.
0.00%, 02/21/2025(6)

    105,764  
    139,423    

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 11/15/2023

    139,946  
    221,062    

Russell Investments US Inst’l Holdco, Inc.
3 mo. USD LIBOR + 3.250%, 5.55%, 06/01/2023

    222,168  
    188,100    

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 02/06/2024

    181,987  
    287,825    

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%, 4.90%, 05/01/2024

    289,385  
    171,907    

Trans Union LLC
1 mo. USD LIBOR + 2.000%, 3.90%, 04/10/2023

    172,199  
    148,125    

Xerox Business Services LLC
1 mo. USD LIBOR + 3.000%, 4.90%, 12/07/2023

    148,865  
     

 

 

 
    1,721,986  
     

 

 

 
      Diversified Financial Services - 0.2%  
    198,000    

AlixPartners LLP
3 mo. USD LIBOR + 2.750%, 5.05%, 04/04/2024

    198,836  
    130,000    

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%, 4.40%, 02/28/2025

    129,797  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 5.0%(5) - (continued)  
      Diversified Financial Services - 0.2% - (continued)  
  $       500,000    

Delos Finance S.a.r.l.
3 mo. USD LIBOR + 1.750%, 4.05%, 10/06/2023

  $ 502,945  
    154,756    

FinCo I LLC
1 mo. USD LIBOR + 2.750%, 4.65%, 12/27/2022

    156,304  
  EUR       97,014    

Nets Holding A/S
EURIBOR + 3.250%, 3.25%, 02/06/2025

    117,086  
  $       151,960    

RPI Finance Trust
3 mo. USD LIBOR + 2.000%, 4.30%, 03/27/2023

    152,612  
     

 

 

 
    1,257,580  
     

 

 

 
      Electric - 0.0%  
    120,210    

Helix Gen Funding LLC
1 mo. USD LIBOR + 3.750%, 5.65%, 06/02/2024

    121,153  
     

 

 

 
      Energy - Alternate Sources - 0.1%  
    118,800    

AES Corp.
3 mo. USD LIBOR + 1.750%, 3.69%, 05/31/2022

    118,923  
    185,000    

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 4.000%, 6.36%, 10/31/2024

    185,781  
    142,965    

MEG Energy Corp.
3 mo. USD LIBOR + 3.500%, 5.81%, 12/31/2023

    143,536  
    170,111    

TEX Operations Co. LLC
1 mo. USD LIBOR + 2.500%, 4.40%, 08/04/2023

    171,227  
     

 

 

 
    619,467  
     

 

 

 
      Engineering & Construction - 0.1%  
    223,313    

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%, 6.61%, 06/21/2024

    225,352  
    96,150    

Pike Corp.
1 mo. USD LIBOR + 3.500%, 5.41%, 03/23/2025

    97,311  
     

 

 

 
    322,663  
     

 

 

 
      Entertainment - 0.0%  
    113,284    

Camelot UK Holdco Ltd.
1 mo. USD LIBOR + 3.250%, 5.15%, 10/03/2023

    114,012  
     

 

 

 
      Environmental Control - 0.0%  
    130,500    

Advanced Disposal Services, Inc.
1 Week USD LIBOR + 2.250%, 4.00%, 11/10/2023

    131,261  
     

 

 

 
      Food - 0.1%  
    217,052    

JBS USA LLC
3 mo. USD LIBOR + 2.500%, 4.68%, 10/30/2022

    216,735  
    297,750    

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%, 3.90%, 05/24/2024

    299,027  
     

 

 

 
    515,762  
     

 

 

 
 

 

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

 

 

  88  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 5.0%(5) - (continued)  
      Food Service - 0.0%  
  $       99,750    

Aramark Services, Inc.
1 mo. USD LIBOR + 2.000%, 3.90%, 03/11/2025

  $ 100,373  
     

 

 

 
      Healthcare - Products - 0.1%  
    142,969    

INC Research LLC
1 mo. USD LIBOR + 2.250%, 4.15%, 08/01/2024

    143,428  
    99,250    

Kinetic Concepts, Inc.
3 mo. USD LIBOR + 3.250%, 5.55%, 02/02/2024

    99,846  
    103,425    

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%, 5.40%, 09/07/2023

    79,551  
     

 

 

 
    322,825  
     

 

 

 
      Healthcare - Services - 0.1%  
 

Community Health Systems, Inc.

 
    70,478    

3 mo. USD LIBOR + 3.000%, 4.98%, 12/31/2019

    69,311  
    122,769    

3 mo. USD LIBOR + 3.250%, 5.23%, 01/27/2021

    118,983  
    138,327    

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.000%, 4.91%, 12/01/2023

    138,777  
    298,732    

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%, 5.05%, 06/07/2023

    300,184  
     

 

 

 
    627,255  
     

 

 

 
      Insurance - 0.2%  
    681,942    

Asurion LLC
1 mo. USD LIBOR + 2.750%, 4.65%, 11/03/2023

    686,633  
    215,000    

Hub International Ltd.
0.00%, 04/25/2025(6)

    216,254  
    248,750    

USI, Inc.
3 mo. USD LIBOR + 3.000%, 5.30%, 05/16/2024

    249,578  
     

 

 

 
    1,152,465  
     

 

 

 
      Leisure Time - 0.2%  
 

Aristocrat Leisure Ltd.

 

    200,000    

3 mo. USD LIBOR + 2.000%, 4.36%, 10/20/2021

    201,094  
    149,625    

3 mo. USD LIBOR + 2.000%, 4.36%, 10/19/2024

    150,373  
    444,048    

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%, 4.65%, 12/22/2024

    447,565  
    145,162    

Eldorado Resorts LLC
2 mo. USD LIBOR + 2.250%, 4.18%, 04/17/2024

    146,069  
    254,363    

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%, 4.91%, 10/20/2024

    256,270  
    114,713    

NCL Corp. Ltd.
1 mo. USD LIBOR + 1.750%, 3.64%, 10/10/2021

    115,095  
     

 

 

 
    1,316,466  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 5.0%(5) - (continued)  
      Lodging - 0.1%  
  $       174,148    

Boyd Gaming Corp.
1 Week USD LIBOR + 2.500%, 4.24%, 09/15/2023

  $ 175,000  
    274,313    

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%, 3.90%, 10/06/2024

    274,792  
    168,725    

Station Casinos LLC
1 mo. USD LIBOR + 2.500%, 4.41%, 06/08/2023

    169,235  
    145,000    

Wyndham Hotels & Resorts, Inc.
0.00%, 03/28/2025(6)

    146,070  
     

 

 

 
    765,097  
     

 

 

 
      Media - 0.6%  
    119,400    

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%, 5.10%, 01/31/2026

    117,708  
    294,761    

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%, 3.91%, 04/30/2025

    295,920  
    298,856    

CSC Holdings LLC
1 mo. USD LIBOR + 2.250%, 4.15%, 07/17/2025

    297,810  
    100,000    

Lamar Media Corp.
1 mo. USD LIBOR + 1.750%, 3.69%, 03/14/2025

    100,500  
    100,000    

Meredith Corp.
1 mo. USD LIBOR + 3.000%, 4.90%, 01/31/2025

    100,613  
    325,887    

Numericable Group S.A.
3 mo. USD LIBOR + 3.000%, 5.35%, 01/31/2026

    320,745  
    100,000    

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%, 5.20%, 03/01/2025

    100,094  
    100,000    

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%, 4.66%, 08/17/2024

    100,875  
    330,000    

Sinclair Television Group, Inc.
0.00%, 12/12/2024(6)

    331,376  
    145,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%, 4.15%, 01/15/2026

    144,703  
    260,000    

UPC Financing Partnership
1 mo. USD LIBOR + 2.500%, 4.40%, 01/15/2026

    260,541  
    270,000    

Vantiv LLC
1 mo. USD LIBOR + 2.000%, 3.90%, 08/09/2024

    271,644  
    670,000    

Virgin Media Bristol LLC
1 mo. USD LIBOR + 2.500%, 4.40%, 01/15/2026

    672,861  
     

 

 

 
    3,115,390  
     

 

 

 
      Miscellaneous Manufacturing - 0.1%  
  EUR       105,000    

CTC AcquiCo GmbH
0.00%, 03/07/2025(6)

    126,669  
  $       179,100    

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%, 3.90%, 10/20/2024

    179,580  
     

 

 

 
    306,249  
     

 

 

 
 

 

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

 

 

  89  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 5.0%(5) - (continued)  
      Oil & Gas - 0.2%  
  $       100,000    

California Resources Corp.
1 mo. USD LIBOR + 4.750%, 6.65%, 12/31/2022

  $ 102,031  
    110,000    

Chesapeake Energy Corp.
3 mo. USD LIBOR + 7.500%, 9.44%, 08/23/2021

    116,325  
    775,260    

Energy Transfer Equity L.P.
1 mo. USD LIBOR + 2.000%, 3.90%, 02/02/2024

    775,702  
    178,990    

Peabody Energy Corp.
1 mo. USD LIBOR + 2.750%, 4.65%, 03/31/2025

    179,291  
     

 

 

 
    1,173,349  
     

 

 

 
      Packaging & Containers - 0.3%  
    294,169    

Berry Global, Inc.
1 mo. USD LIBOR + 2.000%, 3.90%, 02/08/2020

    295,764  
    100,000    

Crown Americas LLC
3 mo. USD LIBOR + 2.000%, 4.31%, 01/29/2025

    100,813  
    163,350    

Flex Acquisition Co., Inc.
3 mo. USD LIBOR + 3.000%, 5.31%, 12/29/2023

    164,141  
    99,500    

Plastipak Holdings, Inc.
PRIME + 1.750%,
6.50%, 10/14/2024

    99,842  
    956,516    

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 02/05/2023

    962,494  
     

 

 

 
    1,623,054  
     

 

 

 
      Pharmaceuticals - 0.2%  
    367,225    

Endo Luxembourg Finance Co. I S.a r.l.
1 mo. USD LIBOR + 4.250%, 6.19%, 04/29/2024

    364,930  
    590,682    

Quintiles IMS, Inc.
3 mo. USD LIBOR + 2.000%, 4.30%, 03/07/2024

    594,078  
     

 

 

 
    959,008  
     

 

 

 
      Real Estate - 0.1%  
    353,524    

DTZ U.S. Borrower LLC
3 mo. USD LIBOR + 3.250%, 5.36%, 11/04/2021

    354,016  
    182,234    

KFC Holding Co.
1 mo. USD LIBOR + 1.750%, 3.64%, 04/03/2025

    183,317  
    219,545    

VICI Properties LLC
1 mo. USD LIBOR + 2.000%, 3.90%, 12/20/2024

    220,307  
     

 

 

 
    757,640  
     

 

 

 
      Real Estate Investment Trusts - 0.1%  
    100,000    

Iron Mountain, Inc.
3 mo. USD LIBOR + 1.750%, 3.65%, 01/02/2026

    99,563  
    259,700    

MGM Growth Properties Operating Partnership L.P.
1 mo. USD LIBOR + 2.000%, 3.90%, 04/25/2023

    261,040  
     

 

 

 
    360,603  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 5.0%(5) - (continued)  
      Retail - 0.4%  
  $       261,045    

Albertsons LLC
3 mo. USD LIBOR + 3.000%, 5.29%, 12/21/2022

  $ 258,925  
    495,000    

American Builders & Contractors Supply Co., Inc.
1 mo. USD LIBOR + 2.000%, 3.90%, 10/31/2023

    495,619  
    85,352    

B&G Foods, Inc.
1 mo. USD LIBOR + 2.000%, 3.90%, 11/02/2022

    85,765  
    123,490    

B.C. Unlimited Liability Co.
1 mo. USD LIBOR + 2.250%, 4.15%, 02/16/2024

    123,799  
    199,000    

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%, 6.90%, 09/25/2024

    200,244  
    530,497    

Coty, Inc.
1 mo. USD LIBOR + 2.250%, 4.13%, 04/05/2025

    529,834  
    127,086    

Harbor Freight Tools USA, Inc.
1 mo. USD LIBOR + 2.500%, 4.40%, 08/18/2023

    127,616  
    315,241    

Michaels Stores, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 01/30/2023

    316,965  
    129,675    

Staples, Inc.
3 mo. USD LIBOR + 4.000%, 5.79%, 09/12/2024

    128,192  
     

 

 

 
    2,266,959  
     

 

 

 
      Semiconductors - 0.1%  
    147,529    

MaxLinear, Inc.
1 mo. USD LIBOR + 2.500%, 4.40%, 05/12/2024

    148,083  
    108,563    

ON Semiconductor Corp.
1 mo. USD LIBOR + 2.000%, 3.90%, 03/31/2023

    109,187  
     

 

 

 
    257,270  
     

 

 

 
      Software - 0.7%  
    164,175    

Almonde, Inc.
3 mo. USD LIBOR + 3.500%, 5.48%, 06/13/2024

    164,008  
    247,500    

Change Healthcare Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 03/01/2024

    248,428  
    203,340    

Dell, Inc.
1 mo. USD LIBOR + 2.000%, 3.91%, 09/07/2023

    203,912  
 

First Data Corp.

 

    893,287    

1 mo. USD LIBOR + 2.250%, 4.15%, 07/08/2022

    896,413  
    412,475    

1 mo. USD LIBOR + 2.250%, 4.15%, 04/26/2024

    413,873  
    259,353    

Global Payments Inc.
1 mo. USD LIBOR + 1.750%, 3.65%, 04/21/2023

    261,067  
    228,028    

Go Daddy Operating Co. LLC
1 mo. USD LIBOR + 2.250%, 4.15%, 02/15/2024

    229,027  
 

 

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

 

 

  90  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 5.0%(5) - (continued)  
      Software - 0.7% - (continued)  
  $       561,146    

Infor U.S., Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 02/01/2022

  $ 563,368  
    18,655    

MA FinanceCo LLC
1 mo. USD LIBOR + 2.750%, 4.65%, 06/21/2024

    18,590  
    125,982    

Seattle Spinco, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 06/21/2024

    125,541  
    208,425    

Verint Systems Inc.
1 mo. USD LIBOR + 2.000%, 3.89%, 06/28/2024

    209,338  
    486,338    

WEX, Inc.
1 mo. USD LIBOR + 2.250%, 4.15%, 06/30/2023

    489,241  
     

 

 

 
    3,822,806  
     

 

 

 
      Telecommunications - 0.3%  
    375,000    

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%, 4.15%, 02/22/2024

    376,564  
    435,600    

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%, 4.44%, 02/02/2024

    436,689  
    135,000    

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.500%, 4.40%, 03/01/2026

    135,558  
    225,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%, 4.15%, 09/30/2025

    224,606  
    375,960    

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 03/15/2024

    370,523  
    100,095    

Zayo Group LLC
1 mo. USD LIBOR + 2.250%, 4.15%, 01/19/2024

    100,751  
     

 

 

 
    1,644,691  
     

 

 

 
 

Total Senior Floating Rate Interests
(cost $27,537,382)

  $ 27,645,112  
     

 

 

 
     
U.S. GOVERNMENT AGENCIES - 7.0%  
      Mortgage-Backed Agencies - 7.0%  
      FNMA - 7.0%  
  $       39,000,000    

3.50%, 05/01/2048

  $ 38,719,688  
     

 

 

 
 

Total U.S. Government Agencies
(cost $38,982,773)

  $ 38,719,688  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 87.1%  
            U.S. Treasury Securities - 87.1%  
            U.S. Treasury Bonds - 7.8%  
  $       36,324,910    

2.50%, 01/15/2029(4)(7)

  $ 42,698,423  
     

 

 

 
        42,698,423  
     

 

 

 
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT SECURITIES - 87.1% - (continued)  
            U.S. Treasury Notes - 79.3%  
  $       207,980,130    

0.13%, 04/15/2021(4)

  $ 205,057,251  
    66,133,711    

0.13%, 07/15/2024(4)(8)

    64,096,267  
    9,648,914    

0.25%, 01/15/2025(4)

    9,360,781  
    43,367,238    

0.38%, 07/15/2025(4)

    42,474,622  
    16,953,377    

0.50%, 01/15/2028(4)

    16,540,270  
    74,941,136    

0.63%, 01/15/2024(4)

    74,766,097  
    24,752,621    

0.63%, 01/15/2026(4)

    24,556,674  
     

 

 

 
        436,851,962  
     

 

 

 
        479,550,385  
     

 

 

 
   

Total U.S. Government Securities
(cost $487,138,317)

  $ 479,550,385  
     

 

 

 
   

Total Long-Term Investments
(cost $581,552,876)

  $ 574,519,685  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 2.8%  
            Other Investment Pools & Funds - 2.3%  
    12,684,288    

Fidelity Institutional Government Fund, Institutional Class,
1.59%(9)

 

$

12,684,288

 

     

 

 

 
            U.S. Treasury Bills - 0.5%  
    2,500,000    

1.71%, 07/12/2018(9)(10)

    2,491,300  
     

 

 

 
   

Total Short-Term Investments
(cost $15,175,788)

     $ 15,175,588  
        

 

 

 
   

Total Investments Excluding Purchased Options
(cost $596,728,664)

    107.1%      $ 589,695,273  
   

Total Purchased Options
(cost $648,131)

    0.1%      $ 563,149  
     

 

 

    

 

 

 
   

Total Investments
(cost $597,376,795)

    107.2    $ 590,258,422  
   

Other Assets and Liabilities

    (7.2 )%       (39,471,992
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 550,786,430  
     

 

 

    

 

 

 
 

 

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

 

 

  91  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

(1)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(2)  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

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

 

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

 

(5)  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2018.

 

(6)  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(7)  This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

 

(8)  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

 

(9)  Current yield as of period end.

 

(10)  This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

 

OTC Swaption Contracts Outstanding at April 30, 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

 

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/04/29

   JPM    3.20%     Receive        02/28/19        USD        10,030,000        10,030,000      $ 144,091      $ 163,489      $ (19,398

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/04/29

   JPM    3.20%     Receive        02/28/19        USD        13,535,000        13,535,000        194,445        221,974        (27,529

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/04/29

   JPM    3.20%     Receive        02/28/19        USD        15,635,000        15,635,000        224,613        262,668        (38,055
                   

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

 

     39,200,000      $ 563,149      $ 648,131      $ (84,982
                   

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased swaption contracts

                39,200,000      $     563,149      $     648,131      $     (84,982
                   

 

 

    

 

 

    

 

 

    

 

 

 

 

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

 

 

  92  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Futures Contracts Outstanding at April 30, 2018  

Description

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

Long position contracts:

 

90-Day Euro Future

     56        03/18/2019      $ 13,614,300      $ (5,024

U.S. Treasury 2-Year Note Future

     68        06/29/2018        14,419,188        (44,031

U.S. Treasury 10-Year Note Future

     333        06/20/2018            39,835,125        (190,817
           

 

 

 

Total

 

   $ (239,872
           

 

 

 

Short position contracts:

 

90-Day Euro Future

     56        03/16/2020      $     13,581,400      $ 6,632  

U.S. Treasury 5-Year Note Future

     154        06/29/2018        17,480,203        90,201  

U.S. Treasury Long Bond Future

     30        06/20/2018        4,315,313        (35,305

U.S. Treasury Ultra Bond Future

     42        06/20/2018        6,599,250        (85,023
           

 

 

 

Total

 

   $ (23,495
           

 

 

 

Total futures contracts

 

   $     (263,367
           

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 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 indices:

 

Sell protection:

 

CMBX.NA.AAA.6

    GSC     USD     19,385,725     0.50%     05/11/63       Monthly     $     $ (15,309   $ 151,242     $ 166,551  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

        $     $ (15,309   $ 151,242     $ 166,551  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

        $     —     $     (15,309   $     151,242     $     166,551  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

OTC Interest Rate Swap Contracts Outstanding at April 30, 2018  

Counterparty

   Payments
made
by Fund
  Payments
received
by Fund
  Notional
Amount
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value     Unrealized
Appreciation/
(Depreciation)
 

BCLY

   2.29% Fixed   CPURNSA     USD        25,572,000        01/15/22        At maturity      $     —      $      $ (219   $ (219

BOA

   2.12% Fixed   CPURNSA     USD        8,580,000        01/15/24        At maturity                      98,403       98,403  

BOA

   CPURNSA   2.11% Fixed     USD        15,660,000        07/15/27        At maturity                      (438,006     (438,006
                  

 

 

    

 

 

    

 

 

   

 

 

 

Total

           $      $     —      $     (339,822   $     (339,822
                  

 

 

    

 

 

    

 

 

   

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 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)
 

12M Federal Funds Rate

   0.94% Fixed      USD        13,439,000        08/22/24      Annual    $      $     $ 1,296,223      $ 1,296,223  

12M Federal Funds Rate

   2.18% Fixed      USD        2,290,000        11/15/24      Annual             (2,302     48,754        51,056  

12M Federal Funds Rate

   2.18% Fixed      USD        2,320,000        11/15/24      Annual                   49,392        49,392  

12M Federal Funds Rate

   2.06% Fixed      USD        3,268,000        11/15/24      Annual      72,088              93,430        21,342  

12M Federal Funds Rate

   2.45% Fixed      USD        1,560,000        11/15/24      Annual                   6,887        6,887  

12M Federal Funds Rate

   2.46% Fixed      USD        1,550,000        11/15/24      Annual                   6,364        6,364  

12M Federal Funds Rate

   2.45% Fixed      USD        1,365,000        11/15/24      Annual                   6,088        6,088  

12M Federal Funds Rate

   2.25% Fixed      USD        1,095,000        11/15/24      Annual      13,030              18,522        5,492  

12M Federal Funds Rate

   2.25% Fixed      USD        300,000        11/15/24      Annual      3,574              5,074        1,500  

 

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

 

 

  93  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2018 - (continued)  

Payments made by Fund

  

Payments received
        by Fund        

   Notional
Amount
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
  Received  
           Value            Unrealized
Appreciation/
(Depreciation)
 

12M Federal Funds Rate

   1.03% Fixed      USD        9,012,000        09/06/26        Annual      $      $     $ 1,050,821      $ 1,050,821  

12M Federal Funds Rate

   1.00% Fixed      USD        3,322,000        09/29/26        Annual        84,771              398,708        313,937  

3 Mo. USD LIBOR

   2.25% Fixed      USD        24,709,000        06/20/28        Semi-Annual        1,377,312              1,567,474        190,162  
                 

 

 

    

 

 

   

 

 

    

 

 

 

Total

 

         $     1,550,775      $     (2,302   $     4,547,737      $     2,999,264  
                 

 

 

    

 

 

   

 

 

    

 

 

 

 

Bond Forward Contracts Outstanding at April 30, 2018  

Counterparty

  

Reference
Obligation

   Notional
Amount
     Expiration
Date
     Unrealized
Appreciation/
(Depreciation)
 

BOA

   U.S. Treasury Bonds, 0.13%, 04/15/2020      USD        5,540,964        05/31/2018      $ (268

BOA

   U.S. Treasury Bonds, 0.13%, 07/15/2024      USD        12,186,468        05/31/2018        30,116  

BOA

   U.S. Treasury Bonds, 0.63%, 01/15/2024      USD        2,814,792        05/31/2018        4,431  

BOA

   U.S. Treasury Bonds, 0.63%, 01/15/2026      USD        17,810,172        05/31/2018        110,749  

BOA

   U.S. Treasury Bonds, 2.38%, 01/15/2025      USD        25,470,297        05/31/2018        138,325  
              

 

 

 

Total

 

   $     283,353  
              

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018

Amount and Description of

Currency to be Purchased

 

Amount and Description of

Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

11,918,000

 

CAD

  9,284,173  

USD

  SSG   05/31/18   $           3,907   $            —

1,100,000

 

CHF

  1,129,463  

USD

  BCLY   05/31/18     (16,542)

3,546,000

 

GBP

  4,894,349  

USD

  JPM   05/31/18     (5,481)

490,349,000

 

JPY

  4,500,679  

USD

  BCLY   05/31/18     (5,922)

490,349,000

 

JPY

  4,515,662  

USD

  ANZ   05/31/18     (20,905)

9,036,092

 

USD

  11,939,000  

AUD

  CBA   05/31/18   47,339  

7,209,682

 

USD

  23,859,000  

BRL

  MSC   06/20/18   432,840  

5,645,511

 

USD

  5,505,000  

CHF

  CBK   05/31/18   75,847  

2,297,174

 

USD

  2,240,000  

CHF

  CBK   05/31/18   30,863  

1,580,470

 

USD

  4,536,740,000  

COP

  UBS   06/20/18     (33,454)

10,829,745

 

USD

  8,855,000  

EUR

  BCLY   05/31/18   112,010  

10,293,366

 

USD

  7,380,000  

GBP

  BNP   05/31/18   118,564  

3,690,569

 

USD

  211,763,000  

RUB

  BCLY   06/20/18   348,242  

3,653,544

 

USD

  113,132,000  

THB

  JPM   06/20/18   63,762  

1,594,618

 

USD

  19,012,000  

ZAR

  BCLY   06/20/18   79,681  
           

 

 

 

Total

  $    1,313,055   $    (82,304)
     

 

 

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

 

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

 

 

  94  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

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

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBA

   Commonwealth Bank of Australia

CBK

   Citibank NA

GSC

   Goldman Sachs & Co.

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

CHF

   Swiss Franc

COP

   Colombian Peso

EUR

   Euro

GBP

   British Pound

JPY

   Japanese Yen

RUB

   Russian Ruble

THB

   Thai Baht

USD

   United States Dollar

ZAR

   South African Rand
Index Abbreviations:

CMBX.NA

   Markit Commercial Mortgage Backed North American

CMT

   Constant Maturity Treasury Index

CPURNSA

   Consumer Price All Urban Non-Seasonally Adjusted
Other Abbreviations:

CMO

   Collateralized Mortgage Obligation

EURIBOR

   Euro Interbank Offered Rate

FNMA

   Federal National Mortgage Association

LIBOR

   London Interbank Offered Rate

OTC

   Over-the-Counter
 

 

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

 

 

  95  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

        

Asset & Commercial Mortgage Backed Securities

   $ 13,488,090     $     $ 13,488,090     $  

Foreign Government Obligations

     15,116,410             15,116,410        

Senior Floating Rate Interests

     27,645,112             27,645,112        

U.S. Government Agencies

     38,719,688             38,719,688        

U.S. Government Securities

     479,550,385             479,550,385        

Short-Term Investments

     15,175,588       12,684,288       2,491,300        

Purchased Options

     563,149             563,149        

Bond Forward Contracts(2)

     283,621             283,621        

Foreign Currency Contracts(2)

     1,313,055             1,313,055        

Futures Contracts(2)

     96,833       96,833              

Swaps - Credit Default(2)

     166,551             166,551        

Swaps - Interest Rate(2)

     3,097,667             3,097,667        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     595,216,149     $     12,781,121     $     582,435,028     $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Bond Forward Contracts(2)

   $ (268   $     $ (268   $  

Foreign Currency Contracts(2)

     (82,304           (82,304      

Futures Contracts(2)

     (360,200     (360,200            

Swaps - Interest Rate(2)

     (438,225           (438,225      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (880,997   $ (360,200   $ (520,797   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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.

 

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

 

 

  96  

 


Hartford Municipal Income Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8%  
            Alabama - 2.3%  
  $       145,000    

Alabama 21st Century Auth Rev
5.00%, 06/01/2021

  $ 158,523  
    200,000    

Birmingham, AL, Water Works Board Water Rev
5.00%, 01/01/2029

    233,132  
    150,000    

Jefferson County, AL, Board of Education
5.00%, 02/01/2046

    166,216  
     

 

 

 
        557,871  
     

 

 

 
            Alaska - 0.4%  
    100,000    

CIVIC Ventures, AK, Rev
5.00%, 09/01/2023

    110,663  
     

 

 

 
            Arizona - 1.4%  
    200,000    

Salt Verde Financial Corp., AZ, Rev
5.00%, 12/01/2037

    233,538  
    110,000    

Tempe, AZ, IDA
4.00%, 10/01/2023(1)

    110,022  
     

 

 

 
        343,560  
     

 

 

 
            California - 7.1%  
    250,000    

Abag Finance Auth for Nonprofit Corps., CA, Rev
6.00%, 08/01/2030

    278,855  
    170,000    

Alameda Corridor, CA, Transportation Auth Rev
0.00%, 10/01/2018(2)

    168,327  
    160,000    

California County Tobacco Securitization Agency
5.00%, 06/01/2020

    171,291  
    250,000    

California Health Facs Finance Auth Rev
5.88%, 07/01/2025

    261,675  
    45,000    

Elk Grove, CA, Finance Auth Special Tax
5.00%, 09/01/2032

    50,598  
    150,000    

Inglewood, CA, Redevelopment Agency
5.00%, 05/01/2027

    177,921  
    90,000    

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

    96,548  
   

Orange County, CA, Community Facs Dist

 

    100,000    

5.00%, 08/15/2023

    111,151  
    150,000    

5.00%, 08/15/2033

    166,282  
    100,000    

San Bernardino City, CA, USD
0.00%, 08/01/2027(2)

    73,416  
    255,000    

San Joaquin Hills, CA, Transportation Corridor Agency
0.00%, 01/15/2025(2)

    205,716  
     

 

 

 
        1,761,780  
     

 

 

 
            Colorado - 1.4%  
    150,000    

Denver Convention Center Hotel, CO, Auth Rev
5.00%, 12/01/2040

    163,414  
   

E-470 Public Highway, CO, Auth Rev

 
    45,000    

1 mo. USD LIBOR + 1.05%, 2.32%, 09/01/2039(3)

    45,365  
    25,000    

5.00%, 09/01/2019

    25,996  
    100,000    

Park Creek, CO, Metropolitan Dist Rev
5.00%, 12/01/2023

    111,839  
     

 

 

 
        346,614  
     

 

 

 
            Connecticut - 3.0%  
    50,000    

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

    55,651  
    100,000    

City of Waterbury, CT
5.00%, 11/15/2047

    110,280  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
            Connecticut - 3.0% - (continued)  
   

Connecticut State Health & Educational Facs Auth

 

  $       100,000    

3.25%, 09/01/2021(1)

  $ 100,019  
    60,000    

5.00%, 07/01/2042

    66,209  
    125,000    

Connecticut State, GO
5.00%, 04/15/2022

    135,319  
    250,000    

Town of Hamden, CT, GO
5.00%, 08/15/2025

    284,775  
     

 

 

 
        752,253  
     

 

 

 
            District of Columbia - 2.0%  
   

Dist of Columbia, GO

 
    150,000    

5.00%, 06/01/2025

    174,511  
    150,000    

5.00%, 06/01/2032

    167,884  
    150,000    

5.00%, 07/01/2042

    155,003  
     

 

 

 
        497,398  
     

 

 

 
            Florida - 4.1%  
    200,000    

City of Jacksonville, FL
5.00%, 10/01/2030

    218,580  
    200,000    

City of Port State Lucie, FL
4.00%, 07/01/2027

    209,356  
 

Lee County, FL, Airport Rev

 

    125,000    

5.00%, 10/01/2032

    140,269  
    100,000    

5.00%, 10/01/2033

    111,864  
 

Miami-Dade County, FL, Aviation Rev

 

    15,000    

5.00%, 10/01/2029

    16,874  
    15,000    

5.00%, 10/01/2031

    16,758  
    20,000    

5.00%, 10/01/2032

    22,303  
    20,000    

5.00%, 10/01/2033

    22,233  
    65,000    

Miami-Dade County, FL, Seaport Department Rev
5.00%, 10/01/2023

    71,655  
    100,000    

Orange County, FL, Health Facs Auth
5.00%, 08/01/2031

    109,477  
    60,000    

Putnam County, FL, DA Auth
5.00%, 03/15/2042

    66,681  
     

 

 

 
        1,006,050  
     

 

 

 
            Georgia - 1.9%  
   

Burke County, GA, DA Rev

 
    70,000    

2.35%, 10/01/2032(4)

    69,595  
    125,000    

3.00%, 11/01/2045(4)

    122,983  
    40,000    

Georgia Housing & Finance Auth Rev
3.50%, 06/01/2039

    40,877  
    100,000    

Monroe County, GA, DA Rev
2.40%, 01/01/2039(4)

    99,093  
    125,000    

Municipal Electric Auth, GA
5.00%, 11/01/2022

    138,215  
     

 

 

 
        470,763  
     

 

 

 
            Illinois - 19.2%  
   

Chicago, IL, Board of Education

 
    140,000    

5.25%, 12/01/2039

    140,379  
    100,000    

5.75%, 04/01/2035

    112,929  
    270,000    

Chicago, IL, Metropolitan Water Reclamation Dist GO
5.25%, 12/01/2032

    320,865  
 

Chicago, IL, Midway International Airport Rev

 

    100,000    

5.00%, 01/01/2023

    109,966  
    250,000    

5.00%, 01/01/2041

    268,837  
    250,000    

Chicago, IL, Park Dist, GO
5.00%, 01/01/2020

    254,130  
 

 

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

 

 

  97  

 


Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
            Illinois - 19.2% - (continued)  
   

Chicago, IL, Transit Auth Rev

 
  $       75,000    

5.00%, 06/01/2020

  $ 79,199  
    100,000    

5.00%, 12/01/2044

    108,501  
    160,000    

5.25%, 12/01/2024

    173,946  
    250,000    

City of Chicago, IL, GO
5.00%, 01/01/2026

    264,785  
    105,000    

City of Chicago, IL, Waterworks Rev
5.00%, 11/01/2018

    106,582  
    100,000    

Cook County, IL
5.00%, 11/15/2021

    109,047  
 

Cook County, IL, Community High School Dist No. 212 Leyden

 
    105,000    

5.00%, 12/01/2027

    116,396  
    170,000    

5.00%, 12/01/2030

    186,437  
    105,000    

Cook County, IL, GO
5.00%, 11/15/2028

    110,616  
   

Illinois State Finance Auth Rev

 
    90,000    

4.50%, 05/15/2020

    90,091  
    15,000    

5.00%, 07/01/2018

    15,078  
    150,000    

5.00%, 11/15/2030

    167,790  
    150,000    

5.00%, 02/15/2033

    167,244  
    245,000    

5.00%, 08/15/2035

    261,295  
    150,000    

5.00%, 10/01/2041

    166,157  
   

Illinois State, GO

 
    50,000    

5.00%, 02/01/2027

    52,045  
    250,000    

5.00%, 05/01/2029

    254,928  
    105,000    

5.00%, 11/01/2029

    108,283  
    150,000    

Kane Cook & DuPage Counties, IL, GO
5.00%, 01/01/2035

    163,392  
    100,000    

Kane McHenry Cook & DeKalb Counties, IL, USD GO
5.00%, 01/01/2023

    110,520  
    150,000    

Kendall Kane & Will Counties, IL, USD GO
5.00%, 02/01/2024

    166,895  
   

Metropolitan Pier & Exposition Auth, IL

 
    125,000    

0.00%, 06/15/2020(2)

    116,550  
    105,000    

4.85%, 12/15/2042(5)

    55,039  
    70,000    

Railsplitter Tobacco Settlement Auth, IL
5.00%, 06/01/2027

    79,763  
   

Regional Transportation, IL, Auth Rev

 
    80,000    

5.00%, 06/01/2026

    89,871  
    125,000    

6.25%, 07/01/2022

    143,423  
    90,000    

University of Illinois, IL, Auxiliary Facs Rev
5.00%, 04/01/2024

    98,380  
     

 

 

 
        4,769,359  
     

 

 

 
            Indiana - 0.9%  
    115,000    

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

    132,395  
    85,000    

Indianapolis, IN, Airport Auth Rev
4.75%, 01/01/2030

    88,011  
     

 

 

 
        220,406  
     

 

 

 
            Kentucky - 0.4%  
    90,000    

Kentucky Economic Development Finance Auth
5.00%, 12/01/2047

    97,248  
     

 

 

 
            Louisiana - 2.8%  
   

Louisiana State Local Gov’t Environmental Facs & Community DA Rev

 
    100,000    

5.75%, 11/15/2030

    109,248  
    100,000    

6.00%, 11/15/2030

    111,182  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
            Louisiana - 2.8% - (continued)  
   

Louisiana State Public Facs Auth Rev

 

  $       100,000    

5.00%, 05/15/2035

  $ 110,463  
    100,000    

5.00%, 05/15/2047

    109,110  
    40,000    

6.38%, 05/15/2031

    44,841  
    200,000    

New Orleans, LA, Aviation Board
5.00%, 01/01/2038

    220,672  
     

 

 

 
        705,516  
     

 

 

 
            Massachusetts - 2.1%  
    100,000    

Commonwealth of Massachusetts, GO
4.00%, 09/01/2034

    104,687  
    100,000    

Massachusetts Dev. Finance Agency
5.00%, 10/01/2047(1)

    105,686  
    100,000    

Massachusetts Health & Educational Facs Auth
5.00%, 07/01/2039

    103,526  
    200,000    

Massachusetts State PA
4.00%, 07/01/2046

    202,216  
     

 

 

 
        516,115  
     

 

 

 
            Michigan - 2.6%  
    150,000    

Great Lakes, MI, Water Auth Water Supply System Rev
5.00%, 07/01/2046

    165,291  
   

Michigan Finance Auth

 
    150,000    

5.00%, 04/01/2019

    153,817  
    100,000    

5.00%, 07/01/2035

    108,898  
    100,000    

5.00%, 05/15/2038

    110,331  
    50,000    

State of Michigan
5.00%, 03/15/2027

    58,757  
    35,000    

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

    39,335  
     

 

 

 
        636,429  
     

 

 

 
            Minnesota - 2.9%  
   

Duluth, MN, ISD, No. 709

 
    20,000    

4.00%, 02/01/2027

    21,273  
    200,000    

5.00%, 02/01/2022

    216,876  
    100,000    

Minneapolis-St Paul, MN, Metropolitan Airports Commission
5.00%, 01/01/2031

    112,957  
    100,000    

Rochester, MN, Healthcare & Housing Rev Facs
4.00%, 12/01/2019

    101,919  
    200,000    

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

    210,592  
    50,000    

Saint Paul, MN, Housing & Redevelopment Auth
5.25%, 11/15/2028

    52,492  
     

 

 

 
        716,109  
     

 

 

 
            Missouri - 1.1%  
    100,000    

Kirkwood, MO, IDA
5.25%, 05/15/2032

    107,670  
    150,000    

Saint Louis, MO, Airport Rev.
5.00%, 07/01/2042

    169,890  
     

 

 

 
        277,560  
     

 

 

 
            Montana - 0.7%  
    150,000    

Montana Facs Finance Auth
5.00%, 02/15/2033

    167,605  
     

 

 

 
      Nebraska - 0.4%  
    100,000    

Central Plains, NE, Energy Proj Gas Rev
5.25%, 12/01/2021

    109,504  
     

 

 

 
 

 

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

 

 

  98  

 


Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
            Nevada - 0.8%  
  $       85,000    

Clark County, NV
2.25%, 12/01/2019

  $ 84,934  
    100,000    

Clark County, NV, School Dist
5.00%, 06/15/2029

    115,967  
     

 

 

 
        200,901  
     

 

 

 
            New Jersey - 2.9%  
    50,000    

City of Atlantic, NJ, GO
5.00%, 03/01/2020

    52,286  
    205,000    

City of Bayonne, NJ, GO
5.00%, 07/01/2034

    226,357  
    285,000    

New Jersey Educational Facs Auth Rev
5.00%, 09/01/2019

    295,246  
    50,000    

New Jersey Health Care Facs Financing Auth Rev
5.25%, 07/01/2026

    54,586  
    90,000    

Tobacco Settlement Financing Corp, NJ
5.00%, 06/01/2029

    102,365  
     

 

 

 
        730,840  
     

 

 

 
            New York - 5.5%  
    250,000    

City of New York, NY, GO
5.00%, 12/01/2035

    284,935  
    100,000    

Liberty Corp., NY, Development Goldman Sachs Headquarters
5.25%, 10/01/2035

    122,083  
    40,000    

Long Island, NY, Power Auth
1 mo. USD LIBOR + 0.88%, 2.20%, 05/01/2033(3)

    40,017  
 

Metropolitan Transportation Auth, NY, Rev

 

    100,000    

5.25%, 11/15/2036

    117,161  
    70,000    

5.25%, 11/15/2040

    75,778  
    100,000    

New York City Water & Sewer System
5.00%, 06/15/2043

    107,237  
    130,000    

New York City, NY, Transitional Finance Auth
5.00%, 11/01/2038

    144,759  
    150,000    

New York State Dormitory Auth Rev
5.00%, 03/15/2031

    172,047  
 

New York Transportation Development Corp. Rev

 

    75,000    

5.00%, 08/01/2018

    75,482  
    100,000    

5.00%, 07/01/2046

    106,988  
    100,000    

TSASC, Inc., NY
5.00%, 06/01/2023

    111,150  
     

 

 

 
        1,357,637  
     

 

 

 
            North Carolina - 0.1%  
    25,000    

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

    25,698  
     

 

 

 
            Ohio - 3.7%  
   

American Municipal Power, Inc., OH

 
    200,000    

4.00%, 02/15/2036

    203,746  
    105,000    

4.00%, 02/15/2042

    106,441  
   

Buckeye, OH, Tobacco Settlement Finance Auth

 
    250,000    

6.00%, 06/01/2042

    249,385  
    150,000    

6.50%, 06/01/2047

    152,098  
   

City of Cleveland, OH, Airport System Rev

 
    60,000    

5.00%, 01/01/2022

    65,549  
    55,000    

5.00%, 01/01/2023

    60,965  
    70,000    

County of Montgomery, OH
5.00%, 05/01/2039

    71,613  
     

 

 

 
        909,797  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
            Oklahoma - 0.3%  
   

Oklahoma Dev. Finance Auth

 
  $       35,000    

5.25%, 08/15/2048

  $ 38,317  
    35,000    

5.50%, 08/15/2057

    38,829  
     

 

 

 
        77,146  
     

 

 

 
            Oregon - 1.0%  
    40,000    

Marion County, OR, School Dist. No 15 North Marion
0.00%, 06/15/2037(2)

    18,323  
    225,000    

Washington Clackamas & Yamhill Counties, OR, School Dist No. 88J
0.00%, 06/15/2034(2)

    120,913  
    95,000    

Washington County, OR, School Dist No. 48, GO
5.00%, 06/15/2035(5)

    107,869  
     

 

 

 
        247,105  
     

 

 

 
            Pennsylvania - 6.4%  
    100,000    

Delaware River, PA, JT Toll Bridge Commission
5.00%, 07/01/2047

    112,168  
    90,000    

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

    103,613  
    100,000    

Lancaster County, PA, Hospital Auth
5.13%, 07/01/2037

    108,315  
    100,000    

Montgomery County, PA, IDA Rev
5.00%, 12/01/2025

    111,601  
    150,000    

Pennsylvania Commonwealth Financing Auth
5.00%, 06/01/2027

    171,381  
    150,000    

Pennsylvania Higher Educational Facs Auth Rev
5.00%, 05/01/2025

    170,736  
   

Pennsylvania Turnpike Commission Rev

 
    250,000    

MUNIPSA + 0.98%, 2.73%, 12/01/2021(3)

    254,350  
    150,000    

5.00%, 12/01/2025

    172,285  
    90,000    

5.00%, 12/01/2031

    101,589  
    115,000    

Philadelphia, PA, School Dist GO
5.00%, 09/01/2019

    119,319  
    150,000    

Reading, PA, School Dist GO
5.00%, 03/01/2025

    169,586  
     

 

 

 
        1,594,943  
     

 

 

 
            Puerto Rico - 0.6%  
   

Commonwealth of Puerto Rico, GO

 
    40,000    

5.50%, 07/01/2019

    41,018  
    100,000    

6.00%, 07/01/2039*

    44,875  
   

Puerto Rico Electric Power Auth

 
    25,000    

5.00%, 07/01/2019

    25,495  
    35,000    

5.25%, 07/01/2019

    35,791  
     

 

 

 
        147,179  
     

 

 

 
            Rhode Island - 0.9%  
    80,000    

Rhode Island Health & Educational Bldg Corp.
5.00%, 05/15/2028

    90,819  
    120,000    

Rhode Island Housing & Mortgage Finance Corp.
4.00%, 10/01/2032

    123,571  
     

 

 

 
        214,390  
     

 

 

 
            South Carolina - 0.4%  
   

South Carolina State Public Service Auth

 
    50,000    

5.00%, 12/01/2031

    54,680  
    50,000    

5.00%, 12/01/2034

    54,129  
     

 

 

 
        108,809  
     

 

 

 
 

 

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

 

 

  99  

 


Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
            Tennessee - 1.6%  
  $       150,000    

Shelby County, TN, Health Educational & Housing Facs Board Rev
5.00%, 09/01/2025(1)

  $ 149,443  
    230,000    

Tennessee Housing Development Agency Rev
3.50%, 01/01/2047

    236,792  
     

 

 

 
        386,235  
     

 

 

 
            Texas - 10.5%  
   

Arlington, TX, Higher Education Finance Corp. Rev

 
    150,000    

4.00%, 08/15/2030

    158,669  
    250,000    

5.00%, 02/15/2027

    292,565  
    250,000    

Central Texas Turnpike System Rev
5.00%, 08/15/2042

    269,665  
    200,000    

City of Austin, TX, Airport System Rev
5.00%, 11/15/2031

    220,088  
    250,000    

Dallas/Fort Worth, TX, International Airport Rev
5.00%, 11/01/2043

    262,250  
    150,000    

El Paso, TX, ISD GO
5.00%, 08/15/2027

    176,551  
    110,000    

Harris County, TX, Toll Road Auth.
5.00%, 08/15/2031

    129,042  
    100,000    

Harris County-Houston, TX, Sports Auth
5.00%, 11/15/2020

    106,665  
    75,000    

Kerrville, TX, Health Facs Development Corp.
5.00%, 08/15/2023

    82,317  
    150,000    

Lower Colorado River, TX, Auth Rev
5.00%, 05/15/2040

    163,728  
    100,000    

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

    105,961  
    185,000    

North Texas Tollway Auth Rev
6.25%, 01/01/2039

    190,283  
    150,000    

Socorro, TX, ISD
4.00%, 08/15/2035

    158,415  
    250,000    

Texas Municipal Gas Acquisition & Supply Corp. Rev
5.25%, 12/15/2025

    287,135  
     

 

 

 
        2,603,334  
     

 

 

 
            Virginia - 0.4%  
    90,000    

Wise County, VA, IDA Rev
1.88%, 11/01/2040(4)

    89,136  
     

 

 

 
            Washington - 3.6%  
    250,000    

King County, WA, GO
4.00%, 07/01/2030

    270,518  
    300,000    

State of Washington, GO
5.00%, 08/01/2032

    346,143  
    145,000    

Washington State Health Care Facs Auth Rev
5.38%, 01/01/2040

    155,180  
    115,000    

Washington State Health Care Facs Auth Rev
5.00%, 01/01/2026

    130,995  
     

 

 

 
    902,836  
     

 

 

 
            Wisconsin - 0.4%  
    100,000    

Public Finance Auth, WI
5.00%, 05/15/2019(1)

    102,478  
     

 

 

 
   

Total Municipal Bonds
(cost $23,813,640)

  $ 23,761,267  
     

 

 

 
   

Total Long-Term Investments
(cost $23,813,640)

  $ 23,761,267  
     

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 2.9%  
      Other Investment Pools & Funds - 2.9%  
    727,286    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.62%(6)

  $ 727,286  
     

 

 

 
   

Total Short-Term Investments
(cost $727,286)

  $ 727,286  
     

 

 

 
   

Total Investments
(cost $24,540,926)

    98.7    $ 24,488,553  
   

Other Assets and Liabilities

    1.3      321,322  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 24,809,875  
     

 

 

    

 

 

 
 

 

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

 

 

  100  

 


Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

(1)  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $567,648, which represented 2.3% of total net assets.

 

(2)  Security is a zero-coupon bond.

 

(3)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(4)  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

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

 

(6)  Current yield as of period end.

 

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

 

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

LIBOR

   London Interbank Offered Rate

MUNIPSA

   Municipal Swap Index Yield Analysis
Municipal Abbreviations:

DA

   Development Authority

GO

   General Obligation

ISD

   Independent School District

IDA

   Industrial Development Authority

PA

   Port Authority

Rev

   Revenue

USD

   Unified School District

VA

   Veterans Administration
 

 

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

 

 

  101  

 


Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Municipal Bonds

   $     23,761,267      $      $ 23,761,267      $  

Short-Term Investments

     727,286        727,286                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 24,488,553      $     727,286      $     23,761,267      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

 

 

  102  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5%  
            Alabama - 1.2%  
   

Alabama Federal Aid Highway Finance Auth

 

  $       1,615,000    

5.00%, 09/01/2026

  $ 1,800,063  
    980,000    

5.00%, 09/01/2034

    1,140,181  
    1,415,000    

Birmingham, AL, Water Works Board Water Rev
5.00%, 01/01/2029

    1,649,409  
    3,000,000    

Jefferson County, AL, Board of Education
5.00%, 02/01/2042

    3,334,710  
     

 

 

 
        7,924,363  
     

 

 

 
            Alaska - 0.3%  
    2,000,000    

CIVICVentures, AK, Rev
5.00%, 09/01/2025

    2,264,200  
     

 

 

 
            Arizona - 1.1%  
    1,380,000    

Pima County, AZ, IDA Education Rev, Legacy Traditional Charter School
8.50%, 07/01/2039

    1,480,588  
    3,000,000    

Salt River, AZ, Agricultural Improvement
5.00%, 12/01/2027

    3,286,560  
    855,000    

Salt Verde Financial Corp., AZ
5.25%, 12/01/2020

    916,492  
    1,745,000    

Tempe, AZ, IDA
4.00%, 10/01/2023(1)

    1,745,349  
     

 

 

 
        7,428,989  
     

 

 

 
            California - 7.9%  
    800,000    

California County Tobacco Securitization Agency
4.00%, 06/01/2018

    801,712  
    1,050,000    

5.00%, 06/01/2022

    1,178,520  
    1,000,000    

California State Communities DA Rev
5.63%, 10/01/2032

    1,073,480  
    750,000    

California State Health Facs
5.00%, 02/01/2029

    869,625  
    1,000,000    

California State Public Works Board, Correctional Facs Improvement
6.00%, 03/01/2035

    1,075,460  
    2,000,000    

California State Public Works Board, Lease Rev
5.25%, 10/01/2023

    2,207,860  
    2,000,000    

California State Public Works Board, State University Trustees
6.25%, 04/01/2034

    2,081,760  
    2,000,000    

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

    2,347,680  
    910,000    

Elk Grove, CA, Finance Auth Special Tax
5.00%, 09/01/2032

    1,023,195  
    4,705,000    

Golden State, CA, Tobacco Securitization Corp.
5.75%, 06/01/2047

    4,840,128  
   

Hemet, CA, USD Finance Auth Special Tax

 

    1,440,000    

5.00%, 09/01/2030

    1,590,408  
    535,000    

5.00%, 09/01/2031

    588,473  
   

Inglewood, CA, Redevelopment Agency

 

    800,000    

5.00%, 05/01/2028

    934,968  
    800,000    

5.00%, 05/01/2029

    930,144  
    5,225,000    

Long Beach, CA, Finance Auth Natural Gas
3 mo. USD LIBOR + 1.45%, 2.68%, 11/15/2027(2)

    5,292,089  
    1,000,000    

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

    1,076,560  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            California - 7.9% - (continued)  
   

Orange County, CA, Community Facs Dist, Special Tax

 
  $       1,000,000    

5.00%, 08/15/2034

  $ 1,097,710  
    1,000,000    

5.00%, 08/15/2036

    1,100,230  
    2,500,000    

5.00%, 08/15/2041

    2,728,125  
    500,000    

Port of Oakland, CA
5.00%, 05/01/2023

    548,265  
    1,000,000    

Rancho Cucamonga, CA, Redevelopment Agency Tax Allocation
5.00%, 09/01/2029

    1,135,470  
    1,000,000    

San Buenaventura, CA, Community Memorial Health System
7.50%, 12/01/2041

    1,113,170  
    3,000,000    

San Diego, CA, Redevelopment Agency Tax Allocation
7.00%, 11/01/2039

    3,229,890  
   

San Diego, CA, USD GO

 
    805,000    

4.00%, 07/01/2034

    846,442  
    865,000    

4.00%, 07/01/2035

    904,444  
    875,000    

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

    975,441  
    500,000    

San Jose, CA, Redevelopment Agency
6.50%, 08/01/2023

    505,835  
   

San Mateo, CA, Joint Powers Finance Auth

 
    1,250,000    

5.00%, 06/15/2029

    1,425,512  
    1,250,000    

5.00%, 06/15/2030

    1,421,712  
    1,335,000    

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

    1,417,997  
   

Santa Margarita, CA, Water Dist Special Tax

 

    500,000    

4.25%, 09/01/2021

    522,560  
    500,000    

5.00%, 09/01/2022

    537,570  
    500,000    

5.00%, 09/01/2023

    543,000  
    1,095,000    

5.00%, 09/01/2028

    1,217,038  
    1,500,000    

Stockton, CA, Redevelopment Agency
5.00%, 09/01/2029

    1,727,985  
   

Tustin, CA, Community Facs Dist, Special Tax

 

    775,000    

5.00%, 09/01/2020

    828,033  
    600,000    

5.00%, 09/01/2021

    657,906  
     

 

 

 
        52,396,397  
     

 

 

 
            Colorado - 1.0%  
    1,330,000    

Colorado Health Facs Auth Rev
1 mo. USD LIBOR + 1.25%, 2.53%, 10/01/2039(2)

    1,335,134  
    1,000,000    

Denver City & County School Dist. No. 1, CO
5.50%, 12/01/2029

    1,238,770  
    1,510,000    

E-470 Public Highway, CO, Auth Rev
1 mo. USD LIBOR + 1.05%, 2.32%, 09/01/2039(2)

    1,522,231  
    2,000,000    

Park Creek, CO, Metropolitan Dist
5.00%, 12/01/2029

    2,262,120  
     

 

 

 
        6,358,255  
     

 

 

 
            Connecticut - 3.8%  
    5,000,000    

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

    5,590,900  
    1,500,000    

City of New Britain, CT, GO
5.00%, 03/01/2031

    1,709,925  
    2,600,000    

City of New Haven, CT, GO
5.00%, 08/01/2024

    2,875,392  
 

 

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

 

 

  103  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            Connecticut - 3.8% - (continued)  
   

City of Waterbury, CT, GO

 

  $       405,000    

5.00%, 11/15/2031

  $ 462,000  
    1,000,000    

5.00%, 11/15/2032

    1,136,350  
   

Connecticut Housing Finance Auth

 

    615,000    

4.00%, 11/15/2044

    634,877  
    1,655,000    

4.00%, 11/15/2045

    1,716,218  
    1,495,000    

4.00%, 05/15/2047

    1,568,165  
    375,000    

Connecticut State Health & Educational Facs Auth
2.88%, 09/01/2020(1)

    375,146  
   

Connecticut State, GO

 

    3,125,000    

5.00%, 04/15/2022

    3,382,969  
    2,500,000    

5.00%, 04/15/2029

    2,804,425  
   

Town of Hamden, CT, GO

 

    1,000,000    

4.00%, 08/15/2018

    1,005,240  
    2,065,000    

5.00%, 08/15/2025

    2,330,518  
     

 

 

 
        25,592,125  
     

 

 

 
            District of Columbia - 0.2%  
   

Dist of Columbia Rev

 

    735,000    

5.00%, 07/01/2032

    771,316  
    270,000    

5.00%, 07/01/2037

    280,236  
     

 

 

 
        1,051,552  
     

 

 

 
            Florida - 4.0%  
   

City of Port State Lucie, FL

 

    2,410,000    

4.00%, 07/01/2028

    2,524,499  
    2,415,000    

4.00%, 07/01/2029

    2,526,235  
    1,885,000    

Florida Village Community Development Dist No. 8
6.38%, 05/01/2038

    1,894,859  
    1,040,000    

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

    1,125,613  
    1,750,000    

Lakeland, FL, Retirement Community Rev
6.38%, 01/01/2043

    1,778,227  
    500,000    

Magnolia Creek, FL, Community Development Dist Capital Improvement
5.90%, 05/01/2039*

    105,000  
    1,000,000    

Miami Beach, FL, Redevelopment Agency
5.00%, 02/01/2026

    1,128,460  
   

Miami-Dade County, FL, Aviation Rev

 

    1,000,000    

5.00%, 10/01/2024

    1,097,700  
    2,500,000    

5.00%, 10/01/2026

    2,727,900  
    200,000    

5.00%, 10/01/2035

    212,024  
    3,000,000    

Miami-Dade County, FL, GO
5.00%, 07/01/2032

    3,411,000  
   

Orange County, FL, Health Facs Auth

 

    1,190,000    

5.00%, 08/01/2024

    1,325,327  
    1,280,000    

5.00%, 08/01/2025

    1,434,893  
    1,350,000    

5.00%, 08/01/2026

    1,503,535  
    1,000,000    

Palm Beach County, FL, Health Facs Auth
6.75%, 06/01/2024

    1,147,750  
    1,150,000    

Putnam County, FL, DA Auth
5.00%, 03/15/2042

    1,278,053  
    240,000    

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

    242,006  
    775,000    

Volusia County, FL, School Board
5.00%, 08/01/2025

    886,871  
     

 

 

 
        26,349,952  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            Georgia - 2.4%  
   

Burke County, GA, DA Rev

 

  $       2,860,000    

2.35%, 10/01/2032(3)

  $ 2,843,469  
    3,450,000    

3.00%, 11/01/2045(3)

    3,394,317  
    1,500,000    

Dekalb Newton and Gwinnett Counties, GA, Joint DA
6.00%, 07/01/2034

    1,570,065  
    1,500,000    

Marietta, GA, DA Life University, Inc. Proj
7.00%, 06/15/2030

    1,509,255  
    2,650,000    

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

    2,625,964  
   

Municipal Electric Auth, GA

 

    1,000,000    

5.00%, 11/01/2022

    1,105,720  
    1,075,000    

5.00%, 01/01/2024

    1,191,079  
    1,825,000    

5.00%, 01/01/2028

    2,088,913  
     

 

 

 
        16,328,782  
     

 

 

 
            Hawaii - 0.2%  
    1,000,000    

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

    1,096,720  
     

 

 

 
            Illinois - 16.0%  
    695,000    

Aurora, IL, Tax Increment Rev
6.75%, 12/30/2027

    705,703  
   

Chicago, IL, Board of Education

 

    2,500,000    

5.00%, 12/01/2034

    2,505,550  
    860,000    

6.00%, 01/01/2020

    887,675  
    1,510,000    

Chicago, IL, Board of Education, GO
5.00%, 12/01/2042

    1,493,088  
    565,000    

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

    656,598  
   

Chicago, IL, Metropolitan Water Reclamation Dist GO

 
    3,500,000    

5.00%, 12/01/2027

    4,057,585  
    2,530,000    

5.00%, 12/01/2031

    2,756,182  
    1,700,000    

5.25%, 12/01/2032

    2,020,263  
   

Chicago, IL, Midway International Airport

 

    500,000    

5.00%, 01/01/2021

    532,805  
    1,420,000    

5.00%, 01/01/2031

    1,579,182  
   

Chicago, IL, Park Dist, GO

 

    65,000    

5.00%, 01/01/2019

    66,083  
    275,000    

5.00%, 01/01/2020

    279,543  
   

Chicago, IL, Transit Auth

 

    3,000,000    

5.00%, 06/01/2020

    3,158,580  
    800,000    

5.25%, 12/01/2027

    862,912  
    5,000,000    

5.25%, 12/01/2028

    5,382,650  
   

City of Chicago, IL, GO

 

    980,000    

5.00%, 01/01/2021

    1,021,856  
    700,000    

5.00%, 12/01/2023

    720,790  
    2,000,000    

5.00%, 01/01/2024

    2,116,980  
   

City of Chicago, IL, Wastewater Transmission Rev

 

    715,000    

5.00%, 01/01/2028

    781,781  
    1,785,000    

5.00%, 01/01/2029

    1,943,936  
   

City of Chicago, IL, Waterworks Rev

 

    135,000    

5.00%, 11/01/2023

    147,469  
    1,000,000    

5.00%, 11/01/2027

    1,125,070  
    1,020,000    

5.00%, 11/01/2028

    1,124,417  
    3,465,000    

Cook County, IL, Community Consolidated School Dist No. 15, GO
5.00%, 12/01/2024

    3,915,727  
   

Cook County, IL, Community High School Dist No. 212 Leyden

 
    1,775,000    

5.00%, 12/01/2026

    1,977,669  
    1,000,000    

5.00%, 12/01/2034

    1,086,230  
 

 

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

 

 

  104  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            Illinois - 16.0% - (continued)  
   

Cook County, IL, GO

 

  $       1,000,000    

5.00%, 11/15/2026

  $ 1,140,730  
    3,415,000    

5.00%, 11/15/2027

    3,865,507  
    1,400,000    

Illinois Finance Auth Rev, Art Institute of Chicago
6.00%, 03/01/2038

    1,447,390  
    3,000,000    

Illinois Finance Auth Rev, Silver Cross Hospital and Medicine
5.50%, 08/15/2030

    3,021,750  
    4,000,000    

Illinois Metropolitan Pier & Exposition Auth
0.00%, 12/15/2024(4)

    3,030,000  
   

Illinois State Finance Auth Rev

 

    1,000,000    

5.00%, 11/15/2023

    1,124,090  
    4,000,000    

5.00%, 02/15/2027

    4,567,200  
    700,000    

5.00%, 10/01/2028

    805,091  
    665,000    

5.00%, 11/15/2028

    744,108  
    1,650,000    

5.00%, 11/15/2031

    1,842,373  
    1,500,000    

5.00%, 11/15/2033

    1,662,900  
    1,510,000    

5.00%, 11/15/2034

    1,644,269  
    1,240,000    

7.75%, 08/15/2034

    1,330,359  
   

Illinois State, GO

 

    1,500,000    

5.00%, 01/01/2022

    1,535,010  
    1,500,000    

5.00%, 08/01/2025

    1,549,080  
    3,500,000    

5.00%, 11/01/2025

    3,646,475  
    985,000    

5.00%, 02/01/2026

    1,018,195  
    1,200,000    

5.00%, 02/01/2027

    1,249,080  
    3,120,000    

5.00%, 11/01/2029

    3,217,562  
    950,000    

5.00%, 05/01/2033

    960,783  
    1,500,000    

5.25%, 01/01/2021

    1,562,640  
    1,250,000    

6.50%, 06/15/2022

    1,325,763  
   

Kane Cook & DuPage Counties, IL, GO

 

    2,800,000    

5.00%, 01/01/2031

    3,098,816  
    1,700,000    

5.00%, 01/01/2034

    1,860,055  
    1,700,000    

5.00%, 01/01/2035

    1,851,776  
   

Kane McHenry Cook & DeKalb Counties, IL, USD GO

 
    1,250,000    

5.00%, 01/01/2027

    1,407,175  
    2,000,000    

5.00%, 01/01/2029

    2,301,040  
    1,665,000    

Kendall Kane & Will County, IL, USD GO
5.00%, 02/01/2034

    1,841,440  
   

Metropolitan Pier & Exposition Auth, IL

 

    1,120,000    

0.00%, 06/15/2020(4)

    1,044,288  
    2,000,000    

0.00%, 06/15/2027(4)

    1,397,460  
    3,080,000    

4.85%, 12/15/2042(5)

    1,614,474  
    1,650,000    

5.00%, 12/15/2020

    1,738,028  
   

Railsplitter Tobacco Settlement Auth, IL

 

    1,000,000    

5.00%, 06/01/2026

    1,137,930  
    1,535,000    

5.00%, 06/01/2027

    1,749,086  
     

 

 

 
        106,238,247  
     

 

 

 
            Indiana - 1.9%  
    2,000,000    

City of Whiting, IN
5.00%, 03/01/2046(3)

    2,236,740  
   

Indiana Municipal Power Agency

 

    2,000,000    

5.00%, 01/01/2031

    2,331,500  
    1,050,000    

5.00%, 01/01/2032

    1,216,404  
    180,000    

5.00%, 01/01/2034

    205,938  
    1,000,000    

Indiana State Finance Auth Hospital Rev
5.00%, 12/01/2029

    1,128,790  
    1,625,000    

Indiana State Finance Auth Rev
5.00%, 03/01/2023

    1,761,695  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            Indiana - 1.9% - (continued)  
  $       1,000,000    

Indianapolis, IN, Airport Auth Rev
5.00%, 01/01/2029

  $ 1,090,360  
    1,000,000    

Indianapolis, IN, Local Public Improvement Bond Bank
5.00%, 01/01/2031

    1,127,620  
    775,000    

Richmond, IN, Hospital Auth Rev
5.00%, 01/01/2035

    843,525  
    1,000,000    

Whiting, IN, Environmental Facs Rev
1.85%, 06/01/2044(3)

    995,150  
     

 

 

 
        12,937,722  
     

 

 

 
            Kansas - 0.4%  
   

Wyandotte County-Kansas City, KS

 

    1,000,000    

5.00%, 09/01/2025

    1,123,690  
    1,390,000    

5.00%, 09/01/2028

    1,570,686  
     

 

 

 
        2,694,376  
     

 

 

 
            Kentucky - 0.7%  
    2,910,000    

Kentucky Economic Development Finance Auth
5.00%, 12/01/2047

    3,144,342  
    1,515,000    

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

    1,639,003  
     

 

 

 
        4,783,345  
     

 

 

 
            Louisiana - 2.5%  
   

City of Shreveport, LA, Water & Sewer Rev

 

    2,000,000    

5.00%, 12/01/2027

    2,289,780  
    1,000,000    

5.00%, 12/01/2035

    1,130,740  
    800,000    

5.00%, 12/01/2036

    902,496  
   

Louisiana State Local Gov’t Environmental Facs & Community DA Rev

 
    975,000    

5.75%, 11/15/2030

    1,065,168  
    1,750,000    

6.00%, 11/15/2035

    1,917,335  
    4,000,000    

Louisiana State, GO
5.00%, 12/01/2031

    4,487,120  
    155,000    

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

    156,209  
   

New Orleans, LA, Aviation Board

 

    560,000    

5.00%, 01/01/2026

    639,447  
    375,000    

5.00%, 01/01/2027

    431,835  
    750,000    

5.00%, 01/01/2034

    817,718  
    2,500,000    

6.00%, 01/01/2023

    2,569,925  
     

 

 

 
        16,407,773  
     

 

 

 
            Maryland - 0.4%  
    395,000    

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

    403,741  
    480,000    

Maryland Econ Development Corp.
4.00%, 06/01/2020

    498,965  
    1,570,000    

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

    1,537,925  
     

 

 

 
        2,440,631  
     

 

 

 
            Massachusetts - 2.3%  
    6,915,000    

Commonwealth of Massachusetts, GO
3 mo. USD LIBOR + 0.46%, 1.65%, 11/01/2020(2)

    6,929,867  
 

 

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

 

 

  105  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            Massachusetts - 2.3% - (continued)  
   

Massachusetts State Development Finance Agency

 
  $       1,000,000    

4.00%, 10/01/2024(1)

  $ 1,038,970  
    455,000    

4.00%, 10/01/2025(1)

    471,239  
    635,000    

4.00%, 10/01/2026(1)

    651,421  
    165,000    

4.00%, 07/15/2036

    172,993  
    1,200,000    

5.00%, 01/01/2019

    1,223,210  
    1,000,000    

5.00%, 07/01/2029

    1,123,800  
    2,000,000    

5.00%, 07/01/2030

    2,236,940  
    1,200,000    

8.00%, 04/15/2031

    1,302,024  
     

 

 

 
        15,150,464  
     

 

 

 
            Michigan - 3.6%  
    4,000,000    

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

    4,575,320  
   

Michigan Finance Auth

 

    1,000,000    

5.00%, 07/01/2018

    1,004,530  
    2,165,000    

5.00%, 04/01/2020

    2,265,066  
    665,000    

5.00%, 07/01/2027

    738,815  
    665,000    

5.00%, 07/01/2028

    737,472  
    650,000    

5.00%, 07/01/2029

    718,400  
    2,700,000    

5.00%, 10/01/2030

    2,963,304  
    2,555,000    

5.00%, 06/01/2033

    2,835,539  
    1,000,000    

5.00%, 06/01/2034

    1,105,120  
    735,000    

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

    860,170  
   

Michigan State Hospital Finance Auth

 

    1,505,000    

4.00%, 11/15/2031

    1,579,919  
    345,000    

4.00%, 11/15/2032

    360,680  
    2,000,000    

Royal Oak, MI, Hospital Finance Auth
8.25%, 09/01/2039

    2,042,360  
    2,190,000    

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

    2,449,590  
     

 

 

 
        24,236,285  
     

 

 

 
            Minnesota - 0.7%  
   

Duluth, MN, ISD, No. 709

 

    2,335,000    

3.00%, 02/01/2021

    2,368,857  
    940,000    

4.00%, 02/01/2027

    999,831  
    250,000    

Rochester, MN, Healthcare & Housing Rev Facs
4.00%, 12/01/2019

    254,798  
   

State Francis, MN, ISD, No. 15

 

    365,000    

4.00%, 02/01/2030

    383,170  
    750,000    

4.00%, 02/01/2031

    785,295  
     

 

 

 
        4,791,951  
     

 

 

 
            Mississippi - 0.3%  
    1,850,000    

State of Mississippi
5.00%, 10/15/2029

    2,114,014  
     

 

 

 
            Missouri - 1.2%  
    1,000,000    

City of State Louis MO Airport Rev
5.00%, 07/01/2047

    1,128,390  
   

Kirkwood, MO, IDA Retirement Community

 

    1,500,000    

5.25%, 05/15/2042

    1,588,455  
    1,500,000    

5.25%, 05/15/2050

    1,579,335  
    3,500,000    

8.25%, 05/15/2045

    3,922,310  
     

 

 

 
        8,218,490  
     

 

 

 
            Montana - 0.4%  
    2,500,000    

Montana Facs Finance Auth
5.00%, 02/15/2028

    2,862,775  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            Nevada - 1.1%  
   

Clark County, NV

 

  $       965,000    

2.25%, 12/01/2019

  $ 964,247  
    920,000    

2.50%, 12/01/2018

    921,785  
   

Clark County, NV, School Dist

 

    1,000,000    

5.00%, 06/15/2028

    1,164,190  
    1,900,000    

5.00%, 06/15/2029

    2,203,373  
   

Las Vegas, NV, Spl Impt Dist

 

    340,000    

5.00%, 06/01/2027

    354,637  
    650,000    

5.00%, 06/01/2029

    671,990  
    1,110,000    

Nevada State Natural Resources GO
5.00%, 03/01/2026

    1,238,704  
     

 

 

 
        7,518,926  
     

 

 

 
            New Jersey - 3.2%  
    250,000    

City of Atlantic, NJ
5.00%, 03/01/2021

    265,700  
    225,000    

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

    243,023  
    550,000    

New Jersey Building Auth
4.00%, 06/15/2018

    551,290  
   

New Jersey Economic Development Auth Rev, School Facilities Construction Bond

 
    500,000    

5.00%, 06/15/2019

    515,330  
    500,000    

5.00%, 06/15/2020

    523,205  
    2,855,000    

New Jersey Health Care Facs Finance Auth
5.75%, 10/01/2031

    3,003,460  
   

New Jersey State Econ DA

 

    250,000    

4.00%, 07/15/2018

    250,920  
    660,000    

4.88%, 09/15/2019

    675,041  
    2,000,000    

New Jersey State Educational Finance Auth Rev, University of Medicine & Dentistry
7.50%, 12/01/2032

    2,116,740  
    5,000,000    

New Jersey State Transportation Trust Fund Auth
0.00%, 12/15/2032(4)

    2,738,750  
   

New Jersey Transportation Trust Fund Auth

 

    3,000,000    

5.00%, 06/15/2018

    3,010,050  
    4,940,000    

5.00%, 06/15/2021

    4,957,636  
    2,315,000    

Tobacco Settlement Financing Corp, NJ
5.00%, 06/01/2029

    2,633,058  
     

 

 

 
        21,484,203  
     

 

 

 
            New York - 7.1%  
    4,000,000    

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

    4,080,832  
    1,460,000    

Long Island, NY, Power Auth
1 mo. USD LIBOR + 0.88%,
2.20%, 05/01/2033(2)

    1,460,613  
   

Metropolitan Transportation Auth

 

    370,000    

0.00%, 11/15/2027(4)

    274,895  
    1,210,000    

0.00%, 11/15/2029(4)

    823,840  
    1,540,000    

New York City, Municipal Water Finance Auth Rev, Water And Sewer System
5.00%, 06/15/2032

    1,792,098  
    940,000    

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

    967,213  
    1,000,000    

New York City, NY, Transitional Finance Auth
5.00%, 07/15/2026

    1,166,520  
    705,000    

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

    719,784  
 

 

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

 

 

  106  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            New York - 7.1% - (continued)  
   

New York State Dormitory Auth Rev

 

  $       1,670,000    

5.00%, 03/15/2022

  $ 1,807,057  
    2,000,000    

5.00%, 12/15/2027

    2,236,260  
    1,000,000    

5.00%, 03/15/2030

    1,126,350  
    6,305,000    

5.00%, 03/15/2031

    7,239,625  
    1,300,000    

5.00%, 12/01/2036(1)

    1,395,056  
    860,000    

New York State Energy Research & DA
2.38%, 07/01/2026(3)

    859,080  
    1,535,000    

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

    1,670,157  
   

New York State Thruway Auth

 

    1,000,000    

4.00%, 01/01/2037

    1,023,180  
    1,000,000    

5.00%, 01/01/2019

    1,021,670  
    1,000,000    

New York State Urban Development Corp. Rev
5.00%, 03/15/2026

    1,117,810  
    1,825,000    

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

    1,836,716  
    1,145,000    

Newburth, NY, GO
5.00%, 06/15/2019

    1,179,591  
    2,750,000    

PA of New York and New Jersey
5.00%, 10/15/2025

    3,127,465  
    2,500,000    

Sales Tax Asset Receivable Corp., NY
5.00%, 10/15/2029

    2,862,275  
    245,000    

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

    267,096  
   

Town of Oyster Bay, NY, GO

 

    125,000    

2.50%, 03/01/2019

    124,154  
    615,000    

2.63%, 03/01/2020

    606,058  
    50,000    

3.75%, 12/01/2018

    50,113  
    95,000    

5.00%, 03/15/2019

    96,345  
    2,340,000    

5.00%, 08/15/2024

    2,607,626  
    1,555,000    

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

    1,786,275  
   

Yonkers, NY, GO

 

    885,000    

3.00%, 08/15/2019

    896,275  
    1,000,000    

5.00%, 03/15/2021

    1,073,670  
     

 

 

 
        47,295,699  
     

 

 

 
            North Carolina - 1.3%  
    1,325,000    

North Carolina Eastern Municipal Power
4.00%, 01/01/2020

    1,370,328  
    2,955,000    

North Carolina Housing Finance Agency
4.00%, 07/01/2047

    3,103,134  
    1,555,000    

North Carolina Medical Care Commission Retirement Finance Auth Rev, First Mortgage Galloway Ridge
5.88%, 01/01/2031

    1,625,924  
    1,175,000    

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

    1,207,818  
    1,000,000    

North Carolina State Medical Care Commission, Galloway Ridge, Inc.
6.00%, 01/01/2039

    1,044,470  
     

 

 

 
        8,351,674  
     

 

 

 
            Ohio - 3.3%  
    2,000,000    

Allen County, OH, Hospital Facs Rev
5.00%, 05/01/2023

    2,183,500  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            Ohio - 3.3% - (continued)  
   

Buckeye, OH, Tobacco Settlement Finance Auth

 
  $       4,000,000    

5.88%, 06/01/2047

  $ 3,999,960  
    6,680,000    

6.00%, 06/01/2042

    6,663,567  
   

City of Cleveland, OH, Airport System Rev

 

    1,165,000    

5.00%, 01/01/2022

    1,272,739  
    1,060,000    

5.00%, 01/01/2023

    1,174,957  
    345,000    

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

    410,623  
    1,750,000    

County of Montgomery, OH
5.00%, 05/01/2039

    1,790,150  
    2,000,000    

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

    2,342,860  
    2,275,000    

Lancaster, OH, Gas Rev
1 mo. USD LIBOR + 0.60%, 1.86%, 02/01/2019(2)

    2,275,546  
     

 

 

 
        22,113,902  
     

 

 

 
            Oklahoma - 0.3%  
   

Oklahoma Dev. Finance Auth

 

    935,000    

5.25%, 08/15/2048

    1,023,619  
    935,000    

5.50%, 08/15/2057

    1,037,271  
     

 

 

 
        2,060,890  
     

 

 

 
            Oregon - 2.5%  
    855,000    

Clackamas County, OR, Hospital Facility Auth
2.80%, 05/15/2024(6)

    853,110  
    8,200,000    

Clackamas County, OR, School Dist No. 12, GO
0.00%, 06/15/2040(4)

    3,207,922  
    625,000    

Jackson County, OR, School Dist No. 4, GO
0.00%, 06/15/2034(4)

    331,213  
    1,105,000    

Marion County, OR, School Dist. No 15 North Marion
0.00%, 06/15/2037(4)

    506,178  
    2,500,000    

Oregon Health & Science University
4.00%, 07/01/2046

    2,551,875  
   

Port of Portland, OR, Airport Rev

 

    1,000,000    

5.00%, 07/01/2031

    1,101,100  
    750,000    

5.00%, 07/01/2032

    824,505  
    7,505,000    

Washington Clackamas & Yamhill Counties, OR, School Dist No. 88J
0.00%, 06/15/2034(4)

    4,033,112  
    2,885,000    

Washington County, OR, School Dist No. 48, GO
5.00%, 06/15/2035(5)

    3,275,802  
     

 

 

 
        16,684,817  
     

 

 

 
            Other U.S. Territories - 0.1%  
    705,000    

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

    723,133  
     

 

 

 
            Pennsylvania - 6.3%  
    945,000    

Allegheny County, PA
5.00%, 03/01/2019

    969,079  
    500,000    

Allegheny County, PA, Hospital DA
5.38%, 08/15/2029

    521,110  
    925,000    

Allegheny County, PA, IDA Charter School
6.75%, 08/15/2035

    974,173  
   

Beaver County, PA, GO

 

    1,220,000    

5.00%, 11/15/2020

    1,300,069  
    1,285,000    

5.00%, 11/15/2021

    1,395,793  
    1,345,000    

5.00%, 11/15/2022

    1,485,297  
 

 

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

 

 

  107  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            Pennsylvania - 6.3% - (continued)  
  $       930,000    

City of Philadelphia, PA, Water & Wastewater Rev
5.00%, 11/01/2029

  $ 1,089,430  
   

Commonwealth Finance Auth, PA

 

    2,000,000    

5.00%, 06/01/2026

    2,275,280  
    1,070,000    

5.00%, 06/01/2029

    1,217,992  
    750,000    

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

    868,072  
    1,805,000    

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

    2,078,006  
   

Lancaster County, PA, Hospital Auth

 

    495,000    

5.00%, 07/01/2024

    543,594  
    400,000    

5.00%, 07/01/2025

    441,440  
    2,410,000    

Montgomery County, PA, IDA Rev
5.00%, 12/01/2046

    2,580,074  
    920,000    

Pennsylvania Higher Educational Facs Auth
5.00%, 05/01/2032

    1,045,819  
    2,250,000    

Pennsylvania State IDA
5.00%, 07/01/2021

    2,439,315  
   

Pennsylvania State Turnpike Commission Rev

 

    575,000    

MUNIPSA + 0.88%, 2.63%, 12/01/2020(2)

    581,520  
    2,000,000    

MUNIPSA + 0.90%, 2.65%, 12/01/2021(2)

    2,030,020  
    300,000    

5.00%, 12/01/2027

    343,458  
    1,335,000    

6.00%, 06/01/2028

    1,339,486  
   

Pennsylvania Turnpike Commission

 

    1,000,000    

5.00%, 12/01/2029

    1,142,970  
    1,590,000    

5.00%, 12/01/2030

    1,812,187  
    2,000,000    

5.00%, 12/01/2033

    2,255,400  
   

Pennsylvania Turnpike Commission Rev

 

    925,000    

MUNIPSA + 0.98%, 2.73%, 12/01/2021(2)

    941,095  
    755,000    

5.00%, 12/01/2042

    838,050  
   

Philadelphia, PA, Municipal Auth

 

    750,000    

6.38%, 04/01/2029

    780,667  
    800,000    

6.50%, 04/01/2034

    833,240  
   

Philadelphia, PA, School Dist GO

 

    150,000    

3.00%, 09/01/2019

    151,720  
    1,560,000    

5.00%, 09/01/2022

    1,706,999  
    1,635,000    

5.00%, 09/01/2023

    1,805,939  
   

Pittsburgh, PA, School Dist GO

 

    1,575,000    

5.00%, 09/01/2021

    1,715,301  
    750,000    

5.00%, 09/01/2023

    816,555  
    350,000    

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

    388,164  
    1,000,000    

Susquehanna, PA, Regional Airport Auth System Rev
5.00%, 01/01/2019

    1,018,060  
     

 

 

 
        41,725,374  
     

 

 

 
            Puerto Rico - 0.7%  
   

Commonwealth of Puerto Rico, GO

 

    220,000    

0.00%, 07/01/2019(4)

    209,801  
    1,450,000    

5.50%, 07/01/2019

    1,486,902  
    4,645,000    

6.00%, 07/01/2039*

    2,084,444  
   

Puerto Rico Electric Power Auth

 

    900,000    

5.00%, 07/01/2019

    917,811  
    250,000    

5.25%, 07/01/2019

    255,655  
     

 

 

 
        4,954,613  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            Rhode Island - 1.2%  
  $       1,415,000    

Cranston, RI, GO
5.00%, 07/01/2019

  $ 1,465,048  
    1,000,000    

Rhode Island Commerce Corp.
5.00%, 06/15/2019

    1,034,380  
   

Rhode Island Health & Educational Bldg Corp.

 

    1,900,000    

5.00%, 05/15/2027

    2,149,698  
    1,490,000    

5.00%, 05/15/2028

    1,691,493  
    1,500,000    

Rhode Island State & Providence Plantations
4.00%, 10/01/2018

    1,513,770  
     

 

 

 
        7,854,389  
     

 

 

 
            South Carolina - 0.5%  
    1,987,000    

Lancaster County, SC, Sun City Assessment
7.70%, 11/01/2017*

    417,270  
   

South Carolina State Public Service Auth

 

    1,350,000    

5.00%, 12/01/2031

    1,476,360  
    1,625,000    

5.00%, 12/01/2034

    1,759,176  
     

 

 

 
        3,652,806  
     

 

 

 
            South Dakota - 0.9%  
    2,655,000    

South Dakota Housing DA
3.50%, 11/01/2046

    2,729,393  
    1,000,000    

South Dakota State Education Enhancement
5.00%, 06/01/2026

    1,092,090  
    750,000    

South Dakota State Educational Enhancement Funding Corp.
5.00%, 06/01/2023

    833,625  
    1,000,000    

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

    1,117,890  
     

 

 

 
        5,772,998  
     

 

 

 
            Tennessee - 1.4%  
    1,000,000    

Shelby County, TN, Health Educational & Housing Facs Board
5.00%, 09/01/2037(1)

    909,830  
    1,255,000    

Tennessee Housing Development Agency
3.50%, 01/01/2047

    1,291,759  
   

Tennessee Housing Development Agency Rev

 

    2,120,000    

3.50%, 07/01/2045

    2,181,459  
    4,525,000    

3.50%, 01/01/2047

    4,658,623  
     

 

 

 
        9,041,671  
     

 

 

 
            Texas - 8.9%  
    1,000,000    

Arlington, TX, Higher Education Finance Corp. Rev
5.00%, 08/15/2027

    1,131,500  
   

Austin, TX, Airport System Rev

 

    1,125,000    

5.00%, 11/15/2028

    1,285,132  
    560,000    

5.00%, 11/15/2030

    635,662  
    1,500,000    

Brazos Harbor, TX, Industrial Development Corp.
5.90%, 05/01/2038(3)

    1,500,000  
    790,000    

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

    878,124  
    500,000    

Clifton, TX, Higher Education Finance Corp.
4.00%, 08/15/2031

    530,765  
    5,000,000    

Dallas County, TX, Utility & Reclamation Dist, GO
5.00%, 02/15/2027

    5,859,800  
    1,500,000    

Dallas, TX, Area Rapid Transit Sales Tax Rev
5.00%, 12/01/2028

    1,733,925  
 

 

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

 

 

  108  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            Texas - 8.9% - (continued)  
  $       1,250,000    

Dallas, TX, ISD GO
1.50%, 02/15/2034(3)

  $ 1,248,700  
    1,000,000    

Denton, TX, ISD GO
0.00%, 08/15/2020(4)

    947,700  
   

Harris County - Houston, TX

 

    2,500,000    

5.00%, 11/15/2030

    2,761,925  
    250,000    

5.00%, 11/15/2032

    272,653  
    350,000    

5.00%, 11/15/2034

    380,006  
    1,605,000    

Harris County Toll Road Auth
5.00%, 08/15/2032

    1,873,918  
   

Kerrville, TX, Health Facs Development Corp.

 

    1,300,000    

5.00%, 08/15/2024

    1,437,683  
    1,500,000    

5.00%, 08/15/2035

    1,606,635  
   

New Hope, TX, Cultural Education Facs Finance Corp.

 
    700,000    

1.85%, 11/01/2020

    688,548  
    1,000,000    

3.25%, 11/15/2022

    982,590  
    2,375,000    

5.00%, 11/01/2031

    2,516,574  
    1,000,000    

5.00%, 11/01/2046

    1,036,410  
   

North Texas Tollway Auth Rev

 

    5,000,000    

0.00%, 01/01/2032(4)

    3,099,700  
    1,200,000    

5.00%, 01/01/2035

    1,346,592  
    230,000    

6.10%, 01/01/2028

    236,042  
    1,985,000    

San Antonio, TX, Airport System Rev
5.00%, 07/01/2023

    2,164,404  
   

San Antonio, TX, Water Rev

 

    2,200,000    

5.00%, 05/15/2026

    2,487,540  
    1,115,000    

5.00%, 05/15/2031

    1,283,488  
    3,525,000    

Socorro, TX, ISD
4.00%, 08/15/2035

    3,722,752  
    1,000,000    

Spring Branch, TX, ISD GO
5.00%, 02/01/2026

    1,152,290  
    2,000,000    

Tarrant County, TX, Cultural Education Facs
5.00%, 10/01/2034

    2,129,560  
    2,030,000    

Texas Municipal Gas Acquisition & Supply Corp.
6.25%, 12/15/2026

    2,362,412  
    1,250,000    

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

    1,368,200  
    2,500,000    

Texas State Transportation Commission, GO
MUNIPSA + 0.38%,
2.13%, 10/01/2041(2)

    2,500,400  
    2,000,000    

Travis County, TX, Health Facs Development
7.13%, 11/01/2040

    2,240,140  
   

University of Texas

 

    1,000,000    

5.00%, 08/15/2026

    1,187,670  
    2,000,000    

5.00%, 07/01/2027

    2,323,180  
     

 

 

 
        58,912,620  
     

 

 

 
            Utah - 0.4%  
    2,475,000    

Utah Housing Corp.
4.00%, 01/01/2045

    2,595,038  
     

 

 

 
            Vermont - 0.4%  
    2,360,000    

Vermont Housing Finance Agency
4.00%, 11/01/2046

    2,459,663  
     

 

 

 
            Virginia - 0.5%  
    1,500,000    

Chesapeake Bay, VA, Bridge & Tunnel Dist
5.00%, 07/01/2051

    1,634,040  
    1,750,000    

Washington County, VA, IDA
7.75%, 07/01/2038

    1,812,282  
     

 

 

 
        3,446,322  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            Washington - 1.5%  
  $       2,060,000    

Chelan County, WA, Public Utility Dist No. 1
0.00%, 06/01/2028(4)

  $ 1,482,541  
    4,900,000    

King County, WA, GO
4.00%, 07/01/2030

    5,302,143  
   

Washington State Health Care Facs Auth Rev

 
    780,000    

5.00%, 07/01/2028

    868,686  
    2,000,000    

5.00%, 03/01/2029

    2,254,520  
     

 

 

 
        9,907,890  
     

 

 

 
            West Virginia - 0.6%  
   

West Virginia State Econ DA

 

    2,000,000    

1.70%, 01/01/2041(3)

    1,960,080  
    1,740,000    

1.90%, 03/01/2040(3)

    1,732,327  
     

 

 

 
        3,692,407  
     

 

 

 
            Wisconsin - 1.6%  
    1,790,000    

Milwaukee County, WI, Airport Rev
5.00%, 12/01/2025

    1,977,502  
    750,000    

Public Finance Auth Rev, WI, Marys Woods at Marylhurst Project
3.00%, 11/15/2022(1)

    752,018  
   

Public Finance Auth, WI

 

    830,000    

3.50%, 11/15/2023(1)

    837,246  
    1,600,000    

5.00%, 09/01/2025(1)

    1,727,072  
    1,295,000    

Wisconsin State
6.00%, 05/01/2036

    1,348,509  
   

Wisconsin State Health & Educational Facs Auth Rev

 
    2,000,000    

5.00%, 11/15/2027

    2,249,680  
    1,700,000    

5.00%, 12/01/2028

    1,913,248  
     

 

 

 
        10,805,275  
     

 

 

 
            Wyoming - 0.2%  
    1,230,000    

Wyoming Community DA
4.00%, 12/01/2046

    1,292,632  
     

 

 

 
   

Total Municipal Bonds
(cost $640,051,548)

  $ 642,014,350  
     

 

 

 
   

Total Long-Term Investments
(cost $640,051,548)

  $ 642,014,350  
     

 

 

 
     
      SHORT-TERM INVESTMENTS - 2.6%  
            Other Investment Pools & Funds - 2.6%  
    17,139,654    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.62%(7)

  $ 17,139,654  
     

 

 

 
   

Total Short-Term Investments
(cost $17,139,654)

  $ 17,139,654  
     

 

 

 
   

Total Investments
(cost $657,191,202)

    99.1    $ 659,154,004  
   

Other Assets and Liabilities

    0.9      6,119,300  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 665,273,304  
     

 

 

    

 

 

 
 

 

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

 

 

  109  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

(1)  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $11,977,245, which represented 1.8% of total net assets.

 

(2)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 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)  Security is a zero-coupon bond.

 

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

 

(6)  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $855,000 at April 30, 2018.

 

(7)  Current yield as of period end.

 

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

 

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

FHLMC

   Federal Home Loan Mortgage Corp.

FNMA

   Federal National Mortgage Association

GNMA

   Government National Mortgage Association

LIBOR

   London Interbank Offered Rate

MUNIPSA

   Municipal Swap Index Yield
Municipal Abbreviations:

DA

   Development Authority

GO

   General Obligation

ISD

   Independent School District

IDA

   Industrial Development Authority

PA

   Port Authority

Rev

   Revenue

USD

   Unified School District

VA

   Veterans Administration
 

 

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

 

 

  110  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Municipal Bonds

   $     642,014,350      $      $ 642,014,350      $  

Short-Term Investments

     17,139,654        17,139,654                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 659,154,004      $     17,139,654      $     642,014,350      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

 

 

  111  

 


The Hartford Municipal Real Return Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.5%  
            Alabama - 1.8%  
  $       270,000    

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

  $ 314,132  
    1,000,000    

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

    1,123,660  
    1,500,000    

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

    1,515,240  
     

 

 

 
    2,953,032  
     

 

 

 
      Alaska - 0.9%  
    375,000    

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

    379,843  
    1,000,000    

CIVICVentures, AK
5.00%, 09/01/2026

    1,127,890  
     

 

 

 
    1,507,733  
     

 

 

 
      Arizona - 0.4%  
    142,000    

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

    142,024  
    455,000    

Tempe, AZ, IDA
4.00%, 10/01/2023(1)

    455,091  
     

 

 

 
    597,115  
     

 

 

 
      California - 10.9%  
    855,000    

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

    919,681  
    500,000    

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

    500,000  
   

California State Health Facs

 
    250,000    

5.00%, 02/01/2029

    289,875  
    1,000,000    

6.00%, 07/01/2029

    1,048,130  
    170,000    

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

    176,758  
    1,000,000    

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

    1,173,840  
    300,000    

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

    313,503  
    315,000    

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

    355,506  
    1,000,000    

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

    1,099,950  
    400,000    

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

    401,044  
   

Inglewood, CA, Redevelopment Agency

 
    200,000    

5.00%, 05/01/2028

    233,742  
    200,000    

5.00%, 05/01/2029

    232,536  
    1,000,000    

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

    1,076,560  
    500,000    

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

    505,745  
    60,000    

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

    60,167  
    1,120,000    

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

    1,184,456  
    290,000    

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

    323,289  
    1,000,000    

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

    1,011,670  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.5% - (continued)  
      California - 10.9% - (continued)  
  $       665,000    

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

  $ 706,343  
   

Santa Margarita, CA, Water Dist Special Tax

 
    500,000    

5.00%, 09/01/2024

    542,745  
    500,000    

5.00%, 09/01/2025

    541,980  
    970,000    

5.00%, 09/01/2028

    1,078,106  
    500,000    

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

    510,915  
    1,000,000    

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

    1,027,620  
    1,250,000    

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

    1,311,950  
    1,000,000    

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

    1,035,880  
     

 

 

 
    17,661,991  
     

 

 

 
            Colorado - 0.7%  
    420,000    

E-470 Public Highway, CO, Auth Rev
1 mo. USD LIBOR + 1.05%,
2.32%, 09/01/2039(2)

    423,402  
    600,000    

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

    624,846  
     

 

 

 
    1,048,248  
     

 

 

 
            Connecticut - 3.0%  
    1,500,000    

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

    1,677,270  
    950,000    

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

    1,057,378  
    395,000    

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

    414,331  
   

Connecticut State, GO

 
    750,000    

5.00%, 04/15/2022

    811,913  
    750,000    

5.00%, 05/15/2025

    834,443  
     

 

 

 
    4,795,335  
     

 

 

 
            District of Columbia - 0.9%  
    1,500,000    

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

    1,520,835  
     

 

 

 
            Florida - 4.3%  
   

Broward County, FL, Airport System Rev

 
    145,000    

5.00%, 10/01/2019

    151,032  
    265,000    

5.00%, 10/01/2020

    282,734  
    285,000    

5.00%, 10/01/2021

    309,926  
   

City of Port State Lucie, FL

 
    590,000    

4.00%, 07/01/2028

    618,031  
    585,000    

4.00%, 07/01/2029

    611,945  
    1,000,000    

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

    1,082,320  
    1,000,000    

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

    1,152,010  
    190,000    

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

    201,793  
    530,000    

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

    595,360  
    625,000    

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

    710,281  
    1,000,000    

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

    1,145,090  
 

 

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

 

 

  112  

 


The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.5% - (continued)  
            Florida - 4.3% - (continued)  
  $       130,000    

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

  $ 131,087  
     

 

 

 
    6,991,609  
     

 

 

 
            Georgia - 3.5%  
    2,000,000    

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

    2,096,980  
   

Burke County, GA, DA Rev

 
    520,000    

1.85%, 12/01/2049(3)

    515,809  
    1,000,000    

3.00%, 11/01/2045(3)

    983,860  
    725,000    

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

    718,424  
    1,170,000    

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

    1,275,616  
     

 

 

 
        5,590,689  
     

 

 

 
            Hawaii - 0.7%  
    1,000,000    

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

    1,096,720  
     

 

 

 
            Illinois - 16.3%  
   

Chicago, IL, Board of Education

 
    1,000,000    

5.00%, 12/01/2034

    1,002,220  
    435,000    

6.00%, 01/01/2020

    448,998  
    150,000    

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

    174,318  
    1,000,000    

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

    1,113,530  
   

Chicago, IL, Transit Auth

 
    415,000    

5.00%, 06/01/2025

    464,493  
    100,000    

5.25%, 06/01/2022

    100,284  
   

City of Chicago, IL, GO

 
    1,000,000    

5.00%, 01/01/2020

    1,029,880  
    300,000    

5.00%, 12/01/2023

    308,910  
   

City of Chicago, IL, Wastewater Transmission Rev

 
    285,000    

5.00%, 01/01/2028

    311,619  
    715,000    

5.00%, 01/01/2029

    778,664  
    1,205,000    

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

    1,295,700  
    310,000    

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

    343,644  
    885,000    

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

    1,001,749  
    600,000    

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

    665,082  
 

Illinois State Finance Auth Rev

 

    1,000,000    

5.00%, 10/01/2023

    1,117,770  
    1,000,000    

5.00%, 02/15/2027

    1,141,800  
    335,000    

5.00%, 11/15/2028

    374,852  
    1,000,000    

5.00%, 11/15/2031

    1,116,590  
    1,000,000    

5.00%, 11/15/2033

    1,108,600  
    625,000    

5.00%, 11/15/2034

    680,575  
 

Illinois State Toll Highway Auth, Taxable Rev

 

    1,000,000    

5.00%, 01/01/2027

    1,108,910  
    1,000,000    

5.00%, 01/01/2031

    1,142,270  
 

Illinois State, GO

 

    1,000,000    

5.00%, 01/01/2022

    1,023,340  
    1,000,000    

5.00%, 02/01/2026

    1,033,700  
    2,000,000    

5.25%, 01/01/2021

    2,083,520  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.5% - (continued)  
            Illinois - 16.3% - (continued)  
  $       1,400,000    

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

  $ 1,549,408  
    625,000    

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

    703,588  
    1,000,000    

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

    1,045,020  
    815,000    

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

    427,207  
   

Railsplitter Tobacco Settlement Auth, IL

 
    405,000    

5.00%, 06/01/2027

    461,485  
    1,000,000    

5.50%, 06/01/2023

    1,099,950  
     

 

 

 
        26,257,676  
     

 

 

 
            Indiana - 1.3%  
    870,000    

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

    1,001,596  
   

University of Southern Indiana

 
    820,000    

5.00%, 10/01/2022

    855,285  
    250,000    

5.00%, 10/01/2023

    260,757  
     

 

 

 
    2,117,638  
     

 

 

 
            Kentucky - 0.7%  
    1,085,000    

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

    1,173,807  
     

 

 

 
            Louisiana - 1.8%  
    600,000    

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

    676,872  
    1,155,000    

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

    1,284,152  
    95,000    

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

    95,741  
   

New Orleans, LA, Aviation Board

 
    190,000    

5.00%, 01/01/2026

    216,955  
    125,000    

5.00%, 01/01/2027

    143,945  
    500,000    

5.00%, 01/01/2034

    545,145  
     

 

 

 
    2,962,810  
     

 

 

 
            Maryland - 0.3%  
    105,000    

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

    107,324  
    430,000    

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

    421,215  
     

 

 

 
    528,539  
     

 

 

 
            Massachusetts - 0.5%  
    200,000    

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

    233,530  
    545,000    

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

    564,451  
     

 

 

 
    797,981  
     

 

 

 
            Michigan - 2.4%  
    1,000,000    

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

    1,143,830  
 

 

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

 

 

  113  

 


The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.5% - (continued)  
            Michigan - 2.4% - (continued)  
   

Michigan Finance Auth

 
  $       600,000    

5.00%, 07/01/2018

  $ 602,718  
    335,000    

5.00%, 07/01/2027

    372,185  
    335,000    

5.00%, 07/01/2028

    371,508  
    350,000    

5.00%, 07/01/2029

    386,831  
    265,000    

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

    310,130  
    370,000    

State of Michigan
5.00%, 03/15/2027

    434,798  
    275,000    

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

    309,064  
     

 

 

 
    3,931,064  
     

 

 

 
            Minnesota - 0.7%  
   

Duluth, MN, ISD, No. 709

 
    600,000    

3.00%, 02/01/2021

    608,700  
    240,000    

4.00%, 02/01/2027

    255,276  
    315,000    

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

    331,682  
     

 

 

 
    1,195,658  
     

 

 

 
            Missouri - 1.5%  
    1,000,000    

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

    1,146,220  
   

Kirkwood, MO, IDA Retirement Community

 
    500,000    

5.25%, 05/15/2042

    529,485  
    500,000    

5.25%, 05/15/2050

    526,445  
    1,000,000    

Stone Canyon, MO, Community Improvement Dist Rev
5.75%, 04/01/2027(4)(5)(6)

    245,000  
     

 

 

 
    2,447,150  
     

 

 

 
            Nevada - 0.2%  
    380,000    

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

    394,911  
     

 

 

 
            New Jersey - 2.0%  
    175,000    

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

    189,018  
   

New Jersey State Econ DA

 
    330,000    

4.88%, 09/15/2019

    337,521  
    1,000,000    

5.00%, 09/01/2021

    1,053,010  
    1,060,000    

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

    1,063,784  
    555,000    

Tobacco Settlement Financing Corp, NJ
5.00%, 06/01/2029

    631,251  
     

 

 

 
    3,274,584  
     

 

 

 
            New York - 8.8%  
    1,000,000    

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

    1,020,209  
    1,000,000    

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

    1,079,970  
    395,000    

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

    406,435  
    315,000    

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

    321,606  
   

New York State Dormitory Auth Rev

 
    1,500,000    

5.00%, 03/15/2030

    1,731,270  
    4,500,000    

5.00%, 03/15/2031

    5,195,635  
    2,000,000    

5.38%, 03/01/2029

    2,057,620  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.5% - (continued)  
            New York - 8.8% - (continued)  
  $       765,000    

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

  $ 832,358  
    520,000    

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

    523,338  
    75,000    

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

    81,764  
   

Town of Oyster Bay, NY, GO

 
    265,000    

3.00%, 03/01/2021

    267,290  
    155,000    

4.00%, 11/01/2022

    160,823  
    445,000    

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

    511,185  
     

 

 

 
    14,189,503  
     

 

 

 
            North Carolina - 0.2%  
    275,000    

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

    282,681  
     

 

 

 
            Ohio - 2.8%  
   

City of Cleveland, OH, Airport System Rev

 
    355,000    

5.00%, 01/01/2022

    387,830  
    325,000    

5.00%, 01/01/2023

    360,246  
    85,000    

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

    101,168  
    1,200,000    

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

    1,263,600  
    2,000,000    

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

    2,342,860  
     

 

 

 
    4,455,704  
     

 

 

 
            Oregon - 1.3%  
    295,000    

Clackamas County, OR, Hospital Facility Auth
2.80%, 05/15/2024(7)

    294,348  
    2,300,000    

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

    899,783  
    800,000    

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

    908,368  
     

 

 

 
    2,102,499  
     

 

 

 
            Other U.S. Territories - 0.2%  
    380,000    

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

    389,774  
     

 

 

 
            Pennsylvania - 5.6%  
    145,000    

Commonwealth Finance Auth, PA
5.00%, 06/01/2031

    163,601  
    1,000,000    

5.00%, 06/01/2026

    1,137,640  
    125,000    

5.00%, 06/01/2028

    143,325  
    250,000    

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

    289,357  
    605,000    

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

    696,506  
   

Lancaster County, PA, Hospital Auth

 
    140,000    

5.00%, 07/01/2024

    153,744  
    115,000    

5.00%, 07/01/2025

    126,914  
   

Pennsylvania State Turnpike Commission Rev

 
    200,000    

5.00%, 12/01/2027

    228,972  
    665,000    

6.00%, 06/01/2028

    667,234  
    1,000,000    

Pennsylvania Turnpike Commission
5.00%, 12/01/2031

    1,145,710  
 

 

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

 

 

  114  

 


The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.5% - (continued)  
            Pennsylvania - 5.6% - (continued)  
  $       1,000,000    

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

  $ 1,040,690  
   

Philadelphia, PA, School Dist GO

 
    365,000    

5.00%, 09/01/2023

    403,161  
    200,000    

5.25%, 09/01/2023

    211,996  
   

Pittsburgh, PA, School Dist GO

 
    1,570,000    

5.00%, 09/01/2021

    1,709,856  
    750,000    

5.00%, 09/01/2023

    816,555  
    150,000    

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

    166,356  
     

 

 

 
    9,101,617  
     

 

 

 
            Puerto Rico - 0.4%  
    360,000    

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

    369,162  
   

Puerto Rico Electric Power Auth

 
    200,000    

5.00%, 07/01/2019

    203,958  
    60,000    

5.25%, 07/01/2019

    61,357  
     

 

 

 
    634,477  
     

 

 

 
            Rhode Island - 1.7%  
   

Rhode Island Health & Educational Bldg Corp.

 
    1,215,000    

5.00%, 05/15/2018

    1,216,142  
    800,000    

5.00%, 05/15/2027

    905,136  
    530,000    

5.00%, 05/15/2028

    601,672  
     

 

 

 
    2,722,950  
     

 

 

 
            South Carolina - 1.3%  
    1,000,000    

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

    1,141,280  
   

South Carolina State Public Service Auth

 
    315,000    

5.00%, 12/01/2031

    344,484  
    500,000    

5.00%, 12/01/2034

    541,285  
     

 

 

 
    2,027,049  
     

 

 

 
            South Dakota - 0.9%  
    870,000    

South Dakota Housing DA
4.00%, 11/01/2047

    915,466  
    415,000    

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

    463,925  
     

 

 

 
    1,379,391  
     

 

 

 
            Texas - 12.8%  
    210,000    

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

    233,426  
    595,000    

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

    684,024  
    2,250,000    

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

    2,596,072  
 

Clifton, TX, Higher Education Finance Corp.

 

    1,000,000    

4.00%, 08/15/2029

    1,079,650  
    1,050,000    

4.00%, 08/15/2030

    1,119,342  
    1,000,000    

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

    1,148,570  
    750,000    

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

    797,557  
    1,500,000    

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

    1,733,190  
    250,000    

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

    272,653  
    2,000,000    

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

    2,083,831  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.5% - (continued)  
            Texas - 12.8% - (continued)  
  $       1,580,000    

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

  $ 1,783,330  
    1,000,000    

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

    1,059,610  
    1,000,000    

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

    1,108,370  
    325,000    

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

    374,111  
    2,000,000    

Socorro, TX, ISD
5.00%, 08/15/2030

    2,353,940  
 

Tarrant County, TX, Cultural Education Facs

 

    575,000    

5.00%, 10/01/2034

    612,248  
    1,000,000    

6.25%, 11/15/2029

    1,023,597  
    550,000    

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

    602,008  
     

 

 

 
    20,665,529  
     

 

 

 
      Virginia - 0.3%  
    500,000    

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

    508,091  
     

 

 

 
      Washington - 1.5%  
    2,285,000    

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

    2,362,050  
     

 

 

 
      Wisconsin - 2.7%  
    1,705,000    

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

    1,886,361  
    235,000    

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

    237,051  
 

Wisconsin State

 

    125,000    

5.75%, 05/01/2033

    129,859  
    865,000    

6.00%, 05/01/2036

    900,742  
    1,000,000    

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

    1,124,840  
     

 

 

 
    4,278,853  
     

 

 

 
      Wyoming - 0.2%  
    325,000    

Wyoming Community DA
4.00%, 12/01/2046

    341,549  
     

 

 

 
 

Total Municipal Bonds
(cost $153,395,638)

  $ 154,286,842  
     

 

 

 
 

Total Long-Term Investments
(cost $153,395,638)

  $ 154,286,842  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 2.7%  
      Other Investment Pools & Funds - 2.7%  
    4,439,730    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.62%(9)

  $ 4,439,730  
     

 

 

 
   

Total Short-Term Investments
(cost $4,439,730)

 

   $ 4,439,730  
        

 

 

 
   

Total Investments
(cost $157,835,368)

    98.2    $ 158,726,572  
   

Other Assets and Liabilities

    1.8      2,851,710  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 161,578,282  
     

 

 

    

 

 

 
 

 

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

 

 

  115  

 


The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group 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 April 30, 2018, the aggregate value of these securities was $2,338,299, which represented 1.4% of total net assets.

 

(2)  Variable rate security; the rate reported is the coupon rate in effect at April 30, 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 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 April 30, 2018, the aggregate value of this security was $245,000, which represented 0.2% of total net assets.

 

(5)  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of this security was $245,000, which represented 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

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

 

(7)  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $295,000 at April 30, 2018.

 

(8)  Security is a zero-coupon bond.

 

(9)  Current yield as of period end.

 

OTC Interest Rate Swap Contracts Outstanding at April 30, 2018  

Counterparty

  Payments
made
by Fund
   Payments
received
by Fund
   Notional
Amount
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value     Unrealized
Appreciation/
(Depreciation)
 

BCLY

  1.15% Fixed    CPURNSA      USD        3,600,000        01/15/20        At Maturity      $      $      $ 79,625     $ 79,625  

BCLY

  1.18% Fixed    CPURNSA      USD        7,550,000        01/15/19        At Maturity                      117,404       117,404  

BCLY

  1.28% Fixed    CPURNSA      USD        3,700,000        01/15/20        At Maturity                      82,656       82,656  

BCLY

  1.54% Fixed    CPURNSA      USD        7,000,000        03/03/21        At Maturity                      243,205       243,205  

BCLY

  1.67% Fixed    CPURNSA      USD        5,750,000        03/08/26        At Maturity                      343,877       343,877  

BCLY

  2.29% Fixed    CPURNSA      USD        6,592,000        01/15/22        At Maturity                      (57     (57

BNP

  1.59% Fixed    CPURNSA      USD        22,263,000        07/15/21        At Maturity                      726,308       726,308  

BNP

  1.69% Fixed    CPURNSA      USD        4,850,000        01/15/23        At Maturity                      201,763       201,763  

BOA

  1.62% Fixed    CPURNSA      USD        8,639,000        07/15/21        At Maturity                      271,714       271,714  

BOA

  2.12% Fixed    CPURNSA      USD        7,429,000        01/15/24        At Maturity                      85,202       85,202  

CBK

  2.03% Fixed    CPURNSA      USD        1,185,000        06/01/25        At Maturity                      20,652       20,652  

CBK

  2.26% Fixed    CPURNSA      USD        2,098,000        02/15/42        At Maturity                      65,066       65,066  

CBK

  2.45% Fixed    CPURNSA      USD        950,000        11/07/34        At Maturity                      (39,977     (39,977

DEUT

  1.23% Fixed    CPURNSA      USD        7,450,000        11/12/19        At Maturity                      145,456       145,456  

DEUT

  1.48% Fixed    CPURNSA      USD        2,300,000        07/15/23        At Maturity                      100,926       100,926  

DEUT

  1.53% Fixed    CPURNSA      USD        1,850,000        12/11/24        At Maturity                      87,989       87,989  

DEUT

  1.55% Fixed    CPURNSA      USD        5,020,000        09/02/20        At Maturity                      99,049       99,049  

DEUT

  1.68% Fixed    CPURNSA      USD        1,985,000        08/04/25        At Maturity                      98,992       98,992  

DEUT

  1.70% Fixed    CPURNSA      USD        1,475,000        12/02/24        At Maturity                      70,302       70,302  

JPM

  1.76% Fixed    CPURNSA      USD        12,288,000        07/15/23        At Maturity                      558,493       558,493  

JPM

  1.80% Fixed    CPURNSA      USD        5,080,000        11/03/25        At Maturity                      209,586       209,586  

JPM

  2.33% Fixed    CPURNSA      USD        7,000,000        09/30/21        At Maturity                      (429,505     (429,505

JPM

  2.75% Fixed    CPURNSA      USD        1,075,000        03/03/21        At Maturity                      (109,614     (109,614

MSC

  1.44% Fixed    CPURNSA      USD        1,525,000        08/09/23        At Maturity                      73,587       73,587  
                   

 

 

    

 

 

    

 

 

   

 

 

 

Total

 

         $     —      $     —      $     3,102,699     $     3,102,699  
                   

 

 

    

 

 

    

 

 

   

 

 

 

 

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

 

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

 

 

  116  

 


The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

BCLY

   Barclays

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBK

   Citibank NA

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:

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

   Unified School District
 

 

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

 

 

  117  

 


The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Municipal Bonds

   $ 154,286,842     $      $ 154,286,842     $  

Short-Term Investments

     4,439,730       4,439,730               

Swaps - Interest Rate(2)

     3,681,852              3,681,852        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     162,408,424     $     4,439,730      $     157,968,694     $     —  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

 

Swaps - Interest Rate(2)

   $ (579,153   $      $ (579,153   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (579,153   $      $ (579,153   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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.

 

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

 

 

  118  

 


Hartford Municipal Short Duration Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.2%  
      Arizona - 1.9%  
  $       250,000    

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

  $ 261,530  
    105,000    

Tempe, AZ, IDA
4.00%, 10/01/2023(1)

    105,021  
     

 

 

 
    366,551  
     

 

 

 
      California - 8.4%  
    170,000    

Alameda Corridor, CA, Transportation Auth Rev
0.00%, 10/01/2018(2)

    168,327  
 

California County Tobacco Securitization Agency

 

    200,000    

4.00%, 06/01/2018

    200,428  
    195,000    

5.00%, 06/01/2020

    208,761  
    250,000    

California Health Facs Finance Auth Rev
5.88%, 07/01/2025

    261,675  
    200,000    

Jurupa, CA, Public Financing Auth
4.00%, 09/01/2018

    201,478  
    80,000    

Long Beach Bond Finance Auth, CA
5.25%, 11/15/2018

    81,336  
    250,000    

Orange County, CA, Community Facs Dist
4.00%, 08/15/2021

    262,641  
    75,000    

Roseville, CA, Natural Gas Financing Auth
5.00%, 02/15/2023

    82,375  
    20,000    

San Jose, CA, Redevelopment Agency
6.50%, 08/01/2018

    20,233  
    100,000    

Tustin, CA, Community Facs Dist
3.00%, 09/01/2019

    101,107  
     

 

 

 
    1,588,361  
     

 

 

 
      Colorado - 4.0%  
    200,000    

Colorado Health Facs Auth Rev
5.00%, 06/01/2018

    200,438  
    130,000    

Colorado Housing & Finance Auth Rev
4.00%, 05/01/2048

    136,435  
    150,000    

Denver, CO, Convention Center Hotel Auth
5.00%, 12/01/2022

    165,447  
 

E-470 Public Highway, CO, Auth Rev

 

    50,000    

0.00%, 09/01/2019(2)

    48,707  
    40,000    

1 mo. USD LIBOR + 1.05%,
2.32%, 09/01/2039(3)

    40,324  
    150,000    

Park Creek, CO, Metropolitan Dist
5.00%, 12/01/2021

    163,033  
     

 

 

 
    754,384  
     

 

 

 
      Connecticut - 4.4%  
    150,000    

City of Bridgeport, CT, GO
4.00%, 08/15/2021

    159,050  
    150,000    

City of New Haven, CT, GO
5.00%, 08/15/2021

    160,480  
    100,000    

Connecticut State Health & Educational Facs Auth
3.25%, 09/01/2021(1)

    100,019  
    140,000    

Connecticut State, GO
5.00%, 07/15/2022

    152,127  
    250,000    

Town of Hamden, CT, GO
5.00%, 08/15/2019

    258,755  
     

 

 

 
    830,431  
     

 

 

 
      District of Columbia - 0.9%  
 

Metropolitan Washington, DC, Airports Auth

 

    70,000    

5.00%, 10/01/2019

    72,872  
    95,000    

5.00%, 10/01/2039

    100,757  
     

 

 

 
    173,629  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.2% - (continued)  
      Florida - 2.6%  
  $       165,000    

Broward County, FL, Airport System Rev
5.00%, 10/01/2020

  $ 176,042  
    200,000    

City of Port, St. Lucie, FL
1.75%, 07/01/2022

    188,814  
    50,000    

Miami-Dade County, FL, Aviation Rev
5.00%, 10/01/2024

    56,510  
    65,000    

Miami-Dade County, FL, Seaport Rev
5.00%, 10/01/2021

    70,107  
     

 

 

 
    491,473  
     

 

 

 
      Georgia - 2.3%  
 

Burke County, GA, DA Rev

 

    55,000    

1.85%, 12/01/2049(4)

    54,557  
    70,000    

2.35%, 10/01/2032(4)

    69,595  
    100,000    

3.00%, 11/01/2045(4)

    98,386  
    100,000    

Monroe County, GA, DA Rev
2.40%, 01/01/2039(4)

    99,093  
    100,000    

Municipal Electric Auth, GA
5.00%, 11/01/2022

    110,572  
     

 

 

 
    432,203  
     

 

 

 
      Guam - 0.8%  
    150,000    

Antonio B Won Pat International Airport Auth, Guam
5.00%, 10/01/2018

    151,602  
     

 

 

 
      Illinois - 20.0%  
 

Chicago, IL, Board of Education, GO

 

    45,000    

0.00%, 12/01/2021(2)

    39,174  
    55,000    

0.00%, 12/01/2022(2)

    45,444  
    100,000    

5.00%, 12/01/2021

    104,901  
    225,000    

Chicago, IL, Midway International Airport Rev
5.00%, 01/01/2023

    247,423  
 

Chicago, IL, Transit Auth

 

    100,000    

5.00%, 06/01/2019

    102,918  
    100,000    

5.00%, 06/01/2020

    105,286  
    100,000    

5.00%, 12/01/2022

    108,224  
    250,000    

City of Chicago, IL, O’Hare International Airport
5.25%, 01/01/2019

    255,307  
    70,000    

City of Chicago, IL, Park Dist GO
3.00%, 01/01/2021

    70,923  
    160,000    

City of Chicago, IL, Wastewater Transmission Rev
0.00%, 01/01/2022(2)

    143,411  
 

City of Chicago, IL, Waterworks Rev

 

    100,000    

5.00%, 11/01/2018

    101,507  
    85,000    

5.00%, 11/01/2020

    90,454  
 

Cook County, IL, GO

 

    100,000    

5.00%, 11/15/2019

    104,159  
    150,000    

5.00%, 11/15/2022

    166,393  
    125,000    

Illinois Housing DA
3.05%, 08/01/2022

    125,641  
 

Illinois State Finance Auth Rev

 

    90,000    

4.50%, 05/15/2020

    90,091  
    50,000    

5.00%, 08/15/2020

    52,474  
    100,000    

5.00%, 11/15/2021

    108,586  
    150,000    

5.00%, 02/15/2022

    162,276  
    130,000    

7.75%, 08/15/2034

    139,473  
 

Illinois State, GO

 

    180,000    

4.00%, 06/15/2020

    185,800  
    100,000    

5.00%, 02/01/2020

    102,670  
    75,000    

5.00%, 04/01/2021

    77,647  
 

 

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

 

 

  119  

 


Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.2% - (continued)  
      Illinois - 20.0% - (continued)  
  $       120,000    

5.00%, 02/01/2022

  $ 124,427  
    200,000    

5.00%, 11/01/2022

    208,744  
    100,000    

Kane McHenry Cook & DeKalb Counties, IL, USD GO
4.00%, 01/01/2020

    102,989  
    50,000    

Kendall Kane & Will Counties, IL, USD GO
0.00%, 02/01/2021(2)

    46,386  
 

Metropolitan Pier & Exposition Auth, IL

 

    50,000    

0.00%, 12/15/2019(2)

    47,449  
    50,000    

0.00%, 06/15/2021(2)

    44,802  
 

Railsplitter, IL, Tobacco Settlement Auth

 

    100,000    

5.00%, 06/01/2018

    100,237  
    150,000    

5.00%, 06/01/2022

    163,728  
    50,000    

5.25%, 06/01/2021

    54,160  
    150,000    

Village of Bolingbrook IL
5.00%, 01/01/2023

    164,397  
     

 

 

 
    3,787,501  
     

 

 

 
      Kentucky - 1.1%  
    200,000    

Kentucky State Property & Building Commission
5.00%, 05/01/2020

    210,722  
     

 

 

 
      Louisiana - 3.6%  
 

City of New Orleans, LA, Sewerage Service Rev

 

    165,000    

5.00%, 06/01/2018

    165,408  
    110,000    

5.00%, 06/01/2021

    118,612  
    100,000    

Louisiana State Public Facs Auth Rev
3.00%, 05/15/2018

    100,034  
 

New Orleans, LA, Aviation Board

 

    75,000    

5.00%, 01/01/2019

    76,580  
    200,000    

5.00%, 01/01/2023

    221,040  
     

 

 

 
    681,674  
     

 

 

 
      Maryland - 0.9%  
    20,000    

Maryland Econ Development Corp.
4.00%, 06/01/2020

    20,790  
    150,000    

Rockville, MD, Mayor
5.00%, 11/01/2018

    152,133  
     

 

 

 
    172,923  
     

 

 

 
      Massachusetts - 2.2%  
    100,000    

Massachusetts Development Finance Agency
3.50%, 10/01/2022(1)

    102,176  
 

Massachusetts Educational Financing Auth

 

    20,000    

5.00%, 07/01/2023

    21,910  
    80,000    

5.00%, 07/01/2024

    88,324  
    35,000    

Massachusetts Housing Finance Agency
1.50%, 12/01/2047(4)

    34,536  
    150,000    

Massachusetts State Development Finance Agency Rev
5.00%, 07/01/2022

    163,557  
     

 

 

 
    410,503  
     

 

 

 
      Michigan - 3.1%  
 

Michigan Finance Auth

 

    150,000    

5.00%, 04/01/2019

    153,817  
    150,000    

5.00%, 07/01/2019

    155,130  
    150,000    

5.00%, 11/15/2022

    165,579  
    100,000    

State of Michigan
5.00%, 03/15/2021

    107,829  
     

 

 

 
    582,355  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.2% - (continued)  
      Minnesota - 1.9%  
  $       135,000    

City of Rochester, MN, Healthcare & Housing Rev Facs
3.50%, 12/01/2018

  $ 135,647  
    200,000    

Duluth, MN, ISD, No. 709
5.00%, 02/01/2022

    216,876  
     

 

 

 
    352,523  
     

 

 

 
      Missouri - 0.8%  
    50,000    

City of State Louis, MO, Airport Rev
5.00%, 07/01/2023

    55,634  
    100,000    

Kirkwood, MO, IDA
5.00%, 05/15/2022

    106,803  
     

 

 

 
    162,437  
     

 

 

 
      Nebraska - 1.2%  
    120,000    

Central Plains, NE, Energy Proj Gas Rev
5.25%, 12/01/2021

    131,405  
    100,000    

Washington County, NE
2.38%, 09/01/2030(4)

    100,417  
     

 

 

 
    231,822  
     

 

 

 
      Nevada - 0.4%  
    85,000    

Clark County, NV
2.25%, 12/01/2019

    84,934  
     

 

 

 
      New Jersey - 2.5%  
    50,000    

City of Atlantic, NJ, GO
5.00%, 03/01/2020

    52,286  
    280,000    

New Jersey Educational Facs Auth Rev
5.00%, 09/01/2019

    290,066  
    125,000    

Tobacco Settlement Financing Corp, NJ
5.00%, 06/01/2023

    138,311  
     

 

 

 
    480,663  
     

 

 

 
      New Mexico - 0.5%  
    90,000    

New Mexico Mortgage Finance Auth
3.75%, 09/01/2048

    93,762  
     

 

 

 
      New York - 2.2%  
    100,000    

New York State Dormitory Auth Rev
4.00%, 12/01/2018(1)

    100,759  
 

New York Transportation Development Corp. Rev

 

    80,000    

5.00%, 08/01/2018

    80,514  
    100,000    

5.00%, 01/01/2019

    102,006  
    25,000    

Oyster Bay, NY, Public Improvement, GO
5.00%, 02/15/2019

    25,320  
    100,000    

TSASC, Inc, NY
5.00%, 06/01/2020

    105,683  
     

 

 

 
    414,282  
     

 

 

 
      North Dakota - 1.7%  
 

North Dakota Housing Finance Agency

 

    130,000    

3.50%, 07/01/2046

    133,641  
    175,000    

4.00%, 01/01/2048

    184,235  
     

 

 

 
    317,876  
     

 

 

 
      Ohio - 0.7%  
 

City of Cleveland, OH, Airport System Rev

 

    60,000    

5.00%, 01/01/2022

    65,549  
    60,000    

5.00%, 01/01/2023

    66,507  
     

 

 

 
    132,056  
     

 

 

 
 

 

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

 

 

  120  

 


Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.2% - (continued)  
      Oregon - 0.8%  
  $       145,000    

State of Oregon Housing & Community Services Department
3.50%, 07/01/2048

  $ 149,318  
     

 

 

 
      Pennsylvania - 9.1%  
    165,000    

Allegheny County, PA, Hospital DA
5.38%, 08/15/2029

    171,966  
    125,000    

Beaver County, PA, GO
4.00%, 11/15/2018

    126,339  
    150,000    

Commonwealth Financing Auth, PA
5.00%, 06/01/2022

    163,666  
    100,000    

Lancaster County, PA, Hospital Auth
5.00%, 07/01/2020

    105,317  
 

Lehigh County, PA, IDA

 

    65,000    

1.80%, 02/15/2027(4)

    62,454  
    55,000    

1.80%, 09/01/2029(4)

    52,509  
    150,000    

Montgomery County, PA, IDA Rev
4.00%, 12/01/2020

    155,358  
    250,000    

Pennsylvania Turnpike Commission Rev
MUNIPSA + 0.98%,
2.73%, 12/01/2021(3)

    254,350  
    150,000    

Philadelphia, IDA, PA
5.00%, 12/01/2022

    165,858  
 

Philadelphia, PA, Hospitals & Higher Education Facs Auth

 
    115,000    

5.00%, 07/01/2019

    118,060  
    20,000    

5.00%, 07/01/2020

    20,908  
 

Philadelphia, School Dist GO

 

    85,000    

4.00%, 09/01/2022

    87,419  
    65,000    

5.00%, 09/01/2020

    69,050  
    150,000    

Reading, PA, School Dist GO
5.00%, 03/01/2023

    165,807  
     

 

 

 
    1,719,061  
     

 

 

 
      Puerto Rico - 0.5%  
    40,000    

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

    41,018  
 

Puerto Rico Electric Power Auth

 

    25,000    

5.00%, 07/01/2019

    25,495  
    35,000    

5.25%, 07/01/2019

    35,791  
     

 

 

 
    102,304  
     

 

 

 
      Rhode Island - 2.0%  
    150,000    

Rhode Island Health & Educational Building Corp.
5.00%, 05/15/2022

    162,868  
    50,000    

Rhode Island Housing & Mortgage Finance Corp.
4.00%, 10/01/2032

    51,488  
 

Rhode Island Tobacco Settlement Financing Corp.

 

    100,000    

5.00%, 06/01/2020

    105,788  
    60,000    

5.00%, 06/01/2021

    64,772  
     

 

 

 
    384,916  
     

 

 

 
      South Dakota - 1.5%  
    250,000    

South Dakota State Educational Enhancement Funding Corp.
5.00%, 06/01/2023

    277,875  
     

 

 

 
      Tennessee - 3.9%  
    150,000    

Shelby County, TN, Health Educational & Housing Facs Board
4.00%, 09/01/2022(1)

    146,381  
 

Tennessee Housing Development Agency Rev

 

    155,000    

3.50%, 07/01/2045

    159,493  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.2% - (continued)  
      Tennessee - 3.9% - (continued)  
  $       225,000    

3.50%, 01/01/2047

  $ 231,644  
    200,000    

3.50%, 01/01/2048

    206,112  
     

 

 

 
    743,630  
     

 

 

 
      Texas - 7.6%  
    105,000    

City of San Antonio, TX, Airport System
5.00%, 07/01/2022

    115,011  
    350,000    

Clear Creek ISD GO, TX
1.45%, 02/15/2035(4)

    344,795  
    200,000    

Corpus Christi ISD GO, TX
2.00%, 08/15/2047(4)

    200,098  
    210,000    

Harris County-Houston, TX, Sports Auth
5.00%, 11/15/2020

    223,996  
    100,000    

Kerrville, TX, Health Facs Development Corp.
5.00%, 08/15/2020

    105,358  
 

Lower Colorado River, TX, Auth Rev

 

    120,000    

4.00%, 05/15/2020

    124,594  
    100,000    

5.00%, 05/15/2020

    105,812  
    150,000    

New Hope, TX, Cultural Education Facs Finance Corp.
1.70%, 11/01/2019

    148,530  
    75,000    

Texas Municipal Gas Acquisition & Supply Corp. Rev
5.25%, 12/15/2018

    76,403  
     

 

 

 
    1,444,597  
     

 

 

 
      Virginia - 0.5%  
    90,000    

Wise County, VA, IDA Rev
1.88%, 11/01/2040(4)

    89,136  
     

 

 

 
      Washington - 0.7%  
    55,000    

State of Washington, GO
5.00%, 08/01/2019

    57,138  
    80,000    

Washington State Health Care Facs Auth Rev
5.00%, 10/01/2039

    83,530  
     

 

 

 
    140,668  
     

 

 

 
      Wisconsin - 0.5%  
    100,000    

Public Finance Auth, WI
5.00%, 05/15/2020(1)

    104,425  
     

 

 

 
 

Total Municipal Bonds
(cost $18,249,465)

  $ 18,060,597  
     

 

 

 
 

Total Long-Term Investments
(cost $18,249,465)

  $ 18,060,597  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 3.7%  
      Other Investment Pools & Funds - 3.7%  
    702,193    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.62%(5)

  $ 702,193  
     

 

 

 
 

Total Short-Term Investments
(cost $702,193)

 

   $ 702,193  
      

 

 

 
 

Total Investments
(cost $18,951,658)

    98.9    $ 18,762,790  
 

Other Assets and Liabilities

    1.1      212,034  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 18,974,824  
   

 

 

    

 

 

 
 

 

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

 

 

  121  

 


Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group 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 April 30, 2018, the aggregate value of these securities was $658,781, which represented 3.5% of total net assets.

 

(2)  Security is a zero-coupon bond.

 

(3)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(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)  Current yield as of period end.

 

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

 

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

LIBOR

   London Interbank Offered Rate

MUNIPSA

   Municipal Swap Index Yield
Municipal Abbreviations:

DA

   Development Authority

GO

   General Obligation

ISD

   Independent School District

IDA

   Industrial Development Authority

Rev

   Revenue

USD

   Unified School District

 

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

 

 

  122  

 


Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Municipal Bonds

   $ 18,060,597      $      $ 18,060,597      $  

Short-Term Investments

     702,193        702,193                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     18,762,790      $     702,193      $     18,060,597      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

 

 

  123  

 


The Hartford Quality Bond Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 32.6%  
            Canada - 0.7%  
  $       915,000    

Master Credit Card Trust
3.74%, 07/22/2024(1)

  $ 906,214  
     

 

 

 
            Cayman Islands - 4.0%  
   

BlueMountain CLO Ltd.

 
    675,000    

3 mo. USD LIBOR + 1.420%,
3.31%, 11/20/2028(1)(2)

    676,713  
    675,000    

3 mo. USD LIBOR + 1.600%,
3.96%, 10/22/2030(1)(2)

    674,514  
    605,000    

3 mo. USD LIBOR + 2.500%,
4.84%, 04/13/2027(1)(2)

    604,618  
    550,000    

Bowman Park CLO Ltd.
3 mo. USD LIBOR + 1.180%,
3.10%, 11/23/2025(1)(2)

    549,787  
    250,000    

Carlyle Global Market Strategies CLO Carlyle Global Market Strategies Ltd.
3 mo. USD LIBOR + 0.970%,
3.31%, 04/17/2031(1)(2)

    249,867  
    330,519    

Cent CLO Ltd.
3 mo. USD LIBOR + 1.120%,
3.48%, 07/23/2025(1)(2)

    331,558  
    350,000    

LCM L.P.
3 mo. USD LIBOR + 1.400%,
3.76%, 04/20/2028(1)(2)

    349,646  
    761,308    

LCM XVII L.P.
3 mo. USD LIBOR + 1.350%,
3.70%, 10/15/2026(1)(2)

    762,102  
    785,000    

Madison Park Funding Ltd.
3 mo. USD LIBOR + 1.260%,
3.62%, 07/20/2026(1)(2)

    785,422  
    445,000    

Magnetite CLO Ltd.
3 mo. USD LIBOR + 1.300%,
3.65%, 04/15/2026(1)(2)

    445,000  
     

 

 

 
        5,429,227  
     

 

 

 
            United States - 27.9%  
    1,100,000    

245 Park Avenue Trust
3.78%, 06/05/2037(1)(3)

    1,066,320  
    88,895    

Angel Oak Mortgage Trust LLC
2.81%, 01/25/2047(1)(3)

    87,269  
   

Cabela’s Credit Card Master Note Trust

 
    625,000    

1 mo. USD LIBOR + 0.540%,
2.44%, 03/15/2023(2)

    628,495  
    605,000    

2.71%, 02/17/2026(1)

    590,669  
    961,000    

Capital Auto Receivables Asset Trust
3.62%, 05/20/2021

    967,731  
    265,000    

Citigroup Commercial Mortgage Trust
3.15%, 11/15/2049

    254,569  
   

COLT Mortgage Loan Trust

 
    119,743    

2.75%, 09/25/2046(1)(3)

    119,306  
    142,957    

3.08%, 02/25/2048(1)(3)

    142,947  
    343,435    

3.75%, 12/26/2046(1)(3)

    343,435  
   

Commercial Mortgage Trust

 
    1,150,000    

3.35%, 02/10/2048

    1,130,131  
    618,000    

3.63%, 10/10/2048

    617,217  
    925,000    

3.70%, 08/10/2048

    927,154  
   

Connecticut Avenue Securities

 
    133,661    

1 mo. USD LIBOR + 1.450%,
3.35%, 01/25/2029(2)

    134,727  
    484,314    

1 mo. USD LIBOR + 5.000%,
6.90%, 07/25/2025(2)

    552,574  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 32.6% - (continued)  
            United States - 27.9% - (continued)  
   

CSAIL Commercial Mortgage Trust

 
  $       1,180,950    

3.72%, 08/15/2048

  $ 1,185,484  
    925,000    

3.81%, 11/15/2048

    932,073  
    750,000    

CSMC Trust
2.76%, 04/05/2033(1)

    738,405  
    192,858    

Deephaven Residential Mortgage Trust
2.73%, 12/26/2046(1)(3)

    189,495  
   

Fannie Mae Connecticut Avenue Securities

 
    792,236    

1 mo. USD LIBOR + 0.550%,
2.45%, 01/25/2030(2)

    792,295  
    516,618    

1 mo. USD LIBOR + 0.750%,
2.65%, 02/25/2030(2)

    517,175  
    392,295    

1 mo. USD LIBOR + 0.850%,
2.75%, 11/25/2029(2)

    393,420  
    602,240    

1 mo. USD LIBOR + 1.150%,
3.05%, 09/25/2029(2)

    605,818  
    357,710    

1 mo. USD LIBOR + 2.200%,
4.10%, 10/25/2028(2)

    359,953  
    865,000    

1 mo. USD LIBOR + 4.250%,
6.15%, 01/25/2029(2)

    984,796  
    850,000    

1 mo. USD LIBOR + 4.450%,
6.35%, 01/25/2029(2)

    956,583  
    840,867    

1 mo. USD LIBOR + 5.000%,
6.90%, 07/25/2025(2)

    937,140  
    1,610,000    

FREMF Mortgage Trust
3.98%, 03/25/2028(1)(3)

    1,558,216  
    320,000    

3.76%, 11/25/2050(1)(3)

    309,837  
    320,000    

3.82%, 04/25/2048(1)(3)

    309,242  
    440,000    

3.85%, 10/25/2049(1)(3)

    425,556  
    350,000    

3.93%, 02/25/2050(1)(3)

    342,276  
    230,000    

3.98%, 08/25/2027(1)(3)

    223,230  
    1,240,000    

4.08%, 08/25/2023(1)(3)

    1,247,558  
    600,000    

4.08%, 08/25/2047(1)(3)

    609,498  
    165,000    

4.38%, 06/25/2047(1)(3)

    165,273  
    184,000    

4.49%, 12/25/2044(1)(3)

    188,587  
    200,000    

4.65%, 10/25/2030(1)(3)

    200,318  
    720,752    

4.77%, 01/25/2048(1)(3)

    745,096  
    500,000    

GS Mortgage Securities Corp.
1 mo. USD LIBOR + 1.300%,
3.20%, 07/15/2032(1)(2)

    500,782  
    304,036    

GSR Mortgage Loan Trust
3.70%, 01/25/2036(3)

    299,880  
    370,000    

Hertz Vehicle Financing II L.P.
3.29%, 02/25/2024(1)

    362,132  
    125,000    

HSI Asset Securitization Corp. Trust
1 mo. USD LIBOR + 0.270%,
2.17%, 02/25/2036(2)

    124,080  
    67,925    

IndyMac Index Mortgage Loan Trust
3.73%, 06/25/2036(3)

    64,635  
   

LSTAR Securities Investment Ltd.

 
    538,873    

1 mo. USD LIBOR + 1.550%,
3.46%, 02/01/2023(1)(2)

    534,864  
    226,840    

1 mo. USD LIBOR + 1.750%,
3.66%, 10/01/2022(1)(2)

    225,713  
    99,127    

MortgageIT Trust
1 mo. USD LIBOR + 0.640%,
2.54%, 02/25/2035(2)

    99,203  
    133,951    

Nationstar HECM Loan Trust
1.97%, 05/25/2027(1)

    133,051  
 

 

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

 

 

  124  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 32.6% - (continued)  
            United States - 27.9% - (continued)  
   

New Residential Mortgage Loan Trust

 
  $       75,252    

3.75%, 05/25/2054(1)(3)

  $ 75,490  
    232,101    

3.75%, 11/25/2056(1)(3)

    232,490  
    972,800    

4.00%, 02/25/2057(1)(3)

    983,677  
   

NRZ Advance Receivables Trust

 
    960,000    

2.58%, 10/15/2049(1)

    948,930  
    1,210,000    

3.11%, 12/15/2050(1)

    1,204,612  
   

NRZ Excess Spread-Collateralized Notes

 
    628,256    

3.19%, 01/25/2023(1)

    624,352  
    269,056    

3.27%, 02/25/2023(1)

    267,738  
    141,814    

Residential Accredit Loans, Inc.
4.39%, 09/25/2035(3)

    125,949  
    460,413    

Santander Drive Auto Receivables Trust
2.74%, 01/15/2021

    460,372  
    39,210    

Sequoia Mortgage Trust
1 mo. USD LIBOR + 0.460%,
2.36%, 02/20/2035(2)

    38,900  
    338,581    

SLM Student Loan Trust
3 mo. USD LIBOR + 0.040%,
2.40%, 01/25/2019(2)

    337,365  
    117,809    

SoFi Consumer Loan Program LLC
3.05%, 12/26/2025(1)

    117,482  
    280,000    

SoFi Consumer Loan Program Trust
3.79%, 04/26/2027(1)

    278,464  
    696,441    

Springleaf Funding Trust
3.16%, 11/15/2024(1)

    696,254  
    265,000    

SPS Servicer Advance Receivables Trust
2.53%, 11/16/2048(1)

    264,503  
    1,400,000    

STRU BA 9875 AB
3.00%, 02/01/2048

    1,347,500  
    594,057    

Thornburg Mortgage Securities Trust
3.37%, 04/25/2045(3)

    596,997  
   

Towd Point Mortgage Trust

 
    426,435    

2.25%, 04/25/2056(1)(3)

    418,074  
    78,189    

2.75%, 04/25/2055(1)(3)

    77,390  
    300,317    

2.75%, 08/25/2055(1)(3)

    296,088  
    663,677    

2.75%, 10/25/2056(1)(3)

    653,647  
    207,186    

2.75%, 04/25/2057(1)(3)

    204,168  
    89,100    

3.00%, 03/25/2054(1)(3)

    88,709  
    642,000    

3.75%, 04/25/2055(1)(3)

    643,525  
    375,000    

Verus Securitization Trust
3.70%, 07/25/2047(1)(3)

    375,835  
    1,050,000    

VNDO Mortgage Trust
3.45%, 11/15/2030(1)(3)

    1,030,596  
    465,000    

WF-RBS Commercial Mortgage Trust
3.61%, 11/15/2047

    465,441  
     

 

 

 
        37,678,756  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $44,408,099)

  $ 44,014,197  
     

 

 

 
     
U.S. GOVERNMENT AGENCIES - 86.4%  
            Mortgage-Backed Agencies - 84.7%  
            FHLMC - 27.5%  
  $       13,159    

0.01%, 11/15/2036(4)

  $ 11,939  
    7,277,600    

0.43%, 01/25/2027(3)(5)

    163,893  
    4,395,631    

0.75%, 03/25/2027(3)(5)

    201,891  
    2,823,830    

0.84%, 01/25/2024(3)(5)

    100,185  
    1,240,000    

1.70%, 04/25/2044(3)(5)

    132,287  
    695,000    

1.71%, 07/25/2041(3)(5)

    50,995  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 86.4% - (continued)  
            Mortgage-Backed Agencies - 84.7% - (continued)  
            FHLMC - 27.5% - (continued)  
  $       2,250,000    

1.81%, 11/25/2040(3)(5)

  $ 160,938  
    286,827    

2.50%, 12/15/2026(5)

    14,721  
    1,329,418    

2.50%, 03/15/2028(5)

    105,111  
    191,860    

2.50%, 05/15/2028(5)

    14,596  
    1,016,935    

2.75%, 12/15/2041

    898,497  
    276,828    

3.00%, 05/15/2032(5)

    22,176  
    499,950    

3.00%, 03/01/2033

    496,275  
    187,940    

3.00%, 03/15/2033(5)

    24,352  
    1,249,999    

3.00%, 04/01/2033

    1,240,811  
    800,000    

3.00%, 05/01/2033(6)

    793,406  
    1,062,819    

3.00%, 01/01/2037

    1,043,098  
    260,000    

3.00%, 04/15/2042

    239,507  
    1,730,917    

3.00%, 11/01/2046

    1,672,122  
    2,519,278    

3.00%, 12/01/2046

    2,433,211  
    278,831    

1 mo. USD LIBOR + 1.200%,
3.10%, 07/25/2029(2)

    281,426  
    309,664    

1 mo. USD LIBOR + 1.120%,
3.10%, 08/25/2029(2)

    311,919  
    995,000    

3.12%, 10/25/2031(3)

    941,997  
    975,000    

3.19%, 07/25/2027

    957,705  
    625,000    

3.43%, 01/25/2027(3)

    626,574  
    329,256    

3.50%, 06/15/2026(5)

    22,511  
    98,068    

3.50%, 09/15/2026(5)

    9,019  
    175,027    

3.50%, 03/15/2027(5)

    15,627  
    867,898    

3.50%, 03/15/2041(5)

    108,059  
    1,356,705    

3.50%, 10/01/2047

    1,348,442  
    5,100,000    

3.50%, 05/01/2048(6)

    5,064,815  
    925,000    

1 mo. USD LIBOR + 1.800%,
3.70%, 07/25/2030(2)

    920,777  
    495,206    

1 mo. USD LIBOR + 1.950%,
3.85%, 05/25/2025(2)

    509,036  
    274,666    

4.00%, 08/15/2026(5)

    26,171  
    405,190    

4.00%, 07/15/2027(5)

    39,415  
    791,795    

4.00%, 03/15/2028(5)

    78,994  
    172,195    

4.00%, 06/15/2028(5)

    18,120  
    353,207    

4.00%, 06/15/2041

    362,943  
    225,000    

4.00%, 11/15/2041

    231,132  
    571,000    

4.00%, 08/15/2043

    580,737  
    333,112    

4.00%, 07/01/2044

    340,846  
    6,405,000    

4.00%, 05/01/2048(6)

    6,526,094  
    1,279,138    

1 mo. USD LIBOR + 2.250%,
4.15%, 11/25/2028(2)

    1,309,773  
    111,407    

4.50%, 02/01/2039

    116,279  
    1,144,152    

4.50%, 07/01/2042

    1,204,309  
    185,961    

4.50%, 09/01/2044

    193,948  
    1,014,933    

1 mo. USD LIBOR + 2.800%,
4.70%, 05/25/2028(2)

    1,043,937  
    118,900    

5.00%, 10/01/2028

    126,214  
    471,299    

5.00%, 09/01/2029

    500,535  
    395,055    

5.00%, 01/01/2030

    419,584  
    493,494    

5.00%, 09/01/2031

    522,896  
    397,595    

5.00%, 11/01/2031

    421,284  
    64,406    

5.00%, 09/01/2033

    69,366  
    249,521    

5.00%, 09/15/2033(5)

    51,157  
    456,506    

5.00%, 05/01/2039

    489,025  
    725,454    

5.00%, 08/01/2039

    777,488  
    262,823    

5.00%, 07/01/2041

    281,514  
    50,000    

5.00%, 05/01/2048(6)

    52,987  
    55,301    

5.50%, 08/15/2033

    59,547  
 

 

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

 

 

  125  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 86.4% - (continued)  
            Mortgage-Backed Agencies - 84.7% - (continued)  
            FHLMC - 27.5% - (continued)  
  $       358,678    

5.50%, 04/01/2038

  $ 392,005  
     

 

 

 
    37,174,218  
     

 

 

 
            FNMA - 39.4%  
    100,000    

0.00%, 09/25/2041(4)(7)

    60,837  
    113,998    

0.01%, 06/25/2036(4)

    96,305  
    546,814    

1.45%, 04/25/2055(3)(5)

    23,719  
    569,803    

1.57%, 06/25/2055(3)(5)

    24,428  
    733,075    

1.57%, 08/25/2044(3)(5)

    27,831  
    417,485    

2.00%, 09/25/2039

    390,929  
    335,000    

2.00%, 02/25/2043

    266,849  
    47,602    

2.50%, 06/25/2028(5)

    3,586  
    420,000    

2.50%, 03/25/2043

    350,725  
    1,891,342    

2.54%, 07/01/2026

    1,786,737  
    100,000    

2.68%, 05/01/2025

    96,645  
    601,337    

2.85%, 06/01/2027

    579,488  
    785,000    

2.85%, 12/01/2027

    750,103  
    1,140,000    

2.87%, 02/01/2032

    1,062,656  
    950,000    

2.95%, 10/01/2025

    931,005  
    341,522    

2.95%, 01/01/2028

    330,110  
    1,170,000    

2.97%, 06/01/2027

    1,131,995  
    467,058    

3.00%, 02/25/2027(5)

    36,450  
    158,447    

3.00%, 09/25/2027(5)

    15,332  
    488,604    

3.00%, 12/25/2027(5)

    48,113  
    438,816    

3.00%, 02/25/2028(5)

    39,354  
    126,388    

3.00%, 04/25/2028(5)

    11,866  
    1,061,596    

3.00%, 03/01/2037

    1,042,465  
    287,850    

3.00%, 10/01/2037

    282,483  
    6,600,000    

3.00%, 05/01/2048(6)

    6,365,906  
    525,000    

3.00%, 09/25/2057

    474,810  
    345,022    

3.02%, 03/01/2027

    336,714  
    1,400,000    

3.08%, 11/01/2027

    1,365,581  
    1,325,666    

3.10%, 01/01/2027

    1,303,192  
    1,151,538    

3.14%, 11/01/2027

    1,133,129  
    850,000    

3.19%, 09/01/2029

    823,160  
    1,700,000    

3.28%, 12/01/2032

    1,633,058  
    1,333,044    

3.38%, 12/01/2029

    1,320,329  
    1,085,000    

3.46%, 09/01/2037

    1,053,084  
    1,678,233    

3.50%, 11/01/2026

    1,699,646  
    205,759    

3.50%, 05/25/2027(5)

    21,042  
    298,768    

3.50%, 10/25/2027(5)

    30,760  
    75,470    

3.50%, 05/25/2030(5)

    9,110  
    92,777    

3.50%, 08/25/2030(5)

    10,500  
    235,635    

3.50%, 02/25/2031(5)

    21,935  
    179,824    

3.50%, 09/25/2035(5)

    28,368  
    242,588    

3.50%, 09/01/2043

    242,357  
    417,368    

3.50%, 10/01/2044

    416,434  
    434,805    

3.50%, 02/01/2045

    432,980  
    415,437    

3.50%, 02/01/2046

    412,986  
    898,806    

3.50%, 09/01/2046

    893,503  
    379,303    

3.50%, 10/01/2046

    377,063  
    150,396    

3.50%, 10/25/2046(5)

    35,197  
    271,608    

3.50%, 11/01/2046

    270,808  
    283,392    

3.50%, 09/01/2047

    281,774  
    298,761    

3.50%, 02/01/2048

    297,486  
    379,000    

3.50%, 05/01/2048(6)

    376,276  
    200,000    

3.55%, 02/01/2030

    201,062  
    1,225,241    

3.57%, 10/01/2029

    1,233,798  
    1,000,000    

3.73%, 04/01/2033

    1,008,933  
    14,392    

3.89%, 05/01/2030

    14,697  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 86.4% - (continued)  
            FNMA - 39.4% - (continued)  
  $       330,455    

3.96%, 05/01/2034

  $ 340,872  
    155,696    

3.97%, 05/01/2029

    162,622  
    443,459    

4.00%, 05/25/2027(5)

    44,350  
    700,000    

4.00%, 05/01/2033(6)

    717,679  
    609,109    

4.00%, 12/01/2040

    625,419  
    155,319    

4.00%, 03/01/2041

    159,390  
    46,221    

4.00%, 03/25/2042(5)

    7,181  
    494,278    

4.00%, 11/25/2043

    504,602  
    181,801    

4.00%, 06/01/2044

    185,631  
    25,391    

4.00%, 08/01/2044

    25,926  
    231,628    

4.00%, 10/01/2044

    236,440  
    412,614    

4.00%, 11/01/2044

    421,231  
    438,466    

4.00%, 05/01/2045

    447,270  
    255,426    

4.00%, 07/01/2045

    261,979  
    881,540    

4.00%, 05/01/2046

    900,558  
    224,016    

4.00%, 06/01/2046

    228,358  
    264,703    

4.00%, 04/01/2047

    271,525  
    12,100,000    

4.00%, 05/01/2048(6)

    12,324,039  
    485,584    

4.06%, 03/01/2030

    505,013  
    78,458    

4.50%, 07/25/2027(5)

    8,453  
    113,525    

4.50%, 08/01/2041

    119,697  
    35,054    

4.50%, 09/01/2041

    36,885  
    43,556    

5.46%, 05/25/2042(3)(5)

    4,569  
    476,769    

5.50%, 07/25/2045(5)

    104,127  
    325,000    

5.50%, 05/01/2048(6)

    351,548  
    411,499    

6.00%, 09/25/2047(5)

    96,292  
    620,000    

3.19%, 02/25/2030

    593,456  
     

 

 

 
    53,200,801  
     

 

 

 
            GNMA - 17.8%  
    104,006    

1.75%, 09/20/2043

    98,218  
    548,176    

2.14%, 04/20/2040

    439,474  
    204,687    

3.00%, 09/20/2028(5)

    18,143  
    273,045    

3.00%, 09/16/2042

    238,164  
    265,972    

3.00%, 09/20/2042

    232,473  
    125,726    

3.00%, 02/16/2043(5)

    20,736  
    70,876    

3.00%, 08/15/2045

    69,220  
    164,595    

3.00%, 11/20/2045

    161,089  
    205,569    

3.00%, 05/20/2047

    178,427  
    6,775,000    

3.00%, 05/01/2048(6)

    6,603,773  
    103,056    

3.50%, 02/16/2027(5)

    9,478  
    241,355    

3.50%, 03/20/2027(5)

    24,383  
    234,524    

3.50%, 07/20/2040(5)

    27,452  
    304,518    

3.50%, 02/20/2041(5)

    37,693  
    508,554    

3.50%, 04/20/2042(5)

    68,816  
    763,001    

3.50%, 10/20/2042(5)

    160,445  
    422,355    

3.50%, 07/20/2043(5)

    64,210  
    1,506,982    

4.00%, 04/16/2026(5)

    155,109  
    72,387    

4.00%, 12/16/2026(5)

    6,533  
    898,622    

4.00%, 05/20/2029(5)

    89,921  
    177,091    

4.00%, 02/15/2041

    184,520  
    40,500    

4.00%, 05/16/2042(5)

    5,977  
    148,832    

4.00%, 03/20/2043(5)

    33,844  
    59,217    

4.00%, 01/20/2044(5)

    13,480  
    500,363    

4.00%, 03/20/2047(5)

    97,191  
    740,760    

4.00%, 07/20/2047(5)

    148,635  
    1,104,795    

4.00%, 10/20/2047

    1,131,277  
    1,069,366    

4.00%, 11/20/2047

    1,096,115  
    2,075,000    

4.00%, 05/01/2048(6)

    2,122,336  
    396,097    

4.50%, 06/20/2039

    409,133  
    2,700,000    

4.50%, 06/01/2040(6)

    2,796,398  
 

 

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

 

 

  126  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 86.4% - (continued)  
            GNMA - 17.8% - (continued)  
  $       450,796    

4.50%, 09/16/2040

  $ 485,797  
    60,674    

4.50%, 09/20/2041

    63,736  
    34,256    

4.50%, 05/20/2044

    36,026  
    74,097    

4.50%, 06/20/2044

    78,110  
    61,773    

4.50%, 10/20/2044

    64,974  
    215,535    

4.50%, 04/20/2045(5)

    50,311  
    37,415    

4.50%, 01/20/2046

    39,249  
    694,964    

4.50%, 02/20/2048

    723,620  
    2,700,000    

4.50%, 05/01/2048(6)

    2,801,461  
    165,354    

5.00%, 05/20/2034

    177,283  
    51,407    

5.00%, 07/15/2039

    55,224  
    601,077    

5.00%, 02/16/2040(5)

    153,118  
    405,159    

5.00%, 05/20/2040(5)

    99,864  
    707,061    

5.00%, 04/20/2041

    777,674  
    37,912    

5.00%, 06/15/2041

    40,595  
    191,306    

5.00%, 10/16/2041(5)

    32,677  
    36,471    

5.00%, 03/15/2044

    39,054  
    157,619    

5.00%, 01/16/2047(5)

    38,328  
    400,000    

5.00%, 05/01/2048(6)

    420,250  
    461,550    

5.50%, 05/20/2038

    501,541  
    363,786    

5.50%, 03/20/2039(5)

    82,994  
    456,970    

5.50%, 02/16/2047(5)

    102,823  
    560,738    

5.50%, 05/20/2047(5)

    130,126  
    26,113    

6.00%, 01/15/2039

    29,107  
    168,627    

6.00%, 09/15/2040

    187,959  
    393,406    

6.00%, 02/20/2046(5)

    90,819  
     

 

 

 
        24,045,383  
     

 

 

 
        114,420,402  
     

 

 

 
            Other Direct Federal Obligations - 1.7%  
   

SLM Student Loan Trust

 
    327,558    

1 mo. USD LIBOR + 0.750%,
2.65%, 05/26/2026(2)

    326,240  
    339,987    

3 mo. USD LIBOR + 0.550%,
2.91%, 04/27/2026(1)(2)

    341,017  
    782,768    

3 mo. USD LIBOR + 1.200%,
3.33%, 12/15/2033(1)(2)

    792,742  
    773,488    

3 mo. USD LIBOR + 1.500%,
3.86%, 04/25/2023(2)

    788,956  
     

 

 

 
        2,248,955  
     

 

 

 
        2,248,955  
     

 

 

 
   

Total U.S. Government Agencies
(cost $118,680,314)

  $ 116,669,357  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 6.6%  
            Other Direct Federal Obligations - 0.6%  
            FHLB - 0.6%  
  $       700,000    

Tennessee Valley Authority
4.25%, 09/15/2065

  $ 777,629  
     

 

 

 
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT SECURITIES - 6.6% - (continued)  
            U.S. Treasury Securities - 6.0%  
            U.S. Treasury Notes - 6.0%  
  $       8,184,867    

0.63%, 01/15/2026(8)

  $ 8,120,074  
     

 

 

 
        8,120,074  
     

 

 

 
   

Total U.S. Government Securities
(cost $9,085,270)

  $ 8,897,703  
     

 

 

 
   

Total Long-Term Investments
(cost $172,173,683)

  $ 169,581,257  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 4.9%  
            Other Investment Pools & Funds - 4.9%      
    6,601,845    

Fidelity Institutional Government Fund, Institutional Class,
1.59%(9)

  $ 6,601,845  
     

 

 

 
   

Total Short-Term Investments
(cost $6,601,845)

  $ 6,601,845  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $178,775,528)

    130.5    $ 176,183,102  
   

Total Purchased Options
(cost $1,085,780)

    0.7    $ 985,907  
     

 

 

    

 

 

 
   

Total Investments
(cost $179,861,308)

    131.2    $ 177,169,009  
   

Other Assets and Liabilities

    (31.2 )%       (42,124,663
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 135,044,346  
     

 

 

    

 

 

 
 

 

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

 

 

  127  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group 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 April 30, 2018, the aggregate value of these securities was $28,310,299, which represented 21.0% of total net assets.

 

(2)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 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)  Securities disclosed are principal-only strips.

 

(5)  Securities disclosed are interest-only strips.

 

(6)  Represents or includes a TBA transaction.

 

(7)  Security is a zero-coupon bond.

 

(8)  The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

(9)  Current yield as of period end.

 

OTC Swaption Contracts Outstanding at April 30, 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:

 

           

Calls

                   

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57

    JPM       2.45     Pay       08/02/27       USD       700,000       700,000     $ 69,435     $ 81,900     $ (12,465

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57

    MSC       2.45     Receive       08/02/27       USD       2,500,000       2,500,000       247,983       402,043       (154,060
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

                3,200,000     $ 317,418     $ 483,943     $     (166,525
             

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                   

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57

    JPM       2.45     Receive       08/02/27       USD       700,000       700,000     $ 146,232     $ 140,630     $ 5,602  

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57

    MSC       2.45     Pay       08/02/27       USD       2,500,000       2,500,000       522,257       461,207       61,050  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

                3,200,000     $ 668,489     $ 601,837     $ 66,652  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

 

            6,400,000     $     985,907     $     1,085,780     $ (99,873
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Exchange-Traded Options Contracts Outstanding at April 30, 2018  

Description

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

Written option contracts:

                   

Calls

                   

U.S. Treasury 10-Year Future Option

     119.25 USD        05/25/18        (40)       USD        (40,000   $ (26,875   $ (21,167   $ (5,708
             

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                   

U.S. Treasury 10-Year Future Option

     119.25 USD        05/25/18        (40)       USD        (40,000   $ (11,875   $ (19,292   $ 7,417  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

                (80,000   $     (38,750   $     (40,459   $     1,709  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  128  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Futures Contracts Outstanding at April 30, 2018  

Description

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

Long position contracts:

           

U.S. Treasury 2-Year Note Future

     2        06/29/2018      $ 424,094      $ 153  

U.S. Treasury 10-Year Note Future

     177        06/20/2018            21,173,625        (51,770

U.S. Treasury Long Bond Future

     39        06/20/2018        5,609,906        17,933  

U.S. Treasury Ultra Bond Future

     50        06/20/2018        7,856,250        98,527  
           

 

 

 

Total

            $ 64,843  
           

 

 

 

Short position contracts:

           

U.S. Treasury 5-Year Note Future

     20        06/29/2018      $ 2,270,156      $ 11,987  
           

 

 

 

Total futures contracts

            $     76,830  
           

 

 

 

 

TBA Sale Commitments Outstanding at April 30, 2018  

Description

  Principal
Amount
    Maturity
Date
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

FHLMC, 3.00%

  $ 5,309,000       05/01/2048     $ (5,117,738   $ 43,641  

FHLMC, 4.50%

    125,000       05/01/2048       (130,166     303  

FNMA, 2.50%

    1,917,000       05/01/2033       (1,864,545     7,921  

FNMA, 3.00%

        10,378,000       05/01/2048       (10,009,905     76,154  

FNMA, 3.50%

    3,990,000       05/01/2033       (4,036,999     15,500  

FNMA, 4.00%

    3,670,000       05/01/2048       (3,737,952     20,357  

FNMA, 4.50%

    5,700,000       06/01/2048       (5,926,664     (1,113

GNMA, 3.50%

    4,200,000       05/01/2048       (4,205,250     21,053  

GNMA II, 4.00%

    6,700,000       05/01/2048       (6,852,843     26,957  
     

 

 

   

 

 

 

Total (proceeds receivable $42,092,835)

      $     (41,882,062   $     210,773  
     

 

 

   

 

 

 

At April 30, 2018, the aggregate market value of TBA Sale Commitments represented (31.0)% of total net assets.

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 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)
 

12M Federal Funds Rate

     2.50% Fixed        USD        7,300,000        03/01/28        Annual    $ 23,832      $     $ 28,303      $ 4,471  

3 Mo. USD LIBOR

     2.28% Fixed        USD        5,925,000        07/14/27        Semi-Annual                     295,622        295,622  

3 Mo. USD LIBOR

     2.89% Fixed        USD        1,375,000        03/15/28        Semi-Annual                     6,664        6,664  

3 Mo. USD LIBOR

     2.25% Fixed        USD        1,650,000        03/21/28        Semi-Annual        17,910              101,950        84,040  

3M USD LIBOR

     2.28% Fixed        USD        525,000        07/14/27        Semi-Annual               (5,625     25,978        31,603  

3M USD LIBOR

     2.91% Fixed        USD        5,275,000        07/14/27        Semi-Annual        12,746              20,308        7,562  
                 

 

 

    

 

 

   

 

 

    

 

 

 

Total

                  $     54,488      $     (5,625   $     478,825      $     429,962  
                 

 

 

    

 

 

   

 

 

    

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018

Amount and Description of

Currency to be Purchased

 

Amount and Description of

Currency to be Sold

 

Counterparty

 

Settlement

Date

 

Appreciation

 

Depreciation

  6,015,507    

        USD

    640,000,000    

        JPY

  ANZ   07/18/18   $    128,626   $    —
           

 

 

 

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

 

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

 

 

  129  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

ANZ

   Australia and New Zealand Banking Group

GSC

   Goldman Sachs & Co.

JPM

   JP Morgan Chase & Co.

LCH

   LCH Clearnet

MSC

   Morgan Stanley
Currency Abbreviations:

JPY

   Japanese Yen

USD

   United States Dollar
Other Abbreviations:

CLO

   Collateralized Loan Obligation

CMO

   Collateralized Mortgage Obligation

FHLMC

   Federal Home Loan Mortgage Corp.

FNMA

   Federal National Mortgage Association

GNMA

   Government National Mortgage Association

LIBOR

   London Interbank Offered Rate

TBA

   To Be Announced
 

 

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

 

 

  130  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

        

Asset & Commercial Mortgage Backed Securities

   $ 44,014,197     $     $ 44,014,197     $  

U.S. Government Agencies

     116,669,357             116,669,357        

U.S. Government Securities

     8,897,703             8,897,703        

Short-Term Investments

     6,601,845       6,601,845              

Purchased Options

     985,907             985,907        

Foreign Currency Contracts(2)

     128,626             128,626        

Futures Contracts(2)

     128,600       128,600              

Swaps - Interest Rate(2)

     429,962             429,962        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     177,856,197     $     6,730,445     $     171,125,752     $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Futures Contracts(2)

   $ (51,770   $ (51,770   $     $  

TBA Sale Commitments

     (41,882,062           (41,882,062      

Written Options

     (38,750     (38,750            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (41,972,582   $ (90,520   $ (41,882,062   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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.

 

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

 

 

  131  

 


The Hartford Short Duration Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 17.8%  
            Asset Allocation Fund - 0.1%  
  $       1,305,237    

SoFi Consumer Loan Program LLC
2.55%, 02/25/2027(1)

  $ 1,299,640  
     

 

 

 
            Asset-Backed - Automobile - 0.6%  
    920,000    

Credit Acceptance Auto Loan Trust
2.65%, 06/15/2026(1)

    903,644  
    1,055,000    

GM Financial Automobile Leasing Trust
1.97%, 05/20/2020

    1,044,681  
    3,000,000    

Santander Drive Auto Receivables Trust
2.46%, 03/15/2022

    2,979,034  
     

 

 

 
        4,927,359  
     

 

 

 
            Asset-Backed - Finance & Insurance - 8.9%  
    3,052,306    

Ajax Mortgage Loan Trust
3.16%, 09/25/2056(1)(2)

    2,993,844  
   

Apidos CLO

 

    2,250,000    

3 mo. USD LIBOR + 1.080%, 3.12%, 04/15/2031(1)(3)

    2,256,680  
    3,110,000    

3 mo. USD LIBOR + 1.310%, 3.66%, 04/17/2026(1)(3)

    3,108,473  
    1,357,347    

Bayview Mortgage Fund Trust
3.50%, 01/28/2058(1)(2)

    1,357,560  
   

Bayview Opportunity Master Fund Trust

 

    255,121    

3.11%, 09/28/2032(1)(4)

    253,891  
    3,305,530    

3.35%, 11/28/2032(1)(4)

    3,289,855  
    621,740    

3.50%, 01/28/2055(1)(2)

    622,878  
    1,088,095    

3.50%, 06/28/2057(1)(2)

    1,092,549  
    420,771    

4.00%, 11/28/2053(1)(2)

    426,520  
    1,312,086    

4.00%, 10/28/2064(1)(2)

    1,326,950  
    250,000    

Carlyle Global Market Strategies Ltd.
3 mo. USD LIBOR + 1.890%3 mo. USD LIBOR + 1.890%,
3.25%, 01/18/2029(1)(3)

    249,944  
    2,543,695    

Cent CLO Ltd.
3 mo. USD LIBOR + 1.100%,
3.46%, 01/25/2026(1)(3)

    2,545,654  
    2,125,000    

CIFC Funding Ltd.
3 mo. USD LIBOR + 1.250%, 3.60%, 07/16/2030(1)(3)

    2,142,977  
    1,100,000    

Dryden Senior Loan Fund
3 mo. USD LIBOR + 1.800%, 4.15%, 07/15/2027(1)(3)

    1,102,012  
    62,800    

Hasco NIM Cayman Co.
6.25%, 12/26/2035*(1)

     
    1,190,000    

KKR CLO 21 Ltd.
3 mo. USD LIBOR + 1.000%, 3.35%, 04/15/2031(1)(3)

    1,189,369  
    2,000,000    

Lendmark Funding Trust
2.83%, 12/22/2025(1)

    1,984,789  
    2,798,366    

Limerock CLO Ltd.
3 mo. USD LIBOR + 1.300%, 3.66%, 04/18/2026(1)(3)

    2,801,402  
    180,481    

Long Beach Asset Holdings Corp.
5.78%, 04/25/2046*(1)

     
    4,610,000    

Magnetite Ltd.
3 mo. USD LIBOR + 1.500%, 3.86%, 07/25/2026(1)(3)

    4,609,096  
   

Nationstar HECM Loan Trust

 

    694,483    

1.97%, 05/25/2027(1)

    689,817  
    1,117,076    

2.04%, 09/25/2027(1)(2)

    1,112,167  
   

NRZ Advance Receivables Trust

 

    4,205,000    

3.11%, 12/15/2050(1)

    4,186,275  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 17.8% - (continued)  
            Asset-Backed - Finance & Insurance - 8.9% - (continued)  
  $       2,185,000    

3.21%, 02/15/2051(1)

  $ 2,166,969  
    2,083,408    

NRZ Excess Spread-Collateralized Notes
3.19%, 01/25/2023(1)

    2,070,462  
    1,180,760    

Octagon Investment Partners Ltd.
3 mo. USD LIBOR + 1.120%, 3.47%, 07/17/2025(1)(3)

    1,181,448  
    825,000    

OneMain Financial Issuance Trust
4.57%, 02/20/2029(1)

    839,953  
    696,926    

Pretium Mortgage Credit Partners LLC
3.33%, 12/30/2032(1)(2)

    694,111  
    2,060,000    

SBA Tower Trust
2.90%, 10/15/2044(1)(4)

    2,060,343  
    614,028    

SoFi Consumer Loan Program LLC
3.28%, 01/26/2026(1)

    614,013  
    3,840,000    

SPS Servicer Advance Receivables Trust
2.75%, 11/15/2049(1)

    3,850,760  
    4,035,000    

Symphony CLO L.P.
1 mo. USD LIBOR + 1.750%, 3.65%, 01/09/2023(1)(3)

    4,034,298  
   

Towd Point Mortgage Trust

 

    3,413,194    

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

    3,361,614  
    2,188,753    

2.75%, 04/25/2057(1)(2)

    2,156,872  
    1,379,531    

2.75%, 07/25/2057(1)(2)

    1,358,508  
    1,843,594    

2.75%, 10/25/2057(1)(2)

    1,811,589  
    1,633,223    

U.S. Residential Opportunity Fund Trust
3.35%, 11/27/2037(1)(4)

    1,625,846  
    978,367    

Vantage Data Centers Issuer LLC
4.07%, 02/16/2043(1)

    977,256  
    1,485,000    

Verizon Owner Trust
2.22%, 12/20/2021(1)

    1,453,956  
    1,910,000    

Vibrant CLO Ltd.
3 mo. USD LIBOR + 1.480%, 3.84%, 04/20/2026(1)(3)

    1,911,650  
    2,299,644    

VOLT LLC
3.38%, 10/25/2047(1)(4)

    2,290,654  
    809,338    

VOLT LX LLC
3.25%, 06/25/2047(1)(4)

    804,729  
    1,423,121    

VOLT LXIII LLC
3.00%, 10/25/2047(1)(4)

    1,412,064  
    1,160,000    

Voya CLO Ltd.
3 mo. USD LIBOR + 0.950%, 3.30%, 10/14/2026(1)(3)

    1,159,420  
    2,755,000    

Z Capital Credit Partners CLO Ltd.
3 mo. USD LIBOR + 1.450%, 3.80%, 07/16/2027(1)(3)

    2,748,391  
     

 

 

 
        79,927,608  
     

 

 

 
            Asset-Backed - Home Equity - 1.0%  
    471,078    

Accredited Mortgage Loan Trust
1 mo. USD LIBOR + 0.680%, 2.58%, 01/25/2035(3)

    472,741  
    1,300,995    

Morgan Stanley Capital I Trust
1 mo. USD LIBOR + 0.760%, 2.66%, 01/25/2035(3)

    1,310,396  
   

New Residential Mortgage Loan Trust

 

    1,683,692    

4.00%, 02/25/2057(1)(2)

    1,702,519  
    1,221,093    

4.00%, 12/25/2057(1)(2)

    1,239,058  
    4,000,000    

NRZ Advance Receivables Trust
2.58%, 10/15/2049(1)

    3,953,874  
    107,852    

Renaissance Home Equity Loan Trust
9.79%, 04/25/2037*(1)(2)

    1  
 

 

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

 

 

  132  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 17.8% - (continued)  
            Asset-Backed - Home Equity - 1.0% - (continued)  
  $       265,603    

Residential Asset Securitization Trust
5.20%, 07/25/2034(2)

  $ 272,623  
     

 

 

 
        8,951,212  
     

 

 

 
            Collateralized - Mortgage Obligations - 0.1%  
    792,285    

COLT Mortgage Loan Trust
2.61%, 05/27/2047(1)(2)

    783,022  
     

 

 

 
            Commercial Mortgage-Backed Securities - 2.5%  
    1,990,638    

Citigroup Mortgage Loan Trust
3.50%, 02/25/2058(1)(2)(5)(6)

    1,990,097  
    210,208    

COMM Mortgage Trust
1.28%, 08/10/2046

    210,067  
    868,784    

DBUBS Mortgage Trust
0.91%, 11/10/2046(1)(2)(7)

    11,998  
   

FREMF Mortgage Trust

 

    5,065,400    

3.07%, 10/25/2047(1)(2)

    5,007,000  
    635,000    

3.27%, 04/25/2046(1)(2)

    634,852  
    885,000    

3.94%, 06/25/2047(1)(2)

    891,942  
    3,028,530    

4.27%, 02/25/2046(1)(2)

    3,021,634  
    2,370,000    

4.30%, 09/25/2044(1)(2)

    2,370,931  
   

JP Morgan Chase Commercial Mortgage Securities Trust

 
    1,647,373    

3.91%, 05/05/2030(1)

    1,660,856  
    3,125,000    

4.39%, 07/15/2046(1)

    3,218,614  
    236,565    

Morgan Stanley Re-Remic Trust
1.00%, 03/27/2051(1)

    236,565  
    3,190,000    

Series RRX Trust
0.00%, 08/26/2044(1)(8)(9)

    3,171,118  
     

 

 

 
        22,425,674  
     

 

 

 
            Other ABS - 0.5%  
    1,000,000    

Carlyle Global Market Strategies CLO
3 mo. USD LIBOR + 1.400% 3 mo. USD LIBOR + 1.400%,
3.74%, 04/17/2031(1)(3)

    993,144  
    1,500,000    

Carlyle Global Market Strategies CLO Carlyle Global Market Strategies Ltd.
3 mo. USD LIBOR + 0.970%, 3.31%, 04/17/2031(1)(3)

    1,499,199  
    1,855,000    

Preston Ridge Parterners Mortgage Trust LLC
3.75%, 04/25/2023(1)(2)

    1,846,580  
     

 

 

 
        4,338,923  
     

 

 

 
            Whole Loan Collateral CMO - 4.1%  
   

Angel Oak Mortgage Trust LLC

 

    1,125,746    

2.48%, 07/25/2047(1)(2)

    1,103,125  
    1,284,098    

2.71%, 11/25/2047(1)(2)

    1,275,030  
    363,201    

2.81%, 01/25/2047(1)(2)

    356,557  
    3,934,169    

CIM Trust
3.00%, 04/25/2057(1)(2)

    3,891,611  
   

COLT Mortgage Loan Trust

 

    490,927    

2.80%, 12/26/2046(1)(2)

    488,208  
    1,743,707    

2.93%, 02/25/2048(1)(2)

    1,743,583  
    698,446    

3.75%, 12/26/2046(1)(2)

    698,446  
   

Deephaven Residential Mortgage Trust

 

    1,061,236    

2.45%, 06/25/2047(1)(2)

    1,034,454  
    667,186    

2.73%, 12/26/2046(1)(2)

    655,549  
    774,173    

2.81%, 10/25/2047(1)(2)

    764,149  
    1,596,609    

Finance of America Structured Securities Trust
2.32%, 11/25/2027(1)(2)

    1,593,262  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 17.8% - (continued)  
            Whole Loan Collateral CMO - 4.1% - (continued)  
   

LSTAR Securities Investment Ltd.

 

  $       1,150,477    

1 mo. USD LIBOR + 1.650%, 0.04%, 11/01/2022(1)(3)

  $ 1,142,194  
    486,086    

1 mo. USD LIBOR + 1.750%, 3.66%, 10/01/2022(1)(3)

    483,671  
    1,292,730    

MetLife Securitization Trust
3.00%, 04/25/2055(1)(2)

    1,269,964  
    991,425    

MFA Trust
2.59%, 02/25/2057(1)(2)

    972,781  
   

Mill City Mortgage Loan Trust

 

    1,109,955    

2.50%, 04/25/2057(1)(2)

    1,088,069  
    2,975,010    

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

    2,924,979  
   

New Residential Mortgage Loan Trust

 

    821,511    

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

    813,138  
    801,209    

3.75%, 11/26/2035(1)(2)

    804,494  
    595,090    

3.75%, 03/25/2056(1)(2)

    596,741  
    874,081    

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

    875,545  
    1,601,038    

4.00%, 03/25/2057(1)(2)

    1,618,974  
    1,147,581    

4.00%, 04/25/2057(1)(2)

    1,157,395  
    1,716,515    

4.00%, 05/25/2057(1)(2)

    1,736,457  
   

Towd Point Mortgage Trust

 

    1,438,834    

2.25%, 04/25/2056(1)(2)

    1,410,623  
    2,458,762    

2.25%, 07/25/2056(1)(2)

    2,400,400  
    532,490    

2.75%, 02/25/2055(1)(2)

    526,157  
    1,376,259    

2.75%, 04/25/2055(1)(2)

    1,359,230  
    581,438    

2.75%, 05/25/2055(1)(2)

    575,974  
    1,318,990    

Verus Securitization Trust
2.93%, 02/25/2048(1)(2)

    1,317,009  
     

 

 

 
        36,677,769  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $161,306,139)

  $ 159,331,207  
     

 

 

 
     
CORPORATE BONDS - 54.1%  
            Aerospace/Defense - 0.0%  
  $       365,000    

BAE Systems Holdings, Inc.
2.85%, 12/15/2020(1)

  $ 360,713  
     

 

 

 
            Agriculture - 0.1%  
    644,000    

Reynolds American, Inc.
3.25%, 06/12/2020

    644,379  
     

 

 

 
            Auto Manufacturers - 2.6%  
    2,000,000    

Daimler Finance NA LLC
2.00%, 07/06/2021(1)

    1,916,804  
   

Ford Motor Credit Co. LLC

 

    3,500,000    

2.02%, 05/03/2019

    3,463,421  
    2,000,000    

2.46%, 03/27/2020

    1,969,145  
   

General Motors Financial Co., Inc.

 

    2,500,000    

3.15%, 06/30/2022

    2,432,230  
    2,500,000    

3.20%, 07/06/2021

    2,469,060  
   

Harley-Davidson Financial Services, Inc.

 

    840,000    

2.40%, 09/15/2019(1)

    832,979  
    2,500,000    

2.85%, 01/15/2021(1)

    2,465,011  
   

Hyundai Capital America

 

    2,000,000    

2.00%, 07/01/2019(1)

    1,968,515  
    2,490,000    

2.60%, 03/19/2020(1)

    2,448,704  
   

Nissan Motor Acceptance Corp.

 

    1,000,000    

2.15%, 09/28/2020(1)

    975,033  
    1,250,000    

2.55%, 03/08/2021(1)

    1,223,348  
 

 

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

 

 

  133  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 54.1% - (continued)  
            Auto Manufacturers - 2.6% - (continued)  
  $       750,000    

Volkswagen Group of America Finance LLC
2.45%, 11/20/2019(1)

  $ 741,486  
     

 

 

 
        22,905,736  
     

 

 

 
            Auto Parts & Equipment - 0.6%  
    500,000    

Aptiv plc
3.15%, 11/19/2020

    497,235  
    4,237,000    

Goodyear Tire & Rubber Co.
8.75%, 08/15/2020

    4,703,070  
     

 

 

 
        5,200,305  
     

 

 

 
            Beverages - 0.8%  
    4,000,000    

Anheuser-Busch InBev Finance, Inc.
2.65%, 02/01/2021

    3,953,593  
   

Constellation Brands, Inc.

 

    2,435,000    

2.65%, 11/07/2022

    2,332,607  
    340,000    

2.70%, 05/09/2022

    328,288  
    625,000    

Molson Coors Brewing Co.
2.10%, 07/15/2021

    599,051  
     

 

 

 
        7,213,539  
     

 

 

 
            Biotechnology - 0.2%  
    2,000,000    

Celgene Corp.
2.88%, 08/15/2020

    1,986,929  
     

 

 

 
            Chemicals - 0.7%  
    4,500,000    

Air Liquide Finance S.A.
1.75%, 09/27/2021(1)

    4,280,017  
    2,000,000    

Syngenta Finance N.V.
3.70%, 04/24/2020(1)

    2,002,717  
     

 

 

 
        6,282,734  
     

 

 

 
            Commercial Banks - 21.3%  
    1,000,000    

ABN Amro Bank N.V.
2.45%, 06/04/2020(1)

    983,632  
   

Banco Santander S.A.

 

    1,600,000    

3.13%, 02/23/2023

    1,536,752  
    1,200,000    

3.50%, 04/11/2022

    1,185,284  
    600,000    

3.85%, 04/12/2023

    595,406  
   

Bank of America Corp.

 

    3,020,000    

2.15%, 11/09/2020

    2,948,380  
    3,500,000    

2.50%, 10/21/2022

    3,346,389  
    2,000,000    

2.63%, 04/19/2021

    1,966,299  
    1,500,000    

S&P 500 Index, 2.74%, 01/23/2022(3)

    1,475,320  
    1,395,000    

Bank of New York Mellon Corp.
3 mo. USD LIBOR + 1.050%, 3.41%, 10/30/2023(3)

    1,430,787  
    1,000,000    

Bank of Nova Scotia
2.70%, 03/07/2022

    974,641  
    1,500,000    

Banque Federative du Credit Mutuel S.A.
2.70%, 07/20/2022(1)

    1,451,157  
   

Barclays plc

 

    2,500,000    

2.75%, 11/08/2019

    2,482,793  
    1,850,000    

2.88%, 06/08/2020

    1,829,421  
    2,625,000    

3.25%, 01/12/2021

    2,601,278  
   

BB&T Corp.

 

    1,750,000    

2.05%, 05/10/2021

    1,690,714  
    1,750,000    

2.75%, 04/01/2022

    1,711,066  
   

BNP Paribas S.A.

 

    1,500,000    

2.38%, 05/21/2020

    1,483,844  
    580,000    

2.95%, 05/23/2022(1)

    563,823  
    750,000    

3.50%, 03/01/2023(1)

    739,598  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 54.1% - (continued)  
            Commercial Banks - 21.3% - (continued)  
   

BPCE S.A.

 

  $       1,750,000    

2.75%, 01/11/2023(1)

  $ 1,677,571  
    300,000    

3.00%, 05/22/2022(1)

    291,852  
    1,250,000    

Capital One Financial Corp.
3.05%, 03/09/2022

    1,222,568  
    2,500,000    

CIT Group, Inc.
4.13%, 03/09/2021

    2,502,625  
   

Citigroup, Inc.

 

    2,000,000    

2.40%, 02/18/2020

    1,978,321  
    4,500,000    

2.90%, 12/08/2021

    4,412,969  
   

Citizens Bank NA

 

    770,000    

2.55%, 05/13/2021

    753,373  
    4,500,000    

2.65%, 05/26/2022

    4,347,392  
    665,000    

Citizens Financial Group, Inc.
2.38%, 07/28/2021

    643,210  
    1,555,000    

Compass Bank
2.75%, 09/29/2019

    1,546,890  
   

Cooperatieve Rabobank UA

 

    1,650,000    

2.50%, 01/19/2021

    1,621,817  
    1,500,000    

2.75%, 01/10/2022

    1,467,012  
   

Credit Agricole S.A.

 

    1,800,000    

2.75%, 06/10/2020(1)

    1,782,265  
    735,000    

3.75%, 04/24/2023(1)

    729,010  
    2,001,000    

Credit Suisse Group AG
3.57%, 01/09/2023(1)

    1,973,570  
    2,000,000    

Credit Suisse Group Funding Guernsey Ltd.
3.45%, 04/16/2021

    1,994,128  
   

Danske Bank A/S

 

    1,120,000    

2.00%, 09/08/2021(1)

    1,071,960  
    1,250,000    

2.70%, 03/02/2022(1)

    1,219,405  
    1,250,000    

2.80%, 03/10/2021(1)

    1,233,031  
   

Deutsche Bank AG

 

    2,290,000    

2.70%, 07/13/2020

    2,245,724  
    1,540,000    

3.15%, 01/22/2021

    1,512,551  
    1,250,000    

3.30%, 11/16/2022

    1,202,950  
    1,350,000    

3.95%, 02/27/2023

    1,330,214  
    2,600,000    

Discover Bank
3.10%, 06/04/2020

    2,586,917  
    2,150,000    

DNB Bank ASA
2.38%, 06/02/2021(1)

    2,086,897  
    1,750,000    

Fifth Third Bancorp
2.60%, 06/15/2022(10)

    1,690,873  
   

Fifth Third Bank

 

    1,500,000    

2.20%, 10/30/2020

    1,465,591  
    1,100,000    

2.25%, 06/14/2021

    1,069,586  
   

Goldman Sachs Group, Inc.

 

    1,225,000    

2.35%, 11/15/2021

    1,182,229  
    2,000,000    

2.60%, 12/27/2020

    1,970,431  
    660,000    

2.63%, 04/25/2021

    646,826  
    545,000    

2.75%, 09/15/2020

    539,818  
    1,005,000    

2.88%, 02/25/2021

    992,763  
    4,000,000    

3.00%, 04/26/2022

    3,909,263  
    1,500,000    

3.20%, 02/23/2023

    1,467,067  
   

HSBC Holdings plc

 

    1,800,000    

2.95%, 05/25/2021

    1,779,714  
    2,135,000    

3 mo. USD LIBOR + 1.055%, 3.26%, 03/13/2023(3)

    2,100,617  
    1,150,000    

3.40%, 03/08/2021

    1,153,101  
    1,550,000    

HSBC USA, Inc.
2.35%, 03/05/2020

    1,531,114  
 

 

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

 

 

  134  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 54.1% - (continued)  
            Commercial Banks - 21.3% - (continued)  
   

Huntington Bancshares, Inc.

 

  $       2,000,000    

2.30%, 01/14/2022

  $ 1,922,475  
    1,700,000    

3.15%, 03/14/2021

    1,692,797  
   

Huntington National Bank

 

    1,785,000    

2.20%, 04/01/2019

    1,777,553  
    1,250,000    

2.38%, 03/10/2020

    1,233,402  
    2,395,000    

ING Bank N.V.
2.50%, 10/01/2019(1)

    2,376,494  
    705,000    

ING Groep N.V.
3.15%, 03/29/2022

    694,194  
   

Intesa Sanpaolo S.p.A.

 

    1,955,000    

3.13%, 07/14/2022(1)

    1,883,882  
    1,675,000    

3.38%, 01/12/2023(1)

    1,622,744  
   

JP Morgan Chase & Co.

 

    4,000,000    

2.30%, 08/15/2021

    3,887,285  
    3,000,000    

2.40%, 06/07/2021

    2,922,264  
    3,000,000    

2.55%, 03/01/2021

    2,943,061  
    1,500,000    

2.75%, 06/23/2020

    1,490,089  
    1,800,000    

3 mo. USD LIBOR + 1.230%, 3.59%, 10/24/2023(3)

    1,841,771  
   

KeyBank NA

 

    1,500,000    

2.40%, 06/09/2022

    1,444,520  
    2,000,000    

2.50%, 12/15/2019

    1,986,729  
    905,000    

2.50%, 11/22/2021

    884,656  
    3,000,000    

Macquarie Group Ltd.
3 mo. USD LIBOR + 1.023%, 3.19%, 11/28/2023(1)(3)

    2,875,860  
    1,045,000    

Manufacturers & Traders Trust Co.
1 mo. USD LIBOR + 1.215%, 3.12%, 12/28/2020(3)

    1,045,554  
    1,500,000    

Mizuho Financial Group, Inc.
2.63%, 04/12/2021(1)

    1,465,041  
   

Morgan Stanley

 

    920,000    

2.50%, 04/21/2021

    899,018  
    1,500,000    

2.65%, 01/27/2020

    1,490,896  
    2,000,000    

2.75%, 05/19/2022

    1,940,198  
    1,000,000    

3 mo. USD LIBOR + 0.930%, 3.29%, 07/22/2022(3)

    1,011,990  
    2,000,000    

3 mo. USD LIBOR + 1.400%, 3.76%, 10/24/2023(3)

    2,056,078  
    1,750,000    

5.63%, 09/23/2019

    1,811,761  
    3,250,000    

MUFG Bank LtdMUFG Bank LtdMUFG Bank Ltd.
2.35%, 09/08/2019(1)

    3,221,249  
    1,000,000    

National Australia Bank Ltd.
1.88%, 07/12/2021

    957,765  
    2,000,000    

Nordea Bank AB
1.63%, 09/30/2019(1)

    1,962,064  
    1,500,000    

PNC Bank NA
2.45%, 11/05/2020

    1,474,479  
   

Regions Financial Corp.

 

    2,500,000    

2.75%, 08/14/2022

    2,410,531  
    2,250,000    

3.20%, 02/08/2021

    2,238,572  
    1,500,000    

Royal Bank of Canada
2.50%, 01/19/2021

    1,473,040  
   

Santander Holdings USA, Inc.

 

    1,115,000    

2.65%, 04/17/2020

    1,101,896  
    3,530,000    

3.70%, 03/28/2022

    3,498,966  
    2,250,000    

Santander UK plc
2.38%, 03/16/2020

    2,220,868  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 54.1% - (continued)  
            Commercial Banks - 21.3% - (continued)  
   

Skandinaviska Enskilda Banken AB

 

  $       1,400,000    

2.63%, 11/17/2020(1)

  $ 1,379,504  
    1,500,000    

2.80%, 03/11/2022

    1,463,033  
    1,800,000    

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

    1,772,319  
    3,000,000    

Standard Chartered plc
2.40%, 09/08/2019(1)

    2,968,668  
    2,200,000    

Sumitomo Mitsui Banking Corp.
2.65%, 07/23/2020

    2,172,613  
    895,000    

SunTrust Banks, Inc.
2.90%, 03/03/2021

    886,085  
   

Svenska Handelsbanken AB

 

    1,010,000    

1.88%, 09/07/2021

    964,386  
    1,500,000    

2.45%, 03/30/2021

    1,465,974  
   

Toronto-Dominion Bank

 

    1,500,000    

2.13%, 04/07/2021

    1,455,824  
    1,000,000    

2.50%, 12/14/2020

    984,420  
    2,750,000    

UBS Group Funding Switzerland AG
3.00%, 04/15/2021(1)

    2,713,790  
    3,250,000    

UniCredit S.p.A.
3.75%, 04/12/2022(1)

    3,223,611  
   

Wells Fargo & Co.

 

    2,000,000    

2.10%, 07/26/2021

    1,921,807  
    2,500,000    

2.50%, 03/04/2021

    2,449,103  
    3,000,000    

3 mo. USD LIBOR + 1.230%, 3.59%, 10/31/2023(3)

    3,064,604  
     

 

 

 
        190,575,282  
     

 

 

 
            Commercial Services - 0.5%  
    1,035,000    

Equifax, Inc.
3.30%, 12/15/2022

    1,013,455  
    1,870,000    

ERAC USA Finance LLC
2.35%, 10/15/2019(1)

    1,850,090  
    1,500,000    

Total System Services, Inc.
3.80%, 04/01/2021

    1,506,990  
     

 

 

 
        4,370,535  
     

 

 

 
            Construction Materials - 0.2%  
    2,000,000    

Fortune Brands Home & Security, Inc.
3.00%, 06/15/2020

    1,982,373  
     

 

 

 
            Diversified Financial Services - 3.7%  
    910,000    

AerCap Ireland Capital DAC / AerCap Global Aviation Trust
3.30%, 01/23/2023

    879,630  
   

Air Lease Corp.

 

    2,500,000    

2.13%, 01/15/2020

    2,452,723  
    2,700,000    

2.63%, 07/01/2022

    2,589,002  
   

Ally Financial, Inc.

 

    3,000,000    

3.25%, 11/05/2018

    3,000,000  
    1,500,000    

4.75%, 09/10/2018

    1,509,000  
    2,500,000    

Capital One Bank USA NA
2.30%, 06/05/2019

    2,480,856  
    1,750,000    

Capital One Financial Corp.
3.45%, 04/30/2021

    1,750,250  
    1,150,000    

Credit Agricole S.A.
2.38%, 07/01/2021(1)

    1,117,643  
    2,000,000    

goeasy Ltd.
7.88%, 11/01/2022(1)

    2,120,000  
    2,025,000    

LeasePlan Corp. N.V.
2.88%, 01/22/2019(1)

    2,019,943  
 

 

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

 

 

  135  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 54.1% - (continued)  
            Diversified Financial Services - 3.7% - (continued)  
   

Nationstar Mortgage LLC / Nationstar Capital Corp.

 

  $       2,000,000    

6.50%, 08/01/2018

  $ 2,008,000  
    1,250,000    

6.50%, 07/01/2021

    1,265,625  
   

Navient Corp.

 

    2,000,000    

6.50%, 06/15/2022

    2,055,000  
    1,250,000    

8.00%, 03/25/2020

    1,331,250  
    2,525,000    

Protective Life Global Funding
2.62%, 08/22/2022(1)

    2,429,959  
    1,350,000    

Societe Generale S.A.
2.50%, 04/08/2021(1)

    1,315,987  
   

Synchrony Financial

 

    610,000    

2.70%, 02/03/2020

    602,424  
    2,255,000    

3.00%, 08/15/2019

    2,249,893  
     

 

 

 
        33,177,185  
     

 

 

 
            Electric - 2.5%  
    2,500,000    

AEP Texas, Inc.
2.40%, 10/01/2022

    2,389,542  
    1,000,000    

Ameren Illinois Co.
9.75%, 11/15/2018

    1,036,881  
   

Dominion Energy, Inc.

 

    2,500,000    

2.50%, 12/01/2019

    2,469,893  
    490,000    

2.96%, 07/01/2019(4)

    488,622  
    395,000    

Emera U.S. Finance L.P.
2.70%, 06/15/2021

    384,762  
    3,150,000    

Enel Finance International N.V.
2.88%, 05/25/2022(1)

    3,055,324  
    1,055,000    

Eversource Energy
2.50%, 03/15/2021

    1,034,404  
    805,000    

Exelon Corp.
2.85%, 06/15/2020

    796,977  
    970,000    

FirstEnergy Corp.
2.85%, 07/15/2022

    934,338  
    2,285,000    

Fortis, Inc.
2.10%, 10/04/2021

    2,185,005  
    1,850,000    

ITC Holdings Corp.
2.70%, 11/15/2022(1)

    1,772,413  
    3,050,000    

SCANA Corp.
4.75%, 05/15/2021

    3,090,176  
    3,000,000    

Southern Co.
2.35%, 07/01/2021

    2,915,211  
     

 

 

 
        22,553,548  
     

 

 

 
            Electronics - 0.1%  
    850,000    

Fortive Corp.
2.35%, 06/15/2021

    824,082  
     

 

 

 
            Engineering & Construction - 0.2%  
    1,760,000    

SBA Tower Trust
3.17%, 04/09/2047(1)

    1,733,890  
     

 

 

 
            Entertainment - 1.1%  
    2,195,000    

Discovery Communications LLC
2.80%, 06/15/2020(1)

    2,169,649  
    2,835,000    

Eldorado Resorts, Inc.
7.00%, 08/01/2023

    2,994,469  
    4,340,000    

GLP Capital L.P. / GLP Financing II, Inc.
4.38%, 11/01/2018

    4,340,000  
     

 

 

 
        9,504,118  
     

 

 

 
            Food - 1.0%  
    4,000,000    

Danone S.A.
2.08%, 11/02/2021(1)

    3,830,006  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 54.1% - (continued)  
            Food - 1.0% - (continued)  
  $       330,000    

JM Smucker Co.
2.50%, 03/15/2020

  $ 326,532  
    1,425,000    

Kraft Heinz Foods Co.
2.80%, 07/02/2020

    1,414,629  
    1,415,000    

Kroger Co.
1.50%, 09/30/2019

    1,385,891  
    2,500,000    

Mondelez International Holdings Netherlands B.V.
2.00%, 10/28/2021(1)

    2,380,656  
     

 

 

 
        9,337,714  
     

 

 

 
            Forest Products & Paper - 0.3%  
    2,650,000    

Georgia-Pacific LLC
2.54%, 11/15/2019(1)

    2,631,602  
     

 

 

 
            Gas - 0.2%  
    1,605,000    

CenterPoint Energy Resources Corp.
4.50%, 01/15/2021

    1,647,438  
     

 

 

 
            Healthcare - Services - 0.4%  
    1,500,000    

Anthem, Inc.
2.95%, 12/01/2022

    1,454,370  
    1,810,000    

Dignity Health
2.64%, 11/01/2019

    1,797,241  
    590,000    

Laboratory Corp. of America Holdings
2.63%, 02/01/2020

    584,622  
     

 

 

 
        3,836,233  
     

 

 

 
            Insurance - 1.8%  
    4,000,000    

American International Group, Inc.
2.30%, 07/16/2019

    3,966,309  
    1,250,000    

Assurant, Inc.
4.20%, 09/27/2023

    1,243,436  
    785,000    

AXA Equitable Holdings, Inc.
3.90%, 04/20/2023(1)

    782,326  
    3,000,000    

Jackson National Life Global Funding
2.50%, 06/27/2022(1)

    2,888,471  
    2,300,000    

MassMutual Global Funding
2.00%, 04/15/2021(1)

    2,222,994  
    1,500,000    

Metropolitan Life Global Funding
1.95%, 09/15/2021(1)

    1,436,125  
    1,255,000    

Principal Life Global Funding
2.20%, 04/08/2020(1)

    1,233,154  
    705,000    

Trinity Acquisition plc
3.50%, 09/15/2021

    702,472  
    1,445,000    

Unum Group
3.00%, 05/15/2021

    1,423,725  
     

 

 

 
        15,899,012  
     

 

 

 
            Internet - 0.6%  
    1,130,000    

Alibaba Group Holding Ltd.
2.80%, 06/06/2023

    1,085,776  
    2,000,000    

Netflix, Inc.
5.50%, 02/15/2022

    2,075,000  
    2,130,000    

Tencent Holdings Ltd.
2.99%, 01/19/2023(1)

    2,062,247  
     

 

 

 
        5,223,023  
     

 

 

 
            Iron/Steel - 0.2%  
    1,500,000    

Steel Dynamics, Inc.
5.13%, 10/01/2021

    1,526,700  
     

 

 

 
 

 

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

 

 

  136  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 54.1% - (continued)  
            IT Services - 1.2%  
  $       4,000,000    

Dell International LLC / EMC Corp.
3.48%, 06/01/2019(1)

  $ 4,008,968  
    2,390,000    

DXC Technology Co.
2.88%, 03/27/2020

    2,374,110  
    1,250,000    

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

    1,258,955  
   

NCR Corp.

 

    1,250,000    

4.63%, 02/15/2021

    1,250,375  
    2,200,000    

5.00%, 07/15/2022

    2,183,500  
     

 

 

 
        11,075,908  
     

 

 

 
            Lodging - 0.8%  
    3,320,000    

Choice Hotels International, Inc.
5.70%, 08/28/2020

    3,419,600  
    1,500,000    

Marriott International, Inc.
2.30%, 01/15/2022

    1,436,996  
    2,000,000    

MGM Resorts International
5.25%, 03/31/2020

    2,045,000  
     

 

 

 
        6,901,596  
     

 

 

 
            Machinery - Diversified - 0.6%  
   

CNH Industrial Capital LLC

 

    2,000,000    

4.38%, 11/06/2020

    2,040,000  
    995,000    

4.38%, 04/05/2022

    1,009,925  
    2,300,000    

John Deere Capital Corp.
2.15%, 09/08/2022

    2,189,397  
     

 

 

 
        5,239,322  
     

 

 

 
            Media - 1.4%  
    815,000    

CBS Corp.
2.90%, 06/01/2023(1)

    778,487  
    1,685,000    

Charter Communications Operating LLC / Charter Communications Operating Capital
3.58%, 07/23/2020

    1,689,850  
    1,075,000    

Discovery Communications LLC
2.20%, 09/20/2019

    1,062,251  
    1,770,000    

Sky plc
2.63%, 09/16/2019(1)

    1,760,119  
    2,500,000    

Time Warner Cable LLC
8.25%, 04/01/2019

    2,619,469  
    2,800,000    

Time Warner, Inc.
4.88%, 03/15/2020

    2,892,066  
    1,500,000    

Viacom, Inc.
2.75%, 12/15/2019

    1,486,026  
     

 

 

 
        12,288,268  
     

 

 

 
            Mining - 0.5%  
   

Anglo American Capital plc

 

    2,250,000    

3.75%, 04/10/2022(1)

    2,229,142  
    1,500,000    

4.13%, 04/15/2021(1)

    1,512,420  
    320,000    

Glencore Funding LLC
3.00%, 10/27/2022(1)

    306,008  
     

 

 

 
        4,047,570  
     

 

 

 
            Miscellaneous Manufacturing - 0.1%  
    736,000    

Pentair Finance S.a.r.l.
2.90%, 09/15/2018

    736,450  
     

 

 

 
            Oil & Gas - 1.2%  
    2,500,000    

Anadarko Petroleum Corp.
4.85%, 03/15/2021

    2,589,705  
    875,000    

Canadian Natural Resources Ltd.
2.95%, 01/15/2023

    845,459  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 54.1% - (continued)  
            Oil & Gas - 1.2% - (continued)  
  $       3,000,000    

EQT Corp.
2.50%, 10/01/2020

  $ 2,925,361  
    1,726,000    

Marathon Oil Corp.
2.70%, 06/01/2020

    1,700,540  
    1,015,000    

Noble Energy, Inc.
4.15%, 12/15/2021

    1,031,885  
    1,565,000    

Pioneer Natural Resources Co.
3.45%, 01/15/2021

    1,571,962  
     

 

 

 
        10,664,912  
     

 

 

 
            Oil & Gas Services - 0.3%  
    2,500,000    

Schlumberger Holdings Corp.
3.00%, 12/21/2020(1)

    2,486,150  
     

 

 

 
            Pharmaceuticals - 2.2%  
   

AbbVie, Inc.

 

    1,250,000    

2.30%, 05/14/2021

    1,214,867  
    1,330,000    

2.50%, 05/14/2020

    1,314,209  
   

Allergan Funding SCS

 

    490,000    

2.45%, 06/15/2019

    486,569  
    3,855,000    

3.00%, 03/12/2020

    3,828,917  
    1,300,000    

Bayer U.S. Finance LLC
2.38%, 10/08/2019(1)

    1,287,450  
    1,435,000    

Cardinal Health, Inc.
2.40%, 11/15/2019

    1,419,813  
   

CVS Health Corp.

 

    1,120,000    

3.35%, 03/09/2021

    1,122,361  
    2,500,000    

3.70%, 03/09/2023

    2,486,471  
    945,000    

Mylan N.V.
3.75%, 12/15/2020

    947,940  
    3,000,000    

Shire Acquisitions Investments Ireland DAC
1.90%, 09/23/2019

    2,947,022  
   

Teva Pharmaceutical Finance Netherlands B.V.

 
    1,125,000    

1.70%, 07/19/2019

    1,092,990  
    1,800,000    

2.20%, 07/21/2021

    1,624,190  
     

 

 

 
        19,772,799  
     

 

 

 
            Pipelines - 0.7%  
    240,000    

Andeavor Logistics L.P. / Tesoro Logistics Finance Corp.
3.50%, 12/01/2022

    236,105  
    1,195,000    

Columbia Pipeline Group, Inc.
2.45%, 06/01/2018

    1,194,831  
   

Enterprise Products Operating LLC

 

    1,195,000    

2.55%, 10/15/2019

    1,187,252  
    1,700,000    

2.85%, 04/15/2021

    1,676,500  
   

Kinder Morgan Energy Partners L.P.

 

    1,175,000    

5.30%, 09/15/2020

    1,221,556  
    865,000    

6.85%, 02/15/2020

    917,038  
     

 

 

 
        6,433,282  
     

 

 

 
            Real Estate - 0.3%  
    2,000,000    

WEA Finance LLC
3.15%, 04/05/2022(1)

    1,962,050  
    1,100,000    

WEA Finance LLC / Westfield UK & Europe Finance plc
3.25%, 10/05/2020(1)

    1,095,123  
     

 

 

 
        3,057,173  
     

 

 

 
            Real Estate Investment Trusts - 1.1%  
   

American Tower Corp.

 

    1,750,000    

3.00%, 06/15/2023

    1,677,542  
    1,755,000    

3.30%, 02/15/2021

    1,748,170  
 

 

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

 

 

  137  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 54.1% - (continued)  
            Real Estate Investment Trusts - 1.1% - (continued)  
   

Crown Castle International Corp.

 

  $       1,500,000    

3.15%, 07/15/2023

  $ 1,447,111  
    240,000    

3.40%, 02/15/2021

    240,197  
    2,000,000    

Realty Income Corp.
3.25%, 10/15/2022

    1,962,084  
    1,870,000    

Scentre Group Trust
2.38%, 11/05/2019(1)

    1,849,119  
    860,000    

Simon Property Group L.P.
2.50%, 07/15/2021

    838,123  
     

 

 

 
        9,762,346  
     

 

 

 
            Retail - 0.8%  
    2,250,000    

Alimentation Couche-Tard, Inc.
2.35%, 12/13/2019(1)

    2,219,859  
   

CVS Health Corp.

 

    2,350,000    

2.13%, 06/01/2021

    2,266,681  
    715,000    

2.80%, 07/20/2020

    710,576  
    1,790,000    

Dollar Tree, Inc.
3.70%, 05/15/2023

    1,776,931  
     

 

 

 
        6,974,047  
     

 

 

 
            Semiconductors - 0.8%  
    2,700,000    

Broadcom Corp. / Broadcom Cayman Finance Ltd.
2.38%, 01/15/2020

    2,661,551  
    2,000,000    

NXP B.V. / NXP Funding LLC
4.13%, 06/01/2021(1)

    2,005,000  
    2,700,000    

QUALCOMM, Inc.
3.00%, 05/20/2022

    2,632,192  
     

 

 

 
        7,298,743  
     

 

 

 
            Software - 0.1%  
    541,000    

Fidelity National Information Services, Inc.
2.25%, 08/15/2021

    521,697  
     

 

 

 
            Telecommunications - 1.3%  
    2,000,000    

AT&T, Inc.
2.80%, 02/17/2021

    1,976,973  
    5,500,000    

Nokia Oyj
3.38%, 06/12/2022

    5,310,250  
    3,933,125    

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
3.36%, 03/20/2023(1)

    3,918,848  
     

 

 

 
        11,206,071  
     

 

 

 
            Toys/Games/Hobbies - 0.2%  
    2,000,000    

Mattel, Inc.
2.35%, 05/06/2019

    1,960,000  
     

 

 

 
            Transportation - 1.1%  
    3,450,000    

AP Moller - Maersk A/S
2.55%, 09/22/2019(1)

    3,415,573  
   

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

 
    2,050,000    

2.50%, 06/15/2019(1)

    2,037,995  
    1,500,000    

2.70%, 03/14/2023(1)

    1,430,220  
    45,000    

2.88%, 07/17/2018(1)

    45,026  
    1,000,000    

3.20%, 07/15/2020(1)

    998,112  
   

Ryder System, Inc.

 

    1,270,000    

2.25%, 09/01/2021

    1,223,347  
    1,075,000    

2.45%, 09/03/2019

    1,067,684  
     

 

 

 
        10,217,957  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 54.1% - (continued)  
            Trucking & Leasing - 0.3%  
  $       2,650,000    

Aviation Capital Group LLC
3.88%, 05/01/2023(1)

  $ 2,644,688  
     

 

 

 
   

Total Corporate Bonds
(cost $490,368,317)

  $ 482,706,049  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 0.5%  
            Qatar - 0.2%  
  $       1,960,000    

Qatar Government International Bond
3.88%, 04/23/2023(1)

  $ 1,951,866  
     

 

 

 
            Saudi Arabia - 0.3%  
    2,810,000    

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

    2,693,273  
     

 

 

 
   

Total Foreign Government Obligations
(cost $4,728,808)

  $ 4,645,139  
     

 

 

 
     
MUNICIPAL BONDS - 0.9%  
            General Obligation - 0.4%  
  $       2,805,000    

Country of Cook, IL
4.74%, 11/15/2022

  $ 2,927,943  
    1,175,000    

Illinois State, GO
5.88%, 03/01/2019

    1,200,039  
     

 

 

 
        4,127,982  
     

 

 

 
            Higher Education - 0.3%  
    2,630,000    

Chicago Board of Education, IL
5.28%, 12/01/2022

    2,581,792  
     

 

 

 
            Transportation - 0.2%  
    1,750,000    

Alameda Corridor Transportation Auth
0.00%, 10/01/2022(9)

    1,479,940  
     

 

 

 
   

Total Municipal Bonds
(cost $8,306,021)

  $ 8,189,714  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 21.5%(11)  
            Advertising - 0.2%  
  $       1,655,232    

Acosta Holdco, Inc.
1 mo. USD LIBOR + 3.250%, 5.15%, 09/26/2021

  $ 1,349,809  
     

 

 

 
            Aerospace/Defense - 0.7%  
    1,436,400    

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 5.39%, 12/11/2024

    1,440,896  
    551,530    

Fly Funding II S.a.r.l.
3 mo. USD LIBOR + 2.000%, 3.80%, 02/09/2023

    551,701  
    3,837,928    

TransDigm, Inc.
1 mo. USD LIBOR + 2.750%, 4.79%, 06/09/2023

    3,853,203  
     

 

 

 
        5,845,800  
     

 

 

 
            Airlines - 0.4%  
   

American Airlines, Inc.

 

    970,000    

1 mo. USD LIBOR + 2.000%, 3.90%, 10/12/2021

    971,057  
    1,557,559    

1 mo. USD LIBOR + 2.000%, 3.90%, 06/26/2020

    1,559,257  
    980,000    

1 mo. USD LIBOR + 2.000%, 3.90%, 04/28/2023

    980,353  
     

 

 

 
    3,510,667  
     

 

 

 
 

 

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

 

 

  138  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 21.5%(11) - (continued)  
            Auto Manufacturers - 0.1%  
  $       359,777    

FCA U.S. LLC
1 mo. USD LIBOR + 2.000%,
3.90%, 12/31/2018

  $ 360,676  
    718,200    

Navistar International Corp.
1 mo. USD LIBOR + 3.500%,
5.40%, 11/06/2024

    722,244  
     

 

 

 
        1,082,920  
     

 

 

 
            Beverages - 0.1%  
    1,132,444    

Jacobs Douwe Egberts International B.V.
3 mo. USD LIBOR + 2.250%,
4.06%, 07/02/2022

    1,140,462  
     

 

 

 
            Biotechnology - 0.0%  
    293,653    

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 05/15/2022

    295,121  
     

 

 

 
            Chemicals - 0.6%  
    1,097,463    

Axalta Coating Systems U.S. Holdings, Inc.
3 mo. USD LIBOR + 1.750%,
4.05%, 06/01/2024

    1,101,326  
    316,602    

Chemours Co.
1 mo. USD LIBOR + 1.750%,
3.66%, 04/03/2025

    317,526  
  EUR       159,600    

Diamond (BC) B.V.
EURIBOR + 3.250%,
0.00%, 09/06/2024

    191,602  
  $       310,750    

Minerals Technologies, Inc.
1 mo. USD LIBOR + 2.250%,
4.27%, 02/14/2024

    312,888  
    1,267,554    

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%,
5.47%, 06/09/2023

    1,278,645  
    216,841    

Tronox Blocked Borrower LLC
3 mo. USD LIBOR + 3.000%,
5.30%, 09/22/2024

    219,044  
    500,402    

Tronox Finance LLC
3 mo. USD LIBOR + 3.000%,
5.30%, 09/22/2024

    505,486  
    911,204    

Univar, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 07/01/2024

    918,749  
    830,000    

WR Grace & Co.
0.00%, 04/03/2025(12)

    834,673  
     

 

 

 
        5,679,939  
     

 

 

 
            Commercial Services - 1.7%  
    962,118    

Brickman Group Ltd. LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 12/18/2020

    967,054  
    614,481    

Bright Horizons Family Solutions, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 11/07/2023

    618,831  
    749,338    

Clean Harbors, Inc.
1 mo. USD LIBOR + 1.750%,
3.65%, 06/27/2024

    752,148  
    993,667    

Hertz Corp.
3 mo. USD LIBOR + 2.750%,
4.65%, 06/30/2023

    996,569  
    513,086    

KAR Auction Services, Inc.
3 mo. USD LIBOR + 2.500%,
4.81%, 03/09/2023

    515,010  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 21.5%(11) - (continued)  
            Commercial Services - 1.7% - (continued)  
  $       674,982    

ON Assignment, Inc.
0.00%, 02/21/2025(12)

  $ 677,850  
    1,683,897    

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 11/15/2023

    1,690,212  
    1,766,426    

Russell Investments US Inst’l Holdco, Inc.
3 mo. USD LIBOR + 3.250%,
5.55%, 06/01/2023

    1,775,259  
    508,563    

ServiceMaster Co.
1 mo. USD LIBOR + 2.500%,
4.40%, 11/08/2023

    511,741  
    1,123,650    

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/06/2024

    1,087,131  
  EUR       700,000    

Techem GmbH
EURIBOR + 3.000%,
3.00%, 10/02/2024

    846,461  
  $       1,806,350    

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 05/01/2024

    1,816,140  
    1,829,970    

Trans Union LLC
1 mo. USD LIBOR + 2.000%,
3.90%, 04/10/2023

    1,833,081  
    515,316    

Vantiv LLC
1 mo. USD LIBOR + 2.000%,
3.90%, 10/14/2023

    518,321  
    740,625    

Xerox Business Services LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 12/07/2023

    744,328  
     

 

 

 
        15,350,136  
     

 

 

 
            Distribution/Wholesale - 0.0%  
    290,000    

Beacon Roofing Supply, Inc.
1 mo. USD LIBOR + 2.250%,
4.13%, 01/02/2025

    291,554  
     

 

 

 
            Diversified Financial Services - 0.7%  
    1,381,050    

AlixPartners LLP
3 mo. USD LIBOR + 2.750%,
5.05%, 04/04/2024

    1,386,878  
    950,000    

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/28/2025

    948,518  
    685,000    

Delos Finance S.a.r.l.
3 mo. USD LIBOR + 1.750%,
4.05%, 10/06/2023

    689,035  
    763,796    

FinCo I LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 12/27/2022

    771,434  
  EUR       621,771    

Nets Holding A/S
EURIBOR + 3.250%,
3.25%, 02/06/2025

    750,414  
  $       261,688    

NFP Corp.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/08/2024

    262,724  
    449,313    

RP Crown Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 10/12/2023

    451,932  
    1,027,758    

RPI Finance Trust
3 mo. USD LIBOR + 2.000%,
4.30%, 03/27/2023

    1,032,167  
     

 

 

 
        6,293,102  
     

 

 

 
 

 

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

 

 

  139  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 21.5%(11) - (continued)  
            Electric - 0.3%  
  $       485,650    

Helix Gen Funding LLC
1 mo. USD LIBOR + 3.750%,
5.65%, 06/02/2024

  $ 489,457  
    2,272,409    

NRG Energy, Inc.
3 mo. USD LIBOR + 1.750%,
4.05%, 06/30/2023

    2,277,659  
     

 

 

 
        2,767,116  
     

 

 

 
            Energy - Alternate Sources - 0.4%  
    792,000    

AES Corp.
3 mo. USD LIBOR + 1.750%,
3.69%, 05/31/2022

    792,824  
    1,545,000    

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 4.000%,
6.36%, 10/31/2024

    1,551,520  
    364,088    

Medallion Midland Acquisition LLC
1 mo. USD LIBOR + 3.250%,
5.15%, 10/30/2024

    364,542  
    285,929    

MEG Energy Corp.
3 mo. USD LIBOR + 3.500%,
5.81%, 12/31/2023

    287,073  
    965,779    

TEX Operations Co. LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 08/04/2023

    972,115  
     

 

 

 
        3,968,074  
     

 

 

 
            Engineering & Construction - 0.3%  
    1,985,000    

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%,
6.61%, 06/21/2024

    2,003,123  
    254,917    

DG Investment Intermediate Holdings 2, Inc.
3 mo. USD LIBOR + 3.000%,
5.30%, 02/03/2025

    254,599  
    27,313    

DG Investment Intermediate Holdings 2, Inc.
3 mo. USD LIBOR + 3.000%
1.50%, 02/03/2025(13)

    27,278  
    326,909    

Pike Corp.
1 mo. USD LIBOR + 3.500%,
5.41%, 03/23/2025

    330,858  
     

 

 

 
        2,615,858  
     

 

 

 
            Entertainment - 0.3%  
    645,224    

Camelot UK Holdco Ltd.
1 mo. USD LIBOR + 3.250%,
5.15%, 10/03/2023

    649,373  
    233,238    

CityCenter Holdings LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 04/18/2024

    234,243  
    1,068,603    

Hilton Worldwide Finance LLC
1 mo. USD LIBOR + 1.750%,
3.65%, 10/25/2023

    1,077,099  
    150,000    

Las Vegas Sands LLC
1 mo. USD LIBOR + 1.750%,
3.65%, 03/27/2025

    150,769  
    519,013    

Scientific Games International, Inc.
2 mo. USD LIBOR + 2.750%,
4.73%, 08/14/2024

    522,012  
     

 

 

 
        2,633,496  
     

 

 

 
            Environmental Control - 0.1%  
    1,199,873    

Advanced Disposal Services, Inc.
1 Week USD LIBOR + 2.250%,
4.00%, 11/10/2023

    1,206,869  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 21.5%(11) - (continued)  
            Food - 0.4%  
  $       235,000    

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 03/31/2025

  $ 236,175  
    1,425,569    

JBS USA LLC
3 mo. USD LIBOR + 2.500%,
4.68%, 10/30/2022

    1,423,488  
    1,945,300    

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 05/24/2024

    1,953,645  
     

 

 

 
        3,613,308  
     

 

 

 
            Food Service - 0.1%  
    593,513    

Aramark Services, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 03/11/2025

    597,222  
     

 

 

 
            Healthcare - Products - 0.6%  
    2,849,624    

Alkermes, Inc.
3 mo. USD LIBOR + 2.250%,
4.13%, 03/23/2023

    2,870,996  
    1,210,469    

INC Research LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/01/2024

    1,214,355  
    575,650    

Kinetic Concepts, Inc.
3 mo. USD LIBOR + 3.250%,
5.55%, 02/02/2024

    579,104  
    487,550    

Parexel International Corp.
1 mo. USD LIBOR + 2.750%,
4.65%, 09/27/2024

    489,076  
    487,575    

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%,
5.40%, 09/07/2023

    375,028  
     

 

 

 
        5,528,559  
     

 

 

 
            Healthcare - Services - 0.7%  
    332,500    

Air Medical Group Holdings Inc
1 mo. USD LIBOR + 4.250%,
6.15%, 03/14/2025

    335,965  
   

Community Health Systems, Inc.

 

    486,568    

3 mo. USD LIBOR + 3.000%,
4.98%, 12/31/2019

    478,510  
    182,235    

3 mo. USD LIBOR + 3.250%,
5.23%, 01/27/2021

    176,616  
    1,099,329    

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.000%,
4.91%, 12/01/2023

    1,102,902  
    423,574    

Genoa, a QoL Healthcare Co. LLC
1 mo. USD LIBOR + 3.250%,
5.15%, 10/28/2023

    425,823  
    576,536    

Jaguar Holding Co.
3 mo. USD LIBOR + 2.500%,
4.61%, 08/18/2022

    579,482  
    1,847,089    

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 06/07/2023

    1,856,066  
    388,050    

Surgery Center Holdings, Inc.
1 mo. USD LIBOR + 3.250%,
5.16%, 09/02/2024

    388,655  
    1,065,475    

U.S. Renal Care, Inc.
3 mo. USD LIBOR + 4.250%,
6.55%, 12/31/2022

    1,060,148  
     

 

 

 
        6,404,167  
     

 

 

 
 

 

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

 

 

  140  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 21.5%(11) - (continued)  
            Household Products - 0.1%  
  $       613,463    

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%,
4.99%, 09/06/2024

  $ 612,316  
    172,500    

Prestige Brands, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 01/26/2024

    173,416  
     

 

 

 
        785,732  
     

 

 

 
            Insurance - 0.9%  
   

Asurion LLC

 

    2,780,290    

1 mo. USD LIBOR + 2.750%,
4.65%, 08/04/2022

    2,798,112  
    903,009    

1 mo. USD LIBOR + 2.750%,
4.65%, 11/03/2023

    909,222  
    500,000    

1 mo. USD LIBOR + 6.000%,
7.90%, 08/04/2025

    513,500  
    240,000    

Genworth Financial, Inc.
1 mo. USD LIBOR + 4.500%,
6.40%, 02/22/2023

    243,900  
    1,385,000    

Hub International Ltd.
0.00%, 04/25/2025(12)

    1,393,074  
    1,746,750    

USI, Inc.
3 mo. USD LIBOR + 3.000%,
5.30%, 05/16/2024

    1,752,567  
     

 

 

 
        7,610,375  
     

 

 

 
            IT Services - 0.0%  
    81,700    

Gartner, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 04/05/2024

    82,058  
     

 

 

 
            Leisure Time - 1.2%  
   

Aristocrat Leisure Ltd.

 

    1,243,846    

3 mo. USD LIBOR + 2.000%,
4.36%, 10/20/2021

    1,250,650  
    498,750    

3 mo. USD LIBOR + 2.000%,
4.36%, 10/19/2024

    501,244  
    3,015,829    

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 12/22/2024

    3,039,714  
    2,733,990    

Delta 2 (LUX) S.a.r.l.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/21/2024

    2,729,725  
    910,562    

Eldorado Resorts LLC
2 mo. USD LIBOR + 2.250%,
4.18%, 04/17/2024

    916,253  
    1,685,775    

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%,
4.91%, 10/20/2024

    1,698,418  
    778,050    

NCL Corp. Ltd.
1 mo. USD LIBOR + 1.750%,
3.64%, 10/10/2021

    780,641  
     

 

 

 
        10,916,645  
     

 

 

 
            Lodging - 0.8%  
    1,159,460    

Boyd Gaming Corp.
1 Week USD LIBOR + 2.500%,
4.24%, 09/15/2023

    1,165,130  
    1,720,688    

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/06/2024

    1,723,698  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 21.5%(11) - (continued)  
            Lodging - 0.8% - (continued)  
  $       701,062    

Four Seasons Hotels Ltd.
1 mo. USD LIBOR + 2.000%,
3.90%, 11/30/2023

  $ 705,444  
    798,909    

La Quinta Intermediate Holdings LLC
3 mo. USD LIBOR + 3.000%,
5.35%, 04/14/2021

    799,412  
    1,714,322    

Station Casinos LLC
1 mo. USD LIBOR + 2.500%,
4.41%, 06/08/2023

    1,719,499  
    1,015,000    

Wyndham Hotels & Resorts, Inc.
0.00%, 03/28/2025(12)

    1,022,491  
     

 

 

 
        7,135,674  
     

 

 

 
            Machinery - Diversified - 0.4%  
    1,354,627    

Gardner Denver, Inc.
3 mo. USD LIBOR + 2.750%,
5.05%, 07/30/2024

    1,361,914  
    1,053,044    

Gates Global LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 04/01/2024

    1,058,615  
   

Zodiac Pool Solutions LLC

 

  EUR       530,000    

0.00%, 03/07/2025(12)

    640,988  
  $       315,000    

0.00%, 03/31/2025(12)

    316,181  
     

 

 

 
    3,377,698  
     

 

 

 
            Media - 2.5%  
    1,749,173    

Advantage Sales & Marketing, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 07/23/2021

    1,670,827  
    865,650    

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%,
5.10%, 01/31/2026

    853,384  
    1,656,396    

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%,
3.91%, 04/30/2025

    1,662,905  
   

CSC Holdings LLC

 

    938,025    

1 mo. USD LIBOR + 2.250%,
4.15%, 07/17/2025

    934,742  
    555,000    

1 mo. USD LIBOR + 2.500%,
4.40%, 01/25/2026

    555,000  
    675,000    

Lamar Media Corp.
1 mo. USD LIBOR + 1.750%,
3.69%, 03/14/2025

    678,375  
    498,750    

Maxar Technologies Ltd.
1 mo. USD LIBOR + 2.750%,
4.66%, 10/04/2024

    499,164  
    580,000    

Meredith Corp.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/31/2025

    583,555  
    66,569    

Mission Broadcasting, Inc.
1 mo. USD LIBOR + 2.500%,
4.39%, 01/17/2024

    66,835  
    518,382    

Nexstar Broadcasting, Inc.
1 mo. USD LIBOR + 2.500%,
4.39%, 01/17/2024

    520,455  
   

Numericable Group S.A.

 

    727,650    

1 mo. USD LIBOR + 2.750%,
4.65%, 07/31/2025

    714,785  
    1,708,440    

3 mo. USD LIBOR + 3.000%,
5.35%, 01/31/2026

    1,681,481  
 

 

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

 

 

  141  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 21.5%(11) - (continued)  
            Media - 2.5% - (continued)  
  $ 805,000    

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%,
5.20%, 03/01/2025

  $ 805,757  
    680,000    

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%,
4.66%, 08/17/2024

    685,950  
    1,985,000    

Sinclair Television Group, Inc.
0.00%, 12/12/2024(12)

    1,993,278  
    1,468,514    

Tribune Media Co.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/27/2024

    1,470,350  
    820,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 01/15/2026

    818,319  
    1,000,000    

UPC Financing Partnership
1 mo. USD LIBOR + 2.500%,
4.40%, 01/15/2026

    1,002,080  
    1,345,000    

Vantiv LLC
1 mo. USD LIBOR + 2.000%,
3.90%, 08/09/2024

    1,353,191  
    2,325,000    

Virgin Media Bristol LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 01/15/2026

    2,334,928  
    970,000    

Ziggo Secured Finance Partnership
1 mo. USD LIBOR + 2.500%,
4.40%, 04/15/2025

    965,053  
     

 

 

 
        21,850,414  
     

 

 

 
            Metal Fabricate/Hardware - 0.1%  
    633,686    

Rexnord LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/21/2024

    637,963  
     

 

 

 
            Miscellaneous Manufacturing - 0.2%  
  EUR       675,000    

CTC AcquiCo GmbH
0.00%, 03/07/2025(12)

    814,298  
  $       1,263,650    

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/20/2024

    1,267,037  
     

 

 

 
        2,081,335  
     

 

 

 
            Oil & Gas - 0.6%  
    516,100    

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%,
6.31%, 06/24/2024

    520,616  
    730,000    

California Resources Corp.
1 mo. USD LIBOR + 4.750%,
6.65%, 12/31/2022

    744,826  
    645,000    

Chesapeake Energy Corp.
3 mo. USD LIBOR + 7.500%,
9.44%, 08/23/2021

    682,087  
    1,714,390    

Energy Transfer Equity L.P.
1 mo. USD LIBOR + 2.000%,
3.90%, 02/02/2024

    1,715,367  
    794,246    

Peabody Energy Corp.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/31/2025

    795,581  
    700,000    

Traverse Midstream Partners LLC
3 mo. USD LIBOR + 4.000%,
5.85%, 09/27/2024

    703,500  
     

 

 

 
        5,161,977  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 21.5%(11) - (continued)  
            Oil & Gas Services - 0.1%  
  $       1,182,671    

Crosby U.S. Acquisition Corp.
3 mo. USD LIBOR + 3.000%,
4.90%, 11/23/2020

  $ 1,167,592  
     

 

 

 
      Packaging & Containers - 0.8%  
 

Berry Global, Inc.

 

    1,071,137    

1 mo. USD LIBOR + 2.000%,
3.90%, 02/08/2020

    1,076,943  
    1,030,674    

1 mo. USD LIBOR + 2.000%,
3.90%, 10/01/2022

    1,036,899  
   

Crown Americas LLC

 
  EUR       310,000    

EURIBOR + 2.375%,
2.38%, 01/18/2025

    377,456  
  $       425,000    

3 mo. USD LIBOR + 2.000%,
4.31%, 01/29/2025

    428,455  
    970,200    

Flex Acquisition Co., Inc.
3 mo. USD LIBOR + 3.000%,
5.31%, 12/29/2023

    974,896  
    249,375    

Multi Color Corp.
1 mo. USD LIBOR + 2.250%,
4.15%, 10/31/2024

    250,415  
    412,925    

Plastipak Holdings, Inc.
PRIME + 1.750%,
6.50%, 10/14/2024

    414,345  
    2,223,943    

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/05/2023

    2,237,842  
     

 

 

 
        6,797,251  
     

 

 

 
            Pharmaceuticals - 0.3%  
    1,478,825    

Endo Luxembourg Finance Co. I S.a r.l.
1 mo. USD LIBOR + 4.250%,
6.19%, 04/29/2024

    1,469,582  
 

Quintiles IMS, Inc.

 

    1,160,654    

3 mo. USD LIBOR + 2.000%,
4.30%, 03/07/2024

    1,167,328  
    149,250    

3 mo. USD LIBOR + 2.000%,
4.30%, 01/17/2025

    149,922  
     

 

 

 
    2,786,832  
     

 

 

 
            Real Estate - 0.4%  
    1,000,820    

DTZ U.S. Borrower LLC
3 mo. USD LIBOR + 3.250%,
5.36%, 11/04/2021

    1,002,211  
    1,108,181    

KFC Holding Co.
1 mo. USD LIBOR + 1.750%,
3.64%, 04/03/2025

    1,114,764  
    1,345,909    

VICI Properties LLC
1 mo. USD LIBOR + 2.000%,
3.90%, 12/20/2024

    1,350,579  
     

 

 

 
        3,467,554  
     

 

 

 
            Real Estate Investment Trusts - 0.3%  
    425,000    

Iron Mountain, Inc.
3 mo. USD LIBOR + 1.750%,
3.65%, 01/02/2026

    423,143  
    2,087,400    

MGM Growth Properties Operating Partnership L.P.
1 mo. USD LIBOR + 2.000%,
3.90%, 04/25/2023

    2,098,171  
     

 

 

 
        2,521,314  
     

 

 

 
 

 

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

 

 

  142  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 21.5%(11) - (continued)  
            Retail - 1.7%  
  $       1,564,518    

Albertsons LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 08/25/2021

  $ 1,548,873  
    2,648,250    

American Builders & Contractors Supply Co., Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/31/2023

    2,651,560  
    347,975    

B&G Foods, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 11/02/2022

    349,659  
    1,202,902    

B.C. Unlimited Liability Co.
1 mo. USD LIBOR + 2.250%,
4.15%, 02/16/2024

    1,205,909  
    1,013,030    

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%,
6.90%, 09/25/2024

    1,019,361  
   

Coty, Inc.

 

  EUR       795,000    

0.00%, 04/05/2025(12)

    962,922  
  $       1,908,313    

1 mo. USD LIBOR + 2.250%,
4.13%, 04/07/2025

    1,905,928  
    694,087    

Harbor Freight Tools USA, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 08/18/2023

    696,982  
    1,044,069    

Michaels Stores, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 01/30/2023

    1,049,780  
    995,729    

Neiman Marcus Group Ltd. LLC
1 mo. USD LIBOR + 3.250%,
5.14%, 10/25/2020

    875,335  
    685,695    

PetSmart, Inc.
1 mo. USD LIBOR + 3.000%,
4.89%, 03/11/2022

    538,099  
    872,813    

Staples, Inc.
3 mo. USD LIBOR + 4.000%,
5.79%, 09/12/2024

    862,828  
    1,195,164    

U.S. Foods, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 06/27/2023

    1,205,323  
     

 

 

 
        14,872,559  
     

 

 

 
            Semiconductors - 0.3%  
    247,279    

Entegris, Inc.
1 mo. USD LIBOR + 2.250%,
4.15%, 04/30/2021

    247,897  
    534,600    

Integrated Device Technology, Inc.
1 mo. USD LIBOR + 3.000%,
4.90%, 04/04/2024

    535,936  
    970,588    

MaxLinear, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 05/12/2024

    974,228  
    605,932    

ON Semiconductor Corp.
1 mo. USD LIBOR + 2.000%,
3.90%, 03/31/2023

    609,416  
     

 

 

 
        2,367,477  
     

 

 

 
            Software - 2.0%  
    1,099,475    

Almonde, Inc.
3 mo. USD LIBOR + 3.500%,
5.48%, 06/13/2024

    1,098,354  
    1,004,241    

CDW LLC
3 mo. USD LIBOR + 1.750%,
4.06%, 08/17/2023

    1,009,604  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 21.5%(11) - (continued)  
            Software - 2.0% - (continued)  
  $       1,485,000    

Change Healthcare Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/01/2024

  $ 1,490,569  
    1,012,180    

Dell, Inc.
1 mo. USD LIBOR + 2.000%,
3.91%, 09/07/2023

    1,015,024  
   

First Data Corp.

 

    3,829,682    

1 mo. USD LIBOR + 2.250%,
4.15%, 07/08/2022

    3,843,086  
    824,950    

1 mo. USD LIBOR + 2.250%,
4.15%, 04/26/2024

    827,746  
    1,672,894    

Global Payments Inc.
1 mo. USD LIBOR + 1.750%,
3.65%, 04/21/2023

    1,683,952  
    1,526,797    

Go Daddy Operating Co. LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 02/15/2024

    1,533,484  
    333,233    

Hyland Software, Inc.
1 mo. USD LIBOR + 3.250%,
5.14%, 07/01/2022

    335,942  
    568,851    

Infor U.S., Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/01/2022

    571,104  
    121,065    

MA FinanceCo LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 06/21/2024

    120,641  
    817,582    

Seattle Spinco, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 06/21/2024

    814,721  
    220,410    

SS&C Technologies Holdings Europe S.a.r.l.
0.00%, 04/16/2025(12)

    221,788  
    595,721    

SS&C Technologies, Inc.
0.00%, 04/16/2025(12)

    599,444  
    828,738    

Verint Systems Inc.
1 mo. USD LIBOR + 2.000%,
3.89%, 06/28/2024

    832,368  
    2,190,975    

WEX, Inc.
1 mo. USD LIBOR + 2.250%,
4.15%, 06/30/2023

    2,204,055  
     

 

 

 
        18,201,882  
     

 

 

 
            Telecommunications - 1.1%  
    1,993,500    

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%,
4.15%, 02/22/2024

    2,001,813  
    2,643,300    

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%,
4.44%, 02/02/2024

    2,649,908  
    1,100,000    

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 03/01/2026

    1,104,543  
    1,125,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 09/30/2025

    1,123,031  
    1,935,105    

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/15/2024

    1,907,124  
 

 

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

 

 

  143  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 21.5%(11) - (continued)  
            Telecommunications - 1.1% - (continued)  
  $       708,419    

Zayo Group LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 01/19/2024

  $ 713,066  
     

 

 

 
        9,499,485  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $191,307,437)

  $ 191,495,996  
     

 

 

 
     
U.S. GOVERNMENT AGENCIES - 4.6%      
            Mortgage-Backed Agencies - 4.6%  
            FHLMC - 1.0%  
  $       11,370,252    

1.76%, 07/25/2021(2)(7)

  $ 486,449  
    9,179,359    

2.08%, 08/25/2018(2)(7)

    19,723  
    7,220,898    

3.00%, 04/01/2031

    7,167,819  
    969,921    

3.50%, 04/01/2027

    982,448  
     

 

 

 
        8,656,439  
     

 

 

 
            FNMA - 3.5%  
    5,600,000    

3.50%, 05/17/2033(14)

    5,665,963  
    7,000,000    

3.00%, 05/17/2033(14)

    6,943,672  
    2,389,287    

3.00%, 08/01/2027

    2,384,774  
    4,723,475    

3.00%, 12/01/2030

    4,688,618  
    1,739,430    

3.00%, 02/01/2031

    1,726,593  
    3,132,614    

3.00%, 03/01/2031

    3,109,497  
    1,929,842    

3.50%, 11/01/2026

    1,954,465  
    4,636,033    

3.50%, 12/01/2026

    4,695,185  
    629,888    

3.50%, 12/01/2028

    638,004  
     

 

 

 
        31,806,771  
     

 

 

 
            GNMA - 0.1%  
    234,484    

5.00%, 08/20/2039

    244,527  
    262,409    

6.50%, 05/16/2031

    288,791  
     

 

 

 
        533,318  
     

 

 

 
        40,996,528  
     

 

 

 
   

Total U.S. Government Agencies
(cost $41,818,582)

  $ 40,996,528  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 0.5%      
            Other Direct Federal Obligations - 0.5%  
  $       5,000,000    

FHLMC
1.13%, 08/12/2021

  $ 4,753,180  
     

 

 

 
   

Total U.S. Government Securities
(cost $4,839,495)

  $ 4,753,180  
     

 

 

 
   

Total Long-Term Investments
(cost $902,674,799)

  $ 892,117,813  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 1.8%      
            Other Investment Pools & Funds - 1.7%  
    15,221,063    

Fidelity Institutional Government Fund, Institutional Class,
1.59%(15)

    15,221,063  
     

 

 

 
            Securities Lending Collateral - 0.1%  
    50,550    

Citibank NA DDCA,
1.50%, 5/1/2018(15)

    50,550  
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 1.8% - (continued)      
            Securities Lending Collateral - 0.1% - (continued)  
    537,952    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(15)

  $ 537,952  
    422,498    

Invesco Government & Agency Portfolio,
1.60%(15)

    422,498  
     

 

 

 
        1,011,000  
     

 

 

 
   

Total Short-Term Investments
(cost $16,232,063)

  $ 16,232,063  
     

 

 

 
   

Total Investments
(cost $918,906,862)

    101.7    $ 908,349,876  
   

Other Assets and Liabilities

    (1.7 )%       (15,200,425
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 893,149,451  
     

 

 

    

 

 

 
 

 

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

 

 

  144  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $297,213,964, which represented 33.3% 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)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

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

 

(5)  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of this security was $1,990,097, which represented 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(6)  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 April 30, 2018, the aggregate value of this security was $1,990,097, which represented 0.2% of total net assets.

 

(7)  Securities disclosed are interest-only strips.

 

(8)  Security disclosed is principal-only strips.

 

(9) Security is a zero-coupon bond.

 

(10)  Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(11)  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2018.

 

(12)  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(13)  This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2018, the aggregate value of the unfunded commitment was $27,278, which rounds to zero percent of total net assets.

 

(14)  Represents or includes a TBA transaction.

 

(15)  Current yield as of period end.

 

Futures Contracts Outstanding at April 30, 2018  

Description

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

Long position contracts:

 

U.S. Treasury 2-Year Note Future

     357        06/29/2018      $     75,700,735      $     (231,107
                    

 

 

 

Short position contracts:

 

U.S. Treasury 5-Year Note Future

     869        06/29/2018      $ 98,638,290      $ 509,052  

U.S. Treasury 10-Year Note Future

     47        06/20/2018        5,622,375        36,788  

U.S. Treasury Long Bond Future

     7        06/20/2018        1,006,906        (1,083
                    

 

 

 

Total

 

   $ 544,757  
                    

 

 

 

Total futures contracts

 

   $ 313,650  
                    

 

 

 

 

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

 

 

  145  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
  

Counterparty

   Settlement
Date
   Appreciation      Depreciation  
6,165,188            USD    5,041,000            EUR    BCLY    05/31/18    $     63,765      $     —  
               

 

 

    

 

 

 

 

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

 

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

BCLY

   Barclays
Currency Abbreviations:

EUR

   Euro
Other Abbreviations:

CLO

   Collateralized Loan Obligation

CMO

   Collateralized Mortgage Obligation

DDCA

   Dollars on Deposit in Custody Account

EURIBOR

   Euro Interbank Offered Rate

FHLMC

   Federal Home Loan Mortgage Corp.

FNMA

   Federal National Mortgage Association

GNMA

   Government National Mortgage Association

LIBOR

   London Interbank Offered Rate

MTN

   Medium Term Note

TBA

   To Be Announced
Municipal Abbreviations:

GO

   General Obligation
 

 

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

 

 

  146  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

         

Asset & Commercial Mortgage Backed Securities

   $ 159,331,207     $     $ 157,341,110      $ 1,990,097  

Corporate Bonds

     482,706,049             482,706,049         

Foreign Government Obligations

     4,645,139             4,645,139         

Municipal Bonds

     8,189,714             8,189,714         

Senior Floating Rate Interests

     191,495,996             191,495,996         

U.S. Government Agencies

     40,996,528             40,996,528         

U.S. Government Securities

     4,753,180             4,753,180         

Short-Term Investments

     16,232,063       16,232,063               

Foreign Currency Contracts(2)

     63,765             63,765         

Futures Contracts(2)

     545,840       545,840               
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $     908,959,481     $     16,777,903     $     890,191,481      $     1,990,097  
  

 

 

   

 

 

   

 

 

    

 

 

 

Liabilities

 

Futures Contracts(2)

   $ (232,190   $ (232,190   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ (232,190   $ (232,190   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 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.

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 six-month period ended April 30, 2018 is not presented.

 

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

 

 

  147  

 


The Hartford Strategic Income Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.7%  
            Asset-Backed - Automobile - 0.3%      
  $       57,554    

Honor Automobile Trust Securitization
2.94%, 11/15/2019(1)

  $ 57,560  
    1,370,000    

Westlake Automobile Receivables Trust
3.28%, 12/15/2022(1)

    1,358,251  
     

 

 

 
        1,415,811  
     

 

 

 
            Asset-Backed - Finance & Insurance - 5.8%  
   

Apidos CLO

 
    390,000    

3 mo. USD LIBOR + 1.330%,
3.68%, 01/16/2027(1)(2)

    390,107  
    415,000    

3 mo. USD LIBOR + 1.430%,
3.79%, 07/18/2027(1)(2)

    415,361  
    250,000    

3 mo. USD LIBOR + 3.000%,
5.36%, 01/19/2025(1)(2)

    250,069  
    995,000    

Atrium X
3 mo. USD LIBOR + 3.000%,
5.35%, 07/16/2025(1)(2)

    996,096  
   

Avery Point CLO Ltd.

 
    270,000    

3 mo. USD LIBOR + 1.450%,
3.24%, 08/05/2027(1)(2)

    270,293  
    268,863    

3 mo. USD LIBOR + 1.120%,
3.48%, 01/18/2025(1)(2)

    268,938  
    186,473    

Bayview Mortgage Fund Trust
3.50%, 01/28/2058(1)(3)

    186,502  
   

Bayview Opportunity Master Fund Trust

 
    172,309    

3.11%, 09/28/2032(1)(4)

    171,478  
    1,713,705    

3.35%, 11/28/2032(1)(4)

    1,705,578  
    91,189    

3.50%, 01/28/2055(1)(3)

    91,356  
    152,418    

3.50%, 06/28/2057(1)(3)

    153,042  
    735,163    

3.60%, 02/25/2033(1)(4)

    735,666  
    82,504    

4.00%, 11/28/2053(1)(3)

    83,631  
    159,911    

4.00%, 10/28/2064(1)(3)

    161,722  
    270,000    

Carlyle Global Market Strategies CLO Ltd.
3 mo. USD LIBOR + 1.470%,
3.84%, 04/27/2027(1)(2)

    269,873  
    234,961    

Cent CLO
3 mo. USD LIBOR + 1.250%,
3.02%, 08/01/2024(1)(2)

    234,849  
    395,000    

CIFC Funding Ltd.
3 mo. USD LIBOR + 1.200%,
3.14%, 05/24/2026(1)(2)

    394,888  
    670,000    

Domino’s Pizza Master Issuer LLC
4.12%, 07/25/2048(1)

    670,000  
    20,433    

Equity One Mortgage Pass-Through Trust
5.46%, 12/25/2033(3)

    14,089  
    1,661,590    

GSAMP Trust
1 mo. USD LIBOR + 0.090%,
1.99%, 01/25/2037(2)

    1,052,895  
   

Lendmark Funding Trust

 
    125,000    

2.83%, 12/22/2025(1)

    124,049  
    155,000    

3.26%, 04/21/2025(1)

    155,259  
    45,120    

Long Beach Asset Holdings Corp.
5.78%, 04/25/2046(1)(5)

     
    250,000    

Madison Park Funding Ltd.
3 mo. USD LIBOR + 1.160%,
3.52%, 07/23/2029(1)(2)

    250,075  
   

Magnetite Ltd.

 
    480,000    

3 mo. USD LIBOR + 1.000%,
3.36%, 07/25/2026(1)(2)

    479,758  
    1,165,000    

3 mo. USD LIBOR + 5.150%,
7.51%, 01/18/2027(1)(2)

    1,164,154  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.7% - (continued)  
            Asset-Backed - Finance & Insurance - 5.8% - (continued)  
  $       2,382,952    

MFRA Trust
3.35%, 11/25/2047(1)(4)

  $ 2,364,646  
    100,000    

Nationstar HECM Loan Trust
2.94%, 05/25/2027(1)

    99,222  
   

NRZ Advance Receivables Trust

 
    420,000    

3.11%, 12/15/2050(1)

    418,130  
    370,000    

3.21%, 02/15/2051(1)

    366,947  
   

Oak Hill Advisors Residential Loan Trust

 
    91,350    

3.00%, 06/25/2057(1)(4)

    90,132  
    900,000    

5.00%, 06/25/2057(1)(4)

    891,450  
   

OneMain Financial Issuance Trust

 
    286,000    

2.37%, 09/14/2032(1)

    280,616  
    359,966    

4.10%, 03/20/2028(1)

    362,220  
    360,000    

OZLM Ltd.
3 mo. USD LIBOR + 1.450%,
3.81%, 04/30/2027(1)(2)

    360,518  
    359,421    

Pretium Mortgage Credit Partners LLC
3.33%, 12/30/2032(1)(3)

    357,969  
   

SoFi Consumer Loan Program LLC

 
    74,738    

2.50%, 05/26/2026(1)

    73,695  
    64,100    

2.77%, 05/25/2026(1)

    63,613  
    80,110    

3.05%, 12/26/2025(1)

    79,888  
    411,154    

3.09%, 10/27/2025(1)

    410,674  
    99,210    

3.28%, 01/26/2026(1)

    99,207  
   

Springleaf Funding Trust

 
    310,000    

2.68%, 07/15/2030(1)

    304,291  
    165,000    

2.90%, 11/15/2029(1)

    164,033  
    355,000    

SPS Servicer Advance Receivables Trust
2.75%, 11/15/2049(1)

    355,995  
    395,000    

Symphony CLO Ltd.
3 mo. USD LIBOR + 1.180%,
3.53%, 10/17/2026(1)(2)

    395,363  
   

Towd Point Mortgage Trust

 

    323,116    

2.75%, 10/25/2056(1)(3)

    318,233  
    80,617    

2.75%, 04/25/2057(1)(3)

    79,443  
    238,061    

2.75%, 06/25/2057(1)(3)

    233,690  
    173,417    

2.75%, 07/25/2057(1)(3)

    170,774  
    1,458,650    

U.S. Residential Opportunity Fund Trust
3.35%, 11/27/2037(1)(4)

    1,452,062  
   

VOLT LX LLC

 
    68,437    

3.25%, 06/25/2047(1)(4)

    68,047  
    1,080,000    

4.63%, 10/25/2047(1)(4)

    1,070,024  
    1,515,000    

5.38%, 06/25/2047(1)(4)

    1,510,155  
    1,423,000    

VOLT LXII LLC
4.63%, 09/25/2047(1)(4)

    1,410,719  
    1,570,000    

VOLT LXIV LLC
4.63%, 10/25/2047(1)(4)

    1,543,312  
    350,000    

Voya CLO Ltd.
3 mo. USD LIBOR + 1.450%,
3.80%, 10/14/2026(1)(2)

    349,659  
    593,513    

Wendys Funding LLC
3.88%, 03/15/2048(1)

    581,601  
     

 

 

 
        27,016,056  
     

 

 

 
            Asset-Backed - Home Equity - 1.4%  
   

GSAA Home Equity Trust

 
    691,067    

1 mo. USD LIBOR + 0.070%,
1.97%, 12/25/2046(2)

    390,584  
    1,143,993    

1 mo. USD LIBOR + 0.080%,
1.98%, 02/25/2037(2)

    608,095  
 

 

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

 

 

  148  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.7% - (continued)  
            Asset-Backed - Home Equity - 1.4% - (continued)  
  $       1,156,626    

1 mo. USD LIBOR + 0.180%,
2.08%, 11/25/2036(2)

  $ 583,789  
    997,179    

1 mo. USD LIBOR + 0.230%,
2.13%, 04/25/2047(2)

    712,929  
    2,533,733    

Morgan Stanley Mortgage Loan Trust
1 mo. USD LIBOR + 0.170%,
2.07%, 11/25/2036(2)

    1,160,133  
    22,008    

Nationstar NIM Ltd.
9.79%, 03/25/2037(1)(5)

    2  
   

New Residential Mortgage Loan Trust

 
    260,974    

1 mo. USD LIBOR + 1.500%,
3.40%, 06/25/2057(1)(2)

    268,537  
    255,173    

4.00%, 02/25/2057(1)(3)

    258,026  
    437,000    

NRZ Advance Receivables Trust
2.58%, 10/15/2049(1)

    431,961  
   

Soundview Home Loan Trust

 
    2,251,000    

1 mo. USD LIBOR + 0.240%,
2.14%, 07/25/2036(2)

    1,978,384  
    115,000    

1 mo. USD LIBOR + 0.250%,
2.15%, 11/25/2036(2)

    103,268  
     

 

 

 
        6,495,708  
     

 

 

 
            Collateralized - Mortgage Obligations - 0.0%  
    85,157    

COLT Mortgage Loan Trust
2.61%, 05/27/2047(1)(3)

    84,161  
     

 

 

 
            Commercial Mortgage-Backed Securities - 2.1%  
    180,000    

Citigroup Commercial Mortgage Trust
4.56%, 03/10/2047(1)(3)

    135,606  
    981,000    

Commercial Mortgage Pass-Through Trust
4.75%, 10/15/2045(1)(3)

    638,445  
   

Commercial Mortgage Trust

 
    435,629    

2.04%, 07/10/2046(1)(3)(6)

    14,495  
    560,000    

4.73%, 10/15/2045(1)(3)

    94,534  
    68,986    

Credit Suisse First Boston Mortgage Securities Corp.
4.88%, 04/15/2037

    68,420  
   

FREMF Mortgage Trust

 

    582,000    

4.17%, 07/25/2027(1)(3)

    551,028  
    575,000    

4.21%, 05/25/2027(1)(3)

    549,966  
   

GS Mortgage Securities Trust

 

    4,207,705    

0.14%, 07/10/2046(3)(6)

    18,293  
    385,864    

1.52%, 08/10/2044(1)(3)(6)

    13,382  
    565,333    

3.67%, 04/10/2047(1)

    214,250  
    2,190,000    

4.91%, 11/10/2045(1)(3)

    2,090,210  
    175,000    

5.02%, 04/10/2047(1)(3)

    116,174  
   

JP Morgan Chase Commercial Mortgage Securities Trust

 
    860,000    

2.73%, 10/15/2045(1)(3)

    391,859  
    485,000    

4.52%, 12/15/2047(1)(3)

    384,043  
    765,000    

5.59%, 08/15/2046(1)(3)

    749,155  
   

Morgan Stanley Capital Trust

 

    50,000    

5.31%, 10/12/2052(1)(3)

    4,253  
    465,000    

5.33%, 07/15/2049(1)(3)

    397,739  
    870,000    

VNDO Mortgage Trust
4.08%, 12/13/2029(1)(3)

    868,104  
    15,000    

Wells Fargo Commercial Mortgage Trust
4.24%, 05/15/2048(3)

    12,965  
   

WF-RBS Commercial Mortgage Trust

 

    900,599    

3.02%, 11/15/2047(1)

    522,955  
    2,125,000    

4.94%, 11/15/2045(1)(3)

    1,753,846  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.7% - (continued)  
            Commercial Mortgage-Backed Securities - 2.1% - (continued)  
  $       215,000    

5.00%, 06/15/2044(1)(3)

  $ 158,467  
     

 

 

 
        9,748,189  
     

 

 

 
            Whole Loan Collateral CMO - 5.1%  
   

Alternative Loan Trust

 

    186,460    

1 mo. USD LIBOR + 0.270%,
2.17%, 01/25/2036(2)

    178,998  
    328,075    

1 mo. USD LIBOR + 0.320%,
2.22%, 11/25/2035(2)

    295,851  
    1,068,872    

5.75%, 05/25/2036

    812,093  
    915,051    

6.00%, 05/25/2036

    756,273  
   

Angel Oak Mortgage Trust LLC

 

    103,738    

2.48%, 07/25/2047(1)(3)

    101,653  
    210,809    

3.64%, 01/25/2047(1)(3)

    208,946  
    297,463    

Banc of America Mortgage Trust
3.58%, 09/25/2035(3)

    289,204  
    426,625    

Bear Stearns Adjustable Rate Mortgage Trust
1 year USD CMT + 2.300%,
3.52%, 10/25/2035(2)

    435,610  
    127,178    

Bear Stearns Alt-A Trust
1 mo. USD LIBOR + 0.500%,
2.40%, 01/25/2036(2)

    133,148  
    1,161,977    

Chase Mortgage Finance Trust
5.50%, 11/25/2035

    1,105,896  
    798,550    

CHL Mortgage Pass-Through Trust
3.48%, 09/25/2047(3)

    746,873  
    126,267    

CSMC Trust
3.25%, 04/25/2047(1)(3)

    123,742  
   

Deephaven Residential Mortgage Trust

 

    76,028    

2.45%, 06/25/2047(1)(3)

    74,109  
    294,665    

2.81%, 10/25/2047(1)(3)

    290,850  
    52,124    

3.49%, 12/26/2046(1)(3)

    51,907  
    1,518,000    

Fannie Mae Connecticut Avenue Securities
1 mo. USD LIBOR + 4.250%,
6.15%, 04/25/2029(2)

    1,727,881  
   

Fannie Mae Connecticut Avenue Securities

 

    2,401,000    

1 mo. USD LIBOR + 2.200%,
4.10%, 01/25/2030(2)

    2,441,676  
    525,000    

1 mo. USD LIBOR + 3.550%,
5.45%, 07/25/2029(2)

    574,042  
    1,075,000    

1 mo. USD LIBOR + 4.350%,
6.25%, 05/25/2029(2)

    1,200,399  
    446,634    

1 mo. USD LIBOR + 4.900%,
6.80%, 11/25/2024(2)

    511,869  
    250,872    

1 mo. USD LIBOR + 5.700%,
7.60%, 04/25/2028(2)

    291,950  
    185,000    

1 mo. USD LIBOR + 6.000%,
7.90%, 09/25/2028(2)

    221,429  
    72,382    

GMACM Mortgage Loan Trust
3.88%, 04/19/2036(3)

    68,125  
    912,108    

GSR Mortgage Loan Trust
3.70%, 01/25/2036(3)

    899,641  
    1,917,309    

HarborView Mortgage Loan Trust
1 mo. USD LIBOR + 0.240%,
2.14%, 12/19/2036(2)

    1,773,531  
    51,082    

Impac CMB Trust
1 mo. USD LIBOR + 2.250%,
4.15%, 02/25/2036(2)

    49,891  
 

 

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

 

 

  149  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.7% - (continued)  
            Whole Loan Collateral CMO - 5.1% - (continued)  
  $       581,135    

IndyMac IMSC Mortgage Loan Trust
1 mo. USD LIBOR + 0.150%,
2.05%, 03/25/2047(2)

  $ 465,171  
 

JP Morgan Mortgage Trust

 

    331,334    

3.45%, 11/25/2035(3)

    326,999  
    72,478    

3.73%, 04/25/2037(3)

    70,480  
    463,934    

3.83%, 05/25/2036(3)

    461,828  
 

LSTAR Securities Investment Ltd.

 

    615,228    

1 mo. USD LIBOR + 1.650%,
0.04%, 11/01/2022(1)(2)

    610,799  
    548,327    

1 mo. USD LIBOR + 1.550%,
3.46%, 02/01/2023(1)(2)

    544,248  
    442,195    

1 mo. USD LIBOR + 1.750%,
3.66%, 09/01/2022(1)(2)

    441,982  
    874,954    

1 mo. USD LIBOR + 1.750%,
3.66%, 10/01/2022(1)(2)

    870,608  
    179,972    

MASTR Adjustable Rate Mortgages Trust
3.47%, 11/21/2034(3)

    184,648  
    81,599    

MFA Trust
2.59%, 02/25/2057(1)(3)

    80,064  
 

New Residential Mortgage Loan Trust

 

    174,867    

3.75%, 11/26/2035(1)(3)

    175,584  
    159,645    

3.75%, 11/25/2056(1)(3)

    159,913  
    241,456    

4.00%, 03/25/2057(1)(3)

    244,161  
    187,742    

4.00%, 04/25/2057(1)(3)

    189,347  
    221,486    

4.00%, 05/25/2057(1)(3)

    224,059  
    410,914    

Nomura Asset Acceptance Corp. Alternative Loan Trust
4.93%, 06/25/2036(3)

    369,121  
    1,140,136    

Residential Accredit Loans, Inc.
2.62%, 11/25/2037(3)

    995,432  
    1,435,871    

Structured Asset Mortgage Investments Trust
1 mo. USD LIBOR + 0.230%,
2.13%, 02/25/2036(2)

    1,293,486  
 

Towd Point Mortgage Trust

 

    147,258    

2.25%, 04/25/2056(1)(3)

    144,371  
    125,132    

2.75%, 08/25/2055(1)(3)

    123,370  
    40,885    

WaMu Mortgage Pass-Through Certificates Trust
1 mo. USD LIBOR + 0.420%,
2.32%, 06/25/2044(2)

    39,745  
    681,531    

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
1 mo. USD LIBOR + 0.600%,
2.50%, 07/25/2036(2)

    480,035  
     

 

 

 
    23,861,038  
     

 

 

 
      Whole Loan Collateral PAC - 0.0%  
    54,253    

Alternative Loan Trust
1 mo. USD LIBOR + 0.500%,
2.40%, 12/25/2035(2)

    39,352  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $68,873,995)

  $ 68,660,315  
     

 

 

 
     
CORPORATE BONDS - 17.2%  
      Aerospace/Defense - 0.2%  
  $       800,000    

Lockheed Martin Corp.
4.09%, 09/15/2052

  $ 760,919  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.2% - (continued)  
      Agriculture - 0.1%  
  $       350,000    

Kernel Holding S.A.
8.75%, 01/31/2022(7)

  $ 359,625  
     

 

 

 
      Auto Manufacturers - 0.6%  
  CAD       515,000    

Ford Credit Canada Co.
3.70%, 08/02/2018

    402,943  
  $       610,000    

General Motors Co.
5.40%, 04/01/2048

    595,446  
    845,000    

General Motors Financial Co., Inc.
3 mo. USD LIBOR + 1.450%,
3.25%, 05/09/2019(2)

    853,933  
    500,000    

Toyota Motor Finance Netherlands B.V.
3 mo. USD LIBOR + 0.250%,
2.32%, 12/12/2019(2)(7)

    500,780  
  CAD       790,000    

VW Credit Canada, Inc.
2.80%, 08/20/2018

    617,042  
     

 

 

 
    2,970,144  
     

 

 

 
      Beverages - 0.1%  
    530,000    

Molson Coors International L.P.
2.25%, 09/18/2018

    413,218  
     

 

 

 
      Chemicals - 0.2%  
  $       200,000    

OCP S.A.
4.50%, 10/22/2025(7)

    191,977  
    530,000    

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

    503,736  
     

 

 

 
        695,713  
     

 

 

 
      Commercial Banks - 8.8%  
  EUR       325,000    

Banca Carige S.p.A.
5.00%, 12/22/2022(7)

    411,995  
  $       2,400,000    

Banco Bilbao Vizcaya Argentaria S.A.
5 year USD Swap + 3.870%,
6.13%, 11/16/2027(2)(8)

    2,319,720  
  EUR       1,200,000    

Banco de Sabadell S.A.
5 year EUR Swap + 6.414%,
6.50%, 05/18/2022(2)(7)(8)

    1,541,026  
 

Banco do Brasil S.A.

 

  $       200,000    

4.63%, 01/15/2025(1)

    192,390  
    365,000    

10 year USD CMT + 6.362%,
9.00%, 06/18/2024(2)(7)(8)

    386,316  
    420,000    

Bank of Nova Scotia
3 mo. USD LIBOR + 0.620%,
2.65%, 12/05/2019(2)

    422,916  
 

Barclays plc

 

    200,000    

5 year USD Swap + 6.772%,
7.88%, 03/15/2022(2)(7)(8)

    213,340  
  EUR       475,000    

5 year EUR Swap + 6.750%,
8.00%, 12/15/2020(2)(8)

    659,619  
  $       720,000    

BBVA Bancomer S.A.
1 year USD CMT + 2.650%,
5.13%, 01/18/2033(1)(2)

    679,500  
 

BNP Paribas S.A.

 

    550,000    

5 year USD Swap + 1.483%,
4.38%, 03/01/2033(1)(2)

    530,145  
    935,000    

5 year USD Swap + 2.838%,
5.13%, 11/15/2027(1)(2)(8)

    876,562  
    755,000    

5 year USD Swap + 6.314%,
7.63%, 03/30/2021(1)(2)(8)

    813,324  
 

 

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

 

 

  150  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.2% - (continued)  
      Commercial Banks - 8.8% - (continued)  
  EUR       600,000    

Caixa Geral de Depositos S.A.
5 year EUR Swap + 10.925%,
10.75%, 03/30/2022(2)(7)(8)

  $ 840,469  
 

CaixaBank S.A.

 

    600,000    

5 year EUR Swap + 3.35%,
3.50%, 02/15/2027(2)(7)

    778,409  
    600,000    

5 year EUR Swap + 6.498%,
6.75%, 06/13/2024(2)(7)(8)

    813,318  
  $       850,000    

Citibank NA
2.68%, 05/01/2020(3)

    850,632  
    390,000    

Citigroup, Inc.
3 mo. USD LIBOR + 0.790%,
3.13%, 01/10/2020(2)

    392,771  
 

Credit Agricole S.A.

 

  EUR       300,000    

5 year EUR Swap + 5.350%,
4.75%, 09/27/2048(2)(7)

    416,143  
  $       1,850,000    

5 year USD Swap + 6.185%,
8.13%, 12/23/2025(1)(2)(8)

    2,102,062  
 

Credit Suisse Group AG

 

    2,140,000    

5 year USD Swap + 3.455%,
6.25%, 12/18/2024(1)(2)(8)

    2,191,437  
    350,000    

5 year USD Swap + 3.455%,
6.25%, 12/18/2024(2)(7)(8)

    358,413  
  EUR       600,000    

Deutsche Bank AG
4.50%, 05/19/2026

    795,930  
    600,000    

Deutsche Pfandbriefbank AG
5 year EUR Swap + 2.750%,
2.88%, 06/28/2027(2)(7)

    730,559  
    600,000    

Erste Group Bank AG
5 year EUR Swap + 6.204%,
6.50%, 04/15/2024(2)(7)(8)

    828,099  
    760,000    

Goldman Sachs Group, Inc.
6.38%, 05/02/2018(7)

    917,776  
 

HSBC Holdings plc

 

  $       1,175,000    

5 year USD ICE Swap + 3.746%,
6.00%, 05/22/2027(2)(8)

    1,160,547  
    650,000    

5 year USD ICE Swap + 3.453%,
6.25%, 03/23/2023(2)(8)

    658,944  
    200,000    

5 year USD ICE Swap + 4.368%,
6.38%, 03/30/2025(2)(8)

    206,000  
    840,000    

ING Bank N.V.
3 mo. USD LIBOR + 0.610%,
2.45%, 08/15/2019(2)(7)

    844,786  
 

Intesa Sanpaolo S.p.A.

 

    450,000    

5 year USD Swap + 5.462%,
7.70%, 09/17/2025(1)(2)(8)

    475,875  
  EUR       550,000    

5 year EUR Swap + 7.192%,
7.75%, 01/11/2027(2)(7)(8)

    814,450  
  $       500,000    

Itau Unibanco Holding S.A.
5 year CMT Swap + 3.981%,
6.13%, 12/12/2022(1)(2)(8)

    488,600  
    375,000    

Marb Bondco plc
7.00%, 03/15/2024(7)

    358,598  
    840,000    

Morgan Stanley
3 mo. USD LIBOR + 1.140%,
3.51%, 01/27/2020(2)

    851,596  
    400,000    

Norddeutsche Landesbank Girozentrale
6.25%, 04/10/2024(7)

    396,443  
  EUR       775,000    

Novo Banco S.A
3.50%, 03/18/2043(7)

    807,439  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.2% - (continued)  
      Commercial Banks - 8.8% - (continued)  
 

Novo Banco S.A.

 

  EUR       365,000    

3.50%, 01/23/2043

  $ 380,710  
    1,030,000    

3.50%, 02/19/2043(7)

    1,074,344  
 

Raiffeisen Bank International AG

 

    500,000    

6.00%, 10/16/2023(7)

    732,107  
    600,000    

12 year EUR Swap + 5.954%,
6.13%, 12/15/2022(2)(7)(8)

    759,882  
  $       350,000    

Royal Bank of Scotland Group plc
5 year USD Swap + 7.598%,
8.63%, 08/15/2021(2)(8)

    383,250  
  GBP       200,000    

Santander UK Group Holdings plc
5 year GBP Swap + 5.543%,
7.38%, 06/24/2022(2)(7)(8)

    299,666  
  $       200,000    

Skandinaviska Enskilda Banken AB
5 year USD Swap + 3.493%,
5.63%, 05/13/2022(2)(7)(8)

    200,041  
 

Societe Generale S.A.

 

    1,125,000    

5 year USD Swap + 6.238%,
7.38%, 09/13/2021(1)(2)(8)

    1,192,500  
    975,000    

5 year USD Swap + 6.394%,
8.25%, 11/29/2018(2)(7)(8)

    1,000,594  
    225,000    

Standard Chartered plc
5 year USD Swap + 6.301%,
7.50%, 04/02/2022(2)(7)(8)

    237,656  
    970,000    

Turkiye Vakiflar Bankasi TAO
5.75%, 01/30/2023(1)

    940,091  
 

UBS Group AG

 

    725,000    

5 year USD ICE Swap + 5.497%,
6.88%, 03/22/2021(2)(7)(8)

    761,250  
    800,000    

5 year USD Swap + 4.866%,
7.00%, 02/19/2025(2)(7)(8)

    855,901  
    750,000    

5 year USD Swap + 5.464%,
7.13%, 02/19/2020(2)(7)(8)

    780,537  
 

UniCredit S.p.A.

 

  EUR       825,000    

5 year EUR Swap + 4.925%,
5.38%, 06/03/2025(2)(7)(8)

    994,269  
  $       720,000    

5 year USD ICE Swap + 3.703%,
5.86%, 06/19/2032(2)(7)

    720,036  
  EUR       200,000    

5 year EUR Swap + 6.387%,
6.63%, 06/03/2023(2)(7)(8)

    262,515  
  $       225,000    

5 year USD Swap + 5.180%,
8.00%, 06/03/2024(2)(7)(8)

    234,563  
    385,000    

Wells Fargo & Co.
4.40%, 06/14/2046

    361,167  
 

Zenith Bank plc

 

    495,000    

7.38%, 05/30/2022(1)

    509,355  
    400,000    

7.38%, 05/30/2022(7)

    411,600  
     

 

 

 
        41,218,183  
     

 

 

 
      Commercial Services - 0.5%  
    2,203,000    

Acwa Power Management And Investments One Ltd.
5.95%, 12/15/2039(1)

    2,231,639  
  IDR       4,400,000,000    

Jasa Marga Persero Tbk PT
7.50%, 12/11/2020(1)

    312,625  
     

 

 

 
        2,544,264  
     

 

 

 
      Diversified Financial Services - 0.4%  
  CAD       535,000    

Cadillac Fairview Finance Trust
3.64%, 05/09/2018

    416,912  
 

 

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

 

 

  151  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.2% - (continued)  
      Diversified Financial Services - 0.4% - (continued)  
  $       500,000    

Societe Generale S.A.
6.75%, 04/06/2028(1)(3)(8)

  $ 496,250  
    800,000    

Turkiye Sinai Kalkinma Bankasi AS
5.50%, 01/16/2023(7)

    769,035  
    200,000    

Unifin Financiera S.A.B. de C.V. SOFOM ENR
7.00%, 01/15/2025(7)

    194,500  
     

 

 

 
        1,876,697  
     

 

 

 
            Electric - 0.4%  
    200,000    

Abu Dhabi National Energy Co. PJSC
4.88%, 04/23/2030(1)

    198,234  
    200,000    

Israel Electric Corp. Ltd.
4.25%, 08/14/2028(1)(7)

    190,994  
    780,000    

Pacific Gas & Electric Co.
6.05%, 03/01/2034

    916,326  
    360,000    

Pampa Energia S.A.
7.50%, 01/24/2027(7)

    366,300  
    250,000    

State Grid Overseas Investment Ltd.
4.25%, 05/02/2028(1)

    250,306  
     

 

 

 
        1,922,160  
     

 

 

 
      Energy - Alternate Sources - 0.1%  
    280,000    

Rio Energy S.A. / UGEN S.A. / UENSA S.A.
6.88%, 02/01/2025(1)

    273,000  
     

 

 

 
      Engineering & Construction - 0.3%  
    785,000    

Aeropuertos Dominicanos Siglo XXI S.A.
6.75%, 03/30/2029(7)

    844,856  
  GBP       355,000    

Heathrow Funding Ltd.
6.25%, 09/10/2018(7)

    497,283  
  $       265,000    

SBA Tower Trust
3.17%, 04/09/2047(1)

    261,069  
     

 

 

 
    1,603,208  
     

 

 

 
      Food - 0.3%  
    1,400,000    

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

    1,316,000  
     

 

 

 
      Healthcare - Services - 0.1%  
    400,000    

Rede D’or Finance S.a.r.l
4.95%, 01/17/2028(1)

    369,500  
     

 

 

 
      Insurance - 0.4%  
  EUR       300,000    

Intesa Sanpaolo Vita S.p.A.
6 Mo. EUR LIBOR + 4.817%,
4.75%, 12/17/2024(2)(7)(8)

    385,827  
    600,000    

Societa Cattolica di Assicurazioni
3 Mo. EUR LIBOR + 4.455%,
4.25%, 12/14/2047(2)(7)

    735,451  
  $       760,000    

VIVAT N.V.
5 year USD Swap + 4.174%,
6.25%, 11/16/2022(2)(7)(8)

    773,184  
     

 

 

 
    1,894,462  
     

 

 

 
      Iron/Steel - 0.4%  
    1,120,000    

CSN Islands XI Corp.
6.88%, 09/21/2019(7)

    1,122,800  
    200,000    

Gerdau Trade, Inc.
4.88%, 10/24/2027(1)

    193,500  
    560,000    

Koks OAO Via Koks Finance DAC
7.50%, 05/04/2022(1)

    567,188  
     

 

 

 
    1,883,488  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.2% - (continued)  
      Media - 0.1%  
  $       645,000    

Charter Communications Operating LLC / Charter Communications Operating Capital
6.48%, 10/23/2045

  $ 691,363  
     

 

 

 
      Mining - 0.3%  
    1,255,000    

Metinvest B.V.
7.75%, 04/23/2023(1)

    1,220,111  
     

 

 

 
      Multi-National - 0.0%  
  INR       9,490,000    

International Finance Corp.
7.10%, 03/21/2031

    144,056  
     

 

 

 
      Oil & Gas - 2.2%  
  $       350,000    

Borets Finance DAC Co.
6.50%, 04/07/2022(7)

    351,820  
    91,000    

Ecopetrol S.A.
5.88%, 05/28/2045

    87,747  
    375,000    

Indika Energy Capital II Pte
6.88%, 04/10/2022

    377,300  
    400,000    

KazMunayGas National Co. JSC
5.38%, 04/24/2030(1)

    399,880  
 

Nostrum Oil & Gas Finance B.V.

 

  `       1,085,000    

7.00%, 02/16/2025(1)

    1,042,685  
    500,000    

8.00%, 07/25/2022(1)

    508,824  
 

Petrobras Global Finance B.V.

 

    1,385,000    

5.75%, 02/01/2029

    1,314,365  
    285,000    

6.00%, 01/27/2028(7)

    277,832  
 

Petroleos Mexicanos

 

    608,000    

6.35%, 02/12/2048(1)

    557,536  
    490,000    

6.50%, 03/13/2027

    507,449  
    170,000    

6.75%, 09/21/2047

    164,118  
 

State Oil Co. of the Azerbaijan Republic

 

    285,000    

4.75%, 03/13/2023(7)

    284,003  
    350,000    

6.95%, 03/18/2030(7)

    376,033  
 

Tullow Oil plc

 

    405,000    

6.25%, 04/15/2022(7)

    411,075  
    1,295,000    

7.00%, 03/01/2025(1)

    1,312,871  
 

YPF S.A.

 

    470,000    

7.00%, 12/15/2047(1)

    419,099  
    467,000    

8.50%, 07/28/2025(7)

    509,964  
  ARS       27,918,777    

16.50%, 05/09/2022(1)

    1,262,393  
     

 

 

 
    10,164,994  
     

 

 

 
      Oil & Gas Services - 0.2%  
  $       705,000    

Alpha Star Holding III Ltd.
6.25%, 04/20/2022(7)

    692,662  
     

 

 

 
      Pharmaceuticals - 0.1%  
    495,000    

AbbVie, Inc.
1.80%, 05/14/2018

    494,921  
     

 

 

 
      Pipelines - 0.2%  
    400,000    

Peru LNG Srl
5.38%, 03/22/2030(1)

    397,500  
    665,000    

Sunoco Logistics Partners Operations L.P.
5.40%, 10/01/2047

    627,890  
     

 

 

 
    1,025,390  
     

 

 

 
      Real Estate - 0.2%  
    815,000    

KWG Property Holding Ltd.
6.00%, 09/15/2022(7)

    761,393  
     

 

 

 
      REITS - 0.0%  
    32,631    

VICI Properties LLC / VICI FC, Inc.
8.00%, 10/15/2023

    36,302  
     

 

 

 
 

 

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

 

 

  152  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.2% - (continued)  
      Retail - 0.2%  
  $       945,000    

Eurotorg LLC Via Bonitron DAC
8.75%, 10/30/2022(1)

  $ 955,471  
     

 

 

 
      Semiconductors - 0.1%  
    355,000    

STATS ChipPAC Pte Ltd.
8.50%, 11/24/2020(7)

    375,874  
     

 

 

 
      Telecommunications - 0.6%  
    500,000    

AT&T, Inc.
4.75%, 05/15/2046

    465,675  
    250,000    

Digicel Group Ltd.
8.25%, 09/30/2020(7)

    223,437  
    360,000    

IHS Netherlands Holdco B.V.
9.50%, 10/27/2021(7)

    371,721  
    200,000    

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

    188,500  
    1,280,000    

Mobile Telesystems OJSC via MTS International Funding Ltd.
5.00%, 05/30/2023(1)

    1,268,347  
    200,000    

Oztel Holdings SPC Ltd.
6.63%, 04/24/2028(1)

    194,376  
    340,000    

Verizon Communications, Inc.
4.52%, 09/15/2048

    315,331  
     

 

 

 
    3,027,387  
     

 

 

 
      Transportation - 0.1%  
    565,000    

Rumo Luxembourg S.a.r.l.
7.38%, 02/09/2024(7)

    599,748  
     

 

 

 
   

Total Corporate Bonds
(cost $80,637,223)

  $ 80,290,253  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 20.4%  
            Argentina - 1.7%  
 

Argentina Treasury Bill

 

  $       608,721    

1.00%, 05/24/2018

  $ 607,586  
    2,040,411    

2.96%, 06/15/2018

    2,032,823  
 

Argentine Republic Government International Bond

 
  EUR       1,480,000    

2.26%, 12/31/2038(4)

    1,224,622  
  $       435,000    

2.50%, 12/31/2038(4)

    283,838  
  EUR       100,000    

3.38%, 01/15/2023

    119,377  
    820,000    

5.25%, 01/15/2028

    963,000  
  $       665,000    

6.88%, 04/22/2021

    697,917  
    1,635,000    

6.88%, 01/26/2027

    1,628,476  
    475,000    

Provincia de Buenos Aires
9.13%, 03/16/2024(7)

    527,250  
     

 

 

 
    8,084,889  
     

 

 

 
      Armenia - 0.1%  
    300,000    

Republic of Armenia International Bond
7.15%, 03/26/2025(7)

    321,975  
     

 

 

 
      Australia - 0.1%  
  AUD       400,000    

Australia Government Bond
5.50%, 04/21/2023(7)

    344,041  
     

 

 

 
      Austria - 0.3%  
 

Austria Government Bond

 

  EUR       155,000    

0.75%, 10/20/2026(1)(7)

    189,792  
    420,000    

1.65%, 10/21/2024(1)(7)

    551,652  
    350,000    

1.95%, 06/18/2019(1)(7)

    434,449  
     

 

 

 
    1,175,893  
     

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 20.4% - (continued)  
      Azerbaijan - 0.4%  
 

Republic of Azerbaijan International Bond

 

  $       430,000    

3.50%, 09/01/2032(7)

  $ 353,006  
    735,000    

4.75%, 03/18/2024(7)

    731,431  
    630,000    

Southern Gas Corridor CJSC
6.88%, 03/24/2026(7)

    688,275  
     

 

 

 
    1,772,712  
     

 

 

 
      Belgium - 0.3%  
 

Belgium Government Bond

 

  EUR       125,000    

0.80%, 06/22/2027(1)(7)

    152,337  
    115,000    

0.80%, 06/22/2028(1)(7)

    138,616  
    505,000    

2.60%, 06/22/2024(1)(7)

    696,881  
    350,000    

3.75%, 09/28/2020(1)(7)

    465,361  
     

 

 

 
    1,453,195  
     

 

 

 
      Brazil - 0.5%  
 

Brazil Letras do Tesouro Nacional

 

  BRL       3,126,000    

8.35%, 01/01/2020

    797,866  
    467,000    

9.12%, 07/01/2020

    114,097  
 

Brazil Notas do Tesouro Nacional

 

    356,191    

6.00%, 08/15/2050(9)

    112,661  
    1,164,000    

10.00%, 01/01/2021

    348,234  
    1,078,000    

10.00%, 01/01/2023

    319,653  
  $       600,000    

Brazilian Government International Bond
5.00%, 01/27/2045

    519,000  
     

 

 

 
    2,211,511  
     

 

 

 
      Bulgaria - 0.1%  
  EUR       175,000    

Bulgaria Government International Bond
3.13%, 03/26/2035(7)

    227,919  
     

 

 

 
      Canada - 0.4%  
 

Canadian Government Bond

 

  CAD       165,000    

0.75%, 03/01/2021

  $ 124,152  
    150,000    

1.00%, 09/01/2022

    111,544  
    575,000    

1.75%, 09/01/2019

    447,666  
    165,000    

2.25%, 06/01/2025

    128,656  
  $       850,000    

Canadian Imperial Bank of Commerce 3 mo. USD LIBOR + 0.320%,
2.65%, 07/05/2019(2)

    851,176  
     

 

 

 
    1,663,194  
     

 

 

 
      Colombia - 0.5%  
    535,000    

Colombia Government International Bond
5.00%, 06/15/2045

    529,650  
 

Colombian TES

 

  COP       995,700,000    

7.50%, 08/26/2026

    382,567  
    2,743,100,000    

10.00%, 07/24/2024

    1,179,894  
     

 

 

 
    2,092,111  
     

 

 

 
      Croatia - 0.5%  
 

Croatia Government International Bond

 

  EUR       155,000    

2.75%, 01/27/2030(7)

    187,178  
    680,000    

3.00%, 03/11/2025(7)

    876,597  
  $       1,060,000    

6.00%, 01/26/2024(7)

    1,155,162  
     

 

 

 
    2,218,937  
     

 

 

 
      Denmark - 0.1%  
 

Denmark Government Bond

 

  DKK       1,005,000    

1.75%, 11/15/2025

    180,371  
    1,745,000    

4.00%, 11/15/2019

    303,045  
     

 

 

 
    483,416  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  153  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 20.4% - (continued)  
      Dominican Republic - 0.1%  
 

Dominican Republic International Bond

 

  $       280,000    

5.50%, 01/27/2025(7)

  $ 280,980  
    165,000    

6.60%, 01/28/2024(7)

    175,725  
    160,000    

7.45%, 04/30/2044(7)

    175,200  
     

 

 

 
    631,905  
     

 

 

 
      Egypt - 0.3%  
 

Egypt Government International Bond

 

    480,000    

5.58%, 02/21/2023(1)

    481,680  
    500,000    

6.59%, 02/21/2028(1)

    493,110  
    350,000    

7.50%, 01/31/2027(7)

    369,355  
    200,000    

7.90%, 02/21/2048(1)

    202,696  
     

 

 

 
    1,546,841  
     

 

 

 
      Finland - 0.1%  
 

Finland Government Bond

 

  EUR       100,000    

0.50%, 04/15/2026(1)(7)

    120,864  
    225,000    

1.50%, 04/15/2023(1)(7)

    291,262  
     

 

 

 
    412,126  
     

 

 

 
      France - 0.7%  
 

France Government Bond OAT

 

    630,000    

0.01%, 05/25/2020(7)

    768,157  
    760,000    

0.01%, 05/25/2022(7)

    922,059  
    1,075,000    

3.00%, 04/25/2022(7)

    1,462,230  
     

 

 

 
    3,152,446  
     

 

 

 
      Ghana - 0.1%  
  $       315,000    

Ghana Government International Bond
8.13%, 01/18/2026(7)

    336,681  
     

 

 

 
      Honduras - 0.0%  
    150,000    

Honduras Government International Bond
6.25%, 01/19/2027(1)

    154,686  
     

 

 

 
      Hungary - 0.6%  
 

Hungary Government International Bond

 

    1,666,000    

5.38%, 02/21/2023

    1,783,453  
    764,000    

6.38%, 03/29/2021

    823,210  
     

 

 

 
    2,606,663  
     

 

 

 
      India - 0.0%  
  INR       10,000,000    

India Government Bond
8.15%, 11/24/2026

    151,483  
     

 

 

 
      Indonesia - 0.6%  
 

Indonesia Government International Bond

 
  $       200,000    

4.75%, 07/18/2047(1)

    193,657  
    555,000    

5.13%, 01/15/2045(7)

    562,162  
    330,000    

5.25%, 01/08/2047(7)

    340,800  
    590,000    

6.63%, 02/17/2037(7)

    703,260  
    240,000    

7.75%, 01/17/2038(7)

    319,557  
 

Perusahaan Penerbit SBSN Indonesia III

 
    200,000    

4.15%, 03/29/2027(1)

    194,750  
    460,000    

4.40%, 03/01/2028(1)

    454,848  
     

 

 

 
    2,769,034  
     

 

 

 
      Ireland - 0.1%  
 

Ireland Government Bond

 

  EUR       205,000    

3.40%, 03/18/2024(7)

    292,248  
    85,000    

5.40%, 03/13/2025

    136,733  
     

 

 

 
    428,981  
     

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 20.4% - (continued)  
      Italy - 1.0%  
 

Italy Buoni Poliennali Del Tesoro

 

  EUR       170,000    

0.35%, 06/15/2020

  $ 207,568  
    240,000    

0.95%, 03/15/2023

    294,166  
    820,000    

1.20%, 04/01/2022

    1,022,513  
    455,000    

1.50%, 08/01/2019

    562,139  
    300,000    

3.75%, 09/01/2024

    421,984  
    670,000    

4.50%, 08/01/2018

    819,048  
    815,000    

4.75%, 09/01/2021

    1,134,016  
     

 

 

 
    4,461,434  
     

 

 

 
      Ivory Coast - 0.2%  
 

Ivory Coast Government International Bond

 

    135,000    

5.25%, 03/22/2030(1)

    165,106  
  $       355,320    

5.75%, 12/31/2032(4)(7)

    339,899  
    200,000    

6.13%, 06/15/2033(1)

    189,020  
  EUR       110,000    

6.63%, 03/22/2048(1)

    134,165  
     

 

 

 
    828,190  
     

 

 

 
      Japan - 0.6%  
  JPY       45,000,000    

Japan Expressway Hld. & Debt Repayment Agency
1.70%, 07/31/2018

    413,447  
 

Japan Government Five Year Bond

 

    75,700,000    

0.10%, 03/20/2020

    695,350  
    93,900,000    

0.10%, 06/20/2020

    863,009  
    72,900,000    

Japan Government Ten Year Bond
1.10%, 03/20/2021

    690,283  
     

 

 

 
    2,662,089  
     

 

 

 
      Jordan - 0.0%  
  $       200,000    

Jordan Government International Bond
5.75%, 01/31/2027(7)

    189,916  
     

 

 

 
      Kenya - 0.0%  
    200,000    

Kenya Government International Bond
7.25%, 02/28/2028(1)

    206,435  
     

 

 

 
      Kuwait - 0.0%  
    200,000    

Kuwait International Government Bond
3.50%, 03/20/2027(7)

    192,392  
     

 

 

 
      Malaysia - 0.4%  
 

Malaysia Government Bond

 

  MYR       425,000    

3.42%, 08/15/2022

    106,392  
    1,266,000    

3.80%, 09/30/2022

    320,703  
    440,000    

3.96%, 09/15/2025

    110,528  
    4,725,000    

4.05%, 09/30/2021

    1,214,133  
    575,000    

5.73%, 07/30/2019

    150,341  
     

 

 

 
    1,902,097  
     

 

 

 
      Mexico - 0.5%  
 

Mexican Bonos

 

  MXN       3,969,600    

6.50%, 06/09/2022

    205,605  
    6,121,800    

7.75%, 05/29/2031

    331,870  
    1,749,000    

8.00%, 06/11/2020

    94,798  
    2,011,400    

10.00%, 12/05/2024

    122,363  
 

Mexico Government International Bond

 

  $       504,000    

4.75%, 03/08/2044

    473,760  
    1,196,000    

6.05%, 01/11/2040

    1,314,404  
     

 

 

 
    2,542,800  
     

 

 

 
      Mongolia - 0.2%  
 

Mongolia Government International Bond

 

    760,000    

5.13%, 12/05/2022(7)

    730,479  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  154  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 20.4% - (continued)  
      Mongolia - 0.2% - (continued)  
  $       200,000    

5.63%, 05/01/2023(1)

  $ 193,986  
     

 

 

 
    924,465  
     

 

 

 
      Morocco - 0.1%  
 

Morocco Government International Bond

 

  EUR       180,000    

3.50%, 06/19/2024(7)

    240,083  
  $       225,000    

5.50%, 12/11/2042(7)

    234,000  
     

 

 

 
    474,083  
     

 

 

 
      Netherlands - 0.4%  
 

Netherlands Government Bond

 

  EUR       105,000    

0.01%, 01/15/2022(1)(7)

    127,913  
    435,000    

0.25%, 01/15/2020

    533,020  
    230,000    

0.75%, 07/15/2027(1)(7)

    281,698  
    435,000    

1.25%, 01/15/2019(1)(7)

    532,245  
    340,000    

2.00%, 07/15/2024(1)(7)

    456,459  
     

 

 

 
    1,931,335  
     

 

 

 
      Nigeria - 0.1%  
  $       200,000    

Nigeria Government International Bond
7.88%, 02/16/2032(7)

    215,460  
     

 

 

 
      Norway - 0.1%  
 

Norway Government Bond

 

  NOK       375,000    

1.75%, 02/17/2027(1)(7)

    46,341  
    295,000    

2.00%, 05/24/2023(1)(7)

    37,665  
    1,305,000    

3.75%, 05/25/2021(1)(7)

    175,260  
     

 

 

 
    259,266  
     

 

 

 
      Oman - 0.6%  
 

Oman Government International Bond

 

  $       200,000    

5.38%, 03/08/2027(1)

    190,465  
    1,230,000    

5.63%, 01/17/2028(1)

    1,174,616  
    200,000    

6.50%, 03/08/2047(7)

    184,420  
    1,400,000    

6.75%, 01/17/2048(1)

    1,317,957  
     

 

 

 
    2,867,458  
     

 

 

 
      Panama - 0.0%  
    200,000    

Panama Government International Bond
4.50%, 04/16/2050

    193,140  
     

 

 

 
      Paraguay - 0.0%  
    200,000    

Paraguay Government International Bond
5.60%, 03/13/2048(1)

    200,000  
     

 

 

 
      Poland - 0.4%  
 

Republic of Poland Government Bond

 

  PLN       1,658,000    

2.00%, 04/25/2021

    474,888  
    185,000    

2.50%, 07/25/2026

    50,922  
    155,000    

2.50%, 07/25/2027

    42,232  
    1,185,000    

3.25%, 07/25/2025

    346,332  
    3,135,000    

4.00%, 10/25/2023

    960,727  
    480,000    

5.25%, 10/25/2020

    148,861  
     

 

 

 
    2,023,962  
     

 

 

 
      Qatar - 0.7%  
 

Qatar Government International Bond

 

    705,000    

2.38%, 06/02/2021(7)

    679,451  
    1,610,000    

3.88%, 04/23/2023(1)(10)

    1,603,318  
    200,000    

5.10%, 04/23/2048(1)

    198,230  
    550,000    

Qatari Diar Finance Co.
5.00%, 07/21/2020(7)

    565,737  
     

 

 

 
    3,046,736  
     

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 20.4% - (continued)  
      Romania - 0.1%  
 

Romanian Government International Bond

 

  EUR       115,000    

2.50%, 02/08/2030(1)

  $ 136,443  
    55,000    

3.38%, 02/08/2038(1)

    65,256  
    330,000    

3.88%, 10/29/2035(7)

    422,817  
     

 

 

 
    624,516  
     

 

 

 
      Russia - 1.2%  
 

Russian Federal Bond - OFZ

 

  RUB       55,750,000    

7.00%, 08/16/2023

    894,682  
    29,007,000    

7.10%, 10/16/2024

    463,863  
    13,830,000    

8.50%, 09/17/2031

    242,273  
 

Russian Foreign Bond - Eurobond

 

  $       400,000    

4.25%, 06/23/2027(1)

    390,377  
    400,000    

4.38%, 03/21/2029(1)

    387,406  
    1,000,000    

4.75%, 05/27/2026(7)

    1,015,810  
    200,000    

4.88%, 09/16/2023(7)

    207,000  
    400,000    

5.00%, 04/29/2020(7)

    408,998  
    200,000    

5.25%, 06/23/2047(1)

    193,785  
    1,400,000    

5.25%, 06/23/2047(7)

    1,356,494  
     

 

 

 
    5,560,688  
     

 

 

 
      Saudi Arabia - 0.1%  
 

Saudi Government International Bond

 

    275,000    

2.88%, 03/04/2023(7)

    262,327  
    200,000    

4.50%, 04/17/2030(1)

    197,280  
    220,000    

4.63%, 10/04/2047(1)

    201,300  
     

 

 

 
    660,907  
     

 

 

 
      Senegal - 0.1%  
 

Senegal Government International Bond

 

  EUR       100,000    

4.75%, 03/13/2028(1)

    119,707  
  $       200,000    

6.25%, 05/23/2033(7)

    192,766  
    200,000    

6.25%, 05/23/2033(1)

    192,766  
     

 

 

 
    505,239  
     

 

 

 
      Serbia - 0.1%  
    580,000    

Serbia International Bond
7.25%, 09/28/2021(7)

    640,601  
     

 

 

 
      Singapore - 0.1%  
 

Singapore Government Bond

 

  SGD       150,000    

2.25%, 06/01/2021

    113,699  
    130,000    

3.00%, 09/01/2024

    101,471  
     

 

 

 
    215,170  
     

 

 

 
      South Africa - 0.6%  
 

Republic of South Africa Government Bond

 

  ZAR       2,625,000    

8.00%, 01/31/2030

    201,598  
    2,965,000    

8.25%, 03/31/2032

    228,204  
    970,000    

10.50%, 12/21/2026

    88,767  
 

Republic of South Africa Government International Bond

 

  $       870,000    

4.30%, 10/12/2028

    798,698  
    315,000    

4.85%, 09/27/2027

    305,095  
  ZAR       22,150,000    

6.25%, 03/31/2036

    1,361,469  
     

 

 

 
    2,983,831  
     

 

 

 
      Spain - 1.4%  
 

Spain Government Bond

 

  EUR       170,000    

0.05%, 01/31/2021

    206,296  
    420,000    

0.25%, 01/31/2019

    509,669  
    160,000    

1.15%, 07/30/2020

    199,342  
    445,000    

1.30%, 10/31/2026(1)(7)

    548,077  
    155,000    

1.95%, 04/30/2026(1)(7)

    201,089  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  155  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 20.4% - (continued)  
      Spain - 1.4% - (continued)  
  EUR       840,000    

2.75%, 10/31/2024(1)(7)

  $ 1,150,770  
    1,655,000    

4.10%, 07/30/2018(1)(7)

    2,020,426  
    200,000    

5.40%, 01/31/2023(1)(7)

    300,302  
    520,000    

5.50%, 04/30/2021(1)(7)

    733,694  
    685,000    

Spain Letras del Tesoro
0.00%, 06/15/2018(11)

    827,752  
     

 

 

 
    6,697,417  
     

 

 

 
      Sri Lanka - 0.2%  
 

Sri Lanka Government International Bond

 

  $       465,000    

6.20%, 05/11/2027(7)

    448,642  
    395,000    

6.85%, 11/03/2025(7)

    403,436  
     

 

 

 
    852,078  
     

 

 

 
      Supranational - 0.9%  
  IDR       21,407,000,000    

European Bank for Reconstruction & Development
6.45%, 12/13/2022

    1,533,764  
 

International Finance Corp.

 

  MXN       22,900,000    

0.00%, 02/22/2038(11)

    251,015  
    23,210,000    

7.75%, 01/18/2030

    1,224,411  
  INR       79,560,000    

7.80%, 06/03/2019

    1,204,606  
     

 

 

 
    4,213,796  
     

 

 

 
      Sweden - 0.1%  
 

Sweden Government Bond

 

  SEK       500,000    

1.00%, 11/12/2026

    59,386  
    1,215,000    

1.50%, 11/13/2023(1)(7)

    149,553  
     

 

 

 
    208,939  
     

 

 

 
      Switzerland - 0.0%  
  CHF       50,000    

Switzerland Government Bond
2.00%, 05/25/2022(7)

    55,676  
     

 

 

 
      Thailand - 0.3%  
 

Thailand Government Bond

 

  THB       8,590,000    

3.63%, 06/16/2023

    293,963  
    35,828,000    

3.85%, 12/12/2025

    1,252,526  
     

 

 

 
    1,546,489  
     

 

 

 
      Tunisia - 0.1%  
 

Banque Centrale de Tunisie International Bond

 

  EUR       135,000    

5.63%, 02/17/2024(7)

    165,741  
  $       285,000    

5.75%, 01/30/2025(7)

    263,911  
     

 

 

 
    429,652  
     

 

 

 
      Turkey - 1.2%  
 

Turkey Government Bond

 

  TRY       950,000    

9.40%, 07/08/2020

    214,458  
    5,194,000    

11.00%, 03/02/2022

    1,195,537  
 

Turkey Government International Bond

 

  $       1,185,000    

3.25%, 03/23/2023

    1,093,210  
    200,000    

4.88%, 10/09/2026

    186,800  
    940,000    

4.88%, 04/16/2043

    747,535  
    940,000    

5.75%, 03/22/2024

    952,944  
    755,000    

5.75%, 05/11/2047

    659,298  
    695,000    

6.00%, 03/25/2027

    697,543  
     

 

 

 
    5,747,325  
     

 

 

 
      Ukraine - 0.3%  
 

Ukraine Government International Bond

 

    620,000    

7.38%, 09/25/2032(1)

    572,074  
    325,000    

7.38%, 09/25/2032(7)

    299,877  
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 20.4% - (continued)  
      Ukraine - 0.3% - (continued)  
  $       570,000    

7.75%, 09/01/2021(1)

  $ 588,639  
     

 

 

 
    1,460,590  
     

 

 

 
      United Arab Emirates - 0.2%  
 

Abu Dhabi Government International Bond

 

    480,000    

2.50%, 10/11/2022(7)

    458,909  
    645,000    

3.13%, 10/11/2027(1)

    597,285  
     

 

 

 
    1,056,194  
     

 

 

 
      United Kingdom - 0.3%  
 

United Kingdom Gilt

 

  GBP       295,000    

0.50%, 07/22/2022(7)

    397,952  
    120,000    

1.50%, 01/22/2021(7)

    168,212  
    315,000    

1.75%, 07/22/2019(7)

    439,291  
    285,000    

2.00%, 07/22/2020(7)

    402,929  
     

 

 

 
    1,408,384  
     

 

 

 
      Venezuela - 0.2%  
 

Venezuela Government International Bond

 

  $       1,224,000    

7.75%, 10/13/2019(5)(7)

    361,080  
    380,000    

9.00%, 05/07/2023(5)(7)

    108,300  
    800,000    

9.25%, 05/07/2028(5)(7)

    226,000  
    1,355,300    

12.75%, 08/23/2022(5)(7)

    426,919  
     

 

 

 
    1,122,299  
     

 

 

 
 

Total Foreign Government Obligations
(cost $96,490,841)

  $ 95,351,688  
     

 

 

 
     
MUNICIPAL BONDS - 2.4%  
      Education - 0.4%  
 

Chicago, IL, Board of Education

 

  $       630,000    

5.18%, 12/01/2021

  $ 619,995  
    335,000    

6.14%, 12/01/2039

    310,418  
    675,000    

Chicago. IL, Board of Education
5.48%, 12/01/2024

    652,023  
     

 

 

 
    1,582,436  
     

 

 

 
      General - 0.8%  
    1,165,000    

Chicago, IL, Transit Auth
6.90%, 12/01/2040

    1,523,039  
   

Puerto Rico Commonwealth Government Employees Retirement System

 
    470,000    

5.85%, 07/01/2023(5)

    170,375  
    3,180,000    

6.15%, 07/01/2038(5)

    1,152,750  
    2,435,000    

6.30%, 07/01/2043(5)

    882,688  
     

 

 

 
    3,728,852  
     

 

 

 
      General Obligation - 1.2%  
    1,030,000    

California State, GO Taxable
7.35%, 11/01/2039

    1,481,037  
 

City of Chicago, IL, GO

 

    970,000    

7.05%, 01/01/2029

    1,032,798  
    815,000    

7.38%, 01/01/2033

    875,815  
 

Illinois State, GO

 

    2,495,000    

5.10%, 06/01/2033

    2,324,816  
    15,000    

5.88%, 03/01/2019

    15,320  
     

 

 

 
    5,729,786  
     

 

 

 
 

Total Municipal Bonds
(cost $11,834,184)

  $ 11,041,074  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  156  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12)  
      Advertising - 0.3%  
  $       679,685    

Acosta Holdco, Inc.
1 mo. USD LIBOR + 3.250%, 5.15%, 09/26/2021

  $ 554,269  
    886,821    

Entravision Communications Corp.
1 mo. USD LIBOR + 2.750%, 4.65%, 11/29/2024

    884,604  
     

 

 

 
    1,438,873  
     

 

 

 
      Aerospace/Defense - 0.8%  
    802,988    

Circor International, Inc.
1 mo. USD LIBOR + 3.500%,
5.39%, 12/11/2024

    805,501  
    654,694    

Fly Funding II S.a.r.l.
3 mo. USD LIBOR + 2.000%,
3.80%, 02/09/2023

    654,897  
 

TransDigm, Inc.

 

    228,278    

3 mo. USD LIBOR + 2.500%,
4.40%, 08/22/2024

    229,324  
    1,815,455    

1 mo. USD LIBOR + 2.750%,
4.65%, 05/14/2022

    1,822,608  
     

 

 

 
        3,512,330  
     

 

 

 
      Agriculture - 0.2%  
    889,056    

Pinnacle Operating Corp.
1 mo. USD LIBOR + 7.250%,
9.15%, 11/15/2021

    834,601  
     

 

 

 
      Auto Manufacturers - 0.1%  
    453,863    

Navistar International Corp.
1 mo. USD LIBOR + 3.500%,
5.40%, 11/06/2024

    456,418  
     

 

 

 
      Biotechnology - 0.1%  
    615,960    

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 05/15/2022

    619,040  
     

 

 

 
      Chemicals - 0.8%  
    230,000    

Axalta Coating Systems U.S. Holdings, Inc.
3 mo. USD LIBOR + 1.750%,
4.05%, 06/01/2024

    230,810  
    534,898    

Chemours Co.
1 mo. USD LIBOR + 1.750%,
3.66%, 03/21/2025

    536,460  
  EUR       149,625    

Diamond (BC) B.V.
EURIBOR + 3.250%,
0.00%, 09/06/2024

    179,626  
  $       175,000    

DuBois Chemicals, Inc.
3 mo. USD LIBOR + 3.000%, 0.00%, 03/01/2024(13)(14)

    174,563  
    469,209    

MacDermid, Inc.
1 mo. USD LIBOR + 3.000%,
4.90%, 06/07/2023

    472,259  
    247,731    

Minerals Technologies, Inc.
1 mo. USD LIBOR + 2.250%,
4.45%, 02/14/2024

    249,435  
    677,994    

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%,
5.55%, 06/09/2023

    683,926  
    156,608    

Tronox Blocked Borrower LLC
3 mo. USD LIBOR + 3.000%,
5.30%, 09/22/2024

    158,199  
    361,402    

Tronox Finance LLC
3 mo. USD LIBOR + 3.000%,
5.30%, 09/22/2024

    365,074  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12) - (continued)  
      Chemicals - 0.8% - (continued)  
  $       382,534    

Univar, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 07/01/2024

  $ 385,701  
    235,000    

WR Grace & Co.
0.00%, 04/03/2025(14)

    236,323  
     

 

 

 
    3,672,376  
     

 

 

 
      Coal - 0.2%  
    255,032    

Ascent Resources - Marcellus LLC
PRIME + 3.250%, 8.00%, 08/04/2020

    140,905  
    977,876    

Foresight Energy LLC
3 mo. USD LIBOR + 5.750%,
8.11%, 03/28/2022

    953,732  
     

 

 

 
    1,094,637  
     

 

 

 
      Commercial Services - 1.7%  
    238,800    

Ascend Learning LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 07/12/2024

    239,547  
 

Brickman Group Ltd. LLC

 

    979,422    

1 mo. USD LIBOR + 3.000%,
4.89%, 12/18/2020

    984,447  
    124,043    

1 mo. USD LIBOR + 6.500%,
8.39%, 12/17/2021

    124,663  
    153,685    

Capital Automotive L.P.
1 mo. USD LIBOR + 6.000%,
7.91%, 03/24/2025

    155,222  
    728,441    

Ceridian HCM Holding, Inc.
0.00%, 04/05/2025(14)

    729,657  
    487,553    

DuPage Medical Group, Ltd.
1 mo. USD LIBOR + 2.750%,
4.65%, 08/15/2024

    487,553  
    321,709    

Hertz Corp.
3 mo. USD LIBOR + 2.750%,
4.65%, 06/30/2023

    322,648  
    1,079,701    

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 11/15/2023

    1,083,750  
    762,203    

Russell Investments US Inst’l Holdco, Inc.
3 mo. USD LIBOR + 3.250%,
5.55%, 06/01/2023

    766,014  
    376,200    

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/06/2024

    363,974  
  EUR       600,000    

Techem GmbH
EURIBOR + 3.000%, 3.00%, 10/02/2024

    725,538  
  $       1,141,810    

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 05/01/2024

    1,147,999  
    266,625    

Weight Watchers International, Inc.
3 mo. USD LIBOR + 4.750%,
7.06%, 11/29/2024

    269,625  
    592,500    

Xerox Business Services LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 12/07/2023

    595,462  
     

 

 

 
        7,996,099  
     

 

 

 
            Construction Materials - 0.1%  
    450,000    

Pisces Midco, Inc.
0.00%, 04/12/2025(14)

    453,938  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  157  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12) - (continued)  
      Distribution/Wholesale - 0.3%  
  $       265,000    

Beacon Roofing Supply, Inc.
1 mo. USD LIBOR + 2.250%,
4.13%, 01/02/2025

  $ 266,421  
    936,587    

PowerTeam Services LLC
3 mo. USD LIBOR + 3.250%,
5.55%, 02/27/2025

    936,006  
     

 

 

 
    1,202,427  
     

 

 

 
      Diversified Financial Services - 0.8%  
    376,200    

AlixPartners LLP
3 mo. USD LIBOR + 2.750%,
5.05%, 04/04/2024

    377,788  
    495,000    

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/28/2025

    494,228  
    829,450    

EVO Payments International LLC
1 mo. USD LIBOR + 4.000%,
5.90%, 12/22/2023

    838,781  
    723,859    

FinCo I LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 12/27/2022

    731,097  
    100,000    

Focus Financial Partners LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 07/03/2024

    100,500  
    550,000    

GreenSky Holdings LLC
0.00%, 03/29/2025(14)

    551,375  
  EUR       379,236    

Nets Holding A/S
EURIBOR + 3.250%,
3.25%, 02/06/2025

    457,700  
  $       123,438    

NFP Corp.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/08/2024

    123,926  
    197,500    

RP Crown Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 10/12/2023

    198,651  
     

 

 

 
    3,874,046  
     

 

 

 
      Electric - 0.3%  
    815,000    

Chief Exploration & Development LLC
2 mo. USD LIBOR + 6.500%,
8.42%, 05/16/2021

    805,326  
    346,206    

Helix Gen Funding LLC
1 mo. USD LIBOR + 3.750%,
5.65%, 06/02/2024

    348,920  
    342,213    

Seadrill Partners Finco LLC
3 mo. USD LIBOR + 6.000%,
8.30%, 02/21/2021

    292,496  
     

 

 

 
    1,446,742  
     

 

 

 
      Electrical Components & Equipment - 0.0%  
    150,000    

ATS Consolidated, Inc.
1 mo. USD LIBOR + 3.750%,
5.64%, 02/28/2025

    151,062  
     

 

 

 
      Energy - Alternate Sources - 0.3%  
    865,000    

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 4.000%,
6.36%, 10/31/2024

    868,650  
    219,450    

Medallion Midland Acquisition LLC
1 mo. USD LIBOR + 3.250%,
5.15%, 10/30/2024

    219,724  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12) - (continued)  
      Energy - Alternate Sources - 0.3% - (continued)  
  $       425,823    

TEX Operations Co. LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 08/04/2023

  $ 428,616  
     

 

 

 
    1,516,990  
     

 

 

 
            Engineering & Construction - 0.3%  
    942,875    

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%,
6.61%, 06/21/2024

    951,483  
    151,062    

DG Investment Intermediate Holdings 2, Inc.
3 mo. USD LIBOR + 3.000%,
5.30%, 02/03/2025

    150,873  
   

DG Investment Intermediate Holdings 2, Inc.

 

    16,185    

3 mo. USD LIBOR + 3.000%
1.50%, 02/03/2025(13)

    16,165  
    100,000    

3 mo. USD LIBOR + 6.750%,
9.05%, 02/02/2026

    100,500  
    235,567    

Pike Corp.
1 mo. USD LIBOR + 3.500%,
5.41%, 03/23/2025

    238,413  
     

 

 

 
        1,457,434  
     

 

 

 
            Entertainment - 0.2%  
    394,030    

Camelot UK Holdco Ltd.
1 mo. USD LIBOR + 3.250%,
5.15%, 10/03/2023

    396,564  
    364,338    

Scientific Games International, Inc.
2 mo. USD LIBOR + 2.750%,
4.40%, 08/14/2024

    366,443  
     

 

 

 
        763,007  
     

 

 

 
            Environmental Control - 0.1%  
    414,261    

Advanced Disposal Services, Inc.
1 Week USD LIBOR + 2.250%,
4.00%, 11/10/2023

    416,676  
     

 

 

 
            Food - 0.4%  
    205,000    

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 03/31/2025

    206,025  
    521,403    

Hostess Brands LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/03/2022

    525,183  
    326,078    

JBS USA LLC
3 mo. USD LIBOR + 2.500%,
4.68%, 10/30/2022

    325,602  
    843,625    

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 05/24/2024

    847,244  
     

 

 

 
        1,904,054  
     

 

 

 
            Food Service - 0.1%  
    244,388    

Aramark Services, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 03/11/2025

    245,915  
     

 

 

 
            Healthcare - Products - 0.4%  
    359,100    

Avantor, Inc.
1 mo. USD LIBOR + 4.000%,
5.90%, 11/21/2024

    362,885  
    462,266    

INC Research LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/01/2024

    463,750  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  158  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12) - (continued)  
            Healthcare - Products - 0.4% - (continued)  
  $       258,050    

Kinetic Concepts, Inc.
3 mo. USD LIBOR + 3.250%,
5.55%, 02/02/2024

  $ 259,598  
    512,425    

Parexel International Corp.
1 mo. USD LIBOR + 2.750%,
4.65%, 09/27/2024

    514,029  
    211,775    

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%,
5.40%, 09/07/2023

    162,891  
     

 

 

 
        1,763,153  
     

 

 

 
            Healthcare - Services - 1.4%  
    427,500    

Air Medical Group Holdings Inc
1 mo. USD LIBOR + 4.250%,
6.15%, 03/14/2025

    431,955  
    282,319    

American Renal Holdings, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 06/21/2024

    281,878  
    173,700    

CDRH Parent, Inc.
3 mo. USD LIBOR + 4.250%,
6.28%, 07/01/2021

    155,136  
   

Community Health Systems, Inc.

 

    201,523    

3 mo. USD LIBOR + 3.000%,
4.98%, 12/31/2019

    198,186  
    524,942    

3 mo. USD LIBOR + 3.250%,
5.23%, 01/27/2021

    508,758  
    210,000    

DuPage Medical Group, Ltd.
1 mo. USD LIBOR + 7.000%,
8.90%, 08/15/2025

    210,525  
    426,641    

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.000%,
4.91%, 12/01/2023

    428,028  
    211,787    

Genoa, a QoL Healthcare Co. LLC
1 mo. USD LIBOR + 3.250%,
5.15%, 10/28/2023

    212,912  
    496,236    

Global Medical Response, Inc.
1 mo. USD LIBOR + 3.250%,
5.13%, 04/28/2022

    498,469  
    574,704    

Jaguar Holding Co.
3 mo. USD LIBOR + 2.500%,
4.61%, 08/18/2022

    577,641  
    1,030,836    

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 06/07/2023

    1,035,846  
    198,981    

Opal Acquisition, Inc.
3 mo. USD LIBOR + 4.000%,
6.30%, 11/27/2020

    195,001  
    532,547    

Ortho-Clinical Diagnostics S.A.
1 mo. USD LIBOR + 3.750%,
7.86%, 06/30/2021

    535,875  
    189,050    

Surgery Center Holdings, Inc.
1 mo. USD LIBOR + 3.250%,
5.16%, 09/02/2024

    189,345  
    889,031    

U.S. Renal Care, Inc.
3 mo. USD LIBOR + 4.250%,
6.55%, 12/31/2022

    884,586  
    364,088    

Wink Holdco, Inc.
1 mo. USD LIBOR + 3.000%,
4.90%, 12/02/2024

    362,609  
     

 

 

 
        6,706,750  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12) - (continued)  
            Household Products - 0.1%  
  $       573,563    

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%,
4.99%, 09/06/2024

  $ 572,490  
     

 

 

 
            Housewares - 0.1%  
    233,825    

Hayward Industries, Inc.
1 mo. USD LIBOR + 3.500%,
5.40%, 08/05/2024

    235,141  
     

 

 

 
            Insurance - 1.3%  
   

Asurion LLC

 

    1,444,858    

1 mo. USD LIBOR + 2.750%,
4.65%, 08/04/2022

    1,454,120  
    287,301    

1 mo. USD LIBOR + 2.750%,
4.65%, 11/03/2023

    289,277  
    375,000    

1 mo. USD LIBOR + 6.000%,
7.90%, 08/04/2025

    385,125  
    490,538    

Evertec Group LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 04/17/2020

    489,924  
    185,000    

Genworth Financial, Inc.
1 mo. USD LIBOR + 4.500%,
6.40%, 02/22/2023

    188,006  
    555,000    

Hub International Ltd.
0.00%, 04/25/2025(14)

    558,236  
   

Sedgwick Claims Management Services, Inc.

 

    1,229,974    

1 mo. USD LIBOR + 2.750%,
4.65%, 03/01/2021

    1,230,233  
    515,000    

1 mo. USD LIBOR + 5.750%,
7.65%, 02/28/2022

    518,863  
    950,800    

USI, Inc.
3 mo. USD LIBOR + 3.000%,
5.30%, 05/16/2024

    953,966  
     

 

 

 
        6,067,750  
     

 

 

 
            IT Services - 0.1%  
    378,498    

iPayment, Inc.
3 mo. USD LIBOR + 5.000%,
6.62%, 04/11/2023

    379,918  
    248,750    

NAB Holdings LLC
3 mo. USD LIBOR + 3.000%,
5.30%, 07/01/2024

    250,200  
     

 

 

 
        630,118  
     

 

 

 
            Leisure Time - 1.9%  
   

Aristocrat Leisure Ltd.

 

    525,000    

3 mo. USD LIBOR + 2.000%,
4.36%, 10/20/2021

    527,872  
    279,300    

3 mo. USD LIBOR + 2.000%,
4.36%, 10/19/2024

    280,696  
    1,868,704    

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 12/22/2024

    1,883,504  
    2,155,843    

Delta 2 (LUX) S.a.r.l.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/01/2024

    2,152,480  
    451,982    

Eldorado Resorts LLC
2 mo. USD LIBOR + 2.250%,
4.18%, 04/17/2024

    454,807  
   

Golden Entertainment, Inc.

 

    1,476,300    

1 mo. USD LIBOR + 3.000%,
4.91%, 10/20/2024

    1,487,372  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  159  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12) - (continued)  
            Leisure Time - 1.9% - (continued)  
  $       550,000    

1 mo. USD LIBOR + 7.000%,
8.90%, 10/20/2025

  $ 561,000  
    1,056,592    

SRAM, LLC
2 mo. USD LIBOR + 2.750%,
4.74%, 03/15/2024

    1,059,900  
    380,732    

Town Sports International LLC
1 mo. USD LIBOR + 3.500%,
5.40%, 11/15/2020

    378,828  
     

 

 

 
        8,786,459  
     

 

 

 
      Lodging - 0.3%  
    403,290    

Boyd Gaming Corp.
1 Week USD LIBOR + 2.500%,
4.24%, 09/15/2023

    405,263  
    847,875    

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/06/2024

    849,359  
    235,000    

Wyndham Hotels & Resorts, Inc.
0.00%, 03/28/2025(14)

    236,734  
     

 

 

 
        1,491,356  
     

 

 

 
      Machinery - Construction & Mining - 0.1%  
    143,865    

American Rock Salt Co. LLC
1 mo. USD LIBOR + 3.750%,
5.65%, 03/21/2025

    144,676  
    268,224    

Utility One Source L.P.
1 mo. USD LIBOR + 5.500%,
7.40%, 04/18/2023

    274,929  
     

 

 

 
        419,605  
     

 

 

 
      Machinery - Diversified - 0.8%  
 

Gardner Denver, Inc.

 

  EUR       1,024,850    

EURIBOR + 3.000%,
3.00%, 07/30/2024

    1,236,408  
  $       277,699    

3 mo. USD LIBOR + 2.750%,
5.05%, 07/30/2024

    279,193  
    1,148,595    

Gates Global LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 04/01/2024

    1,154,671  
    365,000    

Pro Mach Group, Inc.
3 mo. USD LIBOR + 3.000%,
5.04%, 03/07/2025

    365,456  
 

Zodiac Pool Solutions LLC

 

  EUR       330,000    

0.00%, 03/07/2025(14)

    399,106  
  $       190,000    

0.00%, 03/31/2025(14)

    190,712  
     

 

 

 
        3,625,546  
     

 

 

 
      Media - 2.9%  
    948,909    

Advantage Sales & Marketing, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 07/23/2021

    906,408  
 

Altice Financing S.A.

 

  EUR       129,350    

EURIBOR + 2.750%,
2.75%, 01/31/2026

    155,170  
  $       800,975    

3 mo. USD LIBOR + 2.750%,
5.10%, 01/31/2026

    789,625  
    957,974    

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%,
3.91%, 04/30/2025

    961,739  
    445,000    

CSC Holdings LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 01/25/2026

    445,000  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12) - (continued)  
      Media - 2.9% - (continued)  
  $       335,614    

Getty Images, Inc.
3 mo. USD LIBOR + 3.500%,
5.80%, 10/18/2019

  $ 318,357  
    810,436    

ION Media Networks, Inc.
1 mo. USD LIBOR + 2.750%,
4.66%, 12/18/2020

    812,122  
    738,150    

Maxar Technologies Ltd.
1 mo. USD LIBOR + 2.750%,
4.66%, 10/04/2024

    738,763  
    245,000    

Meredith Corp.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/31/2025

    246,502  
    653,670    

MTN Infrastructure TopCo, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 11/15/2024

    656,533  
 

Numericable Group S.A.

 

    282,150    

1 mo. USD LIBOR + 2.750%,
4.65%, 07/31/2025

    277,162  
    1,115,706    

3 mo. USD LIBOR + 3.000%,
5.35%, 01/31/2026

    1,098,101  
 

PSAV Holdings LLC

 

    385,000    

3 mo. USD LIBOR + 3.250%,
5.26%, 03/01/2025

    385,362  
    310,000    

3 mo. USD LIBOR + 7.250%,
9.26%, 09/01/2025

    308,450  
    325,000    

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%,
4.66%, 08/17/2024

    327,844  
    825,000    

Sinclair Television Group, Inc.
0.00%, 12/12/2024(14)

    828,440  
    920,334    

Tribune Media Co.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/27/2024

    921,484  
    1,205,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 01/15/2026

    1,202,530  
  EUR       205,000    

Unitymedia Hessen GmbH & Co. KG
EURIBOR + 2.750%,
2.75%, 01/15/2027

    247,815  
  $       876,344    

Vantiv LLC
1 mo. USD LIBOR + 2.000%,
3.90%, 08/09/2024

    881,680  
    920,000    

Virgin Media Bristol LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 01/15/2026

    923,928  
     

 

 

 
        13,433,015  
     

 

 

 
      Metal Fabricate/Hardware - 0.1%  
    392,683    

Rexnord LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/21/2024

    395,334  
     

 

 

 
      Miscellaneous Manufacturing - 0.3%  
    184,075    

Core & Main LP
6 mo. USD LIBOR + 3.000%,
5.01%, 08/01/2024

    184,995  
  EUR       415,000    

CTC AcquiCo GmbH
0.00%, 03/07/2025(14)

    500,643  
  $       776,100    

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/20/2024

    778,180  
     

 

 

 
        1,463,818  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  160  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12) - (continued)  
      Oil & Gas - 0.6%  
  $       272,938    

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%,
6.31%, 06/24/2024

  $ 275,326  
 

California Resources Corp.

 

    250,000    

1 mo. USD LIBOR + 4.750%,
6.65%, 12/31/2022

    255,077  
    470,000    

1 mo. USD LIBOR + 10.375%,
12.27%, 12/31/2021

    527,575  
    445,000    

Chesapeake Energy Corp.
3 mo. USD LIBOR + 7.500%,
9.44%, 08/23/2021

    470,587  
    154,928    

Peabody Energy Corp.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/31/2025

    155,189  
    95,250    

Philadelphia Energy Solutions LLC
PRIME + 4.000%,
8.75%, 04/04/2019

    86,678  
    390,000    

Traverse Midstream Partners LLC
3 mo. USD LIBOR + 4.000%,
5.85%, 09/27/2024

    391,950  
    900,000    

Ultra Resources, Inc.
1 mo. USD LIBOR + 3.000%,
4.90%, 04/12/2024

    841,500  
     

 

 

 
        3,003,882  
     

 

 

 
      Oil & Gas Services - 0.2%  
    876,113    

Crosby U.S. Acquisition Corp.
3 mo. USD LIBOR + 3.000%,
4.90%, 11/23/2020

    864,942  
  EUR       248,962    

EG Group Ltd.
0.00%, 02/06/2025(14)

    299,892  
     

 

 

 
        1,164,834  
     

 

 

 
      Packaging & Containers - 1.1%  
  $       769,989    

Berry Global, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/01/2022

    774,640  
    444,710    

Berry Plastics Group, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 01/06/2021

    447,240  
  EUR       190,000    

Crown Americas LLC
EURIBOR + 2.375%,
2.38%, 01/18/2025

    231,344  
  $       255,000    

Crown Americas LLC
3 mo. USD LIBOR + 2.000%,
4.31%, 01/29/2025

    257,073  
    386,100    

Flex Acquisition Co., Inc.
3 mo. USD LIBOR + 3.000%,
5.31%, 12/29/2023

    387,969  
    254,363    

Multi Color Corp.
1 mo. USD LIBOR + 2.250%,
4.15%, 10/31/2024

    255,423  
    373,125    

Plastipak Holdings, Inc.
PRIME + 1.750%,
6.50%, 10/14/2024

    374,409  
    297,500    

Proampac PG Borrower LLC
1 mo. USD LIBOR + 3.500%,
5.39%, 11/18/2023

    299,582  
    2,063,130    

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/05/2023

    2,076,024  
     

 

 

 
        5,103,704  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12) - (continued)  
      Pharmaceuticals - 0.3%  
  $       823,775    

Endo Luxembourg Finance Co. I S.a r.l.
1 mo. USD LIBOR + 4.250%,
6.19%, 04/29/2024

  $ 818,626  
    100,000    

NVA Holdings, Inc.
3 mo. USD LIBOR + 2.750%,
5.05%, 02/02/2025

    100,375  
    119,400    

Quintiles IMS, Inc.
3 mo. USD LIBOR + 2.000%,
4.30%, 01/17/2025

    119,937  
    222,626    

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.500%,
5.39%, 04/01/2022

    224,993  
     

 

 

 
        1,263,931  
     

 

 

 
      Real Estate - 0.5%  
    1,616,685    

DTZ U.S. Borrower LLC
3 mo. USD LIBOR + 3.250%,
4.90%, 11/04/2021

    1,618,932  
    806,591    

VICI Properties LLC
1 mo. USD LIBOR + 2.000%,
3.90%, 12/20/2024

    809,390  
     

 

 

 
        2,428,322  
     

 

 

 
      Real Estate Investment Trusts - 0.2%  
    265,000    

Iron Mountain, Inc.
3 mo. USD LIBOR + 1.750%,
3.65%, 01/02/2026

    263,842  
    901,600    

MGM Growth Properties Operating Partnership L.P.
1 mo. USD LIBOR + 2.000%,
3.90%, 04/25/2023

    906,252  
     

 

 

 
        1,170,094  
     

 

 

 
      Retail - 2.1%  
    1,292,766    

Albertsons LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 08/25/2021

    1,279,838  
    444,564    

B.C. Unlimited Liability Co.
1 mo. USD LIBOR + 2.250%,
4.15%, 02/16/2024

    445,675  
    1,363,150    

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%,
6.90%, 09/25/2024

    1,371,670  
 

Coty, Inc.

 

  EUR       440,000    

0.00%, 04/05/2025(14)

    532,938  
  $       688,063    

1 mo. USD LIBOR + 2.250%,
4.13%, 04/05/2025

    687,203  
    415,475    

Harbor Freight Tools USA, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 08/18/2023

    417,207  
    505,076    

J. Crew Group, Inc.
3 mo. USD LIBOR + 3.000%,
5.12%, 03/05/2021

    373,873  
    1,017,484    

Michaels Stores, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 01/30/2023

    1,023,049  
    906,455    

Neiman Marcus Group Ltd. LLC
1 mo. USD LIBOR + 3.250%,
5.14%, 10/25/2020

    796,856  
    907,725    

Staples, Inc.
3 mo. USD LIBOR + 4.000%,
5.79%, 09/12/2024

    897,341  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  161  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12) - (continued)  
      Retail - 2.1% - (continued)  
  $       1,953,344    

U.S. Foods, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 06/27/2023

  $ 1,969,947  
     

 

 

 
    9,795,597  
     

 

 

 
      Semiconductors - 0.1%  
    234,799    

ON Semiconductor Corp.
1 mo. USD LIBOR + 2.000%,
3.90%, 03/31/2023

    236,149  
     

 

 

 
      Software - 2.4%  
    656,700    

Almonde, Inc.
3 mo. USD LIBOR + 3.500%,
5.48%, 06/13/2024

    656,030  
    643,500    

Change Healthcare Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/01/2024

    645,913  
    277,900    

Cypress Intermediate Holdings III, Inc.
1 mo. USD LIBOR + 3.000%,
4.91%, 04/27/2024

    279,231  
    1,319,921    

Epicor Software Corp.
1 mo. USD LIBOR + 3.250%,
5.16%, 06/01/2022

    1,326,309  
 

First Data Corp.

 

    1,337,640    

1 mo. USD LIBOR + 2.250%,
4.15%, 07/08/2022

    1,342,322  
    2,279,352    

1 mo. USD LIBOR + 2.250%,
4.15%, 04/26/2024

    2,287,079  
    237,600    

Global Payments Inc.
1 mo. USD LIBOR + 1.750%,
3.65%, 04/21/2023

    239,171  
    758,441    

Go Daddy Operating Co. LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 02/15/2024

    761,763  
    297,739    

GTT Communications, Inc.
1 mo. USD LIBOR + 3.250%,
5.19%, 01/09/2024

    297,459  
    133,985    

Hyland Software, Inc.
1 mo. USD LIBOR + 3.250%,
5.14%, 07/01/2022

    135,074  
    770,150    

Infor U.S., Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/01/2022

    773,199  
    54,035    

MA FinanceCo LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 06/21/2024

    53,846  
    129,675    

Quest Software U.S. Holdings, Inc.
3 mo. USD LIBOR + 5.500%,
7.86%, 10/31/2022

    130,296  
    364,915    

Seattle Spinco, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 06/21/2024

    363,637  
    103,593    

SS&C Technologies Holdings Europe S.a.r.l.
0.00%, 04/16/2025(14)

    104,241  
    279,989    

SS&C Technologies, Inc.
0.00%, 04/16/2025(14)

    281,739  
    1,463,925    

WEX, Inc.
1 mo. USD LIBOR + 2.250%,
4.15%, 06/30/2023

    1,472,665  
     

 

 

 
        11,149,974  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12) - (continued)  
            Telecommunications - 1.2%      
  $       900,000    

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%,
4.15%, 02/22/2024

  $ 903,753  
    348,250    

Raycom TV Broadcasting, LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/23/2024

    347,961  
    1,381,050    

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%,
4.44%, 02/02/2024

    1,384,503  
    400,000    

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 03/01/2026

    401,652  
    430,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 09/30/2025

    429,247  
    1,878,198    

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/15/2024

    1,851,039  
    282,410    

Zayo Group LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 01/19/2024

    284,263  
     

 

 

 
        5,602,418  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $119,602,062)

  $ 119,566,105  
     

 

 

 
U.S. GOVERNMENT AGENCIES - 6.1%  
            Mortgage-Backed Agencies - 6.1%      
            FHLMC - 2.3%      
  $       4,611,739    

0.32%, 10/25/2020(3)(6)

  $ 18,624  
    1,730,000    

1 mo. USD LIBOR + 3.900%,
5.80%, 04/25/2029(2)

    1,946,415  
    2,203,000    

1 mo. USD LIBOR + 3.450%,
5.35%, 10/25/2029(2)

    2,412,911  
    1,148,163    

1 mo. USD LIBOR + 4.000%,
5.90%, 08/25/2024(2)

    1,258,016  
    75,320    

4.50%, 03/15/2041

    79,708  
    54,442    

3.00%, 03/15/2033(6)

    7,054  
    158,971    

4.00%, 07/15/2027(6)

    15,275  
    13,825    

5.50%, 08/15/2033

    14,887  
    47,573    

6.50%, 07/15/2036

    52,305  
    6,959    

0.00%, 11/15/2036(11)(15)

    6,314  
    135,590    

4.75%, 07/15/2039

    143,771  
    2,345,000    

1 mo. USD LIBOR + 2.50%,
4.40%, 03/25/2030(2)

    2,432,206  
    2,382,000    

1 mo. USD LIBOR + 2.350%,
4.25%, 04/25/2030(2)

    2,440,299  
     

 

 

 
      $ 10,827,785  
     

 

 

 
            FNMA - 3.8%      
    366,836    

5.50%, 06/25/2042(6)

    81,623  
    22,080    

5.46%, 05/25/2042(3)(6)

    2,316  
    39,232    

4.50%, 07/25/2027(6)

    4,227  
    46,221    

4.00%, 03/25/2042(6)

    7,181  
    317,208    

3.00%, 01/25/2028(6)

    27,420  
    136,920    

3.00%, 04/25/2028(6)

    12,855  
    47,602    

2.50%, 06/25/2028(6)

    3,586  
    215,065    

1.45%, 04/25/2055(3)(6)

    9,329  
    91,076    

3.50%, 05/25/2030(6)

    10,994  
    5,000    

2.44%, 01/01/2023

    4,843  
    23,500    

3.67%, 08/01/2023

    23,948  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  162  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 6.1% - (continued)  
            FNMA - 3.8% - (continued)      
  $       34,312    

3.93%, 10/01/2023

  $ 35,385  
    5,000    

3.70%, 10/01/2023

    5,107  
    23,303    

3.87%, 10/01/2025

    24,100  
    5,000    

3.86%, 11/01/2023

    5,152  
    18,045    

4.06%, 10/01/2028

    18,960  
    15,000    

3.86%, 12/01/2025

    15,526  
    9,493    

3.45%, 01/01/2024

    9,591  
    9,433    

3.47%, 01/01/2024

    9,540  
    10,000    

3.76%, 03/01/2024

    10,244  
    9,731    

3.97%, 05/01/2029

    10,164  
    24,313    

3.34%, 04/01/2024

    24,446  
    46,872    

3.26%, 05/01/2024

    46,935  
    33,581    

3.89%, 05/01/2030

    34,293  
    9,442    

3.96%, 05/01/2034

    9,739  
    24,276    

3.24%, 12/01/2026

    24,107  
    29,839    

3.16%, 12/01/2026

    29,462  
    84,460    

5.50%, 04/25/2035

    93,200  
    34,229    

5.50%, 04/25/2037

    36,966  
    62,743    

0.00%, 06/25/2036(11)(15)

    53,004  
    17,000,000    

3.50%, 05/01/2048(16)

    16,877,813  
     

 

 

 
        17,562,056  
     

 

 

 
            GNMA - 0.0%      
    40,500    

4.00%, 05/16/2042(6)

    5,977  
    109,766    

5.00%, 10/16/2041(6)

    18,749  
     

 

 

 
        24,726  
     

 

 

 
        28,414,567  
     

 

 

 
   

Total U.S. Government Agencies
(cost $28,009,138)

  $ 28,414,567  
     

 

 

 
U.S. GOVERNMENT SECURITIES - 9.2%  
            U.S. Treasury Securities - 9.2%      
            U.S. Treasury Bonds - 1.8%      
  $       3,760,000    

3.00%, 05/15/2047

  $ 3,690,822  
    50,000    

5.38%, 02/15/2031(17)(18)

    62,838  
    3,335,000    

6.25%, 05/15/2030(17)(18)(19)

    4,444,669  
     

 

 

 
        8,198,329  
     

 

 

 
            U.S. Treasury Notes - 7.4%      
    13,667,980    

0.38%, 07/15/2027(9)(18)

    13,253,623  
    2,280,000    

2.00%, 02/15/2023(17)

    2,200,556  
    5,906,000    

2.13%, 08/15/2021(18)

    5,802,184  
    5,205,000    

2.13%, 12/31/2022

    5,057,389  
    2,890,000    

2.13%, 05/15/2025(17)(18)

    2,746,967  
    5,785,000    

2.25%, 02/15/2027(17)

    5,478,802  
     

 

 

 
        34,539,521  
     

 

 

 
        42,737,850  
     

 

 

 
   

Total U.S. Government Securities
(cost $43,512,841)

  $ 42,737,850  
     

 

 

 
COMMON STOCKS - 0.1%  
            Consumer Services - 0.0%      
    13,341    

Caesars Entertainment Corp.

    151,420  
     

 

 

 
 
            Energy - 0.1%      
    83,644,001    

KCA Deutag(1)(20)(21)(22)

    497,933  
    713    

Paragon Offshore Ltd., Litigation

    7,490  
    19,531    

Templar Energy LLC Class A

    19,531  
     

 

 

 
        524,954  
     

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 0.1% - (continued)  
      Utilities - 0.0%  
    600,000    

TCEH Corp.(20)(21)(22)

  $ 1  
     

 

 

 
 

Total Common Stocks
(cost $1,474,275)

  $ 676,375  
     

 

 

 
     
ESCROWS - 0.0%  
      Energy - Alternate Sources - 0.0%  
    2,648    

Paragon Offshore Ltd., Escrow

     
     

 

 

 
 

Total Escrows
(cost $— )

  $  
     

 

 

 
     
CONVERTIBLE PREFERRED STOCKS - 0.1%  
      Utilities - 0.1%  
    5,000    

Sempra Energy Series A ,
6.00%

    514,150  
     

 

 

 
 

Total Convertible Preferred Stocks
(cost $502,500)

  $ 514,150  
     

 

 

 
 

Total Long-Term Investments
(cost $450,937,059)

  $ 447,252,377  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 9.5%  
      Commercial Paper - 1.2%  
    1,300,000    

AstraZeneca plc
2.02%, 05/10/2018(23)

    1,299,282  
    250,000    

Bell Canada Co.
2.48%, 07/12/2018(23)

    248,795  
    250,000    

Caisse des Depots et Consignations
2.19%, 07/23/2018(23)

    248,710  
    1,120,000    

CBS Corp.
2.21%, 05/22/2018(23)

    1,118,510  
    250,000    

Glencore Funding LLC
2.24%, 05/16/2018(23)

    249,755  
    250,000    

Korea Development Bank
2.34%, 07/20/2018(23)

    248,774  
 

TransCanada PipeLines Ltd.

 

    500,000    

2.26%, 05/16/2018(23)

    499,506  
    645,000    

2.48%, 06/12/2018(23)

    643,119  
    1,125,000    

Verizon Communications, Inc.
1.88%, 05/07/2018(23)

    1,124,595  
     

 

 

 
    5,681,046  
     

 

 

 
      Foreign Government Obligations - 5.2%  
  EUR       1,115,000    

France Treasury Bill BTF
0.58%, 05/09/2018(7)(23)

    1,346,647  
    3,400,000    

Italy Buoni Ordinari del Tesoro BOT
0.45%, 07/13/2018 - 07/31/2018(23)

    4,110,070  
 

Japan Treasury Discount Bill

 

  JPY       230,000,000    

0.00%, 05/01/2018(23)

    2,103,915  
    230,000,000    

0.14%, 05/28/2018(23)

    2,104,133  
    229,900,000    

0.14%, 07/30/2018(23)

    2,103,734  
    318,000,000    

0.15%, 07/09/2018(23)

    2,909,633  
    195,000,000    

0.15%, 05/14/2018(23)

    1,783,849  
    230,000,000    

0.15%, 07/02/2018(23)

    2,104,391  
    406,000,000    

0.17%, 07/17/2018(23)

    3,714,945  
    237,850,000    

0.18%, 07/23/2018(23)

    2,176,412  
     

 

 

 
    24,457,729  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  163  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 9.5% - (continued)  
      Other Investment Pools& Funds - 2.8%  
    13,104,037    

Fidelity Institutional Government Fund, Institutional Class,
1.59%(24)

  $ 13,104,037  
     

 

 

 
            Securities Lending Collateral - 0.3%  
    55,963    

Citibank NA DDCA,
1.50%, 5/1/2018(24)

    55,963  
    595,551    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(24)

    595,551  
    467,736    

Invesco Government & Agency Portfolio, 1.60%(24)

    467,736  
     

 

 

 
        1,119,250  
     

 

 

 
   

Total Short-Term Investments
(cost $44,869,034)

  $ 44,362,062  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $495,806,093)

    105.3    $ 491,614,439  
   

Total Purchased Options
(cost $554,547)

    0.1    $ 481,837  
     

 

 

    

 

 

 
   

Total Investments
(cost $496,360,640)

    105.4    $ 492,096,276  
   

Other Assets and Liabilities

    (5.4 )%       (25,011,363
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 467,084,913  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  164  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

     Equity Industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

     For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

Non-income producing.

 

(1)  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $92,290,951, which represented 19.8% of total net assets.

 

(2) Variable rate securities; the rate reported is the coupon rate in effect at April 30, 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)  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(5)  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(6)  Securities disclosed are interest-only strips.

 

(7)  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $68,926,840, which represented 14.8% of total net assets.

 

(8)  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(9)  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

(10)  Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(11)  Security is a zero-coupon bond.

 

(12)  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2018.

 

(13)  This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2018, the aggregate value of the unfunded commitment was $190,728, which rounds to zero percent of total net assets.

 

(14)  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(15)  Securities disclosed are principal-only strips.

 

(16)  Represents or includes a TBA transaction.

 

(17)  This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

 

(18)  This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

 

(19) This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

 

(20)  Investment valued using significant unobservable inputs.

 

(21)  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of these securities was $497,934, 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.

 

The accompanying notes are an integral part of these financial statements.

 

 

  165  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

(22)  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 April 30, 2018, the aggregate value of these securities was $497,934, which represented 0.1% of total net assets.

 

(23)  The rate shown represents current yield to maturity.

 

(24)  Current yield as of period end.

 

OTC Swaption Contracts Outstanding at April 30, 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

 

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/04/29

  JPM     3.20     Receive       02/28/19       USD       8,585,000       8,585,000     $ 123,332     $ 139,935     $ (16,603

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/04/29

  JPM     3.20     Receive       02/28/19       USD       11,580,000       11,580,000       166,359       189,912       (23,553

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/04/29

  JPM     3.20     Receive       02/28/19       USD       13,375,000       13,375,000       192,146       224,700       (32,554
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

    33,540,000     $ 481,837     $ 554,547     $ (72,710
             

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

 

            33,540,000     $     481,837     $     554,547     $     (72,710
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2018  

Description

  

 

     Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

90-Day Euro Future

        252        03/18/2019      $     61,264,350      $ (22,611

Australian 10-Year Bond Future

        3        06/15/2018        288,853        1,185  

Australian 3-Year Bond Future

        12        06/15/2018        1,002,003        (156

Canadian Dollar Future

        100        06/19/2018        7,794,000        42,609  

Canadian Government 10-Year Bond Future

        3        06/20/2018        307,138        1,771  

Euro-BTP Future

        11        06/07/2018        1,846,553        51,638  

Euro-OAT Future

        12        06/07/2018        2,228,891        22,390  

Euro-Schatz Future

        18        06/07/2018        2,432,673        2,246  

Japanese 10-Year Bond Future

        4        06/13/2018        5,511,892        (2,952

Japanese Yen Future

        65        06/18/2018        7,457,125        (240,008

Long Gilt Future

        6        06/27/2018        1,009,892        13,597  

Mini-10-Year JGB Future

        8        06/12/2018        1,102,817        (319

U.S. Treasury 2-Year Note Future

        315        06/29/2018        66,794,766        (193,623

U.S. Treasury 5-Year Note Future

        833        06/29/2018        94,552,008        (535,680

U.S. Treasury 10-Year Note Future

        586        06/20/2018        70,100,250        (315,321

U.S. Treasury Long Bond Future

        30        06/20/2018        4,315,312        (52,086
              

 

 

 

Total

 

   $     (1,227,320
              

 

 

 

Short position contracts:

 

90-Day Euro Future

        252        03/16/2020      $ 61,116,300      $ 66,302  

Australian Dollar Future

        100        06/18/2018        7,530,000        214,709  

British Pound Future

        52        06/18/2018        4,477,200        31,082  

Euro FX Future

        56        06/18/2018        8,486,100        196,573  

Euro-BOBL Future

        2        06/07/2018        316,391        (421

Euro-BUXL 30-Year Bond Future

        6        06/07/2018        1,184,945        (16,472

Euro-Bund Future

        31        06/07/2018        5,942,526        (52,760

Swiss Franc Future

        45        06/18/2018        5,699,250        258,739  

U.S. Treasury 10-Year Ultra Future

        125        06/20/2018        15,986,328        (42,820

U.S. Treasury Ultra Bond Future

        98        06/20/2018        15,398,250        (217,473
              

 

 

 

Total

 

   $ 437,459  
              

 

 

 

Total futures contracts

 

   $ (789,861
              

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  166  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 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 indices:

 

Buy protection:

 

ABX.HE.AAA.07

  GSC     USD       368,560     (0.09%)     08/25/37       Monthly     $ 78,706     $     $ 17,501     $ (61,205

ABX.HE.AAA.07

  CSI     USD       1,052,554     (0.09%)     08/25/37       Monthly       258,450             49,981       (208,469

ABX.HE.PENAAA.06

  JPM     USD       317,079     (0.11%)     05/25/46       Monthly       34,529             20,208       (14,321

ABX.HE.PENAAA.06

  CSI     USD       498,182     (0.11%)     05/25/46       Monthly       54,375             31,752       (22,623

CMBX.NA.A.7

  MSC     USD       75,000     (2.00%)     01/17/47       Monthly       985             868       (117

CMBX.NA.A.7

  JPM     USD       690,000     (2.00%)     01/17/47       Monthly       25,716             7,992       (17,724

CMBX.NA.A.9

  DEUT     USD       75,000     (2.00%)     09/17/58       Monthly       1,749             2,159       410  

CMBX.NA.A.9

  MSC     USD       965,000     (2.00%)     09/17/58       Monthly       33,078             27,879       (5,199

CMBX.NA.A.9

  DEUT     USD       365,000     (2.00%)     09/17/58       Monthly       18,032             10,528       (7,504

CMBX.NA.A.9

  MSC     USD       535,000     (2.00%)     09/17/58       Monthly       23,135             15,455       (7,680

CMBX.NA.AA.8

  DEUT     USD       60,000     (1.50%)     10/17/57       Monthly       764             302       (462

CMBX.NA.AA.8

  MSC     USD       515,000     (1.50%)     10/17/57       Monthly       20,182             2,591       (17,591

CMBX.NA.AAA.9

  CSI     USD       240,000     (0.50%)     09/17/58       Monthly       2,594             (473     (3,067

CMBX.NA.AAA.9

  MSC     USD       2,115,000     (0.50%)     09/17/58       Monthly       25,965             (4,140     (30,105

CMBX.NA.AS.7

  CSI     USD       215,000     (1.00%)     01/17/47       Monthly       3,770             (3,897     (7,667

CMBX.NA.AS.8

  DEUT     USD       50,000     (1.00%)     10/17/57       Monthly             (88     (741     (653

CMBX.NA.AS.8

  DEUT     USD       405,000     (1.00%)     10/17/57       Monthly       28,863             (6,000     (34,863

CMBX.NA.BBB-.11

  MSC     USD       850,000     (3.00%)     11/18/54       Monthly       52,892             79,631       26,739  

CMBX.NA.BBB-.11

  DEUT     USD       210,000     (3.00%)     11/18/54       Monthly       20,957             19,673       (1,284

CMBX.NA.BBB.10

  MSC     USD       535,000     (3.00%)     11/17/59       Monthly       40,886             49,565       8,679  

CMBX.NA.BBB.10

  MSC     USD       3,575,000     (3.00%)     11/17/59       Monthly       365,033             331,202       (33,831

CMBX.NA.BBB.10

  MSC     USD       2,565,000     (3.00%)     11/17/59       Monthly       285,023             237,632       (47,391

CMBX.NA.BBB.7

  CSI     USD       710,000     (3.00%)     01/17/47       Monthly       66,315             65,174       (1,141

CMBX.NA.BBB.7

  MSC     USD       805,000     (3.00%)     01/17/47       Monthly       79,613             73,896       (5,717

CMBX.NA.BBB.7

  MSC     USD       560,000     (3.00%)     01/17/47       Monthly       40,321             51,489       11,168  

CMBX.NA.BBB.7

  DEUT     USD       400,000     (3.00%)     01/17/47       Monthly       32,176             36,711       4,535  

CMBX.NA.BBB.7

  GSC     USD       680,000     (3.00%)     01/17/47       Monthly       60,991             62,409       1,418  

CMBX.NA.BBB.7

  MSC     USD       1,165,000     (3.00%)     01/17/47       Monthly       108,824             106,980       (1,844

CMBX.NA.BBB.9

  MSC     USD       280,000     (3.00%)     09/17/58       Monthly       29,855             31,248       1,393  

CMBX.NA.BBB.9

  MSC     USD       125,000     (3.00%)     09/17/58       Monthly       14,195             13,929       (266

CMBX.NA.BBB.9

  DEUT     USD       290,000     (3.00%)     09/17/58       Monthly       29,450             32,316       2,866  

CMBX.NA.BBB.9

  GSC     USD       725,000     (3.00%)     09/17/58       Monthly       81,294             80,910       (384

CMBX.NA.BBB.9

  CSI     USD       595,000     (3.00%)     09/17/58       Monthly       67,248             66,303       (945

CMBX.NA.BBB.9

  MSC     USD       540,000     (3.00%)     09/17/58       Monthly       62,974             60,174       (2,800

CMBX.NA.BBB.9

  DEUT     USD       1,050,000     (3.00%)     09/17/58       Monthly       125,803             117,160       (8,643

CMBX.NA.BBB.9

  JPM     USD       1,130,000     (3.00%)     09/17/58       Monthly       137,763             126,087       (11,676

PrimeX.ARM.2 (20)

  MSC     USD       161,306     (4.58%)     12/25/37       Monthly             (349     (125     224  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

      $     2,312,506     $ (437   $     1,814,329     $     (497,740
             

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

 

ABX.HE.AAA.07

  MSC     USD       368,560     0.09%     08/25/37       Monthly     $ 3,546     $     $ (17,501   $ (21,047

ABX.HE.AAA.07

  MSC     USD       1,052,553     0.09%     08/25/37       Monthly       10,143             (49,981     (60,124

ABX.HE.PENAAA.06

  BCLY     USD       815,262     0.11%     05/25/46       Monthly             (21,509     (51,960     (30,451

CMBX.NA.AAA.10

  GSC     USD       2,447,000     0.50%     11/17/59       Monthly             (1,487     (5,792     (4,305

CMBX.NA.AAA.6

  MSC     USD       9,564,624     0.50%     05/11/63       Monthly       53,371             74,355       20,984  

CMBX.NA.AAA.6

  JPM     USD       8,296,049     0.50%     05/11/63       Monthly       57,297             64,608       7,311  

CMBX.NA.AAA.6

  JPM     USD       6,807,495     0.50%     05/11/63       Monthly       47,017             53,016       5,999  

CMBX.NA.BB.6

  GSC     USD       1,155,000     5.00%     05/11/63       Monthly                 (208,197     (245,715     (37,518

CMBX.NA.BB.6

  CSI     USD       85,000     5.00%     05/11/63       Monthly             (16,393     (13,408     2,985  

CMBX.NA.BB.6

  CSI     USD       51,000     5.00%     05/11/63       Monthly             (9,168     (10,850     (1,682

CMBX.NA.BB.6

  JPM     USD       65,000     5.00%     05/11/63       Monthly             (9,434     (13,828     (4,394

CMBX.NA.BB.6

  CSI     USD       970,000     5.00%     05/11/63       Monthly             (199,347     (206,628     (7,281

CMBX.NA.BB.6

  CSI     USD       555,000     5.00%     05/11/63       Monthly             (110,083     (118,225     (8,142

CMBX.NA.BB.6

  GSC     USD       82,000     5.00%     05/11/63       Monthly             (9,301     (17,445     (8,144

CMBX.NA.BB.6

  CSI     USD       130,000     5.00%     05/11/63       Monthly             (18,867     (27,692     (8,825

CMBX.NA.BB.6

  CSI     USD       730,000     5.00%     05/11/63       Monthly             (131,222     (155,300     (24,078

CMBX.NA.BB.6

  CSI     USD       730,000     5.00%     05/11/63       Monthly             (131,222     (155,300     (24,078

CMBX.NA.BB.6

  CSI     USD       730,000     5.00%     05/11/63       Monthly             (131,222     (155,300     (24,078

CMBX.NA.BB.6

  CSI     USD       830,000     5.00%     05/11/63       Monthly             (149,199     (176,589     (27,390

 

The accompanying notes are an integral part of these financial statements.

 

 

  167  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2018 - (continued)  

Reference Entity

  Counter-
party
  Notional
Amount (a)
    (Pay)/Receive
Fixed Rate
  Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices: - (continued)

 

Sell protection: - (continued)

 

CMBX.NA.BB.6

  MSC     USD       1,491,000     5.00%     05/11/63       Monthly     $     $ (268,034   $ (317,295   $ (49,261

CMBX.NA.BB.6

  GSC     USD       550,000     5.00%     05/11/63       Monthly             (58,784     (117,007     (58,223

CMBX.NA.BB.8

  DEUT     USD       365,000     5.00%     10/17/57       Monthly             (89,524     (77,497     12,027  

CMBX.NA.BB.8

  CSI     USD       1,470,000     5.00%     10/17/57       Monthly             (400,897     (311,735     89,162  

CMBX.NA.BB.8

  CSI     USD       1,325,000     5.00%     10/17/57       Monthly             (361,352     (280,969     80,383  

CMBX.NA.BB.8

  MSC     USD       1,006,000     5.00%     10/17/57       Monthly             (274,374     (213,376     60,998  

CMBX.NA.BB.8

  GSC     USD       580,000     5.00%     10/17/57       Monthly             (171,977     (122,986     48,991  

CMBX.NA.BB.8

  GSC     USD       462,000     5.00%     10/17/57       Monthly             (112,816     (98,093     14,723  

CMBX.NA.BB.8

  CSI     USD       34,000     5.00%     10/17/57       Monthly             (9,273     (7,210     2,063  

CMBX.NA.BBB.6

  DEUT     USD       3,475,000     3.00%     05/11/63       Monthly             (556,351     (432,857     123,494  

CMBX.NA.BBB.6

  DEUT     USD       1,924,000     3.00%     05/11/63       Monthly             (307,362     (239,660     67,702  

CMBX.NA.BBB.6

  CSI     USD       2,370,000     3.00%     05/11/63       Monthly             (330,951     (294,820     36,131  

CMBX.NA.BBB.6

  DEUT     USD       1,357,000     3.00%     05/11/63       Monthly             (191,399     (168,806     22,593  

CMBX.NA.BBB.6

  DEUT     USD       875,000     3.00%     05/11/63       Monthly             (122,124     (108,847     13,277  

CMBX.NA.BBB.6

  DEUT     USD       875,000     3.00%     05/11/63       Monthly             (121,993     (108,847     13,146  

CMBX.NA.BBB.6

  MSC     USD       1,875,000     3.00%     05/11/63       Monthly             (305,926     (233,555     72,371  

CMBX.NA.BBB.6

  GSC     USD       1,040,000     3.00%     05/11/63       Monthly             (174,350     (129,546     44,804  

CMBX.NA.BBB.6

  MSC     USD       940,000     3.00%     05/11/63       Monthly             (155,932     (117,089     38,843  

CMBX.NA.BBB.6

  DEUT     USD       835,000     3.00%     05/11/63       Monthly             (140,953     (104,010     36,943  

CMBX.NA.BBB.6

  MSC     USD       830,000     3.00%     05/11/63       Monthly             (140,309     (103,387     36,922  

CMBX.NA.BBB.6

  MSC     USD       1,445,000     3.00%     05/11/63       Monthly             (214,217     (179,753     34,464  

CMBX.NA.BBB.6

  DEUT     USD       1,205,000     3.00%     05/11/63       Monthly             (180,529     (149,898     30,631  

CMBX.NA.BBB.6

  MSC     USD       507,000     3.00%     05/11/63       Monthly             (85,751     (63,154     22,597  

CMBX.NA.BBB.6

  CSI     USD       850,000     3.00%     05/11/63       Monthly             (123,228     (105,737     17,491  

PrimeX.ARM.2(20)

  JPM     USD       161,306     4.58%     12/25/37       Monthly       6,391             126       (6,265
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

      $ 177,765     $ (6,045,057   $ (5,315,543   $     551,749  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

      $ 2,490,271     $ (6,045,494   $ (3,501,214   $ 54,009  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

      $     2,490,271     $     (6,045,494   $     (3,501,214   $ 54,009  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 April 30, 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.EM.29

   USD      1,520,000        (1.00 %)      06/20/23        Quarterly      $ 28,546     $ 27,427     $ (1,119

CDX.NA.HY.30.V1

   USD      35,126,000        (5.00 %)      06/20/23        Quarterly            2,063,381           2,577,994           514,613  

CDX.NA.HY.30.V1

   USD      3,630,000        (5.00 %)      06/20/23        Quarterly        (242,428     (266,796     (24,368

CDX.NA.IG.29

   USD      16,555,000        (1.00 %)      12/20/22        Quarterly        (308,117     (352,493     (44,376

CDX.NA.IG.30.V1

   USD      3,265,000        (1.00 %)      06/20/23        Quarterly        (50,653     (63,501     (12,848

ITRAXX.XOV.28

   EUR      2,072,000        (5.00 %)      12/20/22        Quarterly        (253,330     (294,214     (40,884

ITRAXX.XOV.29.V1

   EUR      4,073,000        (5.00 %)      06/20/23        Quarterly        (521,284     (538,237     (16,953
                

 

 

   

 

 

   

 

 

 

Total

 

        $ 716,115     $ 1,090,180     $ 374,065  
                

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

 

Sell protection:

 

CDX.EM.29.V1

   USD      6,730,000        1.00     06/20/23        Quarterly      $ (128,968   $ (121,333   $ 7,635  
                

 

 

   

 

 

   

 

 

 

Total

 

        $ 587,147     $ 968,847     $ 381,700  
                

 

 

   

 

 

   

 

 

 

 

(a)  The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

 

The accompanying notes are an integral part of these financial statements.

 

 

  168  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 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)
 

12M Federal Funds Rate

   2.17% Fixed    USD      2,880,000        11/15/24        Annual      $      $ (2,896   $ 61,314      $ 64,210  

12M Federal Funds Rate

   2.17% Fixed    USD      2,910,000        11/15/24        Annual                     61,953        61,953  

12M Federal Funds Rate

   2.06% Fixed    USD      4,105,000        11/15/24        Annual        90,551              117,359        26,808  

12M Federal Funds Rate

   2.45% Fixed    USD      2,045,000        11/15/24        Annual                     9,028        9,028  

12M Federal Funds Rate

   2.45% Fixed    USD      2,035,000        11/15/24        Annual                     8,356        8,356  

12M Federal Funds Rate

   2.45% Fixed    USD      1,790,000        11/15/24        Annual                     7,983        7,983  

12M Federal Funds Rate

   2.25% Fixed    USD      1,375,000        11/15/24        Annual        16,362              23,259        6,897  

12M Federal Funds Rate

   2.25% Fixed    USD      375,000        11/15/24        Annual        4,467              6,343        1,876  

3 Mo. USD LIBOR

   2.25% Fixed    USD      21,037,000        06/20/28        Semi-Annual        1,172,630              1,334,532        161,902  

3 Mo. USD LIBOR

   2.75% Fixed    USD      4,640,000        12/20/47        Semi-Annual               (102,927     191,174        294,101  
                 

 

 

    

 

 

   

 

 

    

 

 

 

Total

 

         $     1,284,010      $     (105,823   $     1,821,301      $     643,114  
                 

 

 

    

 

 

   

 

 

    

 

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 2018  

Reference Entity

  Counter-
party
  Notional
Amount
    Payments received
(paid) by the Fund
  Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

iBoxx USD liquid High Yield

  GSC     USD       1,680,000     (1.00%)     12/20/18       Quarterly     $ 5,014     $     $ (6,471   $ (11,485

iBoxx USD liquid High Yield

  JPM     USD       1,525,000     (1.00%)     12/20/18       Quarterly       3,589             (23,774     (27,363

iBoxx USD liquid High Yield

  MSC     USD       12,095,000     (1.00%)     12/20/18       Quarterly       17,662             (33,892     (51,554

iBoxx USD liquid High Yield

  GSC     USD       12,102,000     (1.00%)     12/20/18       Quarterly       19,743             (188,664     (208,407
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

 

    $     46,008     $     —     $     (252,801   $     (298,809
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018  

Amount and Description of

Currency to be Purchased

   Amount and Description of
Currency to be Sold
  

Counterparty

   Settlement
Date
     Appreciation      Depreciation  
  1,527,000     AUD      1,176,647     USD    DEUT      05/02/18      $      $ (27,040
  1,377,000     AUD      1,042,424     USD    GSC      06/07/18               (5,659
  157,000     BRL      46,936     USD    GSC      06/04/18               (2,272
  244,000     BRL      74,225     USD    MSC      06/04/18               (4,812
  859,000     CAD      668,706     USD    BMO      05/02/18        350         
  120,000     CAD      95,671     USD    RBC      05/03/18               (2,204
  809,000     CAD      630,787     USD    BMO      06/07/18               (179
  295,000     CAD      234,285     USD    RBC      06/27/18               (4,202
  30,000     CHF      31,816     USD    MSC      05/02/18               (1,538
  70,000     CHF      70,918     USD    BCLY      06/07/18               (50
  30,000     CHF      30,645     USD    MSC      06/07/18               (272
  104,100,000     CLP      172,749     USD    BCLY      06/20/18               (3,053
  11,060,000     CNH      1,742,308     USD    BOA      06/20/18        4,035         
  2,203,000     CNH      346,411     USD    DEUT      06/20/18        1,437         
  375,000     DKK      61,475     USD    TDB      05/02/18               (686
  7,120,000     EGP      371,220     USD    GSC      01/08/19            12,660         
  8,130,000     EGP      426,772     USD    DEUT      04/22/19        1,263         
  325,000     EUR      400,497     USD    CIBC      05/02/18               (7,973
  361,000     EUR      445,377     USD    JPM      05/02/18               (9,373
  1,414,000     EUR      1,749,365     USD    HSBC      05/02/18               (41,581
  1,414,000     EUR      1,755,340     USD    TDB      05/02/18               (47,555
  2,746,000     EUR      3,386,999     USD    HSBC      05/02/18               (70,467
  2,745,000     EUR      3,417,333     USD    MSC      05/02/18                   (102,009
  150,000     EUR      188,298     USD    BNP      05/11/18               (7,013
  200,000     EUR      249,932     USD    DEUT      05/11/18               (8,219
  432,000     EUR      529,514     USD    CBA      05/31/18               (6,639
  2,287,000     EUR      2,767,956     USD    HSBC      06/07/18        1,724         
  228,000     EUR      279,608     USD    CBA      06/07/18               (3,488
  593,000     EUR      726,254     USD    CBK      06/07/18               (8,099
  2,794,000     EUR      3,409,853     USD    BOA      06/07/18               (26,169
  2,794,000     EUR      3,420,415     USD    TDB      06/07/18               (36,731

 

The accompanying notes are an integral part of these financial statements.

 

 

  169  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  

Amount and Description of

Currency to be Purchased

   Amount and Description of
Currency to be Sold
  

Counterparty

   Settlement
Date
     Appreciation      Depreciation  
  46,000     EUR      55,724     USD    GSC      06/20/18      $ 43      $  
  144,000     EUR      177,580     USD    SSG      06/20/18               (3,003
  200,000     EUR      247,381     USD    BNP      06/20/18               (4,912
  758,000     EUR      931,716     USD    UBS      06/20/18               (12,759
  855,000     EUR      1,054,471     USD    HSBC      06/20/18               (17,916
  1,199,000     GBP      1,697,544     USD    BCLY      05/02/18               (46,738
  1,034,000     GBP      1,446,887     USD    BOA      06/07/18               (20,791
  4,774,000,000     IDR      345,017     USD    BCLY      06/20/18               (3,806
  11,750,000     JPY      111,228     USD    JPM      05/01/18               (3,739
  1,086,174,000     JPY      10,279,645     USD    SSG      05/02/18                   (342,655
  100,000,000     JPY      947,438     USD    JPM      05/14/18               (31,832
  11,700,000     JPY      107,161     USD    DEUT      06/07/18        140         
  1,020,112,000     JPY      9,367,248     USD    BCLY      06/07/18               (11,703
  1,412,000     MXN      76,506     USD    BCLY      05/02/18               (1,029
  1,412,000     MXN      74,309     USD    BCLY      06/07/18        734         
  259,000     MYR      66,374     USD    UBS      05/02/18               (367
  138,000     NOK      17,983     USD    MSC      05/02/18               (779
  138,000     NOK      17,335     USD    MSC      06/07/18               (110
  1,128,000     PEN      344,817     USD    BCLY      06/20/18        1,404         
  17,990,000     PHP      342,993     USD    DEUT      06/20/18        3,756         
  365,000     PLN      108,052     USD    JPM      05/02/18               (4,058
  365,000     PLN      105,747     USD    DEUT      06/07/18               (1,703
  1,180,000     PLN      347,965     USD    CBK      06/20/18               (11,505
  4,803,000     RUB      82,376     USD    GSC      06/20/18               (6,569
  1,374,000     SEK      168,120     USD    MSC      05/02/18               (11,184
  644,000     SEK      75,430     USD    MSC      06/07/18               (1,672
  56,000     SGD      42,819     USD    CBK      05/02/18               (585
  57,000     SGD      43,605     USD    CBK      05/02/18               (617
  56,000     SGD      42,247     USD    JPM      06/07/18        19         
  57,000     SGD      43,006     USD    JPM      06/07/18        15         
  1,042,389     USD      1,377,000     AUD    GSC      05/02/18        5,711         
  76,708     USD      100,000     AUD    BCLY      05/02/18        1,422         
  38,854     USD      50,000     AUD    CBK      05/02/18        1,211         
  1,413,818     USD      1,820,000     AUD    ANZ      06/20/18        43,425         
  472,552     USD      600,000     AUD    GSC      06/20/18        20,774         
  238,135     USD      777,000     BRL    DEUT      06/04/18        17,094         
  630,308     USD      809,000     CAD    BMO      05/02/18        196         
  38,803     USD      50,000     CAD    BCLY      05/02/18               (141
  96,484     USD      120,000     CAD    NAB      05/03/18        3,017         
  421,027     USD      535,000     CAD    NAB      05/09/18        4,268         
  487,549     USD      625,000     CAD    GSC      06/20/18        183         
  1,387,616     USD      1,810,000     CAD    BMO      06/20/18               (23,796
  237,824     USD      295,000     CAD    BOA      06/27/18        7,740         
  409,986     USD      515,000     CAD    ANZ      08/02/18        8,023         
  465,540     USD      590,000     CAD    SSG      08/20/18        4,874         
  157,234     USD      200,000     CAD    ANZ      08/20/18        1,076         
  423,201     USD      530,000     CAD    NAB      09/18/18        9,145         
  30,556     USD      30,000     CHF    MSC      05/02/18        277         
  54,009     USD      32,600,000     CLP    MSC      06/20/18        867         
  170,230     USD      1,083,000     CNH    GSC      06/20/18               (773
  345,399     USD      2,198,000     CNH    GSC      06/20/18               (1,659
  62,919     USD      375,000     DKK    GSC      05/02/18        2,130         
  61,637     USD      375,000     DKK    TDB      06/07/18        676         
  46,333     USD      285,000     DKK    HSBC      06/07/18        3         
  3,411,717     USD      2,794,000     EUR    TDB      05/02/18            37,213         
  3,401,136     USD      2,794,000     EUR    BOA      05/02/18        26,632         
  942,670     USD      760,000     EUR    HSBC      05/02/18        24,766         
  724,409     USD      593,000     EUR    CBK      05/02/18        8,202         
  243,930     USD      197,000     EUR    BCLY      05/02/18        6,000         
  153,539     USD      124,000     EUR    SCB      05/02/18        3,776         
  142,911     USD      116,000     EUR    MSC      05/02/18        2,810         
  122,749     USD      100,000     EUR    BCLY      05/02/18        1,973         

 

The accompanying notes are an integral part of these financial statements.

 

 

  170  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  

Amount and Description of

Currency to be Purchased

   Amount and Description of
Currency to be Sold
  

Counterparty

   Settlement
Date
     Appreciation      Depreciation  
  2,760,866     USD      2,287,000     EUR    HSBC      05/02/18      $      $     (1,299
  1,373,788     USD      1,115,000     EUR    ANZ      05/09/18        26,447         
  435,702     USD      350,000     EUR    SCB      05/11/18        12,704         
  19,466,634     USD      15,917,000     EUR    BCLY      05/31/18            201,339         
  151,400     USD      125,000     EUR    DEUT      06/07/18        19         
  847,317     USD      685,000     EUR    BNP      06/15/18        17,201         
  7,187,712     USD      5,795,000     EUR    DEUT      06/20/18        162,175         
  4,460,434     USD      3,589,000     EUR    BCLY      06/20/18        109,329         
  882,360     USD      710,000     EUR    SSG      06/20/18        21,595         
  303,061     USD      245,000     EUR    GSC      06/20/18        6,037         
  124,422     USD      100,000     EUR    BCLY      06/20/18        3,187         
  116,816     USD      94,000     EUR    SSG      06/20/18        2,855         
  192,685     USD      157,000     EUR    GSC      06/20/18        2,347         
  2,172,330     USD      1,745,000     EUR    ANZ      07/13/18        52,854         
  2,059,153     USD      1,655,000     EUR    ANZ      07/30/18        46,259         
  1,022,458     USD      820,000     EUR    GSC      07/31/18        25,133         
  1,037,366     USD      835,000     EUR    BCLY      07/31/18        21,798         
  832,021     USD      670,000     EUR    DEUT      08/01/18        17,064         
  1,444,705     USD      1,034,000     GBP    BOA      05/02/18        21,074         
  175,556     USD      125,000     GBP    CIBC      05/02/18        3,454         
  57,317     USD      40,000     GBP    RBC      05/02/18        2,244         
  305,454     USD      219,000     GBP    BNP      05/31/18        3,518         
  2,945,987     USD      2,100,000     GBP    CBK      06/20/18        47,696         
  886,673     USD      635,000     GBP    BOA      06/20/18        10,285         
  509,322     USD      355,000     GBP    NAB      09/10/18        17,416         
  109,845     USD      1,523,000,000     IDR    MSC      06/20/18        992         
  2,150,912     USD      230,000,000     JPY    NAB      05/01/18        46,863         
  108,367     USD      11,750,000     JPY    CBK      05/01/18        877         
  9,345,921     USD      1,020,112,000     JPY    BCLY      05/02/18        13,308         
  243,934     USD      25,962,000     JPY    CBK      05/02/18        6,417         
  141,303     USD      15,000,000     JPY    BCLY      05/02/18        4,073         
  110,990     USD      11,900,000     JPY    BCLY      05/02/18        2,122         
  61,747     USD      6,600,000     JPY    BCLY      05/02/18        1,366         
  61,597     USD      6,600,000     JPY    BOA      05/02/18        1,216         
  1,828,106     USD      195,000,000     JPY    JPM      05/14/18        42,675         
  919,687     USD      100,000,000     JPY    CBK      05/14/18        4,081         
  2,154,726     USD      230,000,000     JPY    ANZ      05/29/18        46,593         
  3,039,157     USD      321,400,000     JPY    ANZ      06/20/18        88,787         
  797,552     USD      84,300,000     JPY    GSC      06/20/18        23,699         
  2,160,158     USD      230,000,000     JPY    ANZ      07/02/18        46,981         
  2,987,683     USD      318,000,000     JPY    ANZ      07/09/18        64,523         
  3,821,549     USD      406,000,000     JPY    CBK      07/17/18        87,327         
  2,228,084     USD      237,850,000     JPY    MSC      07/23/18        39,497         
  2,114,840     USD      229,900,000     JPY    BCLY      07/30/18               (1,657
  422,497     USD      45,000,000     JPY    BOA      07/31/18        8,219         
  74,733     USD      1,412,000     MXN    BCLY      05/02/18               (744
  239,886     USD      4,545,000     MXN    RBC      06/20/18               (1,187
  66,427     USD      259,000     MYR    UBS      05/02/18        420         
  66,347     USD      259,000     MYR    UBS      06/07/18        419         
  17,315     USD      138,000     NOK    MSC      05/02/18        112         
  112,863     USD      365,000     PEN    MSC      06/20/18        833         
  108,260     USD      5,670,000     PHP    MSC      06/20/18               (1,027
  105,690     USD      365,000     PLN    DEUT      05/02/18        1,695         
  32,834     USD      115,000     PLN    CIBC      06/07/18        53         
  107,994     USD      370,000     PLN    CBK      06/20/18        2,494         
  172,272     USD      10,040,000     RUB    BOA      06/20/18        13,807         
  60,537     USD      3,473,000     RUB    HSBC      06/20/18        5,721         
  87,337     USD      730,000     SEK    CIBC      05/02/18        3,958         
  75,234     USD      644,000     SEK    MSC      05/02/18        1,677         
  42,973     USD      57,000     SGD    JPM      05/02/18               (15
  42,216     USD      56,000     SGD    JPM      05/02/18               (18
  30,375     USD      378,000     ZAR    BCLY      05/02/18        59         

 

The accompanying notes are an integral part of these financial statements.

 

 

  171  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  

Amount and Description of

Currency to be Purchased

   Amount and Description of
Currency to be Sold
  

Counterparty

   Settlement
Date
     Appreciation      Depreciation  
  450,321     USD      5,369,000     ZAR    BCLY      06/20/18      $ 22,502      $  
  378,000     ZAR      32,284     USD    CBK      05/02/18               (1,967
  378,000     ZAR      30,224     USD    BCLY      06/07/18               (56
  1,751,000     ZAR      144,248     USD    GSC      06/20/18               (4,722
               

 

 

    

 

 

 
 

Total

     $     1,688,460      $     (1,006,376
  

 

 

    

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BMO

   Bank of Montreal

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBA

   Commonwealth Bank of Australia

CBK

   Citibank NA

CIB

   Credit Agricole

CIBC

   Canadian Imperial Bank of Commerce

CSI

   Credit Suisse International

DEUT

   Deutsche Bank Securities, Inc.

GSC

   Goldman Sachs & Co.

HSBC

   HSBC Bank USA

JPM

   JP Morgan Chase & Co.

MSC

   Morgan Stanley

NAB

   National Australia Bank Limited

RBC

   RBC Dominion Securities, Inc.

SCB

   Standard Chartered Bank

SSG

   State Street Global Markets LLC

TDB

   Toronto-Dominion Bank

UBS

   UBS AG
Currency Abbreviations:

ARS

   Argentine Peso

AUD

   Australian Dollar

BRL

   Brazilian Real

CAD

   Canadian Dollar

CHF

   Swiss Franc

CLP

   Chilean Peso

CNH

   Chinese Renminbi

COP

   Colombian Peso

DKK

   Danish Krone

EGP

   Egyptian Pound

EUR

   Euro

GBP

   British Pound

IDR

   Indonesian Rupiah

INR

   Indian Rupee

JPY

   Japanese Yen

MXN

   Mexican Peso

MYR

   Malaysian Ringgit

NOK

   Norwegian Krone

PEN

   Peruvian Sol

PHP

   Philippine Peso

PLN

   Polish Zloty

RUB

   Russian Ruble

SEK

   Swedish Krona

SGD

   Singapore Dollar

THB

   Thai Baht

TRY

   Turkish Lira

USD

   United States Dollar

ZAR

   South African Rand
Index Abbreviations:

ABX.HE

   Markit Asset Backed Security Home Equity

ABX.HE.PEN

   Markit Asset Backed Security Home Equity Penultimate

CDX.EM

   Credit Derivatives Emerging Markets

CDX.NA.HY

   Credit Derivatives North American High Yield

CDX.NA.IG

   Credit Derivatives North American Investment Grade

CMBX.NA

   Markit Commercial Mortgage Backed North American

ICE

   Intercontinental Exchange, Inc.

ITRAXX.XOV

   Markit iTraxx Index - Europe Crossover

PrimeX.ARM

   Markit PrimeX Adjustable Rate Mortgage Backed Security

iBoxx

   Markit i Boxx indices - Euro, Sterling, Asian, US Dollar and European high-yield bond markets
Other Abbreviations:

CJSC

   Closed Joint Stock Company

CLO

   Collateralized Loan Obligation

CMO

   Collateralized Mortgage Obligation

CMT

   Constant Maturity Treasury

DDCA

   Dollars on Deposit in Custody Account

EM

   Emerging Markets

EURIBOR

   Euro Interbank Offered Rate

FHLMC

   Federal Home Loan Mortgage Corp.

FNMA

   Federal National Mortgage Association

GNMA

   Government National Mortgage Association

JSC

   Joint Stock Company

LIBOR

   London Interbank Offered Rate

MTN

   Medium Term Note

OJSC

   Open Joint Stock Company

OTC

   Over-the-Counter

PAC

   Planned Amortization Class

PJSC

   Private Joint Stock Company

TBA

   To Be Announced
Municipal Abbreviations:

GO

   General Obligation
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  172  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total     Level 1(1)     Level 2(1)     Level 3(1)  

Assets

        

Asset & Commercial Mortgage Backed Securities

   $ 68,660,315     $     $ 68,660,315     $  

Corporate Bonds

     80,290,253             80,290,253        

Foreign Government Obligations

     95,351,688             95,351,688        

Municipal Bonds

     11,041,074             11,041,074        

Senior Floating Rate Interests

     119,566,105             119,566,105        

U.S. Government Agencies

     28,414,567             28,414,567        

U.S. Government Securities

     42,737,850             42,737,850        

Common Stocks

        

Consumer Services

     151,420       151,420              

Energy

     524,954             27,021       497,933  

Utilities

     1                   1  

Escrows

                        

Convertible Preferred Stocks

     514,150       514,150              

Short-Term Investments

     44,362,062       16,007,136       28,354,926        

Purchased Options

     481,837             481,837        

Foreign Currency Contracts(2)

     1,688,460             1,688,460        

Futures Contracts(2)

     902,841       902,841              

Swaps - Credit Default(2)

     1,536,715             1,536,491       224  

Swaps - Interest Rate(2)

     643,114             643,114        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     496,867,406     $     17,575,547     $     478,793,701     $     498,158  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (1,006,376   $     $ (1,006,376   $  

Futures Contracts(2)

     (1,692,702     (1,692,702            

Swaps - Credit Default(2)

     (1,101,006           (1,094,741     (6,265

Swaps - Total Return(2)

     (298,809           (298,809      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (4,098,893   $ (1,692,702   $ (2,399,926   $ (6,265
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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.

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 six-month period ended April 30, 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.

 

The accompanying notes are an integral part of these financial statements.

 

 

  173  

 


The Hartford Total Return Bond Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 33.7%  
            Asset-Backed - Automobile - 0.7%  
  $       1,840,000    

CarMax Auto Owner Trust
2.58%, 11/16/2020

  $ 1,839,788  
    1,179,717    

CIG Automobile Receivables Trust
2.71%, 05/15/2023(1)

    1,171,939  
    2,435,000    

Credit Acceptance Auto Loan Trust
2.65%, 06/15/2026(1)

    2,391,708  
    880,053    

First Investors Auto Owner Trust
2.39%, 11/16/2020(1)

    879,336  
    955,196    

Honor Automobile Trust Securitization
2.94%, 11/15/2019(1)

    955,298  
    4,357,763    

Skopos Auto Receivables Trust
3.19%, 09/15/2021(1)

    4,354,968  
    4,310,000    

Westlake Automobile Receivables Trust
3.28%, 12/15/2022(1)

    4,273,036  
     

 

 

 
    15,866,073  
     

 

 

 
            Asset-Backed - Finance & Insurance - 19.4%  
    1,540,000    

AIMCO CLO Ltd.
3 mo. USD LIBOR + 0.850%,
3.20%, 01/15/2028(1)(2)

    1,538,717  
    133,416    

Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
5.82%, 11/25/2035(3)

    135,078  
    4,200,000    

AMMC CLO Ltd.
3 mo. USD LIBOR + 1.250%,
3.61%, 07/25/2029(1)(2)

    4,230,643  
    2,910,000    

Anchorage Capital CLO Ltd.
3 mo. USD LIBOR + 1.510%,
3.86%, 01/15/2029(1)(2)

    2,929,290  
    3,970,000    

Apex Credit CLO Ltd.
3 mo. USD LIBOR + 1.470%,
3.83%, 04/24/2029(1)(2)

    3,992,069  
   

Apidos CLO

 
    2,185,273    

3 mo. USD LIBOR + 0.980%,
3.34%, 01/19/2025(1)(2)

    2,185,950  
    1,445,000    

3 mo. USD LIBOR + 1.330%,
3.68%, 01/16/2027(1)(2)

    1,445,397  
    2,255,000    

Atlas Senior Loan Fund X Ltd.
3 mo. USD LIBOR + 1.090%,
3.44%, 01/15/2031(1)(2)

    2,255,728  
    6,225,000    

Atrium
3 mo. USD LIBOR + 0.830%,
3.19%, 04/22/2027(1)(2)

    6,224,670  
 

Avery Point CLO Ltd.

 

    4,375,000    

3 mo. USD LIBOR + 1.100%,
3.46%, 04/25/2026(1)(2)

    4,378,469  
    2,574,571    

3 mo. USD LIBOR + 1.120%,
3.48%, 01/18/2025(1)(2)

    2,575,284  
   

Babson CLO Ltd.

 
    1,030,000    

3 mo. USD LIBOR + 1.150%,
3.51%, 07/20/2025(1)(2)

    1,029,925  
    3,281,000    

3 mo. USD LIBOR + 1.320%,
3.67%, 01/15/2026(1)(2)

    3,284,901  
   

Bayview Koitere Fund Trust

 
    7,109,203    

3.50%, 07/28/2057(1)(4)

    7,111,176  
    4,106,731    

3.62%, 03/28/2033(1)(3)

    4,094,774  
    4,666,152    

Bayview Mortgage Fund Trust
3.50%, 01/28/2058(1)(4)

    4,666,884  
    3,273,776    

Bayview Opportunity Master Fund IVa Trust
3.67%, 03/28/2033(1)(3)

    3,268,684  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED
SECURITIES - 33.7% - (continued)
 
            Asset-Backed - Finance & Insurance - 19.4% - (continued)  
   

Bayview Opportunity Master Fund Trust

 
  $       3,692,114    

2.98%, 10/28/2032(1)(3)

  $ 3,671,155  
    541,064    

3.11%, 09/28/2032(1)(3)

    538,456  
    4,073,742    

3.35%, 11/28/2032(1)(3)

    4,054,424  
    2,967,773    

3.50%, 01/28/2055(1)(4)

    2,973,207  
    3,531,018    

3.50%, 06/28/2057(1)(4)

    3,545,471  
    7,235,701    

3.50%, 10/28/2057(1)(4)

    7,230,830  
    3,525,129    

3.60%, 02/25/2033(1)(3)

    3,527,542  
    2,549,380    

4.00%, 11/28/2053(1)(4)

    2,584,211  
    4,944,925    

4.00%, 10/28/2064(1)(4)

    5,000,943  
    765,000    

Benefit Street Partners CLO VI Ltd.
3 mo. USD LIBOR + 0.800%,
3.16%, 10/18/2029(1)(2)

    764,611  
   

BlueMountain CLO Ltd.

 
    3,353,000    

3 mo. USD LIBOR + 0.930%,
3.29%, 07/20/2026(1)(2)

    3,354,080  
    5,601,655    

3 mo. USD LIBOR + 1.010%,
3.36%, 04/15/2025(1)(2)

    5,610,410  
    6,799,000    

3 mo. USD LIBOR + 1.180%,
3.54%, 10/22/2030(1)(2)

    6,847,960  
    4,223,580    

3 mo. USD LIBOR + 1.260%,
3.62%, 04/30/2026(1)(2)

    4,221,848  
    416,250    

Cal Funding Ltd.
3.47%, 10/25/2027(1)

    412,527  
   

Carlyle Global Market Strategies CLO Ltd.

 
    6,485,000    

2.72%, 01/15/2031(1)(4)

    6,484,929  
    4,860,000    

3 mo. USD LIBOR + 1.100%,
3.45%, 10/15/2030(1)(2)

    4,873,506  
    4,630,000    

3 mo. USD LIBOR + 1.470%,
3.84%, 04/27/2027(1)(2)

    4,627,815  
    2,815,000    

3 mo. USD LIBOR + 1.900%,
4.26%, 10/20/2029(1)(2)

    2,818,156  
    4,030,000    

CBAM Ltd.
3 mo. USD LIBOR + 1.230%,
3.58%, 10/17/2029(1)(2)

    4,054,897  
   

Cent CLO Ltd.

 
    3,839,630    

3 mo. USD LIBOR + 1.100%,
3.46%, 01/25/2026(1)(2)

    3,842,587  
    2,830,000    

3 mo. USD LIBOR + 1.210%,
3.58%, 07/27/2026(1)(2)

    2,829,578  
   

CIFC Funding Ltd.

 

    4,175,000    

3 mo. USD LIBOR + 1.200%,
3.14%, 05/24/2026(1)(2)

    4,173,814  
    573,242    

3 mo. USD LIBOR + 0.850%,
3.20%, 07/16/2030(1)(2)

    573,208  
    2,255,000    

3.47%, 01/22/2031(1)(4)

    2,262,254  
    6,175,000    

3 mo. USD LIBOR + 1.500%,
3.86%, 07/22/2026(1)(2)

    6,172,962  
    726,912    

Conn’s Receivables Funding LLC
2.73%, 07/15/2020(1)

    726,528  
    1,910,000    

Covenant Credit Partners CLO Ltd.
3 mo. USD LIBOR + 1.850%,
4.20%, 10/15/2029(1)(2)

    1,920,324  
    3,295,000    

Domino’s Pizza Master Issuer LLC
4.12%, 07/25/2048(1)

    3,295,000  
   

Dryden Senior Loan Fund

 
    4,398,000    

3 mo. USD LIBOR + 0.820%,
2.66%, 11/15/2028(1)(2)

    4,390,796  
    5,350,000    

3 mo. USD LIBOR + 1.210%,
3.57%, 07/18/2030(1)(2)

    5,363,926  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  174  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED
SECURITIES - 33.7% - (continued)
 
            Asset-Backed - Finance & Insurance - 19.4% - (continued)  
  $       3,970,000    

3 mo. USD LIBOR + 1.430%,
3.78%, 07/15/2027(1)(2)

  $ 3,972,735  
    4,796,000    

3 mo. USD LIBOR + 1.430%,
3.78%, 10/15/2028(1)(2)

    4,813,179  
   

First Franklin Mortgage Loan Trust

 
    2,250,478    

1 mo. USD LIBOR + 0.240%,
2.14%, 04/25/2036(2)

    1,969,721  
    1,065,000    

1 mo. USD LIBOR + 0.310%,
2.21%, 09/25/2036(2)

    948,168  
    3,435,000    

Flatiron CLO Ltd.
3 mo. USD LIBOR + 1.250%,
3.09%, 05/15/2030(1)(2)

    3,449,159  
    326,696    

GreatAmerica Leasing Receivables Funding LLC
1.72%, 04/22/2019(1)

    326,043  
    1,345,000    

Highbridge Loan Management Ltd.
3 mo. USD LIBOR + 1.000%,
2.85%, 02/05/2031(1)(2)

    1,346,051  
   

KKR CLO Ltd.

 
    5,530,000    

3 mo. USD LIBOR + 1.340%,
3.69%, 04/15/2029(1)(2)

    5,563,385  
    4,210,000    

3 mo. USD LIBOR + 1.560%,
3.92%, 10/18/2028(1)(2)

    4,227,615  
   

Lendmark Funding Trust

 
    2,875,000    

2.83%, 12/22/2025(1)

    2,853,135  
    3,575,000    

3.26%, 04/21/2025(1)

    3,580,972  
   

Madison Park Funding Ltd.

 
    4,825,000    

3 mo. USD LIBOR + 1.160%,
3.52%, 07/23/2029(1)(2)

    4,826,448  
    3,125,000    

3 mo. USD LIBOR + 1.190%,
3.55%, 10/21/2030(1)(2)

    3,138,781  
    4,525,000    

3 mo. USD LIBOR + 1.260%,
3.62%, 07/20/2026(1)(2)

    4,527,435  
   

Magnetite CLO Ltd.

 
    2,585,000    

3 mo. USD LIBOR + 1.300%,
3.65%, 04/15/2026(1)(2)

    2,585,000  
    3,165,000    

3 mo. USD LIBOR + 1.330%,
3.68%, 04/15/2027(1)(2)

    3,170,472  
   

Magnetite Ltd.

 
    6,481,000    

3 mo. USD LIBOR + 1.400%,
3.24%, 11/15/2028(1)(2)

    6,501,195  
    6,210,000    

3 mo. USD LIBOR + 1.000%,
3.36%, 07/25/2026(1)(2)

    6,206,864  
    3,070,000    

3 mo. USD LIBOR + 1.500%,
3.86%, 07/25/2026(1)(2)

    3,069,398  
    2,370,000    

Magnetite VIII Ltd.
3.32%, 04/15/2031(1)(4)(5)

    2,370,000  
    1,960,366    

Marlette Funding Trust
2.36%, 12/15/2024(1)

    1,953,083  
    5,401,801    

MFRA Trust
3.35%, 11/25/2047(1)(3)

    5,360,305  
   

Nationstar HECM Loan Trust

 
    663,572    

1.97%, 05/25/2027(1)

    659,113  
    1,349,941    

2.04%, 09/25/2027(1)(4)

    1,344,009  
    490,000    

2.94%, 05/25/2027(1)

    486,188  
   

NRZ Advance Receivables Trust

 
    4,895,000    

3.11%, 12/15/2050(1)

    4,873,202  
    4,425,000    

3.21%, 02/15/2051(1)

    4,388,484  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED
SECURITIES - 33.7% - (continued)
 
            Asset-Backed - Finance & Insurance - 19.4% - (continued)  
   

NRZ Excess Spread-Collateralized Notes

 
  $       5,257,026    

3.19%, 01/25/2023(1)

  $ 5,224,359  
    3,238,116    

3.27%, 02/25/2023(1)

    3,222,252  
    2,005,137    

Oak Hill Advisors Residential Loan Trust
3.00%, 06/25/2057(1)(3)

    1,978,392  
    1,395,000    

Oak Hill Credit Partners Ltd.
3 mo. USD LIBOR + 1.130%,
3.49%, 07/20/2026(1)(2)

    1,395,569  
    6,265,000    

Oaktree EIF Ltd.
3 mo. USD LIBOR + 1.150%,
2.99%, 11/15/2025(1)(2)

    6,263,302  
   

OCP CLO Ltd.

 
    4,015,000    

3 mo. USD LIBOR + 0.850%,
3.20%, 04/17/2027(1)(2)

    4,012,956  
    6,080,000    

3 mo. USD LIBOR + 1.400%,
3.30%, 11/22/2025(1)(2)

    6,095,705  
   

Octagon Investment Partners Ltd.

 
    1,126,445    

3 mo. USD LIBOR + 1.120%,
3.47%, 07/17/2025(1)(2)

    1,127,101  
    3,020,000    

3 mo. USD LIBOR + 1.320%,
3.68%, 03/17/2030(1)(2)

    3,034,886  
    3,485,064    

OHA Credit Partners Ltd.
3 mo. USD LIBOR + 1.120%,
3.48%, 04/20/2025(1)(2)

    3,488,389  
   

OneMain Financial Issuance Trust

 
    7,054,000    

2.37%, 09/14/2032(1)

    6,921,209  
    6,393,689    

4.10%, 03/20/2028(1)

    6,433,712  
    265,625    

OZLM Funding Ltd.
3 mo. USD LIBOR + 0.900%,
3.26%, 07/22/2029(1)(2)

    265,610  
    4,470,000    

OZLM Ltd.
3 mo. USD LIBOR + 1.450%,
3.81%, 04/30/2027(1)(2)

    4,476,432  
   

Pretium Mortgage Credit Partners LLC

 
    850,338    

3.33%, 12/30/2032(1)(4)

    846,903  
    1,303,670    

3.38%, 01/27/2033(1)(3)

    1,297,705  
    2,014,849    

Prosper Marketplace Issuance Trust
2.36%, 11/15/2023(1)

    2,005,961  
    2,710,000    

SBA Tower Trust
2.90%, 10/15/2044(1)(3)

    2,710,451  
    3,320,000    

Seneca Park CLO Ltd.
3 mo. USD LIBOR + 1.120%,
3.47%, 07/17/2026(1)(2)

    3,327,822  
    3,420,000    

Shackleton CLO
3 mo. USD LIBOR + 1.160%,
3.51%, 07/17/2026(1)(2)

    3,422,637  
   

SoFi Consumer Loan Program LLC

 
    1,718,981    

2.50%, 05/26/2026(1)

    1,694,993  
    862,151    

2.77%, 05/25/2026(1)

    855,597  
    1,870,804    

3.05%, 12/26/2025(1)

    1,865,611  
    1,630,370    

3.09%, 10/27/2025(1)

    1,628,466  
    1,437,202    

3.28%, 01/26/2026(1)

    1,437,166  
   

Sound Point CLO Ltd.

 
    6,690,000    

3.35%, 04/15/2031(1)(4)(5)

    6,690,000  
    3,000,000    

3.65%, 04/18/2031(1)(4)

    3,000,000  
    2,100,000    

3 mo. USD LIBOR + 1.390%,
3.75%, 01/23/2029(1)(2)

    2,108,904  
   

Springleaf Funding Trust

 
    7,215,000    

2.68%, 07/15/2030(1)

    7,082,125  
    3,940,000    

2.90%, 11/15/2029(1)

    3,916,916  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  175  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED
SECURITIES - 33.7% - (continued)
 
            Asset-Backed - Finance & Insurance - 19.4% - (continued)  
  $       4,175,000    

SPS Servicer Advance Receivables Trust
2.75%, 11/15/2049(1)

  $ 4,186,699  
    6,675,000    

STRU BA 9875 AB
3.00%, 02/01/2048(5)

    6,424,688  
    4,090,000    

Symphony CLO L.P.
1 mo. USD LIBOR + 1.750%,
3.65%, 01/09/2023(1)(2)

    4,089,288  
 

Symphony CLO Ltd.

 

    1,898,000    

3 mo. USD LIBOR + 1.180%,
3.53%, 10/17/2026(1)(2)

    1,899,742  
    3,950,000    

3 mo. USD LIBOR + 1.280%,
3.63%, 07/14/2026(1)(2)

    3,952,891  
    2,740,000    

Thacher Park CLO Ltd.
3 mo. USD LIBOR + 1.160%,
3.52%, 10/20/2026(1)(2)

    2,742,554  
   

Towd Point Mortgage Trust

 
    7,674,378    

2.75%, 10/25/2056(1)(4)

    7,558,402  
    2,193,590    

2.75%, 04/25/2057(1)(4)

    2,161,639  
    5,728,405    

2.75%, 06/25/2057(1)(4)

    5,623,230  
    4,083,967    

2.75%, 07/25/2057(1)(4)

    4,021,730  
    4,335,000    

Treman Park CLO Ltd.
3 mo. USD LIBOR + 1.370%,
3.73%, 04/20/2027(1)(2)

    4,337,800  
    3,312,998    

U.S. Residential Opportunity Fund Trust
3.35%, 11/27/2037(1)(3)

    3,298,035  
    2,355,000    

Venture CLO Ltd.
3 mo. USD LIBOR + 1.300%,
3.66%, 07/20/2030(1)(2)

    2,365,185  
    6,295,000    

Vibrant CLO VI Ltd.
3 mo. USD LIBOR + 1.240%,
3.44%, 06/20/2029(1)(2)

    6,319,349  
    6,596,214    

VOLT LLC
3.38%, 10/25/2047(1)(3)

    6,570,427  
    1,532,387    

VOLT LX LLC
3.25%, 06/25/2047(1)(3)

    1,523,659  
    1,369,173    

VOLT LXII LLC
3.13%, 09/25/2047(1)(3)

    1,354,608  
    2,442,549    

VOLT LXIII LLC
3.00%, 10/25/2047(1)(3)

    2,423,570  
   

Voya CLO Ltd.

 
    4,220,000    

3 mo. USD LIBOR + 0.900%,
3.26%, 01/18/2029(1)(2)

    4,216,346  
    2,085,000    

3.35%, 04/18/2031(1)(4)

    2,085,000  
    2,030,000    

3 mo. USD LIBOR + 1.130%,
3.48%, 10/15/2030(1)(2)

    2,034,184  
    1,500,000    

3 mo. USD LIBOR + 1.250%,
3.60%, 04/17/2030(1)(2)

    1,503,521  
    1,505,000    

3 mo. USD LIBOR + 1.250%,
3.61%, 01/18/2029(1)(2)

    1,491,288  
    1,975,050    

Wendys Funding LLC
3.88%, 03/15/2048(1)

    1,935,411  
    4,650,000    

York CLO Ltd.
3 mo. USD LIBOR + 1.630%,
2.73%, 01/20/2030(1)(2)

    4,724,777  
    5,625,000    

Zais CLO Ltd.
3 mo. USD LIBOR + 1.530%,
3.88%, 10/15/2028(1)(2)

    5,638,281  
     

 

 

 
    448,919,169  
     

 

 

 
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED
SECURITIES - 33.7% - (continued)
 
            Asset-Backed - Home Equity - 1.7%  
   

GSAA Home Equity Trust

 
  $       27,358    

1 mo. USD LIBOR + 0.070%,
1.97%, 12/25/2046(2)

  $ 15,463  
    3,413,769    

1 mo. USD LIBOR + 0.080%,
1.98%, 02/25/2037(2)

    1,814,605  
    1,044,523    

1 mo. USD LIBOR + 0.090%,
1.99%, 12/25/2036(2)

    519,006  
    1,827,790    

1 mo. USD LIBOR + 0.100%,
2.00%, 03/25/2037(2)

    930,308  
    1,570,418    

1 mo. USD LIBOR + 0.180%,
2.08%, 11/25/2036(2)

    792,645  
    1,502,425    

5.99%, 06/25/2036(4)

    742,011  
    97,233    

Morgan Stanley Asset-Backed Securities Capital, Inc. Trust
1 mo. USD LIBOR + 0.150%,
2.05%, 06/25/2036(2)

    83,940  
    1,396,499    

Morgan Stanley Mortgage Loan Trust
1 mo. USD LIBOR + 0.170%,
2.07%, 11/25/2036(2)

    639,422  
   

New Residential Mortgage Loan Trust

 
    6,264,995    

1 mo. USD LIBOR + 1.500%,
3.40%, 06/25/2057(1)(2)

    6,446,573  
    7,754,712    

4.00%, 02/25/2057(1)(4)

    7,841,422  
    6,966,752    

4.00%, 08/27/2057(1)(4)

    7,015,551  
    3,081,990    

4.00%, 12/25/2057(1)(4)

    3,127,333  
    5,080,000    

NRZ Advance Receivables Trust
2.58%, 10/15/2049(1)

    5,021,420  
    489,785    

Renaissance Home Equity Loan Trust
5.91%, 04/25/2037(3)

    255,119  
 

Soundview Home Loan Trust

 

    3,391,019    

1 mo. USD LIBOR + 0.180%,
2.08%, 07/25/2037(2)

    2,939,700  
    830,000    

1 mo. USD LIBOR + 0.240%,
2.14%, 07/25/2036(2)

    729,480  
    1,110,000    

1 mo. USD LIBOR + 0.250%,
2.15%, 11/25/2036(2)

    996,758  
     

 

 

 
    39,910,756  
     

 

 

 
            Collateralized - Mortgage Obligations - 0.2%  
    1,881,542    

COLT Mortgage Loan Trust
2.61%, 05/27/2047(1)(4)

    1,859,545  
    3,919,198    

Consumer Loan Underlying Bond Credit Trust
2.61%, 01/15/2024(1)

    3,904,873  
     

 

 

 
    5,764,418  
     

 

 

 
            Commercial Mortgage-Backed Securities - 5.5%  
   

Banc of America Commercial Mortgage Trust

 
    37,333,768    

0.89%, 11/15/2050(4)(6)

    2,120,159  
    4,511,767    

0.97%, 11/15/2054(4)(6)

    272,843  
   

BBCMS Mortgage Trust

 
    23,842,198    

1.69%, 02/15/2050(4)(6)

    2,350,435  
    7,661,000    

1 mo. USD LIBOR + 0.850%,
2.75%, 08/15/2036(1)(2)

    7,684,692  
    4,207,000    

3.67%, 02/15/2050

    4,192,265  
    11,674,978    

Benchmark Mortgage Trust
0.67%, 01/15/2051(4)(6)

    468,393  
 

CFCRE Commercial Mortgage Trust

 

    1,060,000    

3.57%, 06/15/2050

    1,043,118  
    1,395,000    

3.84%, 12/10/2054

    1,405,775  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  176  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED
SECURITIES - 33.7% - (continued)
 
            Commercial Mortgage-Backed Securities - 5.5% - (continued)  
   

Citigroup Commercial Mortgage Trust

 
  $       22,522,265    

1.19%, 07/10/2047(4)(6)

  $ 1,111,429  
    15,799,807    

1.25%, 04/10/2048(4)(6)

    853,197  
    687,000    

2.77%, 12/10/2045

    669,279  
    2,992,242    

2.94%, 10/10/2049

    2,837,072  
    570,000    

3.33%, 06/10/2046

    568,003  
    825,000    

3.62%, 02/10/2049

    821,293  
    1,045,000    

3.76%, 06/10/2048

    1,054,324  
    795,000    

3.82%, 11/10/2048

    804,094  
    415,000    

4.56%, 03/10/2047(1)(4)

    312,647  
   

Commercial Mortgage Pass-Through Certificates

 
    14,275,634    

0.92%, 02/10/2047(4)(6)

    361,224  
    360,000    

4.24%, 02/10/2047(4)

    373,626  
    1,825,000    

Commercial Mortgage Pass-Through Trust
4.75%, 10/15/2045(1)(4)

    1,187,728  
   

Commercial Mortgage Trust

 
    4,358,322    

1.03%, 08/10/2046(4)(6)

    119,929  
    2,793,440    

2.04%, 07/10/2046(1)(4)(6)

    92,949  
    380,000    

2.54%, 12/10/2045

    367,601  
    945,249    

2.85%, 10/15/2045

    922,905  
    745,000    

2.94%, 01/10/2046

    731,216  
    735,000    

3.10%, 03/10/2046

    725,840  
    1,025,000    

3.21%, 03/10/2046

    1,014,876  
    1,270,000    

3.35%, 02/10/2048

    1,248,058  
    3,050,000    

3.42%, 03/10/2031(1)

    3,078,632  
    905,000    

3.61%, 06/10/2046(4)

    912,323  
    455,000    

3.62%, 07/10/2050

    455,331  
    1,425,000    

3.69%, 08/10/2047

    1,437,924  
    1,690,000    

3.77%, 02/10/2049

    1,696,913  
    900,000    

3.80%, 08/10/2047

    912,837  
    1,350,000    

3.83%, 07/15/2047

    1,370,590  
    740,000    

3.90%, 07/10/2050

    752,028  
    1,095,125    

3.96%, 03/10/2047

    1,120,921  
    860,000    

4.02%, 07/10/2045

    882,019  
    420,000    

4.07%, 02/10/2047(4)

    432,512  
    390,000    

4.21%, 08/10/2046

    403,960  
    660,000    

4.21%, 08/10/2046(4)

    684,232  
    595,000    

4.38%, 07/10/2045(4)

    618,443  
    805,000    

4.73%, 10/15/2045(1)(4)

    135,892  
    513,258    

Credit Suisse First Boston Mortgage Securities Corp.
4.88%, 04/15/2037

    509,046  
   

CSAIL Commercial Mortgage Trust

 
    42,926,015    

0.97%, 06/15/2057(4)(6)

    1,811,486  
    1,491,865    

1.08%, 04/15/2050(4)(6)

    67,432  
    5,858,181    

1.19%, 11/15/2048(4)(6)

    305,154  
    10,367,527    

1.96%, 01/15/2049(4)(6)

    1,024,674  
    490,022    

3.45%, 08/15/2048

    484,842  
    670,000    

3.50%, 11/15/2049

    657,284  
    430,000    

3.54%, 11/15/2048

    426,709  
    2,637,000    

3.72%, 08/15/2048

    2,647,125  
    74,000    

3.76%, 11/15/2048

    74,322  
    1,765,000    

3.81%, 11/15/2048

    1,778,497  
    3,281,307    

DBUBS Mortgage Trust
0.91%, 11/10/2046(1)(4)(6)

    45,314  
    1,655,532    

Four Times Square Trust Commercial Mortgage Pass-Through Certificates
5.40%, 12/13/2028(1)

    1,739,428  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED
SECURITIES - 33.7% - (continued)
 
            Commercial Mortgage-Backed Securities - 5.5% - (continued)  
   

FREMF Mortgage Trust

 
  $       2,495,000    

3.07%, 10/25/2047(1)(4)

  $ 2,480,205  
    975,000    

3.76%, 11/25/2050(1)(4)

    944,034  
    910,000    

3.80%, 11/25/2049(1)(4)

    886,382  
    1,320,000    

3.88%, 11/25/2050(1)(4)

    1,259,841  
    1,235,000    

4.08%, 09/25/2049(1)(4)

    1,221,618  
    600,000    

4.12%, 03/25/2027(1)(4)

    585,235  
    1,999,000    

4.17%, 07/25/2027(1)(4)

    1,994,270  
    2,255,000    

4.21%, 05/25/2027(1)(4)

    2,213,440  
    2,710,000    

5.44%, 09/25/2043(1)(4)

    2,822,448  
    282,402    

GE Business Loan Trust
1 mo. USD LIBOR + 1.000%,
2.90%, 05/15/2034(1)(2)

    263,642  
   

GS Mortgage Securities Corp.

 
    2,010,000    

2.95%, 11/05/2034(1)

    1,950,194  
    935,000    

3.38%, 05/10/2050

    921,536  
   

GS Mortgage Securities Trust

 
    23,938,316    

0.14%, 07/10/2046(4)(6)

    104,072  
    3,215,535    

1.52%, 08/10/2044(1)(4)(6)

    111,522  
    890,000    

3.63%, 11/10/2047

    892,909  
    695,000    

3.67%, 04/10/2047(1)

    263,391  
    1,195,000    

3.67%, 03/10/2050

    1,192,302  
    825,000    

4.07%, 01/10/2047

    848,499  
    1,310,000    

5.02%, 04/10/2047(1)(4)

    869,642  
   

JP Morgan Chase Commercial Mortgage Securities Trust

 
    1,325,000    

2.73%, 10/15/2045(1)(4)

    603,736  
    991,343    

2.84%, 12/15/2047

    968,528  
    730,000    

4.52%, 12/15/2047(1)(4)

    578,044  
    970,000    

5.59%, 08/15/2046(1)(4)

    949,909  
   

JPMBB Commercial Mortgage Securities Trust

 
    14,935,562    

0.97%, 09/15/2047(4)(6)

    413,965  
    5,003,436    

1.06%, 05/15/2048(4)(6)

    160,204  
    1,455,000    

3.36%, 07/15/2045

    1,458,274  
    520,061    

3.61%, 05/15/2048

    519,287  
    2,418    

LB-UBS Commercial Mortgage Trust
6.32%, 04/15/2041(4)

    2,452  
    11,560    

Lehman Brothers Small Balance Commercial Mortgage Trust
4.59%, 09/25/2030(1)(4)

    11,642  
   

Morgan Stanley Bank of America Merrill Lynch Trust

 
    4,315,386    

1.25%, 10/15/2048(4)(6)

    254,369  
    9,438,059    

1.27%, 12/15/2047(4)(6)

    413,805  
    700,000    

2.92%, 02/15/2046

    685,220  
    1,465,000    

3.13%, 12/15/2048

    1,447,225  
    880,000    

3.18%, 08/15/2045

    872,871  
    730,173    

4.26%, 10/15/2046(4)

    756,388  
   

Morgan Stanley Capital Trust

 
    15,186,520    

0.57%, 09/15/2047(1)(4)(6)

    118,317  
    7,222,915    

1.62%, 06/15/2050(4)(6)

    647,617  
    495,000    

2.78%, 08/15/2049

    462,830  
    500,000    

3.34%, 12/15/2049

    487,399  
    2,605,000    

3.47%, 08/11/2033(1)

    2,603,940  
    1,160,000    

3.60%, 12/15/2049

    1,150,387  
    425,000    

5.31%, 10/12/2052(1)(4)

    35,967  
    885,000    

5.33%, 07/15/2049(1)(4)

    756,987  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  177  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED
SECURITIES - 33.7% - (continued)
 
            Commercial Mortgage-Backed Securities - 5.5% - (continued)  
  $       705,000    

SFAVE Commercial Mortgage Securities Trust
3.87%, 01/05/2043(1)(4)

  $ 662,891  
   

UBS Commercial Mortgage Trust

 
    5,925,813    

1.30%, 08/15/2050(4)(6)

    453,449  
    935,000    

3.43%, 08/15/2050

    911,727  
   

UBS-Barclays Commercial Mortgage Trust

 
    920,000    

2.85%, 12/10/2045

    899,571  
    2,215,000    

3.09%, 08/10/2049

    2,198,424  
    910,000    

3.19%, 03/10/2046

    901,940  
    1,005,120    

3.24%, 04/10/2046

    997,624  
   

Wells Fargo Commercial Mortgage Trust

 
    12,763,198    

1.31%, 05/15/2048(4)(6)

    681,930  
    914,294    

2.92%, 10/15/2045

    898,708  
    380,000    

2.92%, 11/15/2049

    358,733  
    295,000    

2.94%, 10/15/2049

    278,846  
    10,000    

3.17%, 02/15/2048

    9,718  
    645,000    

3.29%, 05/15/2048

    631,988  
    810,000    

3.41%, 12/15/2047

    799,725  
    605,000    

3.41%, 09/15/2058

    596,804  
    690,000    

3.45%, 07/15/2050

    674,506  
    625,000    

3.56%, 01/15/2059

    619,999  
    1,040,000    

3.62%, 09/15/2057

    1,036,585  
    373,000    

3.64%, 03/15/2050

    370,294  
    1,095,000    

3.79%, 09/15/2048

    1,103,354  
    255,000    

4.24%, 05/15/2048(4)

    220,412  
   

WF-RBS Commercial Mortgage Trust

 
    2,164,310    

1.46%, 03/15/2047(4)(6)

    100,070  
    914,823    

2.87%, 11/15/2045

    896,926  
    1,170,000    

2.88%, 12/15/2045

    1,147,518  
    1,545,000    

3.02%, 11/15/2047(1)

    897,143  
    740,000    

3.07%, 03/15/2045

    730,280  
    350,000    

3.35%, 05/15/2045

    343,901  
    925,000    

3.61%, 11/15/2047

    925,878  
    740,000    

3.72%, 05/15/2047

    744,905  
    660,281    

4.00%, 05/15/2047

    672,895  
    225,000    

4.05%, 03/15/2047

    231,221  
    745,125    

4.10%, 03/15/2047

    767,885  
    345,000    

5.00%, 06/15/2044(1)(4)

    254,285  
    770,000    

5.77%, 04/15/2045(1)(4)

    748,111  
   

WFRBS Commercial Mortgage Trust

 
    1,490,000    

3.00%, 08/15/2045

    1,472,827  
    1,070,000    

4.15%, 08/15/2046(4)

    1,106,159  
     

 

 

 
    126,712,617  
     

 

 

 
      Whole Loan Collateral CMO - 6.2%  
    255,016    

Adjustable Rate Mortgage Trust
1 mo. USD LIBOR + 0.540%,
2.44%, 11/25/2035(2)

    253,117  
 

Alternative Loan Trust

 

    2,034,592    

1 mo. USD LIBOR + 0.270%,
2.17%, 01/25/2036(2)

    1,953,165  
    559,341    

1 mo. USD LIBOR + 0.320%,
2.22%, 11/25/2035(2)

    504,402  
    1,413,204    

12 mo. USD MTA + 1.350%,
2.73%, 08/25/2035(2)

    1,238,759  
    376,231    

5.75%, 05/25/2036

    285,848  
    271,993    

6.00%, 05/25/2036

    224,798  
    187,321    

6.00%, 12/25/2036

    132,028  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED
SECURITIES - 33.7% - (continued)
 
      Whole Loan Collateral CMO - 6.2% - (continued)  
 

Angel Oak Mortgage Trust LLC

 

  $       2,455,126    

2.48%, 07/25/2047(1)(4)

  $ 2,405,791  
    2,168,973    

2.71%, 11/25/2047(1)(4)

    2,153,657  
    660,366    

2.81%, 01/25/2047(1)(4)

    648,286  
 

Banc of America Funding Trust

 

    740,827    

1 mo. USD LIBOR + 0.300%,
2.20%, 05/20/2047(2)

    686,934  
    2,205,825    

5.77%, 05/25/2037(4)

    2,193,705  
    82,468    

5.85%, 01/25/2037(3)

    75,718  
 

Bear Stearns Adjustable Rate Mortgage Trust

 

    771,618    

1 year USD CMT + 2.300%,
3.52%, 10/25/2035(2)

    787,870  
    426,518    

3.64%, 02/25/2036(4)

    402,985  
    2,284,066    

Bear Stearns Alt-A Trust
1 mo. USD LIBOR + 0.500%,
2.40%, 01/25/2036(2)

    2,391,280  
    695,167    

Bear Stearns Mortgage Funding Trust
1 mo. USD LIBOR + 0.180%,
2.08%, 10/25/2036(2)

    647,853  
    632,932    

Chase Mortgage Finance Trust
3.48%, 12/25/2035(4)

    621,278  
 

CHL Mortgage Pass-Through Trust

 

    681,318    

1 mo. USD LIBOR + 0.680%,
2.58%, 03/25/2035(2)

    628,761  
    862,464    

3.31%, 11/20/2035(4)

    783,958  
    343,264    

3.46%, 06/20/2035(4)

    344,954  
    1,377,110    

3.48%, 09/25/2047(4)

    1,287,991  
    588,031    

3.80%, 04/20/2036(4)

    465,191  
    6,724,285    

CIM Trust
3.00%, 04/25/2057(1)(4)

    6,651,545  
 

COLT Mortgage Loan Trust

 

    5,282,488    

2.42%, 10/25/2047(1)(4)

    5,289,992  
    3,082,219    

2.93%, 02/25/2048(1)(4)

    3,081,999  
    1,057,259    

Credit Suisse First Boston Mortgage Securities Corp.
5.50%, 06/25/2035

    1,035,263  
    2,422,452    

CSMC Trust
3.25%, 04/25/2047(1)(4)

    2,374,003  
 

Deephaven Residential Mortgage Trust

 

    1,761,335    

2.45%, 06/25/2047(1)(4)

    1,716,885  
    2,436,209    

2.58%, 10/25/2047(1)(4)

    2,409,696  
    1,094,602    

2.73%, 12/26/2046(1)(4)

    1,075,510  
    186,733    

DSLA Mortgage Loan Trust
1 mo. USD LIBOR + 0.360%,
2.26%, 01/19/2045(2)

    175,413  
 

Fannie Mae Connecticut Avenue Securities

 

    1,620,000    

1 mo. USD LIBOR + 3.550%,
5.45%, 07/25/2029(2)

    1,771,331  
    3,190,143    

1 mo. USD LIBOR + 4.350%,
6.25%, 05/25/2029(2)

    3,562,274  
    1,327,712    

1 mo. USD LIBOR + 4.900%,
6.80%, 11/25/2024(2)

    1,521,637  
    758,842    

1 mo. USD LIBOR + 5.700%,
7.60%, 04/25/2028(2)

    883,098  
    593,000    

1 mo. USD LIBOR + 6.000%,
7.90%, 09/25/2028(2)

    709,770  
    2,353,226    

Galton Funding Mortgage Trust
3.50%, 11/25/2057(1)(4)

    2,349,004  
 

GMACM Mortgage Loan Trust

 

    552,207    

3.71%, 09/19/2035(4)

    539,862  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  178  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED
SECURITIES - 33.7% - (continued)
 
      Whole Loan Collateral CMO - 6.2% - (continued)  
  $       105,849    

3.88%, 04/19/2036(4)

  $ 99,624  
 

GSR Mortgage Loan Trust

 

    2,830,483    

1 mo. USD LIBOR + 0.300%,
2.20%, 01/25/2037(2)

    1,663,308  
    189,517    

3.66%, 10/25/2035(4)

    162,462  
    1,858,056    

3.70%, 01/25/2036(4)

    1,832,660  
 

HarborView Mortgage Loan Trust

 

    907,667    

1 mo. USD LIBOR + 0.190%,
2.09%, 01/19/2038(2)

    889,615  
    1,780,713    

1 mo. USD LIBOR + 0.240%,
2.14%, 12/19/2036(2)

    1,647,179  
 

IndyMac Index Mortgage Loan Trust

 

    594,478    

3.51%, 03/25/2036(4)

    532,728  
    1,339,496    

3.68%, 04/25/2037(4)

    1,051,262  
    586,737    

3.70%, 01/25/2036(4)

    583,180  
 

JP Morgan Mortgage Trust

 

    574,992    

3.65%, 09/25/2035(4)

    581,067  
    168,908    

3.73%, 04/25/2037(4)

    164,251  
    469,176    

3.83%, 05/25/2036(4)

    467,046  
    670,476    

Lehman XS Trust
1 mo. USD LIBOR + 0.210%,
2.11%, 07/25/2046(2)

    646,056  
 

LSTAR Securities Investment Ltd.

 

    1,941,045    

1 mo. USD LIBOR + 1.650%,
0.04%, 11/01/2022(1)(2)

    1,927,070  
    2,287,845    

1 mo. USD LIBOR + 1.550%,
3.46%, 02/01/2023(1)(2)

    2,270,828  
    1,740,752    

1 mo. USD LIBOR + 1.750%,
3.66%, 09/01/2022(1)(2)

    1,739,916  
    3,026,694    

1 mo. USD LIBOR + 1.750%,
3.66%, 10/01/2022(1)(2)

    3,011,657  
    3,109,476    

Luminent Mortgage Trust
1 mo. USD LIBOR + 0.190%,
2.09%, 05/25/2046(2)

    2,819,165  
    2,194,420    

MetLife Securitization Trust
3.00%, 04/25/2055(1)(4)

    2,155,775  
    1,644,216    

MFA Trust
2.59%, 02/25/2057(1)(4)

    1,613,296  
    5,081,372    

Mill City Mortgage Loan Trust
2.75%, 01/25/2061(1)(4)

    4,995,917  
    694,999    

Morgan Stanley Mortgage Loan Trust
3.70%, 05/25/2036(4)

    519,032  
 

New Residential Mortgage Loan Trust

 

    3,913,842    

3.75%, 11/26/2035(1)(4)

    3,929,892  
    3,764,460    

3.75%, 11/25/2056(1)(4)

    3,770,767  
    7,570,568    

4.00%, 03/25/2057(1)(4)

    7,655,378  
    6,277,560    

4.00%, 04/25/2057(1)(4)

    6,331,246  
    5,220,737    

4.00%, 05/25/2057(1)(4)

    5,281,389  
    1,369,910    

OBX Trust
1 mo. USD LIBOR + 0.650%,
2.53%, 06/25/2057(1)(2)

    1,372,620  
    1,392,937    

RBSGC Mortgage Loan Trust
6.25%, 01/25/2037

    1,368,544  
   

Residential Accredit Loans, Inc.

 
    1,673,501    

1 mo. USD LIBOR + 0.300%,
2.20%, 04/25/2036(2)

    1,546,978  
    1,703,651    

2.62%, 11/25/2037(4)

    1,487,426  
    1,306,571    

6.00%, 12/25/2035

    1,270,653  
    904,533    

Residential Asset Securitization Trust
5.50%, 06/25/2035

    824,914  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED
SECURITIES - 33.7% - (continued)
 
      Whole Loan Collateral CMO - 6.2% - (continued)  
  $       632,849    

Residential Funding Mortgage Securities, Inc.
3.64%, 08/25/2035(4)

  $ 496,860  
    720,688    

TBW Mortgage-Backed Trust
6.00%, 07/25/2036

    531,999  
   

Towd Point Mortgage Trust

 
    3,316,374    

2.25%, 04/25/2056(1)(4)

    3,251,350  
    6,200,868    

2.50%, 02/25/2057(1)(4)

    6,229,590  
    1,157,695    

2.75%, 04/25/2055(1)(4)

    1,145,877  
    2,718,491    

2.75%, 08/25/2055(1)(4)

    2,680,210  
    376,708    

3.00%, 03/25/2054(1)(4)

    375,052  
   

WaMu Mortgage Pass-Through Certificates Trust

 
    604,653    

12 mo. MTA + 0.880%,
2.26%, 10/25/2046(2)

    541,899  
    493,605    

12 mo. MTA + 0.980%,
2.36%, 07/25/2046(2)

    468,733  
    1,289,111    

3.18%, 06/25/2037(4)

    1,214,446  
   

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust

 
    745,343    

12 mo. MTA + 0.830%,
2.21%, 11/25/2046(2)

    637,045  
    1,388,256    

1 mo. USD LIBOR + 0.600%,
2.50%, 07/25/2036(2)

    977,814  
   

Wells Fargo Commercial Mortgage Trust

 
    30,056,953    

1.31%, 09/15/2057(4)(6)

    1,534,591  
    859,000    

3.84%, 09/15/2058

    868,876  
    411,946    

Wells Fargo Mortgage Backed Securities Trust
3.59%, 09/25/2036(4)

    409,423  
     

 

 

 
    143,842,277  
     

 

 

 
 

Total Asset & Commercial Mortgage Backed Securities
(cost $785,747,825)

  $ 781,015,310  
     

 

 

 
CORPORATE BONDS - 30.1%  
            Aerospace/Defense - 0.2%  
   

DAE Funding LLC

 
  $       65,000    

4.50%, 08/01/2022(1)

  $ 62,563  
    70,000    

5.00%, 08/01/2024(1)

    67,466  
    4,217,000    

Lockheed Martin Corp.
4.09%, 09/15/2052

    4,010,992  
     

 

 

 
    4,141,021  
     

 

 

 
            Agriculture - 1.3%  
   

Altria Group, Inc.

 
    5,895,000    

2.85%, 08/09/2022

    5,744,133  
    740,000    

3.88%, 09/16/2046

    654,528  
   

BAT Capital Corp.

 
    15,350,000    

2.30%, 08/14/2020(1)

    15,018,141  
    2,250,000    

4.39%, 08/15/2037(1)

    2,157,321  
    1,680,000    

BAT International Finance plc
2.75%, 06/15/2020(1)

    1,661,885  
   

Imperial Brands Finance plc

 
    1,345,000    

2.05%, 07/20/2018(1)

    1,342,659  
    760,000    

2.95%, 07/21/2020(1)

    753,207  
    1,855,000    

3.75%, 07/21/2022(1)

    1,856,543  
    1,935,000    

Reynolds American, Inc.
3.25%, 06/12/2020

    1,936,139  
     

 

 

 
    31,124,556  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  179  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Airlines - 0.1%  
  $       1,485,000    

Delta Air Lines, Inc.
3.63%, 03/15/2022

  $ 1,471,588  
     

 

 

 
            Auto Manufacturers - 0.6%  
  EUR       300,000    

BMW Finance N.V.
1.50%, 06/05/2018(7)

    362,828  
 

Daimler Finance North America LLC

 

  $       315,000    

2.95%, 05/04/2020

    315,000  
    2,375,000    

3.00%, 02/22/2021(1)

    2,353,433  
  CAD       555,000    

Ford Credit Canada Co.
3.70%, 08/02/2018

    434,239  
  $       1,175,000    

Ford Motor Co.
5.29%, 12/08/2046

    1,128,845  
    200,000    

Ford Motor Credit Co. LLC
3 mo. USD LIBOR + 1.000%,
3.33%, 01/09/2020(2)

    202,003  
 

General Motors Co.

 

    2,070,000    

5.40%, 04/01/2048

    2,020,612  
    965,000    

6.25%, 10/02/2043

    1,030,664  
    945,000    

6.75%, 04/01/2046

    1,070,265  
 

General Motors Financial Co., Inc.

 

    1,125,000    

3.55%, 04/09/2021

    1,124,162  
    375,000    

3 mo. USD LIBOR + 1.270%,
3.58%, 10/04/2019(2)

    379,640  
    1,585,000    

3.70%, 05/09/2023

    1,559,983  
    500,000    

3 mo. USD LIBOR + 1.560%,
3.91%, 01/15/2020(2)

    508,511  
    1,255,000    

3.95%, 04/13/2024

    1,231,733  
  EUR       275,000    

Volkswagen International Finance N.V.
3 mo. Euribor + 0.300%,
0.00%, 07/16/2018(2)(7)

    332,216  
    100,000    

Volkswagen Leasing GmbH
3.25%, 05/10/2018(7)

    120,841  
     

 

 

 
    14,174,975  
     

 

 

 
            Auto Parts & Equipment - 0.0%  
  $       450,000    

Adient Global Holdings Ltd.
4.88%, 08/15/2026(1)

    420,750  
    285,000    

Goodyear Tire & Rubber Co.
5.00%, 05/31/2026

    271,462  
     

 

 

 
    692,212  
     

 

 

 
            Beverages - 0.6%  
 

Anheuser-Busch InBev Finance, Inc.

 

    2,755,000    

3.30%, 02/01/2023

    2,732,801  
    40,000    

3.65%, 02/01/2026

    39,108  
    875,000    

4.70%, 02/01/2036

    901,286  
 

Anheuser-Busch InBev Worldwide, Inc.

 

    1,410,000    

3.50%, 01/12/2024

    1,403,124  
    1,445,000    

3.75%, 07/15/2042

    1,288,272  
    3,125,000    

4.75%, 04/15/2058

    3,104,516  
 

Constellation Brands, Inc.

 

    2,180,000    

2.65%, 11/07/2022

    2,088,330  
    325,000    

2.70%, 05/09/2022

    313,805  
    1,555,000    

3.60%, 02/15/2028

    1,482,028  
    210,000    

4.50%, 05/09/2047

    205,119  
  CAD       560,000    

Molson Coors International L.P.
2.25%, 09/18/2018

    436,607  
     

 

 

 
    13,994,996  
     

 

 

 
            Biotechnology - 0.1%  
  $       1,490,000    

Amgen, Inc.
2.65%, 05/11/2022

    1,444,822  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Biotechnology - 0.1% - (continued)  
  $       755,000    

Celgene Corp.
4.63%, 05/15/2044

  $ 730,996  
    675,000    

Gilead Sciences, Inc.
3.25%, 09/01/2022

    674,005  
     

 

 

 
    2,849,823  
     

 

 

 
            Chemicals - 0.5%  
    285,000    

Chemours Co.
5.38%, 05/15/2027

    282,150  
    1,060,000    

LyondellBasell Industries N.V.
4.63%, 02/26/2055

    1,010,876  
   

Methanex Corp.

 
    1,380,000    

4.25%, 12/01/2024

    1,363,366  
    560,000    

5.65%, 12/01/2044

    548,864  
    285,000    

Olin Corp.
5.13%, 09/15/2027

    279,300  
   

Sherwin-Williams Co.

 
    755,000    

3.13%, 06/01/2024

    724,417  
    1,890,000    

3.45%, 06/01/2027

    1,786,064  
   

Syngenta Finance N.V.

 
    2,575,000    

4.44%, 04/24/2023(1)

    2,566,243  
    1,810,000    

4.89%, 04/24/2025(1)

    1,791,234  
    270,000    

Versum Materials, Inc.
5.50%, 09/30/2024(1)

    275,994  
     

 

 

 
    10,628,508  
     

 

 

 
            Commercial Banks - 9.3%  
 

Banco Bilbao Vizcaya Argentaria S.A.

 

    3,600,000    

5 year USD Swap + 3.870%,
6.13%, 11/16/2027(2)(8)(9)

    3,479,580  
  EUR       800,000    

5 year EUR Swap + 9.177%,
8.88%, 04/14/2021(2)(7)(9)

    1,134,286  
  $       600,000    

5 year USD Swap + 8.262%,
9.00%, 05/09/2018(2)(7)(9)

    600,600  
  EUR       2,000,000    

Banco de Sabadell S.A.
5 year EUR Swap + 6.414%,
6.50%, 05/18/2022(2)(7)(9)

    2,568,376  
   

Banco Santander S.A.

 
  $       3,400,000    

3.80%, 02/23/2028

    3,218,736  
    1,400,000    

3.85%, 04/12/2023

    1,389,282  
   

Bank of America Corp.

 
    8,900,000    

2.25%, 04/21/2020

    8,763,053  
    4,525,000    

3 mo. USD LIBOR + 1.160%,
3.12%, 01/20/2023(2)

    4,454,244  
    5,830,000    

3 mo. USD LIBOR + 0.810%,
3.37%, 01/23/2026(2)

    5,615,780  
    5,285,000    

3 mo. USD LIBOR + 1.512%,
3.71%, 04/24/2028(2)

    5,081,965  
    2,040,000    

4.00%, 01/22/2025

    2,016,330  
    2,945,000    

4.20%, 08/26/2024

    2,950,243  
    2,235,000    

7.75%, 05/14/2038

    3,039,265  
    600,000    

Bank of Nova Scotia
3 mo. USD LIBOR + 0.620%,
2.65%, 12/05/2019(2)

    604,165  
    2,175,000    

Barclays Bank plc
2.65%, 01/11/2021

    2,137,980  
    1,025,000    

Barclays plc
5 year USD Swap + 6.772%,
7.88%, 03/15/2022(2)(7)(9)

    1,093,367  
   

BNP Paribas S.A.

 
    925,000    

2.95%, 05/23/2022(1)

    899,201  
    2,835,000    

3.38%, 01/09/2025(1)

    2,713,848  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  180  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Commercial Banks - 9.3% - (continued)  
  $       830,000    

5 year USD Swap + 2.838%,
5.13%, 11/15/2027(1)(2)(9)

  $ 778,125  
    2,265,000    

5 year USD Swap + 6.314%,
7.63%, 03/30/2021(1)(2)(9)

    2,439,971  
   

BPCE S.A.

 
    1,350,000    

2.75%, 01/11/2023(1)

    1,294,126  
    1,090,000    

3.00%, 05/22/2022(1)

    1,060,396  
    1,275,000    

Branch Banking & Trust Co.
1.45%, 05/10/2019

    1,259,588  
  EUR       600,000    

Caixa Geral de Depositos S.A.
5 year EUR Swap + 10.925%,
10.75%, 03/30/2022(2)(7)(9)

    840,469  
    1,000,000    

CaixaBank S.A.
5 year EUR Swap + 6.498%,
6.75%, 06/13/2024(2)(7)(9)

    1,355,531  
  CAD       570,000    

Canadian Imperial Bank of Commerce
3 mo. CAD CDOR + 0.480%,
2.16%, 06/01/2018(2)

    444,138  
  $       270,000    

Citibank NA
2.68%, 05/01/2020(4)(5)

    270,201  
 

Citigroup, Inc.

 

    1,890,000    

2.70%, 03/30/2021

    1,860,126  
    1,205,000    

2.70%, 10/27/2022

    1,160,174  
    2,680,000    

3 mo. USD LIBOR + 1.100%,
2.99%, 05/17/2024(2)

    2,725,560  
    500,000    

3 mo. USD LIBOR + 0.790%,
3.13%, 01/10/2020(2)

    503,553  
    535,000    

3.20%, 10/21/2026

    498,663  
    1,010,000    

3 mo. USD LIBOR + 1.151%,
3.52%, 10/27/2028(2)

    952,669  
    835,000    

3 mo. USD LIBOR + 1.192%,
4.08%, 04/23/2029(2)

    820,256  
    295,000    

4.30%, 11/20/2026

    290,752  
    3,815,000    

4.45%, 09/29/2027

    3,793,804  
    94,000    

4.65%, 07/30/2045

    96,576  
    1,680,000    

4.75%, 05/18/2046

    1,637,551  
   

Credit Agricole S.A.

 
    1,695,000    

5 year USD Swap +1.644%,
4.00%, 01/10/2033(1)(2)

    1,588,981  
    3,200,000    

5 year USD Swap + 6.185%,
8.13%, 12/23/2025(1)(2)(9)

    3,636,000  
    5,565,000    

Credit Suisse Group AG
5 year USD Swap + 3.455%,
6.25%, 12/18/2024(1)(2)(9)

    5,698,760  
    900,000    

Deutsche Bank AG
2.70%, 07/13/2020

    882,599  
   

Goldman Sachs Group, Inc.

 
    460,000    

2.00%, 04/25/2019

    457,116  
    3,040,000    

2.35%, 11/15/2021

    2,933,859  
    560,000    

2.60%, 04/23/2020

    554,978  
    4,682,000    

2.75%, 09/15/2020

    4,637,484  
    2,045,000    

2.88%, 02/25/2021

    2,020,099  
    1,660,000    

3 mo. USD LIBOR + 0.821%,
2.88%, 10/31/2022(2)

    1,618,871  
    500,000    

3 mo. USD LIBOR + 0.800%,
2.89%, 12/13/2019(2)

    503,823  
    2,720,000    

3 mo. USD LIBOR + 0.990%,
2.91%, 07/24/2023(2)

    2,625,878  
    360,000    

3 mo. USD LIBOR + 1.160%,
3.52%, 04/23/2020(2)

    365,310  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Commercial Banks - 9.3% - (continued)  
  $       2,520,000    

3 mo. USD LIBOR + 1.510%,
3.69%, 06/05/2028(2)

  $ 2,399,108  
    4,110,000    

3 mo. USD LIBOR + 1.158%,
3.81%, 04/23/2029(2)

    3,930,878  
  CAD       1,095,000    

5.00%, 05/03/2018

    853,093  
  $       425,000    

5.15%, 05/22/2045

    441,929  
    2,696,000    

6.00%, 06/15/2020

    2,850,878  
    1,410,000    

6.25%, 02/01/2041

    1,701,404  
    2,415,000    

6.75%, 10/01/2037

    2,930,331  
   

HSBC Holdings plc

 
    1,125,000    

2.95%, 05/25/2021

    1,112,321  
    1,360,000    

3.40%, 03/08/2021

    1,363,667  
    1,125,000    

3.60%, 05/25/2023

    1,122,982  
    2,670,000    

4.25%, 08/18/2025

    2,640,927  
    2,400,000    

5 year USD ICE Swap + 3.746%,
6.00%, 05/22/2027(2)(9)

    2,370,480  
    2,125,000    

5 year USD ICE Swap + 3.453%,
6.25%, 03/23/2023(2)(9)

    2,154,240  
    355,000    

ING Bank N.V.
3 mo. USD LIBOR + 0.610%,
2.45%, 08/15/2019(2)(7)

    357,023  
   

Intesa Sanpaolo S.p.A.

 
    990,000    

3.38%, 01/12/2023(1)

    959,114  
    1,370,000    

3.88%, 01/12/2028(1)

    1,279,671  
    2,425,000    

5 year USD Swap + 5.462%,
7.70%, 09/17/2025(1)(2)(9)

    2,564,437  
  EUR       325,000    

5 year EUR Swap + 7.192%,
7.75%, 01/11/2027(2)(7)(9)

    481,266  
   

JP Morgan Chase & Co.

 
  $       1,110,000    

2.30%, 08/15/2021

    1,078,722  
    5,745,000    

2.40%, 06/07/2021

    5,596,135  
    1,275,000    

2.55%, 10/29/2020

    1,256,557  
    2,190,000    

2.70%, 05/18/2023

    2,098,857  
    3,765,000    

3 mo. USD LIBOR + 1.155%,
3.22%, 03/01/2025(2)

    3,631,789  
    2,430,000    

3 mo. USD LIBOR + 0.945%,
3.51%, 01/23/2029(2)

    2,301,752  
 

Morgan Stanley

 

  JPY       100,000,000    

0.56%, 05/22/2018(7)

    914,919  
  $       3,945,000    

2.50%, 04/21/2021

    3,855,029  
    1,030,000    

2.63%, 11/17/2021

    1,002,930  
    3,540,000    

2.75%, 05/19/2022

    3,434,150  
    825,000    

3.13%, 07/27/2026

    768,148  
    1,110,000    

3 mo. USD LIBOR + 0.850%,
3.21%, 01/24/2019(2)

    1,115,575  
    5,300,000    

3 mo. USD LIBOR + 1.340%,
3.59%, 07/22/2028(2)

    5,038,747  
    635,000    

3.63%, 01/20/2027

    612,436  
    1,665,000    

3.95%, 04/23/2027

    1,599,932  
    2,710,000    

4.00%, 07/23/2025

    2,701,910  
    230,000    

4.35%, 09/08/2026

    228,538  
    750,000    

NRW Bank
3 mo. USD LIBOR + 0.060%,
2.17%, 06/14/2019(2)(7)

    750,292  
   

Royal Bank of Canada

 
  CAD       250,000    

1 mo. CAD CDOR + 15.000%,
1.79%, 08/01/2018(2)

    194,762  
    150,000    

3 mo. CAD CDOR + 0.150%,
1.89%, 07/30/2018(2)

    116,874  
  $       4,555,000    

2.15%, 10/26/2020

    4,452,048  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  181  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Commercial Banks - 9.3% - (continued)  
   

Royal Bank of Scotland Group plc

 

  $       520,000    

5 year USD Swap + 5.720%,
8.00%, 08/10/2025(2)(9)

  $ 568,750  
    545,000    

5 year USD Swap + 7.598%,
8.63%, 08/15/2021(2)(9)

    596,775  
    1,560,000    

Santander Holdings USA, Inc.
3.70%, 03/28/2022

    1,546,285  
   

Societe Generale S.A.

 
    2,225,000    

5 year USD Swap + 6.238%,
7.38%, 09/13/2021(1)(2)(9)

    2,358,500  
    1,340,000    

5 year USD Swap + 6.394%,
8.25%, 11/29/2018(2)(7)(9)

    1,375,175  
    3,460,000    

UBS AG
2.45%, 12/01/2020(1)

    3,386,880  
   

UBS Group AG

 
  EUR       475,000    

5 year EUR Swap + 5.287%,
5.75%, 02/19/2022(2)(7)(9)

    641,980  
  $       1,875,000    

5 year USD ICE Swap + 5.497%,
6.88%, 03/22/2021(2)(7)(9)

    1,968,750  
    2,765,000    

5 year USD Swap + 5.464%,
7.13%, 02/19/2020(2)(7)(9)

    2,877,580  
    2,550,000    

UBS Group Funding Switzerland AG
2.65%, 02/01/2022(1)

    2,458,370  
   

UniCredit S.p.A.

 
  EUR       1,825,000    

5 year USD Swap + 4.925%,
5.38%, 06/03/2025(2)(7)(9)

    2,199,444  
    525,000    

5 year EUR Swap + 6.387%,
6.63%, 06/03/2023(2)(7)(9)

    689,101  
  $       620,000    

5 year USD Swap + 5.180%,
8.00%, 06/03/2024(2)(7)(9)

    646,350  
   

Wells Fargo & Co.

 
    3,175,000    

2.63%, 07/22/2022

    3,055,414  
    1,190,000    

3.00%, 04/22/2026

    1,099,000  
    955,000    

3.00%, 10/23/2026

    878,782  
    4,340,000    

3.07%, 01/24/2023

    4,224,102  
    3,885,000    

3 mo. USD LIBOR + 1.310%,
3.58%, 05/22/2028(2)

    3,705,186  
    1,310,000    

4.40%, 06/14/2046

    1,228,904  
    2,445,000    

4.90%, 11/17/2045

    2,479,257  
    710,000    

5.61%, 01/15/2044

    786,028  
     

 

 

 
    216,400,752  
     

 

 

 
            Commercial Services - 0.3%  
    5,304,000    

Acwa Power Management And Investments One Ltd.
5.95%, 12/15/2039(1)

    5,372,952  
   

Ashtead Capital, Inc.

 
    210,000    

4.13%, 08/15/2025(1)

    199,500  
    230,000    

4.38%, 08/15/2027(1)

    217,062  
    445,000    

Cardtronics, Inc.
5.13%, 08/01/2022

    431,650  
    265,000    

United Rentals North America, Inc.
5.50%, 07/15/2025

    271,625  
     

 

 

 
    6,492,789  
     

 

 

 
            Construction Materials - 0.1%  
   

Standard Industries, Inc.

 
    145,000    

5.00%, 02/15/2027(1)

    139,767  
    255,000    

5.38%, 11/15/2024(1)

    258,347  
    695,000    

6.00%, 10/15/2025(1)

    721,062  
     

 

 

 
    1,119,176  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Diversified Financial Services - 0.3%  
  $       2,375,000    

American Express Co.
3.40%, 02/27/2023

  $ 2,356,321  
  CAD       500,000    

Cadillac Fairview Finance Trust
3.64%, 05/09/2018

    389,637  
  $       1,255,000    

Goldman Sachs Group, Inc.
3 mo. USD LIBOR + 1.301%,
4.22%, 05/01/2029(2)

    1,233,616  
 

Navient Corp.

 

    100,000    

5.88%, 03/25/2021

    102,375  
    70,000    

5.88%, 10/25/2024

    68,600  
    275,000    

6.63%, 07/26/2021

    285,698  
    395,000    

7.25%, 01/25/2022

    417,713  
    180,000    

7.25%, 09/25/2023

    188,100  
    925,000    

Societe Generale S.A.
6.75%, 04/06/2028(1)(4)(9)

    918,062  
     

 

 

 
    5,960,122  
     

 

 

 
            Electric - 1.3%  
   

AES Corp.

 
    1,405,000    

4.00%, 03/15/2021

    1,412,446  
    195,000    

4.50%, 03/15/2023

    195,975  
    585,000    

4.88%, 05/15/2023

    588,656  
    45,000    

5.13%, 09/01/2027

    45,675  
    1,125,000    

Berkshire Hathaway Energy Co.
3.25%, 04/15/2028(1)

    1,073,787  
    1,260,000    

DTE Energy Co.
1.50%, 10/01/2019

    1,231,168  
    1,145,000    

Duke Energy Carolinas LLC
4.25%, 12/15/2041

    1,179,549  
    1,710,000    

Duke Energy Florida LLC
3.40%, 10/01/2046

    1,529,327  
    1,435,000    

Duke Energy Progress LLC
4.38%, 03/30/2044

    1,506,770  
    90,000    

Emera U.S. Finance L.P.
4.75%, 06/15/2046

    89,692  
   

Exelon Corp.

 
    370,000    

2.45%, 04/15/2021

    359,419  
    1,880,000    

2.85%, 06/15/2020

    1,861,263  
    515,000    

FirstEnergy Corp.
4.25%, 03/15/2023

    523,124  
    630,000    

Fortis, Inc.
2.10%, 10/04/2021

    602,430  
    6,402,000    

Georgia Power Co.
2.00%, 09/08/2020

    6,247,169  
    1,430,000    

IPALCO Enterprises, Inc.
3.70%, 09/01/2024

    1,384,356  
    495,000    

Oncor Electric Delivery Co. LLC
7.00%, 09/01/2022

    564,290  
    2,535,000    

Pacific Gas & Electric Co.
6.05%, 03/01/2034

    2,978,060  
    2,225,000    

South Carolina Electric & Gas Co.
4.50%, 06/01/2064

    2,039,665  
   

Southern Co.

 
    1,320,000    

1.85%, 07/01/2019

    1,303,261  
    2,550,000    

2.75%, 06/15/2020

    2,526,587  
    490,000    

2.95%, 07/01/2023

    472,242  
     

 

 

 
    29,714,911  
     

 

 

 
            Electronics - 0.1%  
    1,140,000    

Fortive Corp.
2.35%, 06/15/2021

    1,105,239  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  182  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
      Engineering & Construction - 0.3%  
  $       1,100,000    

Mexico City Airport Trust
3.88%, 04/30/2028(1)

  $ 987,360  
   

SBA Tower Trust

 
    4,130,000    

3.17%, 04/09/2047(1)

    4,068,730  
    2,040,000    

3.45%, 03/15/2048(1)

    2,024,263  
     

 

 

 
    7,080,353  
     

 

 

 
            Entertainment - 0.2%  
    2,672,000    

Discovery Communications LLC
2.80%, 06/15/2020(1)

    2,641,140  
    275,000    

GLP Capital L.P. / GLP Financing II, Inc.
5.38%, 04/15/2026

    277,063  
   

WMG Acquisition Corp.

 
    425,000    

4.88%, 11/01/2024(1)

    416,500  
    185,000    

5.00%, 08/01/2023(1)

    183,844  
     

 

 

 
    3,518,547  
     

 

 

 
            Food - 0.1%  
    940,000    

Kraft Heinz Foods Co.
4.38%, 06/01/2046

    845,739  
    1,640,000    

Sysco Corp.
2.50%, 07/15/2021

    1,600,810  
    285,000    

TreeHouse Foods, Inc.
6.00%, 02/15/2024(1)

    283,575  
     

 

 

 
    2,730,124  
     

 

 

 
            Food Service - 0.0%  
    580,000    

Aramark Services, Inc.
5.00%, 02/01/2028(1)

    564,775  
     

 

 

 
            Gas - 0.1%  
 

AmeriGas Partners L.P. / AmeriGas Finance Corp.

 

    40,000    

5.63%, 05/20/2024

    39,800  
    365,000    

5.88%, 08/20/2026

    362,262  
    1,595,000    

Sempra Energy
2.40%, 02/01/2020

    1,574,986  
     

 

 

 
    1,977,048  
     

 

 

 
            Healthcare - Products - 0.4%  
   

Becton Dickinson and Co.

 
    4,350,000    

3.36%, 06/06/2024

    4,185,131  
    2,560,000    

3.70%, 06/06/2027

    2,424,929  
    2,340,000    

Boston Scientific Corp.
4.00%, 03/01/2028

    2,316,429  
   

Thermo Fisher Scientific, Inc.

 
    490,000    

2.95%, 09/19/2026

    453,833  
    360,000    

3.00%, 04/15/2023

    348,781  
     

 

 

 
    9,729,103  
     

 

 

 
            Healthcare - Services - 0.8%  
    730,000    

Aetna, Inc.
2.80%, 06/15/2023

    696,938  
   

Anthem, Inc.

 
    3,540,000    

3.50%, 08/15/2024

    3,441,532  
    2,385,000    

3.65%, 12/01/2027

    2,270,481  
    320,000    

4.63%, 05/15/2042

    313,397  
   

Community Health Systems, Inc.

 
    480,000    

5.13%, 08/01/2021(8)

    442,200  
    75,000    

6.25%, 03/31/2023

    68,437  
    9,090,000    

Dignity Health
2.64%, 11/01/2019

    9,025,925  
    181,000    

LifePoint Health, Inc.
5.88%, 12/01/2023

    178,737  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Healthcare - Services - 0.8% - (continued)  
  $       255,000    

Tenet Healthcare Corp.
6.00%, 10/01/2020

  $ 263,173  
   

UnitedHealth Group, Inc.

 
    1,195,000    

3.75%, 07/15/2025

    1,194,803  
    455,000    

4.25%, 04/15/2047

    457,475  
    590,000    

4.75%, 07/15/2045

    636,496  
     

 

 

 
    18,989,594  
     

 

 

 
            Home Builders - 0.1%  
    590,000    

Lennar Corp.
4.75%, 11/29/2027(1)

    556,075  
    285,000    

PulteGroup, Inc.
5.50%, 03/01/2026

    289,617  
    525,000    

Toll Brothers Finance Corp.
4.88%, 11/15/2025

    521,062  
     

 

 

 
    1,366,754  
     

 

 

 
            Insurance - 1.2%  
   

American International Group, Inc.

 
    5,311,000    

3.38%, 08/15/2020

    5,317,205  
    1,050,000    

4.70%, 07/10/2035

    1,053,871  
    15,295,000    

Assurant, Inc.
3.54%, 03/26/2021(4)

    15,370,477  
    750,000    

CNO Financial Group, Inc.
5.25%, 05/30/2025

    755,625  
   

Genworth Holdings, Inc.

 
    10,000    

4.80%, 02/15/2024

    7,900  
    350,000    

4.90%, 08/15/2023

    278,250  
    15,000    

7.63%, 09/24/2021

    14,100  
    275,000    

Massachusetts Mutual Life Insurance Co.
8.88%, 06/01/2039(1)

    427,141  
    380,000    

MGIC Investment Corp.
5.75%, 08/15/2023

    388,550  
    2,485,000    

Principal Life Global Funding
2.20%, 04/08/2020(1)

    2,441,743  
    895,000    

Willis North America, Inc.
3.60%, 05/15/2024

    867,872  
     

 

 

 
    26,922,734  
     

 

 

 
            Internet - 0.5%  
   

Alibaba Group Holding Ltd.

 
    3,175,000    

3.40%, 12/06/2027

    2,989,228  
    615,000    

4.00%, 12/06/2037

    579,230  
    1,050,000    

4.20%, 12/06/2047

    988,099  
   

Amazon.com, Inc.

 
    660,000    

2.80%, 08/22/2024(1)

    635,221  
    2,660,000    

3.88%, 08/22/2037(1)

    2,636,591  
   

Tencent Holdings Ltd.

 
    2,300,000    

2.99%, 01/19/2023(1)

    2,226,839  
    1,170,000    

3.60%, 01/19/2028(1)

    1,111,848  
     

 

 

 
    11,167,056  
     

 

 

 
            Iron/Steel - 0.3%  
    475,000    

ArcelorMittal
6.13%, 06/01/2025

    514,188  
    285,000    

Commercial Metals Co
5.38%, 07/15/2027

    277,875  
   

Steel Dynamics, Inc.

 
    710,000    

4.13%, 09/15/2025

    677,610  
    250,000    

5.50%, 10/01/2024

    256,875  
   

Vale Overseas Ltd.

 
    3,915,000    

6.25%, 08/10/2026

    4,317,853  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  183  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Iron/Steel - 0.3% - (continued)  
  $       340,000    

6.88%, 11/10/2039

  $ 395,080  
     

 

 

 
    6,439,481  
     

 

 

 
            IT Services - 0.2%  
   

Apple, Inc.

 
    275,000    

3.00%, 02/09/2024

    269,145  
    740,000    

3.35%, 02/09/2027

    724,199  
    1,490,000    

3.45%, 02/09/2045

    1,332,962  
    615,000    

3.85%, 08/04/2046

    583,058  
   

Hewlett Packard Enterprise Co.

 
    920,000    

4.90%, 10/15/2025

    945,014  
    1,040,000    

6.35%, 10/15/2045

    1,068,579  
     

 

 

 
    4,922,957  
     

 

 

 
            Leisure Time - 0.0%  
    135,000    

VOC Escrow Ltd.
5.00%, 02/15/2028(1)

    130,613  
     

 

 

 
            Machinery - Construction & Mining - 0.0%  
    345,000    

Oshkosh Corp.
5.38%, 03/01/2025

    356,212  
     

 

 

 
            Machinery - Diversified - 0.0%  
  CAD       1,135,000    

John Deere Canada Funding, Inc.
2.65%, 07/16/2018

    885,883  
     

 

 

 
            Media - 2.1%  
   

21st Century Fox America, Inc.

 
  $       1,420,000    

6.15%, 03/01/2037

    1,750,993  
    750,000    

6.20%, 12/15/2034

    916,991  
    300,000    

Altice U.S. Finance Corp.
5.50%, 05/15/2026(1)

    293,250  
   

CCO Holdings LLC / CCO Holdings Capital Corp.

 
    150,000    

5.13%, 05/01/2027(1)

    140,546  
    170,000    

5.75%, 02/15/2026(1)

    168,725  
 

Charter Communications Operating LLC / Charter Communications Operating Capital

 
    1,100,000    

3.58%, 07/23/2020

    1,103,166  
    3,790,000    

4.20%, 03/15/2028

    3,588,467  
    3,920,000    

4.46%, 07/23/2022

    3,996,566  
    740,000    

5.75%, 04/01/2048

    733,920  
    3,525,000    

6.48%, 10/23/2045

    3,778,380  
    455,000    

Comcast Corp.
3.40%, 07/15/2046

    378,050  
   

Cox Communications, Inc.

 
    2,530,000    

3.15%, 08/15/2024(1)

    2,407,313  
    280,000    

3.35%, 09/15/2026(1)

    262,708  
    80,000    

3.85%, 02/01/2025(1)

    79,168  
    490,000    

4.80%, 02/01/2035(1)

    481,249  
    310,000    

CSC Holdings LLC
5.50%, 04/15/2027(1)

    297,538  
   

Discovery Communications LLC

 
    1,523,000    

3.80%, 03/13/2024

    1,499,468  
    927,000    

3.95%, 06/15/2025(1)

    907,813  
    785,000    

4.90%, 03/11/2026

    805,389  
    505,000    

DISH DBS Corp.
5.88%, 11/15/2024

    429,881  
    545,000    

Liberty Interactive LLC
8.25%, 02/01/2030

    585,875  
    1,379,000    

NBCUniversal Media LLC
5.95%, 04/01/2041

    1,639,242  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Media - 2.1% - (continued)  
 

Time Warner Cable LLC

 

  $       1,175,000    

4.50%, 09/15/2042

  $ 995,885  
    2,145,000    

8.75%, 02/14/2019

    2,239,356  
    3,190,000    

Time Warner Entertainment Co. L.P.
8.38%, 07/15/2033

    4,131,609  
 

Time Warner, Inc.

 

    3,030,000    

3.80%, 02/15/2027

    2,932,036  
    3,705,000    

4.88%, 03/15/2020

    3,826,824  
   

Viacom, Inc.

 
    5,520,000    

4.25%, 09/01/2023

    5,550,512  
    719,000    

4.38%, 03/15/2043

    637,465  
    45,000    

3 mo. USD LIBOR + 3.895%,
5.88%, 02/28/2057(2)

    45,450  
    50,000    

3 mo. USD LIBOR + 3.899%,
6.25%, 02/28/2057(2)

    50,700  
    480,000    

Videotron Ltd.
5.38%, 06/15/2024(1)

    493,200  
    2,010,000    

Vrio Finco LLC
6.25%, 04/04/2023(1)

    2,025,075  
     

 

 

 
    49,172,810  
     

 

 

 
            Mining - 0.3%  
   

Anglo American Capital plc

 
    1,500,000    

3.63%, 05/14/2020(1)

    1,522,487  
    1,655,000    

3.75%, 04/10/2022(1)

    1,639,658  
    1,625,000    

4.13%, 09/27/2022(1)

    1,629,376  
    825,000    

Corp. Nacional del Cobre de Chile
3.63%, 08/01/2027(1)

    784,773  
    285,000    

FMG Resources August 2006 Pty Ltd.
5.13%, 05/15/2024(1)

    281,438  
    200,000    

Glencore Finance Europe Ltd.
3 mo. USD LIBOR + 1.200%,
2.99%, 05/06/2018(2)(7)

    200,030  
    425,000    

Glencore Funding LLC
3 mo. USD LIBOR + 1.360%,
3.71%, 01/15/2019(2)(7)

    427,337  
    585,000    

Kaiser Aluminum Corp.
5.88%, 05/15/2024

    602,550  
     

 

 

 
    7,087,649  
     

 

 

 
            Miscellaneous Manufacturing - 0.1%  
    1,255,000    

Ingersoll-Rand Global Holding Co., Ltd.
2.90%, 02/21/2021

    1,245,842  
     

 

 

 
            Office/Business Equipment - 0.1%  
    1,950,000    

Pitney Bowes, Inc.
4.70%, 04/01/2023

    1,840,800  
     

 

 

 
            Oil & Gas - 1.8%  
    150,000    

Aker BP ASA
5.88%, 03/31/2025(1)

    155,625  
   

Anadarko Petroleum Corp.

 
    1,160,000    

3.45%, 07/15/2024

    1,116,443  
    260,000    

4.50%, 07/15/2044

    245,926  
    265,000    

6.60%, 03/15/2046

    325,225  
    280,000    

6.95%, 06/15/2019

    291,713  
    1,020,000    

Andeavor
3.80%, 04/01/2028

    981,861  
    275,000    

Antero Resources Corp.
5.63%, 06/01/2023

    280,844  
    3,330,000    

Canadian Natural Resources Ltd.
3.85%, 06/01/2027

    3,221,311  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  184  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Oil & Gas - 1.8% - (continued)  
   

Continental Resources, Inc.

 
  $       2,580,000    

4.38%, 01/15/2028(1)

  $ 2,536,462  
    55,000    

4.90%, 06/01/2044

    53,900  
    195,000    

5.00%, 09/15/2022

    198,169  
    1,000,000    

EnCana Corp.
3.90%, 11/15/2021

    1,007,263  
   

Hess Corp.

 
    2,830,000    

4.30%, 04/01/2027

    2,751,131  
    76,000    

6.00%, 01/15/2040

    79,417  
    1,945,000    

Kerr-McGee Corp.
6.95%, 07/01/2024

    2,235,502  
    1,191,000    

Marathon Oil Corp.
3.85%, 06/01/2025

    1,168,339  
    290,000    

MEG Energy Corp.
6.50%, 01/15/2025(1)

    290,058  
 

Petrobras Global Finance B.V.

 

    4,775,000    

5.63%, 05/20/2043

    3,986,409  
    1,220,000    

6.75%, 01/27/2041

    1,157,780  
   

Petroleos Mexicanos

 
    965,000    

5.35%, 02/12/2028(1)

    918,101  
    874,000    

6.35%, 02/12/2048(1)

    801,458  
    195,000    

6.50%, 03/13/2027

    201,944  
    2,090,000    

6.63%, 06/15/2035

    2,076,415  
    3,895,000    

6.75%, 09/21/2047

    3,760,233  
    2,165,000    

Phillips 66
3.90%, 03/15/2028

    2,128,804  
    355,000    

QEP Resources, Inc.
5.25%, 05/01/2023

    346,125  
    1,735,000    

Shell International Finance B.V.
4.38%, 05/11/2045

    1,802,504  
   

SM Energy Co.

 
    170,000    

6.13%, 11/15/2022

    171,700  
    140,000    

6.75%, 09/15/2026

    142,450  
    290,000    

Sunoco L.P. / Sunoco Finance Corp.
5.50%, 02/15/2026(1)

    279,850  
    2,310,000    

Tullow Oil plc
7.00%, 03/01/2025(1)

    2,341,878  
    1,620,000    

Valero Energy Corp.
3.40%, 09/15/2026

    1,548,801  
    525,000    

WPX Energy, Inc.
5.25%, 09/15/2024

    528,937  
  ARS       81,010,352    

YPF S.A.
16.50%, 05/09/2022(1)

    3,663,014  
     

 

 

 
    42,795,592  
     

 

 

 
            Packaging & Containers - 0.0%  
  $       690,000    

Owens-Brockway Glass Container, Inc.
5.88%, 08/15/2023(1)

    705,525  
    265,000    

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
5.13%, 07/15/2023(1)

    266,656  
     

 

 

 
    972,181  
     

 

 

 
            Pharmaceuticals - 1.2%  
    1,955,000    

Allergan Funding SCS
3.45%, 03/15/2022

    1,922,282  
    256,000    

Baxalta, Inc.
3.60%, 06/23/2022

    253,179  
   

Cardinal Health, Inc.

 
    855,000    

1.95%, 06/15/2018

    854,268  
    5,390,000    

2.62%, 06/15/2022

    5,162,878  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Pharmaceuticals - 1.2% - (continued)  
   

CVS Health Corp.

 
  $       7,365,000    

3.13%, 03/09/2020

  $ 7,365,606  
    3,855,000    

4.10%, 03/25/2025

    3,841,128  
    1,640,000    

5.05%, 03/25/2048

    1,666,070  
   

Mylan N.V.

 
    1,180,000    

3.15%, 06/15/2021

    1,158,365  
    1,170,000    

3.75%, 12/15/2020

    1,173,640  
    585,000    

Mylan, Inc.
5.20%, 04/15/2048(1)

    567,094  
    405,000    

Quintiles IMS, Inc.
4.88%, 05/15/2023(1)

    410,062  
    1,920,000    

Shire Acquisitions Investments Ireland DAC
2.40%, 09/23/2021

    1,841,892  
 

Valeant Pharmaceuticals International, Inc.

 

    245,000    

6.50%, 03/15/2022(1)

    254,188  
    145,000    

7.00%, 03/15/2024(1)

    152,975  
     

 

 

 
    26,623,627  
     

 

 

 
            Pipelines - 0.9%  
 

Andeavor Logistics L.P. / Tesoro Logistics Finance Corp.

 

    1,935,000    

4.25%, 12/01/2027

    1,882,209  
    155,000    

6.25%, 10/15/2022

    161,781  
   

DCP Midstream Operating L.P.

 
    100,000    

3.88%, 03/15/2023

    96,500  
    200,000    

4.95%, 04/01/2022

    203,000  
    100,000    

5.60%, 04/01/2044

    98,000  
    870,000    

Enbridge, Inc.
3.70%, 07/15/2027

    822,321  
    550,000    

Energy Transfer Equity L.P.
5.50%, 06/01/2027

    550,000  
    185,000    

Energy Transfer L.P.
5.95%, 10/01/2043

    184,377  
    1,250,000    

Kinder Morgan, Inc.
5.55%, 06/01/2045

    1,280,321  
   

MPLX L.P.

 
    920,000    

4.00%, 03/15/2028

    885,164  
    1,575,000    

4.13%, 03/01/2027

    1,536,778  
    540,000    

4.70%, 04/15/2048

    511,062  
    265,000    

5.20%, 03/01/2047

    271,012  
    690,000    

Sabine Pass Liquefaction LLC
4.20%, 03/15/2028

    670,480  
   

Sunoco Logistics Partners Operations L.P.

 
    645,000    

4.00%, 10/01/2027

    602,310  
    1,080,000    

4.25%, 04/01/2024

    1,062,684  
    165,000    

5.30%, 04/01/2044

    151,980  
    170,000    

5.35%, 05/15/2045

    157,060  
    3,035,000    

5.40%, 10/01/2047

    2,865,633  
    30,000    

Tesoro Logistics L.P. / Tesoro Logistics Finance Corp.
6.38%, 05/01/2024

    31,950  
   

Texas Eastern Transmission L.P.

 
    1,675,000    

2.80%, 10/15/2022(1)

    1,594,503  
    465,000    

3.50%, 01/15/2028(1)

    438,001  
    460,000    

Transcontinental Gas Pipe Line Co. LLC
4.00%, 03/15/2028(1)

    446,155  
    2,120,000    

Valero Energy Partners L.P.
4.50%, 03/15/2028

    2,094,193  
    1,670,000    

Western Gas Partners L.P.
4.50%, 03/01/2028

    1,649,653  
   

Williams Cos., Inc.

 
    295,000    

3.70%, 01/15/2023

    285,324  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  185  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Pipelines - 0.9% - (continued)  
  $       75,000    

4.55%, 06/24/2024

  $ 74,719  
    60,000    

5.75%, 06/24/2044

    62,550  
    100,000    

7.88%, 09/01/2021

    111,000  
    625,000    

Williams Partners L.P.
4.30%, 03/04/2024

    627,475  
     

 

 

 
    21,408,195  
     

 

 

 
            Real Estate Investment Trusts - 0.1%  
   

Crown Castle International Corp.

 
    1,460,000    

3.15%, 07/15/2023

    1,408,521  
    580,000    

3.20%, 09/01/2024

    551,343  
   

Equinix, Inc.

 
    95,000    

5.38%, 04/01/2023

    97,613  
    500,000    

5.88%, 01/15/2026

    517,500  
    270,000    

Starwood Property Trust, Inc.
4.75%, 03/15/2025(1)

    259,875  
    37,745    

VICI Properties LLC / VICI FC, Inc.
8.00%, 10/15/2023

    41,991  
     

 

 

 
    2,876,843  
     

 

 

 
            Retail - 1.1%  
   

CVS Health Corp.

 
    18,010,000    

2.80%, 07/20/2020

    17,898,569  
    1,421,000    

3.88%, 07/20/2025

    1,398,481  
    1,420,000    

5.13%, 07/20/2045

    1,474,908  
    265,000    

Dollar Tree, Inc.
3.06%, 04/17/2020(4)

    265,759  
   

Home Depot, Inc.

 
    795,000    

3.50%, 09/15/2056

    694,176  
    260,000    

4.20%, 04/01/2043

    260,393  
    280,000    

Lowe’s Cos., Inc.
3.70%, 04/15/2046

    253,901  
    1,900,000    

McDonald’s Corp.
3.35%, 04/01/2023

    1,895,101  
    285,000    

Suburban Propane Partners L.P. / Suburban Energy Finance Corp.
5.88%, 03/01/2027

    270,038  
    590,000    

United Rentals North America, Inc.
4.88%, 01/15/2028

    559,025  
     

 

 

 
    24,970,351  
     

 

 

 
            Semiconductors - 0.5%  
   

Broadcom Corp. / Broadcom Cayman Finance Ltd.

 
    4,500,000    

2.38%, 01/15/2020

    4,435,918  
    2,725,000    

3.00%, 01/15/2022

    2,656,720  
    640,000    

3.13%, 01/15/2025

    593,386  
    2,905,000    

3.63%, 01/15/2024

    2,822,214  
    910,000    

Intel Corp.
4.10%, 05/19/2046

    913,737  
    350,000    

Sensata Technologies B.V.
5.00%, 10/01/2025(1)

    349,125  
    211,000    

Sensata Technologies UK Financing Co. plc
6.25%, 02/15/2026(1)

    219,356  
     

 

 

 
    11,990,456  
     

 

 

 
            Software - 0.5%  
   

First Data Corp.

 
    280,000    

5.00%, 01/15/2024(1)

    282,100  
    245,000    

5.38%, 08/15/2023(1)

    249,851  
   

Microsoft Corp.

 
    310,000    

3.30%, 02/06/2027

    303,932  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Software - 0.5% - (continued)  
  $       1,720,000    

3.70%, 08/08/2046

  $ 1,650,273  
    1,570,000    

3.95%, 08/08/2056

    1,535,625  
   

MSCI, Inc.

 
    360,000    

5.25%, 11/15/2024(1)

    367,200  
    115,000    

5.75%, 08/15/2025(1)

    120,141  
    215,000    

Open Text Corp.
5.88%, 06/01/2026(1)

    223,535  
    885,000    

Oracle Corp.
4.00%, 11/15/2047

    861,908  
   

salesforce.com, Inc.

 
    1,165,000    

3.25%, 04/11/2023

    1,155,538  
    780,000    

3.70%, 04/11/2028

    772,500  
    3,660,000    

Western Digital Corp.
4.75%, 02/15/2026

    3,605,100  
     

 

 

 
    11,127,703  
     

 

 

 
            Telecommunications - 2.0%  
   

AT&T, Inc.

 
    335,000    

3 mo. USD LIBOR + 0.650%,
3.00%, 01/15/2020(2)

    337,067  
    900,000    

4.10%, 02/15/2028(1)

    873,347  
    705,000    

4.25%, 03/01/2027

    699,876  
    4,451,000    

4.30%, 02/15/2030(1)

    4,308,482  
    835,000    

4.50%, 05/15/2035

    796,066  
    2,790,000    

4.75%, 05/15/2046

    2,598,466  
    2,575,000    

5.15%, 02/14/2050

    2,608,930  
    155,000    

5.80%, 02/15/2019

    158,564  
    4,500,000    

GTP Acquisition Partners LLC
3.48%, 06/15/2050(1)

    4,417,357  
 

Nokia Oyj

 

    1,770,000    

4.38%, 06/12/2027

    1,641,675  
    455,000    

6.63%, 05/15/2039

    474,338  
    380,000    

Sprint Communications, Inc.
7.00%, 03/01/2020(1)

    399,950  
    385,000    

Sprint Corp.
7.13%, 06/15/2024

    398,956  
    5,305,000    

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
5.15%, 03/20/2028(1)

    5,377,944  
   

Telecom Italia Capital S.A.

 
    185,000    

6.00%, 09/30/2034

    191,475  
    215,000    

7.72%, 06/04/2038

    259,075  
    4,310,000    

Telecom Italia S.p.A.
5.30%, 05/30/2024(1)

    4,389,735  
   

Telefonica Emisiones SAU

 
    525,000    

4.67%, 03/06/2038

    520,677  
    870,000    

4.90%, 03/06/2048

    862,891  
    3,140,000    

5.88%, 07/15/2019

    3,247,807  
   

Verizon Communications, Inc.

 
    1,971,000    

4.27%, 01/15/2036

    1,848,246  
    465,000    

4.40%, 11/01/2034

    450,081  
    1,150,000    

4.50%, 08/10/2033

    1,130,853  
    2,978,000    

4.52%, 09/15/2048

    2,761,929  
    1,700,000    

4.81%, 03/15/2039

    1,682,936  
    1,630,000    

4.86%, 08/21/2046

    1,595,393  
    1,195,000    

5.01%, 08/21/2054

    1,158,870  
    2,130,000    

5.25%, 03/16/2037

    2,224,355  
     

 

 

 
    47,415,341  
     

 

 

 
            Transportation - 0.4%  
    725,000    

Canadian Pacific Railway Co.
9.45%, 08/01/2021

    853,555  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  186  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Transportation - 0.4% - (continued)  
  $       2,785,000    

CSX Corp.
3.25%, 06/01/2027

  $ 2,634,125  
    1,310,000    

Delta Airlines, Inc.
3.80%, 04/19/2023

    1,299,956  
 

FedEx Corp.

 

    2,750,000    

4.05%, 02/15/2048

    2,504,409  
    45,000    

4.40%, 01/15/2047

    43,764  
    585,000    

4.55%, 04/01/2046

    576,306  
    620,000    

4.75%, 11/15/2045

    627,309  
    1,535,000    

Norfolk Southern Corp.
2.90%, 06/15/2026

    1,441,664  
     

 

 

 
    9,981,088  
     

 

 

 
   

Total Corporate Bonds
(cost $708,030,635)

  $ 696,160,380  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 1.5%  
      Argentina - 0.4%  
   

Argentina Treasury Bill

 

    5,936,711    

2.97%, 06/15/2018(10)

  $ 5,914,632  
    1,762,002    

3.03%, 05/24/2018(10)

    1,758,716  
  EUR       1,665,000    

Argentine Republic Government International Bond
5.25%, 01/15/2028

    1,955,361  
     

 

 

 
    9,628,709  
     

 

 

 
      Canada - 0.0%  
  CAD       900,000    

City of Toronto Canada
4.95%, 06/27/2018

    704,803  
     

 

 

 
      Italy - 0.1%  
  EUR       1,720,000    

Italy Buoni Poliennali Del Tesoro
0.25%, 05/15/2018

    2,077,433  
     

 

 

 
      Oman - 0.2%  
 

Oman Government International Bond

 

  $       1,365,000    

5.63%, 01/17/2028(1)

    1,303,537  
    1,905,000    

6.75%, 01/17/2048(1)

    1,793,363  
     

 

 

 
    3,096,900  
     

 

 

 
      Qatar - 0.1%  
    2,600,000    

Qatar Government International Bond
5.10%, 04/23/2048(1)

    2,576,990  
     

 

 

 
      Saudi Arabia - 0.4%  
 

Saudi Government International Bond

 

    4,885,000    

4.00%, 04/17/2025(1)

    4,815,330  
    5,630,000    

4.63%, 10/04/2047(1)

    5,151,450  
     

 

 

 
    9,966,780  
     

 

 

 
      United Arab Emirates - 0.3%  
 

Abu Dhabi Government International Bond

 

    1,250,000    

3.13%, 10/11/2027(1)

    1,157,530  
    6,770,000    

4.13%, 10/11/2047(1)

    6,182,445  
     

 

 

 
    7,339,975  
     

 

 

 
 

Total Foreign Government Obligations
(cost $36,764,126)

  $ 35,391,590  
     

 

 

 
     
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 1.2%  
      Education - 0.1%  
  $       695,000    

Chicago, IL, Board of Education
6.14%, 12/01/2039

  $ 644,001  
    1,610,000    

Chicago. IL, Board of Education
5.48%, 12/01/2024

    1,555,196  
     

 

 

 
    2,199,197  
     

 

 

 
      General - 0.3%  
    2,705,000    

Chicago, IL, Transit Auth
6.90%, 12/01/2040

    3,536,328  
 

Puerto Rico Commonwealth Government Employees Retirement System

 
    5,400,000    

6.15%, 07/01/2038

    1,957,500  
    2,820,000    

6.30%, 07/01/2043

    1,022,250  
     

 

 

 
    6,516,078  
     

 

 

 
      General Obligation - 0.8%  
 

California State, GO Taxable

 

    3,480,000    

7.35%, 11/01/2039

    5,003,892  
    2,790,000    

7.55%, 04/01/2039

    4,168,846  
 

City of Chicago, IL, GO

 

    2,170,000    

7.05%, 01/01/2029

    2,310,486  
    1,870,000    

7.38%, 01/01/2033

    2,009,539  
 

Illinois State, GO

 

    2,055,000    

5.38%, 07/01/2018

    2,062,398  
    2,920,000    

5.88%, 03/01/2019

    2,982,225  
     

 

 

 
    18,537,386  
     

 

 

 
 

Total Municipal Bonds
(cost $27,886,683)

  $ 27,252,661  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 2.4%(11)  
      Advertising - 0.0%  
  $       468,098    

Acosta Holdco, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 09/26/2021

  $ 381,724  
     

 

 

 
      Aerospace/Defense - 0.0%  
    359,100    

Circor International, Inc.
1 mo. USD LIBOR + 3.500%,
5.39%, 12/11/2024

    360,224  
    613,288    

TransDigm, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 05/14/2022

    615,704  
     

 

 

 
    975,928  
     

 

 

 
      Agriculture - 0.0%  
    290,162    

Pinnacle Operating Corp.
1 mo. USD LIBOR + 7.250%,
9.15%, 11/15/2021

    272,389  
     

 

 

 
      Auto Manufacturers - 0.0%  
    199,500    

Navistar International Corp.
1 mo. USD LIBOR + 3.500%,
5.40%, 11/06/2024

    200,623  
     

 

 

 
      Biotechnology - 0.0%  
    525,343    

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 05/15/2022

    527,970  
     

 

 

 
      Chemicals - 0.1%  
    582,389    

Chemours Co.
1 mo. USD LIBOR + 1.750%,
3.66%, 03/21/2025

    584,089  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  187  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued)  
      Chemicals - 0.1% - (continued)  
  $       550,213    

Univar, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 07/01/2024

  $ 554,769  
    185,000    

WR Grace & Co.
0.00%, 04/03/2025(12)

    186,041  
     

 

 

 
    1,324,899  
     

 

 

 
      Coal - 0.0%  
    306,983    

Ascent Resources - Marcellus LLC
PRIME + 3.250%,
8.00%, 08/04/2020

    169,608  
    770,308    

Foresight Energy LLC
3 mo. USD LIBOR + 5.750%,
8.11%, 03/28/2022

    751,289  
     

 

 

 
    920,897  
     

 

 

 
      Commercial Services - 0.1%  
    213,925    

Ascend Learning LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 07/12/2024

    214,595  
    153,685    

Capital Automotive L.P.
1 mo. USD LIBOR + 6.000%,
7.91%, 03/24/2025

    155,222  
    456,731    

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 11/15/2023

    458,443  
  EUR       230,000    

Techem GmbH
EURIBOR + 3.000%,
3.00%, 10/02/2024

    278,123  
  $       883,325    

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 05/01/2024

    888,113  
    123,438    

Weight Watchers International, Inc.
3 mo. USD LIBOR + 4.750%,
6.99%, 11/29/2024

    124,826  
    395,000    

Xerox Business Services LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 12/07/2023

    396,975  
     

 

 

 
    2,516,297  
     

 

 

 
      Construction Materials - 0.0%  
    270,000    

Pisces Midco, Inc.
0.00%, 04/12/2025(12)

    272,362  
     

 

 

 
      Diversified Financial Services - 0.1%  
    495,000    

AlixPartners LLP
3 mo. USD LIBOR + 2.750%,
5.05%, 04/04/2024

    497,089  
    225,000    

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/28/2025

    224,649  
  EUR       194,028    

Nets Holding A/S
EURIBOR + 3.250%,
3.25%, 02/06/2025

    234,172  
  $       261,688    

RP Crown Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 10/12/2023

    263,213  
     

 

 

 
    1,219,123  
     

 

 

 
      Electric - 0.0%  
    330,000    

Chief Exploration & Development LLC
2 mo. USD LIBOR + 6.500%,
8.42%, 05/16/2021

    326,083  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued)  
      Electric - 0.0% - (continued)  
  $       216,379    

Helix Gen Funding LLC
1 mo. USD LIBOR + 3.750%,
5.65%, 06/02/2024

  $ 218,075  
    291,478    

Seadrill Partners Finco LLC
3 mo. USD LIBOR + 6.000%,
8.30%, 02/21/2021

    249,132  
     

 

 

 
    793,290  
     

 

 

 
      Electrical Components & Equipment - 0.0%  
    100,000    

ATS Consolidated, Inc.
1 mo. USD LIBOR + 3.750%,
5.64%, 02/28/2025

    100,708  
     

 

 

 
      Energy - Alternate Sources - 0.0%  
    245,000    

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 4.000%,
6.36%, 10/31/2024

    246,034  
    99,750    

Medallion Midland Acquisition LLC
1 mo. USD LIBOR + 3.250%,
5.15%, 10/30/2024

    99,875  
     

 

 

 
    345,909  
     

 

 

 
      Engineering & Construction - 0.0%  
    645,125    

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%,
6.61%, 06/21/2024

    651,015  
    115,380    

Pike Corp.
1 mo. USD LIBOR + 3.500%,
5.41%, 03/23/2025

    116,773  
     

 

 

 
    767,788  
     

 

 

 
      Entertainment - 0.0%  
    428,508    

Camelot UK Holdco Ltd.
1 mo. USD LIBOR + 3.250%,
5.15%, 10/03/2023

    431,263  
    199,500    

Scientific Games International, Inc.
2 mo. USD LIBOR + 2.750%,
4.73%, 08/14/2024

    200,653  
     

 

 

 
    631,916  
     

 

 

 
      Food - 0.1%  
    100,000    

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 03/31/2025

    100,500  
    553,991    

Hostess Brands LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/03/2022

    558,007  
    674,900    

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 05/24/2024

    677,795  
     

 

 

 
    1,336,302  
     

 

 

 
      Food Service - 0.0%  
    114,713    

Aramark Services, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 03/11/2025

    115,429  
     

 

 

 
      Healthcare - Products - 0.1%  
    244,388    

Avantor, Inc.
1 mo. USD LIBOR + 4.000%,
5.90%, 11/21/2024

    246,963  
    424,141    

INC Research LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/01/2024

    425,502  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  188  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued)  
      Healthcare - Products - 0.1% - (continued)  
  $       282,863    

Kinetic Concepts, Inc.
3 mo. USD LIBOR + 3.250%,
5.55%, 02/02/2024

  $ 284,560  
    238,800    

Parexel International Corp.
1 mo. USD LIBOR + 2.750%,
4.65%, 09/27/2024

    239,548  
    221,625    

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%,
5.40%, 09/07/2023

    170,467  
     

 

 

 
    1,367,040  
     

 

 

 
      Healthcare - Services - 0.2%  
    183,350    

CDRH Parent, Inc.
3 mo. USD LIBOR + 4.250%,
6.28%, 07/01/2021

    163,755  
    134,349    

Community Health Systems, Inc.
3 mo. USD LIBOR + 3.000%,
4.98%, 12/31/2019

    132,124  
    421,037    

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.000%,
4.91%, 12/01/2023

    422,406  
    292,529    

Global Medical Response, Inc.
1 mo. USD LIBOR + 3.250%,
5.13%, 04/28/2022

    293,845  
    600,589    

Jaguar Holding Co.
3 mo. USD LIBOR + 2.500%,
4.61%, 08/18/2022

    603,658  
    890,603    

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 06/07/2023

    894,932  
    283,207    

Opal Acquisition, Inc.
3 mo. USD LIBOR + 4.000%,
6.31%, 11/27/2020

    277,543  
    815,225    

U.S. Renal Care, Inc.
3 mo. USD LIBOR + 4.250%,
6.55%, 12/31/2022

    811,149  
     

 

 

 
    3,599,412  
     

 

 

 
      Household Products - 0.0%  
    394,013    

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%,
4.99%, 09/06/2024

    393,276  
     

 

 

 
      Insurance - 0.2%  
 

Asurion LLC

 

    1,128,210    

1 mo. USD LIBOR + 2.750%,
4.65%, 08/04/2022

    1,135,442  
    215,000    

1 mo. USD LIBOR + 6.000%,
7.90%, 08/04/2025

    220,805  
    378,817    

Evertec Group LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 04/17/2020

    378,344  
    230,000    

Hub International Ltd.
0.00%, 04/25/2025(12)

    231,341  
 

Sedgwick Claims Management Services, Inc.

 

    812,691    

1 mo. USD LIBOR + 2.750%,
4.65%, 03/01/2021

    812,861  
    580,000    

1 mo. USD LIBOR + 5.750%,
7.65%, 02/28/2022

    584,350  
    527,850    

USI, Inc.
3 mo. USD LIBOR + 3.000%,
5.30%, 05/16/2024

    529,608  
     

 

 

 
    3,892,751  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued)  
      Internet - 0.0%  
  $       306,958    

Lands’ End, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 04/04/2021

  $ 294,489  
     

 

 

 
      Leisure Time - 0.1%  
    314,213    

Aristocrat Leisure Ltd.
3 mo. USD LIBOR + 2.000%,
4.36%, 10/19/2024

    315,784  
    425,546    

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 12/22/2024

    428,917  
    988,717    

Delta 2 (LUX) S.a.r.l.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/01/2024

    987,174  
    738,150    

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%,
4.91%, 10/20/2024

    743,686  
     

 

 

 
    2,475,561  
     

 

 

 
      Lodging - 0.1%  
    572,856    

Boyd Gaming Corp.
1 Week USD LIBOR + 2.500%,
4.24%, 09/15/2023

    575,657  
    613,463    

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/06/2024

    614,536  
    110,000    

Wyndham Hotels & Resorts, Inc.
0.00%, 03/28/2025(12)

    110,812  
     

 

 

 
    1,301,005  
     

 

 

 
      Machinery - Diversified - 0.0%  
    665,081    

Gates Global LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 04/01/2024

    668,599  
    100,000    

Zodiac Pool Solutions LLC
0.00%, 03/31/2025(12)

    100,375  
     

 

 

 
    768,974  
     

 

 

 
      Media - 0.2%  
    184,075    

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%,
5.10%, 01/31/2026

    181,467  
    1,318,047    

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%,
3.91%, 04/30/2025

    1,323,227  
  EUR       100,000    

Crown Finance US, Inc.
EURIBOR + 2.625%,
2.63%, 02/28/2025

    120,666  
  $       265,000    

CSC Holdings LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 01/25/2026

    265,000  
    165,000    

Meredith Corp.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/31/2025

    166,011  
    287,615    

MTN Infrastructure TopCo, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 11/15/2024

    288,874  
    539,195    

Numericable Group S.A.
3 mo. USD LIBOR + 3.000%,
5.35%, 01/31/2026

    530,687  
    235,000    

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%,
5.20%, 03/01/2025

    235,221  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  189  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued)  
      Media - 0.2% - (continued)  
  $       155,000    

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%,
4.66%, 08/17/2024

  $ 156,356  
    380,000    

Sinclair Television Group, Inc.
0.00%, 12/12/2024(12)

    381,585  
    655,000    

UPC Financing Partnership
1 mo. USD LIBOR + 2.500%,
4.40%, 01/15/2026

    656,362  
     

 

 

 
    4,305,456  
     

 

 

 
      Metal Fabricate/Hardware - 0.0%  
    271,384    

Rexnord LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/21/2024

    273,215  
     

 

 

 
      Miscellaneous Manufacturing - 0.0%  
  EUR       210,000    

CTC AcquiCo GmbH
0.00%, 03/07/2025(12)

    253,337  
  $       159,200    

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/20/2024

    159,627  
     

 

 

 
    412,964  
     

 

 

 
      Oil & Gas - 0.1%  
    213,388    

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%,
6.31%, 06/24/2024

    215,255  
    485,000    

California Resources Corp.
1 mo. USD LIBOR + 10.375%,
12.27%, 12/31/2021

    544,413  
    380,000    

Chesapeake Energy Corp.
3 mo. USD LIBOR + 7.500%,
9.44%, 08/23/2021

    401,850  
    646,774    

Fieldwood Energy LLC
3 mo. USD LIBOR + 2.875%,
4.78%, 09/28/2018

    648,391  
    166,665    

Peabody Energy Corp.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/31/2025

    166,945  
    352,425    

Philadelphia Energy Solutions LLC
PRIME + 4.000%, 8.75%, 04/04/2019

    320,707  
    110,000    

Traverse Midstream Partners LLC
3 mo. USD LIBOR + 4.000%,
5.85%, 09/27/2024

    110,550  
     

 

 

 
    2,408,111  
     

 

 

 
      Oil & Gas Services - 0.0%  
  EUR       236,514    

EG Group Ltd.
0.00%, 02/06/2025(12)

    284,898  
     

 

 

 
      Packaging & Containers - 0.1%  
 

Berry Global, Inc.

 

  $       725,714    

1 mo. USD LIBOR + 2.000%,
3.90%, 02/08/2020

    729,648  
    390,574    

1 mo. USD LIBOR + 2.000%,
3.90%, 10/01/2022

    392,933  
    120,000    

Crown Americas LLC
3 mo. USD LIBOR + 2.000%,
4.31%, 01/29/2025

    120,976  
    405,900    

Flex Acquisition Co., Inc.
3 mo. USD LIBOR + 3.000%,
5.31%, 12/29/2023

    407,864  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued)  
      Packaging & Containers - 0.1% - (continued)  
  $       143,188    

Proampac PG Borrower LLC
1 mo. USD LIBOR + 3.500%,
5.39%, 11/18/2023

  $ 144,190  
    1,116,474    

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/05/2023

    1,123,452  
     

 

 

 
    2,919,063  
     

 

 

 
      Pharmaceuticals - 0.0%  
    699,713    

Endo Luxembourg Finance Co. I S.a r.l.
1 mo. USD LIBOR + 4.250%,
6.19%, 04/29/2024

    695,340  
    264,868    

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.500%,
5.39%, 04/01/2022

    267,683  
     

 

 

 
    963,023  
     

 

 

 
      Real Estate - 0.1%  
    1,053,439    

DTZ U.S. Borrower LLC
3 mo. USD LIBOR + 3.250%,
5.36%, 11/04/2021

    1,054,903  
    405,682    

VICI Properties LLC
1 mo. USD LIBOR + 2.000%,
3.90%, 12/20/2024

    407,090  
     

 

 

 
    1,461,993  
     

 

 

 
      REITS - 0.0%  
    125,000    

Iron Mountain, Inc.
3 mo. USD LIBOR + 1.750%,
3.65%, 01/02/2026

    124,454  
     

 

 

 
      Retail - 0.3%  
 

Albertsons LLC

 

    776,436    

1 mo. USD LIBOR + 2.750%,
4.65%, 08/25/2021

    768,671  
    354,627    

3 mo. USD LIBOR + 3.000%,
5.29%, 12/21/2022

    351,747  
    994,888    

American Builders & Contractors Supply Co., Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/31/2023

    996,132  
    592,025    

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%,
6.90%, 09/25/2024

    595,725  
    494,949    

Coty, Inc.
1 mo. USD LIBOR + 2.250%,
4.13%, 04/05/2025

    494,330  
    909,156    

Harbor Freight Tools USA, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 08/18/2023

    912,948  
    660,017    

Neiman Marcus Group Ltd. LLC
1 mo. USD LIBOR + 3.250%,
5.14%, 10/25/2020

    580,214  
    493,763    

Staples, Inc.
3 mo. USD LIBOR + 4.000%,
5.79%, 09/12/2024

    488,114  
    441,608    

U.S. Foods, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 06/27/2023

    445,362  
     

 

 

 
    5,633,243  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  190  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued)  
      Software - 0.3%  
  $       482,575    

Almonde, Inc.
3 mo. USD LIBOR + 3.500%,
5.48%, 06/13/2024

  $ 482,083  
    643,500    

Change Healthcare Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/01/2024

    645,913  
    154,547    

Epicor Software Corp.
1 mo. USD LIBOR + 3.250%,
5.16%, 06/01/2022

    155,295  
    2,211,197    

First Data Corp.
1 mo. USD LIBOR + 2.250%,
4.15%, 04/26/2024

    2,218,693  
    549,361    

Hyland Software, Inc.
1 mo. USD LIBOR + 3.250%,
5.14%, 07/01/2022

    553,827  
    735,107    

Infor U.S., Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/01/2022

    738,018  
    99,750    

Quest Software U.S. Holdings, Inc.
3 mo. USD LIBOR + 5.500%,
7.86%, 10/31/2022

    100,228  
    77,144    

SS&C Technologies Holdings Europe S.a.r.l.
0.00%, 04/16/2025(12)

    77,626  
    208,502    

SS&C Technologies, Inc.
0.00%, 04/16/2025(12)

    209,806  
    1,753,763    

WEX, Inc.
1 mo. USD LIBOR + 2.250%,
4.15%, 06/30/2023

    1,764,232  
     

 

 

 
    6,945,721  
     

 

 

 
      Telecommunications - 0.2%  
    615,000    

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%, 4.15%, 02/22/2024

    617,565  
    1,405,800    

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%, 4.44%, 02/02/2024

    1,409,314  
    220,000    

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.500%, 4.40%, 03/01/2026

    220,909  
    395,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%, 4.15%, 09/30/2025

    394,309  
    739,943    

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 03/15/2024

    729,244  
    318,158    

Zayo Group LLC
1 mo. USD LIBOR + 2.250%, 4.15%, 01/19/2024

    320,385  
     

 

 

 
    3,691,726  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $56,351,424)

  $ 56,219,929  
     

 

 

 
     
U.S. GOVERNMENT AGENCIES - 55.0%  
      Mortgage-Backed Agencies - 55.0%  
      FHLMC - 17.6%  
  $       4,400,000    

3.50%, 05/01/2033(13)

  $ 4,452,807  
    103,290    

0.00%, 11/15/2036(14)(15)

    93,716  
    23,616,539    

0.32%, 10/25/2020(4)(6)

    95,371  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 55.0% - (continued)  
      FHLMC - 17.6% - (continued)  
  $       18,300,180    

0.75%, 03/25/2027(4)(6)

  $ 840,525  
    2,566,329    

1.75%, 10/15/2042

    2,417,436  
    9,074,880    

2.08%, 08/25/2018(4)(6)

    19,498  
    1,240,103    

2.50%, 12/15/2026(6)

    63,645  
    1,165,390    

2.50%, 03/15/2028(6)

    91,643  
    883,926    

2.50%, 05/15/2028(6)

    67,244  
    2,577,688    

3.00%, 03/15/2028(6)

    210,650  
    1,402,198    

3.00%, 08/01/2029

    1,392,712  
    1,195,896    

3.00%, 05/15/2032(6)

    95,800  
    699,585    

3.00%, 03/15/2033(6)

    90,650  
    18,139,993    

3.00%, 04/01/2033

    18,006,652  
    42,600,000    

3.00%, 05/01/2033(13)

    42,248,882  
    4,884,685    

3.00%, 11/01/2036

    4,794,039  
    4,297,489    

3.00%, 01/01/2037

    4,217,745  
    4,050,000    

3.00%, 08/15/2043

    3,870,711  
    7,861,248    

3.00%, 11/01/2046

    7,594,220  
    22,176,616    

3.00%, 12/01/2046

    21,417,242  
    5,261,824    

3.00%, 02/15/2048

    5,201,304  
    42,025,000    

3.00%, 05/01/2048(13)

    40,511,007  
    2,700,000    

3.43%, 01/25/2027(4)

    2,706,798  
    1,435,557    

3.50%, 06/15/2026(6)

    98,149  
    489,092    

3.50%, 09/15/2026(6)

    44,981  
    850,844    

3.50%, 03/15/2027(6)

    75,968  
    2,791,534    

3.50%, 08/01/2034

    2,817,644  
    3,491,761    

3.50%, 03/15/2041(6)

    434,748  
    1,237,037    

3.50%, 06/01/2046

    1,232,140  
    6,395,897    

3.50%, 10/01/2047

    6,356,939  
    72,630,000    

3.50%, 05/01/2048(13)

    72,128,926  
    2,708,380    

4.00%, 08/01/2025

    2,809,249  
    484,421    

4.00%, 08/15/2026(6)

    46,156  
    2,815,917    

4.00%, 07/15/2027(6)

    272,625  
    3,528,546    

4.00%, 03/15/2028(6)

    352,373  
    798,986    

4.00%, 06/15/2028(6)

    84,078  
    2,689,380    

4.00%, 05/01/2042

    2,764,209  
    715,778    

4.00%, 08/01/2042

    735,720  
    1,007,351    

4.00%, 09/01/2042

    1,034,483  
    256,434    

4.00%, 07/01/2044

    263,498  
    1,195,593    

4.00%, 02/01/2046

    1,223,329  
    88,385,000    

4.00%, 05/01/2048(13)

    90,056,024  
    464,196    

4.50%, 02/01/2039

    484,497  
    1,040,784    

4.50%, 03/15/2041

    1,101,421  
    4,935,750    

4.50%, 05/01/2042

    5,195,360  
    743,844    

4.50%, 09/01/2044

    775,790  
    4,015,000    

4.50%, 05/01/2048(13)

    4,180,932  
    31,000,000    

4.50%, 06/01/2048(13)

    32,223,046  
    2,018,879    

4.75%, 07/15/2039

    2,140,677  
    144,614    

5.00%, 02/01/2028

    153,230  
    164,136    

5.00%, 04/01/2028

    173,916  
    317,400    

5.00%, 01/01/2030

    337,107  
    11,633    

5.00%, 09/01/2031

    12,326  
    1,085,091    

5.00%, 09/15/2033(6)

    222,464  
    11,594    

5.00%, 07/01/2035

    12,416  
    232,527    

5.00%, 04/01/2038

    248,941  
    381,757    

5.00%, 09/01/2039

    407,445  
    685,135    

5.00%, 01/01/2040

    734,408  
    218,286    

5.00%, 08/01/2040

    233,088  
    12,645    

5.00%, 02/01/2041

    13,583  
    431,512    

5.00%, 04/01/2044

    462,116  
    1,852,949    

5.00%, 03/01/2047

    1,969,297  
    885,596    

5.00%, 04/01/2047

    940,636  
    702,495    

5.00%, 06/01/2047

    745,836  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  191  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 55.0% - (continued)  
      FHLMC - 17.6% - (continued)  
  $       97,913    

5.00%, 11/01/2047

  $ 105,391  
    3,120,000    

5.00%, 05/01/2048(13)

    3,306,408  
    949,598    

5.50%, 04/15/2036(6)

    198,629  
    10,529    

5.50%, 11/01/2037

    11,513  
    1,146    

5.50%, 02/01/2038

    1,257  
    47,968    

5.50%, 04/01/2038

    52,398  
    46,313    

5.50%, 06/01/2038

    50,602  
    2,574,743    

5.50%, 08/01/2038

    2,814,637  
    131,046    

5.50%, 05/01/2040

    143,208  
    545,197    

5.50%, 08/01/2040

    596,021  
    504,932    

5.50%, 06/01/2041

    551,775  
    2,011,082    

5.50%, 12/15/2046(6)

    418,669  
    195,088    

6.00%, 01/01/2023

    203,943  
    57,218    

6.00%, 11/01/2032

    63,471  
    127,725    

6.00%, 11/01/2033

    142,402  
    105,241    

6.00%, 02/01/2034

    117,334  
    153,010    

6.00%, 07/01/2034

    170,543  
    50,333    

6.00%, 08/01/2034

    56,062  
    62,104    

6.00%, 09/01/2034

    69,150  
    35,294    

6.00%, 01/01/2035

    39,014  
    40,804    

6.00%, 03/01/2035

    45,492  
    46,830    

6.00%, 05/01/2038

    51,729  
    261,511    

6.00%, 06/01/2038

    289,887  
    684,049    

6.00%, 05/15/2039

    746,603  
    706,873    

6.50%, 07/15/2036

    777,178  
     

 

 

 
    407,123,384  
     

 

 

 
      FNMA - 26.9%  
    13,600,000    

3.50%, 06/01/2025(13)

    13,741,072  
    113,559    

0.00%, 03/25/2036(14)(15)

    92,698  
    939,240    

0.00%, 06/25/2036(14)(15)

    793,461  
    3,441,553    

1.41%, 05/25/2046(4)(6)

    133,728  
    3,132,399    

1.45%, 04/25/2055(4)(6)

    135,872  
    2,554,834    

1.57%, 06/25/2055(4)(6)

    109,529  
    3,197,021    

1.57%, 08/25/2044(4)(6)

    121,375  
    2,785,984    

1.75%, 12/25/2042

    2,612,003  
    1,941,967    

2.00%, 09/25/2039

    1,818,438  
    739,158    

2.50%, 06/25/2028(6)

    55,676  
    480,605    

2.50%, 01/01/2043

    450,061  
    2,461,966    

2.50%, 02/01/2043

    2,305,602  
    1,934,495    

2.50%, 03/01/2043

    1,811,489  
    1,162,376    

2.50%, 04/01/2043

    1,088,459  
    461,495    

2.50%, 06/01/2043

    431,888  
    806,582    

2.50%, 08/01/2043

    754,512  
    837,084    

2.50%, 10/01/2046

    780,447  
    24,534,649    

2.50%, 11/01/2046

    22,874,779  
    14,203,336    

2.50%, 12/01/2046

    13,242,694  
    455,467    

2.50%, 01/01/2047

    424,656  
    2,139,012    

2.82%, 07/01/2025

    2,087,201  
    4,335,000    

2.83%, 12/01/2027

    4,141,694  
    1,850,000    

2.84%, 12/01/2025

    1,797,556  
    3,660,000    

2.85%, 12/01/2027

    3,497,298  
    2,485,000    

2.88%, 12/01/2027

    2,384,083  
    3,300,000    

2.91%, 12/01/2027

    3,175,817  
    4,231,000    

2.99%, 12/01/2027

    4,082,624  
    2,191,582    

3.00%, 02/25/2027(6)

    171,035  
    704,209    

3.00%, 09/25/2027(6)

    68,141  
    4,521,147    

3.00%, 01/25/2028(6)

    390,821  
    2,016,462    

3.00%, 02/25/2028(6)

    180,842  
    2,062,312    

3.00%, 04/25/2028(6)

    193,619  
    1,022,543    

3.00%, 01/01/2030

    1,017,469  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 55.0% - (continued)  
      FNMA - 26.9% - (continued)  
  $       4,292,538    

3.00%, 03/01/2037

  $ 4,215,181  
    7,384,235    

3.00%, 09/25/2047

    7,241,682  
    9,757,000    

3.00%, 05/01/2048(13)

    9,410,931  
    1,493,453    

3.02%, 03/01/2027

    1,457,490  
    3,200,000    

3.05%, 05/01/2027

    3,116,418  
    1,987,191    

3.07%, 11/01/2027

    1,943,470  
    7,175,317    

3.11%, 04/01/2027

    7,038,032  
    2,600,000    

3.12%, 08/01/2027

    2,553,592  
    3,017,415    

3.15%, 04/01/2027

    2,975,641  
    2,315,000    

3.16%, 04/01/2027

    2,280,914  
    255,471    

3.24%, 12/01/2026

    253,696  
    95,000    

3.29%, 06/01/2029

    92,924  
    659,892    

3.30%, 12/01/2026

    658,997  
    550,918    

3.41%, 11/01/2024

    555,925  
    2,219,260    

3.50%, 05/25/2027(6)

    226,957  
    1,309,098    

3.50%, 10/25/2027(6)

    134,778  
    1,193,408    

3.50%, 05/25/2030(6)

    144,057  
    463,883    

3.50%, 08/25/2030(6)

    52,501  
    1,108,870    

3.50%, 02/25/2031(6)

    103,222  
    24,515,000    

3.50%, 05/01/2033(13)

    24,803,767  
    862,557    

3.50%, 09/25/2035(6)

    136,073  
    1,752,947    

3.50%, 10/01/2044

    1,749,021  
    1,884,155    

3.50%, 02/01/2045

    1,876,244  
    3,674,302    

3.50%, 09/01/2046

    3,652,622  
    1,606,459    

3.50%, 10/01/2046

    1,596,974  
    751,978    

3.50%, 10/25/2046(6)

    175,987  
    1,267,506    

3.50%, 11/01/2046

    1,263,774  
    1,605,887    

3.50%, 09/01/2047

    1,596,718  
    6,147,489    

3.50%, 11/25/2047

    6,158,057  
    6,348,319    

3.50%, 01/01/2048

    6,310,556  
    1,294,630    

3.50%, 02/01/2048

    1,289,105  
    4,006,744    

3.50%, 04/25/2048

    4,022,486  
    303,178,000    

3.50%, 05/01/2048(13)

    300,998,908  
    302,226    

3.89%, 05/01/2030

    308,635  
    132,182    

3.96%, 05/01/2034

    136,349  
    82,713    

3.97%, 05/01/2029

    86,393  
    776,927    

4.00%, 06/01/2025

    805,656  
    3,083,347    

4.00%, 05/25/2027(6)

    308,363  
    2,208,455    

4.00%, 01/25/2038(6)

    428,540  
    3,339,493    

4.00%, 10/01/2040

    3,426,770  
    1,460,889    

4.00%, 11/01/2040

    1,499,188  
    1,063,296    

4.00%, 12/01/2040

    1,091,121  
    514,570    

4.00%, 02/01/2041

    528,348  
    1,197,089    

4.00%, 03/01/2041

    1,228,480  
    550,033    

4.00%, 03/25/2042(6)

    85,458  
    3,439,412    

4.00%, 05/25/2042(6)

    471,666  
    450,124    

4.00%, 08/01/2042

    461,931  
    1,093,224    

4.00%, 09/01/2042

    1,121,898  
    313,135    

4.00%, 11/25/2042(6)

    46,462  
    260,016    

4.00%, 03/01/2045

    265,321  
    1,277,130    

4.00%, 07/01/2045

    1,309,893  
    611,803    

4.00%, 05/01/2046

    623,673  
    1,316,381    

4.00%, 06/01/2046

    1,341,899  
    1,419,022    

4.00%, 04/01/2047

    1,455,593  
    60,790,000    

4.00%, 05/01/2048(13)

    61,915,563  
    417,766    

4.50%, 08/01/2024

    433,708  
    33,521    

4.50%, 04/01/2025

    34,798  
    607,941    

4.50%, 07/25/2027(6)

    65,503  
    930,446    

4.50%, 09/01/2035

    974,279  
    247,950    

4.50%, 08/01/2040

    261,143  
    2,815,332    

4.50%, 10/01/2040

    2,963,046  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  192  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 55.0% - (continued)  
      FNMA - 26.9% - (continued)  
  $       1,235,760    

4.50%, 10/01/2041

  $ 1,300,540  
    1,104,764    

4.50%, 09/01/2043

    1,162,624  
    26,105,000    

4.50%, 05/01/2048(13)

    27,192,028  
    215    

5.00%, 05/01/2018

    218  
    2,445    

5.00%, 06/01/2018

    2,483  
    657    

5.00%, 07/01/2018

    667  
    18,021    

5.00%, 12/01/2019

    18,421  
    159,505    

5.00%, 01/01/2022

    162,341  
    316,437    

5.00%, 04/25/2038

    330,232  
    7,600,000    

5.00%, 05/01/2048(13)

    8,069,953  
    339,397    

5.46%, 05/25/2042(4)(6)

    35,605  
    74    

5.50%, 11/01/2018

    74  
    24,162    

5.50%, 08/01/2019

    24,337  
    22,953    

5.50%, 09/01/2019

    23,123  
    26,881    

5.50%, 10/01/2019

    27,104  
    5,119    

5.50%, 05/01/2020

    5,186  
    346,728    

5.50%, 06/01/2022

    357,886  
    174,034    

5.50%, 06/01/2033

    191,369  
    641,012    

5.50%, 07/01/2033

    699,336  
    48,002    

5.50%, 08/01/2033

    52,145  
    2,404,481    

5.50%, 11/01/2035

    2,633,343  
    597,097    

5.50%, 04/01/2036

    653,660  
    515,538    

5.50%, 04/25/2037

    556,757  
    996,297    

5.50%, 11/01/2037

    1,088,590  
    1,283,372    

5.50%, 06/25/2042(6)

    285,556  
    1,365,878    

5.50%, 07/25/2045(6)

    298,311  
    10,534    

6.00%, 11/01/2031

    11,657  
    183,750    

6.00%, 12/01/2032

    206,908  
    233,504    

6.00%, 03/01/2033

    260,531  
    556,941    

6.00%, 02/01/2037

    620,757  
    360,818    

6.00%, 12/01/2037

    401,558  
    181,603    

6.00%, 03/01/2038

    202,687  
    177,562    

6.00%, 10/01/2038

    197,195  
    1,863,590    

6.00%, 09/25/2047(6)

    436,087  
    2,314    

7.50%, 12/01/2029

    2,406  
    13,357    

7.50%, 03/01/2030

    15,269  
    23,765    

7.50%, 09/01/2031

    24,977  
    2,940,000    

3.19%, 02/25/2030

    2,814,130  
    1,365,752    

2.00%, 08/25/2043

    1,270,514  
     

 

 

 
    622,369,581  
     

 

 

 
      GNMA - 10.5%  
    1,000,000    

5.50%, 05/01/2048(13)

    1,081,607  
    17,525,000    

5.00%, 05/01/2048(13)

    18,407,328  
    494,026    

1.75%, 09/20/2043

    466,533  
    1,365,000    

2.00%, 10/20/2042

    1,010,796  
    1,933,806    

2.50%, 12/16/2039

    1,878,127  
    1,006,377    

3.00%, 09/20/2028(6)

    89,204  
    206,214    

3.00%, 11/15/2042

    201,993  
    586,720    

3.00%, 02/16/2043(6)

    96,769  
    196,548    

3.00%, 06/15/2043

    193,198  
    210,338    

3.00%, 10/15/2044

    205,892  
    263,999    

3.00%, 02/15/2045

    257,832  
    140,412    

3.00%, 03/15/2045

    137,132  
    950,758    

3.00%, 05/20/2047

    825,227  
    1,399,244    

3.00%, 09/20/2047

    1,180,805  
    53,942,141    

3.00%, 11/20/2047

    52,625,987  
    437,987    

3.50%, 02/16/2027(6)

    40,281  
    1,061,960    

3.50%, 03/20/2027(6)

    107,286  
    1,050,261    

3.50%, 07/20/2040(6)

    122,937  
    1,427,428    

3.50%, 02/20/2041(6)

    176,685  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 55.0% - (continued)  
      GNMA - 10.5% - (continued)  
  $       2,402,481    

3.50%, 04/20/2042(6)

  $ 325,095  
    607,492    

3.50%, 05/15/2042

    610,159  
    3,587,442    

3.50%, 10/20/2042(6)

    754,371  
    1,428,344    

3.50%, 12/15/2042

    1,437,798  
    1,199,244    

3.50%, 03/15/2043

    1,207,176  
    1,216,689    

3.50%, 04/15/2043

    1,224,736  
    4,165,420    

3.50%, 05/15/2043

    4,189,222  
    463,098    

3.50%, 05/20/2043(6)

    88,894  
    1,912,839    

3.50%, 07/20/2043(6)

    290,806  
    11,009,959    

3.50%, 08/20/2047

    11,035,358  
    44,117,000    

3.50%, 05/01/2048(13)

    44,172,146  
    325,741    

4.00%, 12/16/2026(6)

    29,399  
    4,183,239    

4.00%, 05/20/2029(6)

    418,600  
    2,723,768    

4.00%, 09/20/2040

    2,815,024  
    385,627    

4.00%, 10/20/2040

    398,486  
    718,273    

4.00%, 12/20/2040

    744,940  
    344,248    

4.00%, 05/16/2042(6)

    50,803  
    676,507    

4.00%, 03/20/2043(6)

    153,837  
    236,869    

4.00%, 01/20/2044(6)

    53,919  
    2,335,080    

4.00%, 03/20/2047(6)

    453,569  
    3,536,530    

4.00%, 07/20/2047(6)

    709,611  
    4,923,543    

4.00%, 10/20/2047

    5,041,560  
    5,954,845    

4.00%, 11/20/2047

    6,110,496  
    5,291,420    

4.00%, 03/20/2048

    5,432,621  
    11,980,000    

4.00%, 05/01/2048(13)

    12,253,294  
    42,210    

4.50%, 07/15/2033

    43,893  
    117,310    

4.50%, 05/15/2040

    123,667  
    18,400,000    

4.50%, 06/01/2040(13)

    19,056,937  
    556,089    

4.50%, 06/15/2041

    585,957  
    1,758,117    

4.50%, 06/20/2044

    1,853,330  
    1,489,901    

4.50%, 10/20/2044

    1,567,120  
    1,028,833    

4.50%, 04/20/2045(6)

    240,154  
    1,440,486    

4.50%, 01/20/2046

    1,511,085  
    18,420,000    

4.50%, 05/01/2048(13)

    19,112,189  
    2,834,627    

5.00%, 02/16/2040(6)

    722,092  
    947,806    

5.00%, 06/15/2041

    1,014,874  
    1,317,188    

5.00%, 10/16/2041(6)

    224,988  
    1,495,313    

5.00%, 03/15/2044

    1,601,205  
    2,096,842    

5.00%, 06/20/2046(6)

    445,287  
    709,283    

5.00%, 01/16/2047(6)

    172,476  
    522,620    

5.50%, 05/15/2033

    575,312  
    46,437    

5.50%, 06/15/2035

    50,961  
    46,959    

5.50%, 04/15/2038

    50,951  
    2,121,446    

5.50%, 03/20/2039(6)

    483,986  
    1,986,823    

5.50%, 02/16/2047(6)

    447,057  
    1,194,362    

5.50%, 02/20/2047(6)

    252,282  
    72,979    

6.00%, 02/15/2029

    81,346  
    127,285    

6.00%, 11/15/2032

    142,809  
    138,442    

6.00%, 02/15/2033

    154,314  
    42,650    

6.00%, 07/15/2033

    47,756  
    63,657    

6.00%, 10/15/2034

    70,955  
    477,970    

6.00%, 03/15/2036

    537,734  
    5,008    

6.00%, 05/15/2036

    5,607  
    140,044    

6.00%, 10/15/2036

    157,151  
    72,153    

6.00%, 01/15/2037

    81,116  
    141,494    

6.00%, 02/15/2037

    158,737  
    259,101    

6.00%, 06/15/2037

    291,045  
    108,903    

6.00%, 11/15/2037

    121,465  
    73,021    

6.00%, 06/15/2038

    82,244  
    159,222    

6.00%, 08/15/2038

    177,477  
    241,837    

6.00%, 10/15/2038

    269,563  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  193  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 55.0% - (continued)  
      GNMA - 10.5% - (continued)  
  $       233,739    

6.00%, 11/15/2038

  $ 262,269  
    120,097    

6.00%, 12/15/2038

    134,067  
    99,615    

6.00%, 01/15/2039

    111,068  
    2,803    

6.00%, 03/15/2039

    3,125  
    424,729    

6.00%, 04/15/2039

    473,423  
    432,500    

6.00%, 08/15/2039

    482,085  
    20,720    

6.00%, 09/15/2039

    23,096  
    58,951    

6.00%, 11/15/2039

    65,710  
    29,406    

6.00%, 06/15/2040

    32,777  
    2,516,689    

6.00%, 09/20/2040(6)

    598,947  
    173,195    

6.00%, 12/15/2040

    193,052  
    588,697    

6.00%, 06/15/2041

    656,190  
    1,872,611    

6.00%, 02/20/2046(6)

    432,297  
    14,885    

6.50%, 09/15/2028

    16,649  
    2,505    

6.50%, 10/15/2028

    2,802  
    4,978    

6.50%, 12/15/2028

    5,568  
    51,131    

6.50%, 05/15/2029

    57,191  
    86,683    

6.50%, 08/15/2031

    96,956  
    4,271    

6.50%, 09/15/2031

    4,777  
    56,575    

6.50%, 10/15/2031

    63,280  
    156,930    

6.50%, 11/15/2031

    175,529  
    32,571    

6.50%, 01/15/2032

    36,431  
    26,447    

6.50%, 03/15/2032

    29,581  
    7,189    

6.50%, 04/15/2032

    8,041  
    13,439    

6.50%, 07/15/2032

    15,032  
    173,718    

3.00%, 07/15/2043

    170,758  
    728,056    

3.00%, 04/15/2045

    711,051  
    6,839,476    

3.00%, 07/15/2045

    6,679,720  
    174,195    

3.00%, 06/15/2045

    170,126  
     

 

 

 
    243,334,259  
     

 

 

 
    1,272,827,224  
     

 

 

 
 

Total U.S. Government Agencies
(cost $1,287,075,387)

  $ 1,272,827,224  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 8.0%  
      U.S. Treasury Securities - 8.0%  
      U.S. Treasury Bonds  
  $       16,530,000    

2.50%, 02/15/2045

  $ 14,746,568  
    7,800,000    

2.50%, 02/15/2046

    6,933,469  
    6,525,000    

2.88%, 08/15/2045(16)

    6,261,706  
    23,034,000    

2.88%, 11/15/2046(16)

    22,069,451  
    3,440,000    

3.00%, 11/15/2044

    3,385,041  
    9,045,000    

3.00%, 05/15/2045(17)(18)

    8,895,192  
    8,485,000    

3.00%, 11/15/2045

    8,340,821  
    31,854,000    

3.13%, 08/15/2044(16)

    32,069,264  
    530,000    

3.38%, 05/15/2044

    557,266  
    3,560,000    

3.63%, 02/15/2044

    3,900,564  
     

 

 

 
    107,159,342  
     

 

 

 
      U.S. Treasury Notes  
    5,259,604    

0.25%, 01/15/2025(19)

    5,102,543  
    61,785,781    

0.38%, 07/15/2027(19)

    59,912,692  
    12,939,466    

0.63%, 01/15/2026(19)

    12,837,034  
     

 

 

 
    77,852,269  
     

 

 

 
    185,011,611  
     

 

 

 
 

Total U.S. Government Securities
(cost $191,306,196)

  $ 185,011,611  
     

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 0.0%  
      Energy - 0.0%  
    8,492    

Templar Energy LLC Class A*

  $ 8,492  
     

 

 

 
      Utilities - 0.0%  
    350,000    

TCEH Corp.*(20)(21)(22)

     
     

 

 

 
 

Total Common Stocks
(cost $72,709)

  $ 8,492  
     

 

 

 
     
PREFERRED STOCKS - 0.0%  
      Banks - 0.0%  
    469    

U.S. Bancorp Series A
3 mo. USD LIBOR + 1.020%, 3.50%(2)(9)

  $ 435,232  
     

 

 

 
 

Total Preferred Stocks
(cost $332,990)

  $ 435,232  
     

 

 

 
 

Total Long-Term Investments
(cost $3,093,567,975)

  $ 3,054,322,429  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 5.4%  
      Commercial Paper - 0.1%  
    250,000    

Bell Canada Co.
2.48%, 07/12/2018(10)

  $ 248,795  
    250,000    

Caisse des Depots et Consignations
2.19%, 07/23/2018(10)

    248,710  
    500,000    

CBS Corp.
2.21%, 05/22/2018(10)

    499,335  
    750,000    

Ontario Teachers Finance
2.29%, 07/24/2018(10)

    746,038  
 

TransCanada PipeLines Ltd.

 

    500,000    

1.22%, 05/02/2018(10)

    499,967  
    750,000    

2.28%, 05/16/2018(10)

    749,250  
    500,000    

VW CR, Inc.
2.62%, 06/22/2018(10)

    498,108  
     

 

 

 
    3,490,203  
     

 

 

 
      Foreign Government Obligations - 1.1%  
  EUR       1,865,000    

Italy Buoni Ordinari del Tesoro BOT
0.45%, 07/31/2018(10)

    2,254,757  
 

Japan Treasury Discount Bill

 

  JPY       35,750,000    

0.01%, 05/01/2018(10)

    327,022  
    359,800,000    

0.13%, 07/09/2018(10)

    3,292,094  
    577,000,000    

0.14%, 07/23/2018(10)

    5,279,766  
    300,000,000    

0.15%, 05/14/2018(10)

    2,744,386  
    268,150,000    

0.15%, 06/18/2018(10)

    2,453,387  
    469,550,000    

0.21%, 06/04/2018(10)

    4,296,034  
  EUR       4,440,000    

Spain Letras del Tesoro
0.48%, 05/11/2018 - 08/17/2018(10)

    5,365,796  
     

 

 

 
    26,013,242  
     

 

 

 
      Other Investment Pools & Funds - 4.1%  
    95,137,500    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
1.62%(23)

    95,137,500  
     

 

 

 
      Securities Lending Collateral - 0.1%  
    64,900    

Citibank NA DDCA, 1.50%, 5/1/2018(23)

    64,900  
    690,664    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(23)

    690,664  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  194  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 5.4% - (continued)  
      Securities Lending Collateral - 0.1% - (continued)  
    542,436    

Invesco Government & Agency Portfolio, 1.60%(23)

  $ 542,436  
     

 

 

 
        1,298,000  
     

 

 

 
   

Total Short-Term Investments
(cost $126,423,724)

  $ 125,938,945  
     

 

 

 
        
   

Total Investments Excluding Purchased Options
(cost $3,219,991,699)

    137.3    $ 3,180,261,374  
     

 

 

    

 

 

 
   

Total Purchased Options
(cost $6,708,246)

    0.3    $ 6,017,702  
     

 

 

    

 

 

 
   

Total Investments
(cost $3,226,699,945)

    137.6    $ 3,186,279,076  
   

Other Assets and Liabilities

    (37.6 )%       (869,872,486
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $     2,316,406,590  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  195  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

     Equity Industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

     For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

* Non-income producing.

 

(1)  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $786,678,013, which represented 34.0% of total net assets.

 

(2)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(3)  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(4)  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(5)  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $15,754,688 at April 30, 2018.

 

(6)  Securities disclosed are interest-only strips.

 

(7)  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $21,937,761, which represented 0.9% of total net assets.

 

(8)  Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(9)  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(10)  The rate shown represents current yield to maturity.

 

(11)  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2018.

 

(12)  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(13)  Represents or includes a TBA transaction.

 

(14)  Security is a zero-coupon bond.

 

(15)  Securities disclosed are principal-only strips.

 

(16)  This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

 

(17)  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

 

(18)  This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

 

(19)  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

(20)  Investment valued using significant unobservable inputs.

 

(21)  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 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.

 

The accompanying notes are an integral part of these financial statements.

 

 

  196  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

(22)  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 April 30, 2018, the aggregate value of this security was $0, which represented 0.0% of total net assets.

 

(23)  Current yield as of period end.

 

OTC Swaption Contracts Outstanding at April 30, 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:

                   

Calls

                   

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57

    JPM       2.45%       Pay       08/02/27       USD       2,400,000       2,400,000     $ 238,064     $ 280,800     $ (42,736

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57

    BCLY       2.45%       Receive       08/02/27       USD       9,600,000       9,600,000       952,255       1,384,211       (431,956
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

                12,000,000     $ 1,190,319     $ 1,665,011     $ (474,692
             

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                   

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 02/28/19

    BCLY       2.45%       Pay       08/02/27       USD       9,600,000       9,600,000     $ 2,005,468     $ 1,890,348     $ 115,120  

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/04/29

    JPM       3.20%       Receive       02/28/19       USD       41,335,000       41,335,000       593,821       673,761       (79,940

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/04/29

    JPM       3.20%       Receive       02/28/19       USD       55,775,000       55,775,000       801,266       914,710       (113,444

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/04/29

    JPM       3.20%       Receive       02/28/19       USD       64,420,000       64,420,000       925,461       1,082,256       (156,795

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57

    JPM       2.45%       Receive       08/02/27       USD       2,400,000       2,400,000       501,367       482,160       19,207  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

                173,530,000     $ 4,827,383     $ 5,043,235     $ (215,852
             

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

                185,530,000     $     6,017,702     $     6,708,246     $     (690,544
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Exchange-Traded Options Contracts Outstanding at April 30, 2018  

Description

   Exercise Price/
FX Rate/ Rate
     Expiration
Date
     Number of
Contracts
    Notional
Amount
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Calls

                   

U.S. Treasury 10-Year Future Option

     119.25 USD        05/25/18        (105)       USD        (105,000   $ (70,547   $ (55,564   $     (14,983
               

 

 

   

 

 

   

 

 

 

Puts

                   

U.S. Treasury 10-Year Future Option

     119.25 USD        05/25/18        (105)       USD        (105,000   $ (31,172   $ (50,642   $ 19,470  
               

 

 

   

 

 

   

 

 

 

Total written option contracts

                (210,000   $     (101,719   $     (106,206   $ 4,487  
               

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2018  

Description

   Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

           

90-Day Euro Future

     925        03/18/2019      $ 224,879,063      $ (82,920

U.S. Treasury 2-Year Note Future

     680        06/29/2018        144,191,876        (200,523

U.S. Treasury 5-Year Note Future

     2,378        06/29/2018        269,921,579        (1,504,156

U.S. Treasury 10-Year Note Future

     152        06/20/2018        18,183,000        6,128  

 

The accompanying notes are an integral part of these financial statements.

 

 

  197  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2018 - (continued)  

Description

   Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts: - (continued)

           

U.S. Treasury Long Bond Future

     202        06/20/2018      $ 29,056,437      $ 56,923  

U.S. Treasury Ultra Bond Future

     87        06/20/2018        13,669,876        (93,848
           

 

 

 

Total

            $ (1,818,396
           

 

 

 

Short position contracts:

           

90-Day Euro Future

     925        03/16/2020      $ 224,335,625      $ 240,143  

U.S. Treasury 10-Year Ultra Future

     396        06/20/2018        50,644,688        42,486  
           

 

 

 

Total

            $ 282,629  
           

 

 

 

Total futures contracts

            $     (1,535,767
           

 

 

 

 

TBA Sale Commitments Outstanding at April 30, 2018  

Description

   Principal
Amount
     Maturity
Date
     Market Value     Unrealized
Appreciation/
(Depreciation)
 

FNMA, 2.50%

   $     41,755,000        05/01/2033      $ (40,612,446   $ 167,570  

FNMA, 2.50%

     41,655,000        05/01/2048        (38,806,369     312,997  

FNMA, 3.00%

     57,641,000        05/01/2033        (57,177,169     289,210  

FNMA, 3.00%

     65,100,000        05/01/2048        (62,790,981     514,421  

FNMA, 4.50%

     62,620,000        05/01/2048        (65,227,534     55,738  

FNMA, 4.50%

     43,400,000        06/01/2048        (45,125,827     (7,991

FNMA, 5.50%

     5,650,000        05/01/2048        (6,111,521     18,729  

GNMA, 3.00%

     10,750,000        05/01/2048        (10,478,311     60,888  

GNMA II, 4.00%

     30,900,000        05/01/2048        (31,604,906     124,324  
        

 

 

   

 

 

 

Total (proceeds receivable $359,470,950)

         $     (357,935,064   $     1,535,886  
        

 

 

   

 

 

 

At April 30, 2018, the aggregate market value of TBA Sale Commitments represented (15.5)% of total net assets.

 

OTC Credit Default Swap Contracts Outstanding at April 30, 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 indices:

                   

Buy protection:

                   

ABX.HE.AAA.06

    CSI       USD       5,827       (0.18%)       07/25/45       Monthly     $ 87     $     $ 109     $ 22  

ABX.HE.AAA.07

    GSC       USD       166,018       (0.09%)       08/25/37       Monthly       35,272             7,883       (27,389

ABX.HE.AAA.07

    GSC       USD       727,159       (0.09%)       08/25/37       Monthly       155,286             34,529       (120,757

ABX.HE.AAA.07

    CSI       USD       1,577,171       (0.09%)       08/25/37       Monthly       387,267             60,189       (327,078

ABX.HE.PENAAA.06

    MSC       USD       295,870       (0.11%)       05/25/46       Monthly       32,296             18,857       (13,439

ABX.HE.PENAAA.06

    JPM       USD       977,711       (0.11%)       05/25/46       Monthly       106,471             62,312       (44,159

ABX.HE.PENAAA.06

    GSC       USD       788,787       (0.11%)       05/25/46       Monthly       195,098             50,271       (144,827

CMBX.NA.A.7

    MSC       USD       410,000       (2.00%)       01/17/47       Monthly       5,384             4,745       (639

CMBX.NA.A.7

    JPM       USD       1,235,000       (2.00%)       01/17/47       Monthly       46,028             14,292       (31,736

CMBX.NA.A.9

    DEUT       USD       165,000       (2.00%)       09/17/58       Monthly       3,848             4,750       902  

CMBX.NA.A.9

    MSC       USD       1,940,000       (2.00%)       09/17/58       Monthly       66,499             56,066       (10,433

CMBX.NA.A.9

    DEUT       USD       760,000       (2.00%)       09/17/58       Monthly       37,546             21,922       (15,624

CMBX.NA.A.9

    MSC       USD       1,170,000       (2.00%)       09/17/58       Monthly       50,595             33,813       (16,782

CMBX.NA.AA.8

    DEUT       USD       310,000       (1.50%)       10/17/57       Monthly       3,947             1,560       (2,387

CMBX.NA.AA.8

    MSC       USD       925,000       (1.50%)       10/17/57       Monthly       36,249             4,653       (31,596

CMBX.NA.AAA.8

    MSC       USD       1,410,000       (0.50%)       10/17/57       Monthly       12,197             (7,327     (19,524

CMBX.NA.AAA.9

    CSI       USD       1,275,000       (0.50%)       09/17/58       Monthly       13,782             (2,513     (16,295

CMBX.NA.AAA.9

    MSC       USD       3,785,000       (0.50%)       09/17/58       Monthly       46,467             (7,409     (53,876

 

The accompanying notes are an integral part of these financial statements.

 

 

  198  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2018 - (continued)  

Reference Entity

  Counter-
party
    Notional
Amount(a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices: - continued

 

Buy protection: - continued

                   

CMBX.NA.AAA.9

    MSC       USD       1,420,000       (0.50%)       09/17/58       Monthly     $ 20,082     $     $ (2,780   $ (22,862

CMBX.NA.AS.7

    GSC       USD       115,000       (1.00%)       01/17/47       Monthly       3,126             (2,081     (5,207

CMBX.NA.AS.7

    CSI       USD       325,000       (1.00%)       01/17/47       Monthly       5,699             (5,891     (11,590

CMBX.NA.AS.8

    DEUT       USD       245,000       (1.00%)       10/17/57       Monthly             (432     (3,631     (3,199

CMBX.NA.AS.8

    DEUT       USD       730,000       (1.00%)       10/17/57       Monthly       52,026             (10,818     (62,844

CMBX.NA.BBB-.11

    MSC       USD       1,835,000       (3.00%)       11/18/54       Monthly       114,181             171,909       57,728  

CMBX.NA.BBB-.11

    DEUT       USD       895,000       (3.00%)       11/18/54       Monthly       89,316             83,846       (5,470

CMBX.NA.BBB.10

    MSC       USD       1,130,000       (3.00%)       11/17/59       Monthly       86,357             104,688       18,331  

CMBX.NA.BBB.10

    MSC       USD       45,000       (3.00%)       11/17/59       Monthly       4,327             4,169       (158

CMBX.NA.BBB.10

    MSC       USD       7,680,000       (3.00%)       11/17/59       Monthly       784,185             711,507       (72,678

CMBX.NA.BBB.10

    MSC       USD       5,025,000       (3.00%)       11/17/59       Monthly       558,378             465,536       (92,842

CMBX.NA.BBB.7

    CSI       USD       1,255,000       (3.00%)       01/17/47       Monthly       117,220             115,182       (2,038

CMBX.NA.BBB.7

    MSC       USD       2,110,000       (3.00%)       01/17/47       Monthly       151,923             194,004       42,081  

CMBX.NA.BBB.7

    CSI       USD       2,070,000       (3.00%)       01/17/47       Monthly       170,129             189,982       19,853  

CMBX.NA.BBB.7

    GSC       USD       1,635,000       (3.00%)       01/17/47       Monthly       146,647             150,058       3,411  

CMBX.NA.BBB.9

    MSC       USD       520,000       (3.00%)       09/17/58       Monthly       55,445             58,032       2,587  

CMBX.NA.BBB.9

    DEUT       USD       235,000       (3.00%)       09/17/58       Monthly       23,864             26,187       2,323  

CMBX.NA.BBB.9

    JPM       USD       885,000       (3.00%)       09/17/58       Monthly       98,963             98,766       (197

CMBX.NA.BBB.9

    GSC       USD       1,450,000       (3.00%)       09/17/58       Monthly       162,589             161,820       (769

CMBX.NA.BBB.9

    MSC       USD       1,625,000       (3.00%)       09/17/58       Monthly       189,504             181,079       (8,425

CMBX.NA.BBB.9

    DEUT       USD       2,245,000       (3.00%)       09/17/58       Monthly       268,979             250,542       (18,437

CMBX.NA.BBB.9

    JPM       USD       2,425,000       (3.00%)       09/17/58       Monthly       295,641             270,629       (25,012

PrimeX.ARM.2 (20)

    MSC       USD       184,193       (4.58%)       12/25/37       Monthly             (400     (145     255  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $     4,632,900     $     (832   $     3,571,292     $     (1,060,776
             

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

                   

ABX.HE.AAA.06

    MSC       USD       5,827       0.18%       07/25/45       Monthly     $     $     $ (109   $ (109

ABX.HE.AAA.07

    MSC       USD       166,018       0.09%       08/25/37       Monthly       1,600             (7,883     (9,483

ABX.HE.AAA.07

    MSC       USD       727,158       0.09%       08/25/37       Monthly       6,997             (34,529     (41,526

ABX.HE.AAA.07

    MSC       USD       1,577,170       0.09%       08/25/37       Monthly       15,199             (74,891     (90,090

ABX.HE.PENAAA.06

    BCLY       USD       2,062,371       0.11%       05/25/46       Monthly             (54,414     (131,445     (77,031

CMBX.NA.A.6

    GSC       USD       1,210,000       2.00%       05/11/63       Monthly       15,795             (31,492     (47,287

CMBX.NA.BB.6

    GSC       USD       1,715,000       5.00%       05/11/63       Monthly             (309,141     (364,850     (55,709

CMBX.NA.BB.6

    CSI       USD       2,680,000       5.00%       05/11/63       Monthly             (550,773     (570,888     (20,115

CMBX.NA.BB.6

    CSI       USD       1,080,000       5.00%       05/11/63       Monthly             (208,290     (229,759     (21,469

CMBX.NA.BB.6

    CSI       USD       1,540,000       5.00%       05/11/63       Monthly             (305,455     (328,048     (22,593

CMBX.NA.BB.6

    CSI       USD       952,000       5.00%       05/11/63       Monthly             (171,129     (202,529     (31,400

CMBX.NA.BB.6

    GSC       USD       396,000       5.00%       05/11/63       Monthly             (44,913     (84,245     (39,332

CMBX.NA.BB.6

    CSI       USD       1,830,000       5.00%       05/11/63       Monthly             (328,956     (389,315     (60,359

CMBX.NA.BB.6

    CSI       USD       1,830,000       5.00%       05/11/63       Monthly             (328,956     (389,315     (60,359

CMBX.NA.BB.6

    CSI       USD       1,830,000       5.00%       05/11/63       Monthly             (328,956     (389,315     (60,359

CMBX.NA.BB.6

    CSI       USD       1,835,000       5.00%       05/11/63       Monthly             (329,855     (390,379     (60,524

CMBX.NA.BB.6

    CSI       USD       1,085,000       5.00%       05/11/63       Monthly             (157,469     (231,125     (73,656

CMBX.NA.BB.6

    GSC       USD       1,635,000       5.00%       05/11/63       Monthly             (174,750     (347,830     (173,080

CMBX.NA.BB.8

    MSC       USD       3,099,000       5.00%       10/17/57       Monthly             (845,213     (657,125     188,088  

CMBX.NA.BB.8

    MSC       USD       1,485,000       5.00%       10/17/57       Monthly             (416,414     (314,885     101,529  

CMBX.NA.BB.8

    GSC       USD       1,625,000       5.00%       10/17/57       Monthly             (441,167     (344,571     96,596  

CMBX.NA.BB.8

    GSC       USD       2,890,000       5.00%       10/17/57       Monthly             (705,708     (613,610     92,098  

CMBX.NA.BB.8

    MSC       USD       1,270,000       5.00%       10/17/57       Monthly             (355,606     (269,296     86,310  

CMBX.NA.BB.8

    GSC       USD       890,000       5.00%       10/17/57       Monthly             (256,449     (188,719     67,730  

CMBX.NA.BB.8

    CSI       USD       530,000       5.00%       10/17/57       Monthly             (144,541     (112,383     32,158  

CMBX.NA.BBB.6

    MSC       USD       360,000       3.00%       05/11/63       Monthly             (30,990     (44,783     (13,793

CMBX.NA.BBB.6

    MSC       USD       3,725,000       3.00%       05/11/63       Monthly             (552,221     (463,377     88,844  

CMBX.NA.BBB.6

    MSC       USD       2,115,000       3.00%       05/11/63       Monthly             (345,085     (263,451     81,634  

CMBX.NA.BBB.6

    DEUT       USD       2,225,000       3.00%       05/11/63       Monthly             (333,341     (276,782     56,559  

CMBX.NA.BBB.6

    GSC       USD       1,175,000       3.00%       05/11/63       Monthly             (196,982     (146,362     50,620  

CMBX.NA.BBB.6

    MSC       USD       1,060,000       3.00%       05/11/63       Monthly             (175,839     (132,037     43,802  

CMBX.NA.BBB.6

    MSC       USD       935,000       3.00%       05/11/63       Monthly             (158,060     (116,467     41,593  

 

The accompanying notes are an integral part of these financial statements.

 

 

  199  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2018 - (continued)  

Reference Entity

  Counter-
party
    Notional
Amount(a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices: - continued

 

Sell protection: - continued

                   

CMBX.NA.BBB.6

    DEUT       USD       935,000       3.00%       05/11/63       Monthly     $     $ (157,835   $ (116,467   $ 41,368  

CMBX.NA.BBB.6

    CSI       USD       1,900,000       3.00%       05/11/63       Monthly             (275,451     (236,354     39,097  

CMBX.NA.BBB.6

    MSC       USD       569,000       3.00%       05/11/63       Monthly             (96,236     (70,876     25,360  

CMBX.NA.BBB.6

    CSI       USD       815,000       3.00%       05/11/63       Monthly             (113,975     (101,519     12,456  

CMBX.NA.BBB.6

    GSC       USD       2,790,000       3.00%       05/11/63       Monthly             (310,512     (347,299     (36,787

PrimeX.ARM.2 (20)

    JPM       USD       184,193       4.58%       12/25/37       Monthly       7,297             144       (7,153
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $ 46,888     $ (9,204,682   $ (9,014,166   $ 143,628  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

              $ 4,679,788     $ (9,205,514   $ (5,442,874   $ (917,148
             

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

              $     4,679,788     $     (9,205,514   $     (5,442,874   $     (917,148
             

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 April 30, 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.30.V1

     USD        38,864,000        5.00     06/20/23        Quarterly      $ 2,286,675     $ 2,853,152     $     566,477  

CDX.NA.HY.30.V1

     USD        9,970,000        (5.00 %)      06/20/23        Quarterly        (665,839     (732,767     (66,928

CDX.NA.IG.29

     USD        2,430,000        (1.00 %)      12/20/22        Quarterly        (47,952     (51,769     (3,817

CDX.NA.IG.30.V1

     USD        11,530,000        (1.00 %)      06/20/23        Quarterly        (178,874     (224,246     (45,372

ITRAXX.EUR.29.V1

     EUR        14,040,000        (1.00 %)      06/20/23        Quarterly        (404,644     (408,194     (3,550

ITRAXX.XOV.29.V1

     EUR        8,302,000        (5.00 %)      06/20/23        Quarterly            (1,045,754         (1,097,405     (51,651
                

 

 

   

 

 

   

 

 

 

Total

                 $ (56,388   $ 338,771     $ 395,159  
                

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

 

Sell protection:

                    

CDX.EM.29.V1

     USD        16,025,000        1.00     06/20/23        Quarterly      $ (290,466   $ (289,138   $ 1,328  
                

 

 

   

 

 

   

 

 

 

Total

                 $ (346,854   $ 49,633     $ 396,487  
                

 

 

   

 

 

   

 

 

 

 

(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 April 30, 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)
 

12M Federal Funds Rate

   2.18% Fixed      USD        9,260,000        11/15/24      Annual    $      $ (9,310   $ 197,143      $ 206,453  

12M Federal Funds Rate

   2.18% Fixed      USD        9,370,000        11/15/24      Annual                   199,485        199,485  

12M Federal Funds Rate

   2.06% Fixed      USD        13,201,000        11/15/24      Annual      291,197              377,406        86,209  

12M Federal Funds Rate

   2.45% Fixed      USD        6,545,000        11/15/24      Annual                   28,893        28,893  

12M Federal Funds Rate

   2.46% Fixed      USD        6,520,000        11/15/24      Annual                   26,772        26,772  

12M Federal Funds Rate

   2.45% Fixed      USD        5,730,000        11/15/24      Annual                   25,556        25,556  

12M Federal Funds Rate

   2.25% Fixed      USD        4,430,000        11/15/24      Annual      52,717              74,938        22,221  

12M Federal Funds Rate

   2.25% Fixed      USD        1,210,000        11/15/24      Annual      14,417              20,468        6,051  

12M Federal Funds Rate

   1.00% Fixed      USD        6,875,000        09/29/26      Annual      175,436              825,140        649,704  

12M Federal Funds Rate

   1.63% Fixed      USD        10,705,000        11/14/26      Annual                   754,661        754,661  

12M Federal Funds Rate

   2.50% Fixed      USD        15,900,000        03/01/28      Annual      51,908              61,646        9,738  

3 Mo. USD LIBOR

   2.00% Fixed      USD        12,225,000        03/21/23      Semi-Annual      65,095              473,803        408,708  

3 Mo. USD LIBOR

   2.28% Fixed      USD        15,100,000        07/14/27      Semi-Annual                   753,399        753,399  

 

The accompanying notes are an integral part of these financial statements.

 

 

  200  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2018 - (continued)  

Payments made by Fund

   Payments received
by Fund
     Notional
Amount
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Value      Unrealized
Appreciation/
(Depreciation)
 

3 Mo. USD LIBOR

     2.89% Fixed        USD        4,500,000        03/15/28        Semi-Annual      $      $     $ 21,808      $ 21,808  

3 Mo. USD LIBOR

     2.25% Fixed        USD        102,572,000        06/20/28        Semi-Annual        5,717,497              6,506,896        789,399  

3 Mo. USD LIBOR

     2.75% Fixed        USD        15,675,000        12/20/47        Semi-Annual               (347,711     645,832        993,543  
                 

 

 

    

 

 

   

 

 

    

 

 

 

Total

                  $     6,368,267      $     (357,021   $     10,993,846      $     4,982,600  
                 

 

 

    

 

 

   

 

 

    

 

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 2018  

Reference Entity

   Counter-
party
     Notional Amount      Payments
received
(paid) by
the Fund
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

iBoxx USD liquid High Yield

     GSC        USD        4,890,000        (1.00%)        12/20/18        Quarterly      $ 14,594      $      $ (18,836   $ (33,430

iBoxx USD liquid High Yield

     JPM        USD        3,860,000        (1.00%)        12/20/18        Quarterly        9,086               (60,175     (69,261

iBoxx USD liquid High Yield

     MSC        USD        23,260,000        (1.00%)        12/20/18        Quarterly        33,966               (65,178     (99,144

iBoxx USD liquid High Yield

     GSC        USD        23,169,000        (1.00%)        12/20/18        Quarterly        37,796               (361,194     (398,990
                    

 

 

    

 

 

    

 

 

   

 

 

 

Total

                     $     95,442      $     —      $     (505,383   $     (600,825
                    

 

 

    

 

 

    

 

 

   

 

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018  

Amount and Description of

Currency to be Purchased

   

Amount and Description of

Currency to be Sold

   

Counterparty

   

Settlement

Date

   

Appreciation

   

Depreciation

 
  185,000       CAD       143,515       USD       BNP       06/27/18     $ 775     $  
  540,000       EUR       671,696       USD       UBS       05/15/18             (18,866
  432,000       EUR       529,514       USD       CBA       05/31/18             (6,639
  8,000       GBP       11,158       USD       BNP       05/31/18             (129
  874,283       USD       1,095,000       CAD       BCLY       05/03/18       21,395        
  351,029       USD       445,000       CAD       SSG       05/09/18       4,379        
  43,449       USD       55,000       CAD       SSG       05/09/18       605        
  446,934       USD       570,000       CAD       BNP       06/01/18       2,702        
  306,245       USD       400,000       CAD       SSG       06/14/18             (5,615
  874,709       USD       1,085,000       CAD       BOA       06/27/18       28,469        
  885,661       USD       1,135,000       CAD       SSG       07/16/18       63        
  441,845       USD       555,000       CAD       CBK       08/02/18       8,661        
  447,156       USD       560,000       CAD       NAB       09/18/18       9,662        
  125,270       USD       100,000       EUR       DEUT       05/10/18       4,423        
  1,861,069       USD       1,495,000       EUR       SCB       05/11/18       54,262        
  1,037,291       USD       830,000       EUR       DEUT       05/11/18       34,181        
  2,813,363       USD       2,260,000       EUR       JPM       05/15/18       81,151        
  12,210,522       USD       9,984,000       EUR       BCLY       05/31/18       126,291        
  373,168       USD       300,000       EUR       ANZ       06/05/18       9,911        
  2,058,409       USD       1,659,000       EUR       SSG       06/20/18       47,129        
  337,022       USD       275,000       EUR       DEUT       07/16/18       2,928        
  2,316,992       USD       1,865,000       EUR       BCLY       07/31/18       48,686        
  2,574,360       USD       2,115,000       EUR       MSC       08/17/18             (1,723
  329,712       USD       35,750,000       JPY       CBK       05/01/18       2,670        
  2,759,060       USD       300,000,000       JPY       CBK       05/14/18       12,243        
  954,307       USD       100,000,000       JPY       NAB       05/22/18       38,182        
  4,423,812       USD       469,550,000       JPY       CBK       06/04/18       118,460        
  2,545,905       USD       268,150,000       JPY       CBK       06/18/18       84,713        
  3,384,560       USD       359,800,000       JPY       CBK       07/09/18       77,160        
  5,070,215       USD       541,250,000       JPY       MSC       07/23/18       89,878        
  328,863       USD       35,750,000       JPY       BCLY       07/30/18             (258
           

 

 

   

 

 

 
  Total               $     908,979     $     (33,230
           

 

 

   

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  201  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBA

   Commonwealth Bank of Australia

CBK

   Citibank NA

CSI

   Credit Suisse International

DEUT

   Deutsche Bank Securities, Inc.

GSC

   Goldman Sachs & Co.

JPM

   JP Morgan Chase & Co.

MSC

   Morgan Stanley

NAB

   National Australia Bank Limited

SCB

   Standard Chartered Bank

SSG

   State Street Global Markets LLC

UBS

   UBS AG
Currency Abbreviations:

ARS

   Argentine Peso

CAD

   Canadian Dollar

EUR

   Euro

GBP

   British Pound

JPY

   Japanese Yen

USD

   United States Dollar
Index Abbreviations:

ABX.HE

   Markit Asset Backed Security Home Equity

ABX.HE.PEN

   Markit Asset Backed Security Home Equity Penultimate

CDX.EM

   Credit Derivatives Emerging Markets

CDX.NA.HY

   Credit Derivatives North American High Yield

CDX.NA.IG

   Credit Derivatives North American Investment Grade

CMBX.NA

   Markit Commercial Mortgage Backed North American

ICE

   Intercontinental Exchange, Inc.

ITRAXX.EUR

   Markit iTraxx - Europe

ITRAXX.XOV

   Markit iTraxx Index - Europe Crossover

PrimeX.ARM

   Markit PrimeX Adjustable Rate Mortgage Backed Security

iBoxx

   Markit i Boxx indices - Euro, Sterling, Asian, US Dollar and European high-yield bond markets
Other Abbreviations:

CDOR

   Canadian Dollar Offered Rate

CLO

   Collateralized Loan Obligation

CMO

   Collateralized Mortgage Obligation

DDCA

   Dollars on Deposit in Custody Account

EM

   Emerging Markets

EURIBOR

   Euro Interbank Offered Rate

FHLMC

   Federal Home Loan Mortgage Corp.

FNMA

   Federal National Mortgage Association

GNMA

   Government National Mortgage Association

LIBOR

   London Interbank Offered Rate

MSCI

   Morgan Stanley Capital International

OTC

   Over-the-Counter

PAC

   Planned Amortization Class

TBA

   To Be Announced
Municipal Abbreviations:

GO

   General Obligation
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  202  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total     Level 1(1)     Level 2(1)     Level 3(1)  

Assets

        

Asset & Commercial Mortgage Backed Securities

   $ 781,015,310     $     $ 781,015,310     $  

Corporate Bonds

     696,160,380             696,160,380        

Foreign Government Obligations

     35,391,590             35,391,590        

Municipal Bonds

     27,252,661             27,252,661        

Senior Floating Rate Interests

     56,219,929             56,219,929        

U.S. Government Agencies

     1,272,827,224             1,272,827,224        

U.S. Government Securities

     185,011,611             185,011,611        

Common Stocks

        

Energy

     8,492             8,492        

Utilities

                        

Preferred Stocks

     435,232       435,232              

Short-Term Investments

     125,938,945       103,475,920       22,463,025        

Purchased Options

     6,017,702             6,017,702        

Foreign Currency Contracts(2)

     908,979             908,979        

Futures Contracts(2)

     345,680       345,680              

Swaps - Credit Default(2)

     1,861,140             1,860,885       255  

Swaps - Interest Rate(2)

     4,982,600             4,982,600        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     3,194,377,475     $     104,256,832     $     3,090,120,388     $ 255  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (33,230   $     $ (33,230   $  

Futures Contracts(2)

     (1,881,447     (1,881,447            

Swaps - Credit Default(2)

     (2,381,801           (2,374,648     (7,153

Swaps - Total Return(2)

     (600,825           (600,825      

TBA Sale Commitments

     (357,935,064           (357,935,064      

Written Options

     (101,719     (101,719            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (362,934,086   $ (1,983,166   $ (360,943,767   $     (7,153
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2018, investments valued at $2,555 were transferred from Level 2 to Level 3 due to the application of a fair valuation factor; investments valued at $84,917 were transferred from Level 3 to Level 2 due to the discontinuation of a fair valuation factor and there were no transfers in and out of Level 1.

 

(2)  Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended April 30, 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.

 

The accompanying notes are an integral part of these financial statements.

 

 

  203  

 


The Hartford World Bond Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 0.0%  
            United States - 0.0%  
    47,282    

Homer City Generation L.P.(1)

  $ 583,129  
     

 

 

 
   

Total Common Stocks
(cost $2,698,660)

  $ 583,129  
     

 

 

 
     
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 7.2%  
            Bermuda - 0.0%  
  $       297,000    

Cal Funding Ltd.
3.47%, 10/25/2027(2)

  $ 294,344  
     

 

 

 
            Canada - 0.2%  
   

CARDS Trust

 

    2,425,000    

1 mo. USD LIBOR + 0.370%,
2.27%, 04/18/2022(2)(3)

    2,428,339  
    5,200,000    

1 mo. USD LIBOR + 0.700%,
2.60%, 07/15/2021(2)(3)

    5,206,178  
     

 

 

 
        7,634,517  
     

 

 

 
            Cayman Islands - 2.2%  
    2,850,000    

ALM Ltd. / ALM LLC
3 mo. USD LIBOR + 1.050%,
3.40%, 07/15/2027(2)(3)

    2,852,092  
    2,315,000    

Apex Credit CLO Ltd.
3 mo. USD LIBOR + 1.470%,
3.83%, 04/24/2029(2)(3)

    2,327,869  
   

Apidos CLO

 
    2,859,096    

3 mo. USD LIBOR + 0.980%,
3.34%, 01/19/2025(2)(3)

    2,859,983  
    3,380,000    

3 mo. USD LIBOR + 1.120%,
3.48%, 07/22/2026(2)(3)

    3,378,438  
   

Ares CLO Ltd.

 
    3,835,000    

3 mo. USD LIBOR + 1.190%,
3.54%, 04/17/2026(2)(3)

    3,838,037  
    2,675,000    

3 mo. USD LIBOR + 1.950%,
3.98%, 12/05/2025(2)(3)

    2,683,442  
    2,625,000    

Atlas Senior Loan Fund Ltd.
3 mo. USD LIBOR + 1.300%,
3.65%, 01/16/2030(2)(3)

    2,628,578  
    1,600,000    

Avery Point CLO Ltd.
3 mo. USD LIBOR + 1.100%,
3.46%, 04/25/2026(2)(3)

    1,601,269  
    1,330,000    

Bain Capital Credit CLO
3 mo. USD LIBOR + 1.800%,
4.16%, 07/25/2030(2)(3)

    1,338,906  
    3,000,000    

BlueMountain CLO Ltd.
3 mo. USD LIBOR + 1.140%,
3.49%, 10/15/2026(2)(3)

    3,004,131  
   

CIFC Funding Ltd.

 
    848,869    

3 mo. USD LIBOR + 0.850%,
3.20%, 07/16/2030(2)(3)

    848,819  
    3,750,000    

3 mo. USD LIBOR + 1.480%,
3.84%, 10/21/2028(2)(3)

    3,764,396  
    1,015,000    

Covenant Credit Partners CLO Ltd.
3 mo. USD LIBOR + 1.850%,
4.20%, 10/15/2029(2)(3)

    1,020,486  
    250,000    

Galaxy CLO Ltd.
3 mo. USD LIBOR + 1.220%,
3.58%, 07/24/2030(2)(3)

    251,149  
    1,114,286    

ICG US CLO Ltd.
3 mo. USD LIBOR + 0.800%,
3.16%, 10/23/2029(2)(3)

    1,114,223  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 7.2% - (continued)  
            Cayman Islands - 2.2% - (continued)  
  $       3,000,000    

KKR CLO Ltd.
3 mo. USD LIBOR + 1.050%,
3.40%, 07/15/2027(2)(3)

  $ 3,000,645  
    1,040,000    

LCM L.P.
3 mo. USD LIBOR + 1.400%,
3.76%, 04/20/2028(2)

    1,038,949  
    3,010,000    

LCM Ltd.
3 mo. USD LIBOR + 1.210%,
3.57%, 07/20/2030(2)(3)

    3,021,567  
 

Madison Park Funding Ltd.

 

    3,000,000    

3 mo. USD LIBOR + 1.120%,
3.48%, 07/20/2026(2)(3)

    3,002,337  
    3,760,000    

3 mo. USD LIBOR + 1.260%,
3.62%, 07/20/2026(2)(3)

    3,762,023  
    1,750,000    

3 mo. USD LIBOR + 1.900%,
4.26%, 04/20/2026(2)(3)

    1,753,572  
    2,774,000    

Magnetite Ltd.
3 mo. USD LIBOR + 1.000%,
3.36%, 07/25/2026(2)(3)

    2,772,599  
    2,935,000    

Northwoods Capital Ltd.
3 mo. USD LIBOR + 1.300%,
3.50%, 06/20/2029(2)(3)

    2,954,629  
    2,955,000    

Oaktree EIF Ltd.
3 mo. USD LIBOR + 1.150%,
2.99%, 11/15/2025(2)(3)

    2,954,199  
    2,995,000    

Octagon Investment Partners Ltd.
3 mo. USD LIBOR + 1.130%,
2.94%, 08/12/2026(2)(3)

    2,993,967  
    2,960,000    

Octagon Loan Funding Ltd.
3 mo. USD LIBOR + 1.140%,
3.03%, 11/18/2026(2)(3)

    2,958,840  
    890,625    

OZLM Funding Ltd.
3 mo. USD LIBOR + 0.900%,
3.26%, 07/22/2029(2)(3)

    890,575  
    3,000,000    

Seneca Park CLO Ltd.
3 mo. USD LIBOR + 1.120%,
3.47%, 07/17/2026(2)(3)

    3,007,068  
   

Shackleton CLO Ltd.

 
    3,000,000    

3 mo. USD LIBOR + 1.650%,
3.44%, 05/07/2026(2)(3)

    3,000,093  
    1,215,000    

3 mo. USD LIBOR + 1.950%,
4.30%, 04/15/2027(2)(3)

    1,214,645  
   

Sound Point CLO Ltd.

 
    3,000,000    

3 mo. USD LIBOR + 1.140%,
3.50%, 10/20/2026(2)(3)

    3,002,337  
    2,850,000    

3 mo. USD LIBOR + 1.660%,
4.02%, 10/20/2028(2)(3)

    2,858,835  
    2,620,000    

Vibrant CLO Ltd.
3 mo. USD LIBOR + 1.480%,
3.84%, 04/20/2026(2)(3)

    2,622,264  
    2,867,000    

Voya CLO Ltd.
3 mo. USD LIBOR + 1.250%,
3.60%, 04/17/2030(2)(3)

    2,873,729  
    2,000,000    

Z Capital Credit Partners CLO Ltd.
3 mo. USD LIBOR + 0.950%,
3.30%, 07/16/2027(2)(3)

    2,000,358  
    3,975,000    

Zais CLO Ltd.
3 mo. USD LIBOR + 1.530%,
3.88%, 10/15/2028(2)(3)

    3,984,385  
     

 

 

 
        89,179,434  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  204  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 7.2% - (continued)  
            United Kingdom - 0.0%  
  GBP       425,000    

Canary Wharf Finance plc
5.95%, 10/22/2037(4)

  $ 827,590  
     

 

 

 
            United States - 4.8%  
  $       1,311,538    

Ajax Mortgage Loan Trust
3.16%, 09/25/2056(2)(5)

    1,286,417  
    975,000    

Ally Auto Receivables Trust
2.01%, 08/17/2020

    970,624  
   

Alternative Loan Trust

 
    334,798    

1 mo. USD LIBOR + 0.320%,
2.22%, 11/25/2035(3)

    301,914  
    384,866    

1 mo. USD LIBOR + 0.500%,
2.40%, 12/25/2035(3)

    279,159  
    1,891,241    

12 mo. USD MTA + 1.350%,
2.73%, 08/25/2035(3)

    1,657,788  
    659,486    

5.75%, 05/25/2036

    501,055  
    322,429    

6.00%, 05/25/2036

    266,482  
    626,854    

American Credit Acceptance Receivables Trust
1.84%, 07/13/2020(2)

    626,253  
    1,825,000    

American Express Credit Account Master Trust
1.77%, 11/15/2022

    1,788,603  
    1,500,000    

AmeriCredit Automobile Receivables
2.30%, 03/08/2021

    1,493,140  
    1,966,571    

Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
1 mo. USD LIBOR + 6.000%,
5.28%, 01/25/2034(3)

    1,877,783  
    897,478    

Angel Oak Mortgage Trust LLC
3.26%, 04/27/2048(2)(5)

    897,487  
   

Angel Oak Mortgage Trust LLC

 
    1,048,904    

2.48%, 07/25/2047(2)(5)

    1,027,826  
    547,388    

2.71%, 11/25/2047(2)(5)

    543,522  
    226,048    

2.81%, 01/25/2047(2)(5)

    221,913  
    1,811,643    

3.50%, 07/25/2046(2)(6)

    1,810,182  
    239,231    

Banc of America Funding Trust
5.77%, 05/25/2037(5)

    237,917  
    1,260,000    

Barclays Dryrock Issuance Trust
1 mo. USD LIBOR + 0.330%,
2.23%, 03/15/2023(3)

    1,264,116  
    1,535,000    

BBCMS Mortgage Trust
3.67%, 02/15/2050

    1,529,624  
   

Bear Stearns Adjustable Rate Mortgage Trust

 
    749,633    

3.58%, 06/25/2047(5)

    738,080  
    793,004    

3.72%, 10/25/2035(5)

    793,236  
    698,433    

3.73%, 07/25/2036(5)

    698,430  
   

Bear Stearns Alt-A Trust

 
    419,721    

1 mo. USD LIBOR + 0.320%,
2.22%, 08/25/2036(3)

    432,832  
    1,426,119    

1 mo. USD LIBOR + 0.500%,
2.40%, 01/25/2036(3)

    1,493,060  
    414,522    

3.68%, 09/25/2035(5)

    420,913  
    455,168    

Bear Stearns Mortgage Funding Trust
1 mo. USD LIBOR + 0.200%,
2.10%, 02/25/2037(3)

    460,095  
    1,805,000    

Cabela’s Credit Card Master Note Trust
1 mo. USD LIBOR + 0.650%,
2.55%, 08/16/2021(2)(3)

    1,807,735  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 7.2% - (continued)  
            United States - 4.8% - (continued)  
   

CarMax Auto Owner Trust

 
  $       1,745,000    

2.08%, 01/15/2020

  $ 1,743,928  
    2,885,000    

2.25%, 09/15/2022

    2,827,279  
    1,824,576    

Chase Mortgage Finance Trust
3.48%, 12/25/2035(5)

    1,790,980  
    156,608    

ChaseFlex Trust
5.50%, 06/25/2035

    140,379  
    1,163,482    

Chesapeake Funding LLC
1.99%, 05/15/2029(2)

    1,155,373  
   

CHL Mortgage Pass-Through Trust

 
    929,022    

1 mo. USD LIBOR + 0.680%,
2.58%, 03/25/2035(3)

    857,357  
    944,418    

3.31%, 11/20/2035(5)

    858,451  
    338,472    

3.40%, 03/20/2036(5)

    309,969  
    524,861    

3.48%, 09/25/2047(5)

    490,895  
    296,832    

CIG Automobile Receivables Trust
2.71%, 05/15/2023(2)

    294,875  
    2,505,000    

Citibank Credit Card Issuance Trust
1 mo. USD LIBOR + 0.620%,
2.52%, 04/22/2026(3)

    2,536,139  
    365,000    

Citigroup Commercial Mortgage Trust
3.62%, 07/10/2047

    367,068  
   

COLT Mortgage Loan Trust

 
    492,984    

2.75%, 09/25/2046(2)(5)

    491,185  
    760,311    

2.93%, 02/25/2048(2)(5)

    760,257  
    32,544,773    

Commercial Mortgage Pass-Through Certificates
0.92%, 02/10/2047(5)(7)

    823,497  
    1,795,000    

Commercial Mortgage Pass-Through Trust
4.75%, 10/15/2045(2)(5)

    1,168,204  
   

Commercial Mortgage Trust

 
    1,590,000    

3.10%, 03/10/2046

    1,570,185  
    465,000    

3.61%, 06/10/2046(5)

    468,762  
    2,035,000    

3.69%, 08/10/2047

    2,053,456  
    2,230,000    

3.80%, 08/10/2047

    2,261,807  
    1,885,000    

4.73%, 10/15/2045(2)(5)

    318,207  
    264,094    

Conn’s Receivables Funding LLC
2.73%, 07/15/2020(2)

    263,954  
   

Connecticut Avenue Securities

 
    1,150,000    

1 mo. USD LIBOR + 2.600%,
4.50%, 05/25/2024(3)

    1,222,584  
    1,034,474    

1 mo. USD LIBOR + 2.900%,
4.80%, 07/25/2024(3)

    1,102,155  
    1,147,713    

1 mo. USD LIBOR + 4.300%,
6.20%, 02/25/2025(3)

    1,268,690  
    1,050,000    

1 mo. USD LIBOR + 4.400%,
6.30%, 01/25/2024(3)

    1,198,462  
    1,028,391    

1 mo. USD LIBOR + 4.550%,
6.45%, 02/25/2025(3)

    1,117,761  
    1,025,000    

1 mo. USD LIBOR + 5.250%,
7.15%, 10/25/2023(3)

    1,189,271  
   

Countrywide Alternative Loan Trust

 
    549,729    

1 mo. USD LIBOR + 0.140%,
2.04%, 04/25/2047(3)

    479,407  
    617,135    

1 mo. USD LIBOR + 0.800%,
2.70%, 12/25/2035(3)

    542,316  
    25,755    

Credit Suisse First Boston Mortgage Securities Corp.
4.88%, 04/15/2037

    25,543  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  205  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 7.2% - (continued)  
            United States - 4.8% - (continued)  
   

CSAIL Commercial Mortgage Trust

 
  $       52,594,079    

0.97%, 06/15/2057(5)(7)

  $ 2,219,481  
    14,767,514    

1.08%, 04/15/2050(5)(7)

    667,489  
    2,685,022    

3.45%, 08/15/2048

    2,656,637  
   

CSMC Trust

 
    1,136,401    

3.25%, 04/25/2047(2)(5)

    1,113,673  
    1,883,912    

3.50%, 08/25/2043(2)(5)

    1,853,888  
    874,149    

DBUBS Mortgage Trust
0.91%, 11/10/2046(2)(5)(7)

    12,072  
   

Deephaven Residential Mortgage Trust

 
    773,400    

2.71%, 10/25/2047(2)(5)

    764,119  
    954,614    

2.98%, 12/25/2057(2)(5)

    954,574  
    419,597    

3.49%, 12/26/2046(2)(5)

    417,849  
    1,805,000    

Discover Card Execution Note Trust
1.45%, 03/15/2021

    1,798,403  
    1,596,379    

Drive Auto Receivables Trust
2.37%, 11/16/2020(2)

    1,595,075  
 

Enterprise Fleet Financing LLC

 

    1,500,000    

2.09%, 02/22/2021(2)

    1,494,973  
    441,708    

2.13%, 07/20/2022(2)

    439,351  
   

Fannie Mae Connecticut Avenue Securities

 
    1,078,042    

1 mo. USD LIBOR + 3.000%,
4.90%, 07/25/2024(3)

    1,152,833  
    245,000    

1 mo. USD LIBOR + 3.550%,
5.45%, 07/25/2029(3)

    267,886  
    935,928    

1 mo. USD LIBOR + 4.900%,
6.80%, 11/25/2024(3)

    1,072,629  
    408,188    

1 mo. USD LIBOR + 5.000%,
6.90%, 07/25/2025(3)

    454,922  
    968,792    

1 mo. USD LIBOR + 5.700%,
7.60%, 04/25/2028(3)

    1,127,425  
    523,532    

Finance of America Structured Securities Trust
2.32%, 11/25/2027(2)(5)

    522,434  
    102,812    

First Investors Auto Owner Trust
1.53%, 11/16/2020(2)

    102,534  
    681,575    

Five Guys Holdings, Inc.
4.60%, 07/25/2047(2)

    682,191  
    668,951    

Flagship Credit Auto Trust
1.85%, 07/15/2021(2)

    664,989  
    2,750,000    

Ford Credit Auto Owner Trust
2.26%, 11/15/2025(2)

    2,736,637  
    1,395,000    

Ford Credit Floorplan Master Owner Trust
1.75%, 07/15/2021

    1,375,910  
    1,852,185    

Foursight Capital Automobile Receivables Trust
2.37%, 04/15/2022(2)

    1,840,639  
   

FREMF Mortgage Trust

 
    1,195,000    

3.51%, 07/25/2022(2)(5)

    1,176,769  
    1,190,000    

3.85%, 10/25/2048(2)(5)

    1,150,052  
   

GLS Auto Receivables Trust

 
    805,933    

2.67%, 04/15/2021(2)

    803,572  
    441,268    

2.73%, 10/15/2020(2)

    441,236  
    465,000    

GM Financial Consumer Automobile
2.30%, 06/16/2023(2)

    455,196  
    800,000    

GreatAmerica Leasing Receivables Funding LLC
2.06%, 06/22/2020(2)

    794,064  
   

GS Mortgage Securities Trust

 
    615,000    

3.67%, 04/10/2047(2)

    233,073  
    3,295,242    

4.07%, 01/10/2047

    3,389,102  
    2,470,000    

5.02%, 04/10/2047(2)(5)

    1,639,707  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 7.2% - (continued)  
            United States - 4.8% - (continued)  
   

GSAA Home Equity Trust

 
  $       1,330,074    

1 mo. USD LIBOR + 0.080%,
1.98%, 02/25/2037(3)

  $ 707,007  
    1,728,911    

1 mo. USD LIBOR + 0.120%,
2.02%, 05/25/2047(3)

    1,402,743  
    1,044,453    

1 mo. USD LIBOR + 0.180%,
2.08%, 11/25/2036(3)

    527,172  
    1,593,442    

1 mo. USD LIBOR + 0.240%,
2.14%, 11/25/2036(3)

    963,746  
    177,750    

GSR Mortgage Loan Trust
3.80%, 05/25/2037(5)

    153,928  
   

HarborView Mortgage Loan Trust

 
    2,106,060    

1 mo. USD LIBOR + 0.240%,
2.14%, 12/19/2036(3)

    1,948,128  
    354,518    

1 mo. USD LIBOR + 1.000%,
2.90%, 10/25/2037(3)

    349,635  
    369,558    

Honor Automobile Trust Securitization
2.94%, 11/15/2019(2)

    369,597  
    1,065,000    

Huntington Auto Trust
1.95%, 06/15/2021

    1,062,045  
    3,059,000    

JP Morgan Chase Commercial Mortgage Securities Trust
2.73%, 10/15/2045(2)(5)

    1,393,833  
   

JP Morgan Mortgage Trust

 
    787,203    

3.00%, 09/25/2044(2)(5)

    783,693  
    630,698    

3.45%, 11/25/2035(5)

    622,446  
    1,245,302    

3.49%, 08/25/2036(5)

    1,233,583  
    165,959    

6.00%, 01/25/2037

    141,273  
    68,089,585    

JPMBB Commercial Mortgage Securities Trust
0.97%, 09/15/2047(5)(7)

    1,887,219  
   

Lendmark Funding Trust

 
    569,000    

2.80%, 05/20/2026(2)

    563,989  
    1,135,000    

2.83%, 12/22/2025(2)

    1,126,368  
    2,060,000    

3.26%, 04/21/2025(2)

    2,063,441  
    1,597,294    

Long Beach Mortgage Loan Trust
1 mo. USD LIBOR + 0.620%,
2.52%, 08/25/2033(3)

    1,589,693  
    1,575,000    

Mariner Finance Issuance Trust
2.92%, 12/20/2029(2)

    1,551,361  
   

Marlette Funding Trust

 
    497,352    

2.36%, 12/15/2024(2)

    495,504  
    1,163,324    

2.61%, 03/15/2028(2)

    1,160,589  
    643,121    

Mill City Mortgage Loan Trust
2.50%, 04/25/2057(2)(5)

    630,440  
    1,380,000    

MMAF Equipment Finance LLC
2.41%, 08/16/2024(2)

    1,350,290  
   

Morgan Stanley Bank of America Merrill Lynch Trust

 
    12,960,752    

1.25%, 10/15/2048(5)(7)

    763,968  
    2,860,000    

3.73%, 05/15/2048

    2,869,890  
   

Morgan Stanley Capital Trust

 
    1,555,000    

5.33%, 07/15/2049(2)(5)

    1,330,073  
    100,000    

5.60%, 09/15/2047(2)(5)

    104,619  
    440,083    

Morgan Stanley Mortgage Loan Trust
3.84%, 06/25/2037(5)

    310,995  
    309,117    

Nationstar HECM Loan Trust
1.97%, 05/25/2027(2)

    307,040  
    800,000    

Natixis Commercial Mortgage Securities Trust
4.46%, 01/15/2043(2)(5)

    753,157  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  206  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 7.2% - (continued)  
            United States - 4.8% - (continued)  
   

New Residential Mortgage Loan Trust

 

  $       519,640    

3.25%, 09/25/2056(2)(5)

  $ 514,344  
    1,780,464    

3.75%, 11/26/2035(2)(5)

    1,787,765  
    981,121    

3.75%, 05/28/2052(2)(5)

    985,200  
    1,870,769    

4.00%, 02/25/2057(2)(5)

    1,891,687  
    2,135,955    

4.00%, 03/25/2057(2)(5)

    2,159,883  
    1,747,379    

4.00%, 04/25/2057(2)(5)

    1,762,322  
    2,056,654    

4.00%, 05/25/2057(2)(5)

    2,080,547  
    757,788    

4.00%, 12/25/2057(2)(5)

    768,937  
    4,690,000    

NRZ Advance Receivables Trust
2.58%, 10/15/2049(2)

    4,635,917  
   

NRZ Excess Spread-Collateralized Notes

 
    900,809    

3.19%, 01/25/2023(2)

    895,211  
    396,504    

3.27%, 02/25/2023(2)

    394,562  
   

OneMain Financial Issuance Trust

 
    845,000    

3.66%, 02/20/2029(2)

    852,592  
    615,000    

4.57%, 02/20/2029(2)

    626,146  
    451,814    

Pretium Mortgage Credit Partners LLC
3.38%, 01/27/2033(2)(6)

    449,746  
    509,464    

Prosper Marketplace Issuance Trust
2.36%, 11/15/2023(2)

    507,217  
   

Residential Funding Mortgage Securities, Inc.

 
    112,178    

5.75%, 01/25/2036

    92,688  
    125,456    

6.00%, 04/25/2037

    117,593  
    163,408    

6.00%, 07/25/2037

    155,075  
    1,935,000    

SFAVE Commercial Mortgage Securities Trust
3.87%, 01/05/2043(2)(5)

    1,819,423  
    1,621,821    

Skopos Auto Receivables Trust
3.19%, 09/15/2021(2)

    1,620,781  
 

SoFi Consumer Loan Program LLC

 

    501,870    

2.20%, 11/25/2026(2)

    499,388  
    563,935    

2.50%, 05/26/2026(2)

    556,065  
    1,305,237    

2.55%, 02/25/2027(2)

    1,299,640  
    407,038    

2.77%, 05/25/2026(2)

    403,944  
    657,373    

3.05%, 12/26/2025(2)

    655,548  
    506,775    

3.28%, 01/26/2026(2)

    506,762  
 

SoFi Professional Loan Program

 

    1,980,208    

1 mo. USD LIBOR + 0.600%, 2.50%, 07/25/2040(2)(3)

    1,985,548  
    894,670    

2.72%, 10/27/2036(2)

    882,983  
 

Springleaf Funding Trust

 

    2,793,725    

3.16%, 11/15/2024(2)

    2,792,971  
    3,215,000    

3.48%, 05/15/2028(2)

    3,214,881  
    753,000    

SPS Servicer Advance Receivables Trust
3.59%, 11/15/2049(2)

    744,074  
    1,346,076    

Structured Adjustable Rate Mortgage Loan Trust
3.72%, 06/25/2035(5)

    1,232,841  
    495,753    

Structured Asset Mortgage Investments Trust
1 mo. USD LIBOR + 0.230%, 2.13%, 02/25/2036(3)

    446,593  
    986,009    

Structured Asset Securities Corp.
5.75%, 06/25/2035

    950,975  
    625,917    

TAL Advantage V LLC
2.83%, 02/22/2038(2)

    613,827  
   

Towd Point Mortgage Trust

 
    1,156,589    

2.25%, 04/25/2056(2)(5)

    1,133,912  
    975,320    

2.25%, 07/25/2056(2)(5)

    952,170  
    2,288,539    

2.75%, 04/25/2055(2)(5)

    2,258,585  
    713,338    

2.75%, 05/25/2055(2)(5)

    706,635  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 7.2% - (continued)  
            United States - 4.8% - (continued)  
  $       744,535    

2.75%, 08/25/2055(2)(5)

  $ 734,050  
    1,630,748    

2.75%, 10/25/2056(2)(5)

    1,606,104  
    413,565    

2.75%, 04/25/2057(2)(5)

    407,542  
    1,044,617    

3.00%, 03/25/2054(2)(5)

    1,040,026  
    566,871    

3.00%, 01/25/2058(2)(5)

    560,456  
   

United Auto Credit Securitization Trust

 
    1,135,000    

2.40%, 11/12/2019(2)

    1,132,529  
    1,985,000    

2.76%, 10/13/2020(2)

    1,976,760  
    475,779    

Verus Securitization Trust
2.93%, 02/25/2048(2)(5)

    475,064  
    1,670,626    

WaMu Mortgage Pass-Through Certificates Trust
1 mo. USD LIBOR + 0.420%,
2.32%, 07/25/2044(3)

    1,674,963  
    615,311    

Wells Fargo Mortgage Backed Securities Trust
3.72%, 12/28/2037(5)

    597,313  
   

Westlake Automobile Receivables Trust

 
    4,070,000    

2.46%, 01/18/2022(2)

    4,050,241  
    1,685,000    

3.28%, 12/15/2022(2)

    1,670,549  
    1,484,989    

3.29%, 09/15/2021(2)

    1,487,534  
    1,830,000    

4.40%, 05/17/2021(2)

    1,839,947  
   

WF-RBS Commercial Mortgage Trust

 
    14,812,577    

1.46%, 03/15/2047(5)(7)

    684,879  
    915,000    

3.07%, 03/15/2045

    902,982  
    875,000    

3.72%, 05/15/2047

    880,800  
    2,430,000    

4.00%, 05/15/2047

    2,476,424  
    395,160    

4.10%, 03/15/2047

    407,230  
    515,000    

5.00%, 06/15/2044(2)(5)

    379,584  
    294,061    

Wheels SPV LLC
1.59%, 05/20/2025(2)

    292,497  
     

 

 

 
        196,945,883  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $297,511,667)

  $ 294,881,768  
     

 

 

 
     
CORPORATE BONDS - 12.6%  
            Bermuda - 0.0%  
   

Weatherford International Ltd.

 
  $       285,000    

5.95%, 04/15/2042

  $ 206,625  
    765,000    

6.50%, 08/01/2036

    581,400  
    280,000    

7.00%, 03/15/2038

    219,800  
     

 

 

 
        1,007,825  
     

 

 

 
      Canada - 0.6%  
    2,600,000    

1011778 BC ULC / New Red Finance, Inc.
5.00%, 10/15/2025(2)

    2,501,694  
   

First Quantum Minerals Ltd.

 
    1,840,000    

7.00%, 02/15/2021(2)

    1,844,103  
    520,000    

7.25%, 04/01/2023(2)

    518,596  
    3,045,000    

Garda World Security Corp.
8.75%, 05/15/2025(2)

    3,181,111  
    2,790,000    

goeasy Ltd.
7.88%, 11/01/2022(2)

    2,957,400  
 

MEG Energy Corp.

 

    1,130,000    

6.38%, 01/30/2023(2)

    1,019,825  
    1,160,000    

6.50%, 01/15/2025(2)

    1,160,232  
    1,170,000    

New Gold, Inc.
6.38%, 05/15/2025(2)

    1,191,938  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  207  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 12.6% - (continued)  
      Canada - 0.6% - (continued)  
  $       475,000    

Northwest Acquisitions ULC / Dominion Finco, Inc.
7.13%, 11/01/2022(2)

  $ 483,693  
    1,380,000    

Tervita Escrow Corp.
7.63%, 12/01/2021(2)

    1,407,600  
   

Valeant Pharmaceuticals International, Inc.

 
    3,390,000    

5.88%, 05/15/2023(2)

    3,114,562  
    3,570,000    

6.13%, 04/15/2025(2)

    3,220,033  
    250,000    

7.00%, 03/15/2024(2)

    263,750  
     

 

 

 
        22,864,537  
     

 

 

 
            Cayman Islands - 0.2%  
    4,900,000    

CSN Islands XI Corp.
6.88%, 09/21/2019(4)

    4,912,250  
    1,910,000    

Weibo Corp.
1.25%, 11/15/2022(2)

    2,162,693  
     

 

 

 
    7,074,943  
     

 

 

 
            Denmark - 0.3%  
    10,650,000    

Danske Bank A/S
3 mo. USD LIBOR + 0.580%,
2.61%, 09/06/2019(2)(3)

    10,704,710  
     

 

 

 
            France - 0.2%  
    1,925,000    

AXA S.A.
3 mo. USD LIBOR + 1.449%, 6.46%, 12/14/2018(3)(4)(8)

    1,929,812  
   

BNP Paribas S.A.

 
    765,000    

5 year USD Swap + 2.838%, 5.13%, 11/15/2027(2)(3)(8)

    717,188  
    2,555,000    

5 year USD Swap + 6.314%, 7.63%, 03/30/2021(2)(3)(8)

    2,752,374  
    2,050,000    

Credit Agricole S.A.
5 year USD Swap + 6.185%, 8.13%, 12/23/2025(2)(3)(8)

    2,329,312  
    1,975,000    

Societe Generale S.A.
5 year USD Swap + 6.238%, 7.38%, 09/13/2021(3)(4)(8)

    2,093,500  
     

 

 

 
    9,822,186  
     

 

 

 
            Germany - 0.4%  
    15,250,000    

Deutsche Bank AG
3 mo. USD LIBOR + 0.970%, 3.31%, 07/13/2020(3)

    15,313,440  
     

 

 

 
            Ireland - 0.1%  
   

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 
  EUR       2,450,000    

6.75%, 05/15/2024(4)

    3,223,948  
  $       1,636,000    

7.25%, 05/15/2024(2)

    1,725,980  
     

 

 

 
    4,949,928  
     

 

 

 
            Italy - 0.1%  
   

Intesa Sanpaolo S.p.A.

 
    430,000    

5 year USD Swap + 5.462%, 7.70%, 09/17/2025(2)(3)(8)

    454,725  
  EUR       550,000    

5 year EUR Swap + 7.192%, 7.75%, 01/11/2027(3)(4)(8)

    814,451  
  $       1,435,000    

UniCredit S.p.A.
5 year USD Swap + 5.180%, 8.00%, 06/03/2024(3)(4)(8)

    1,495,987  
     

 

 

 
    2,765,163  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 12.6% - (continued)  
            Japan - 0.1%  
  JPY       400,000,000    

Toshiba Corp.
1.68%, 12/15/2020

  $ 3,622,371  
     

 

 

 
            Luxembourg - 0.3%  
  $       1,845,000    

Altice Financing S.A.
7.50%, 05/15/2026(2)

    1,817,325  
    2,080,000    

Altice Luxembourg S.A.
7.75%, 05/15/2022(2)

    1,986,400  
  EUR       2,790,000    

ARD Finance S.A.
6.63%, 09/15/2023(9)

    3,541,875  
  $       690,000    

ARD Securities Finance SARL
8.75%, 01/31/2023(2)(9)

    726,225  
    1,975,000    

Camelot Finance S.A.
7.88%, 10/15/2024(2)

    2,058,937  
  EUR       1,005,000    

Cirsa Funding Luxembourg S.A.
5.75%, 05/15/2021(2)

    1,249,998  
    1,666,000    

Codere Finance 2 Luxembourg S.A.
6.75%, 11/01/2021(2)

    2,105,815  
     

 

 

 
    13,486,575  
     

 

 

 
            Netherlands - 0.3%  
  $       1,415,000    

Constellium N.V.
5.88%, 02/15/2026(2)

    1,393,775  
  EUR       2,090,000    

Diamond (BC) B.V.
5.63%, 08/15/2025(2)

    2,411,697  
    2,565,000    

LKQ European Holdings B.V.
3.63%, 04/01/2026(2)

    3,093,411  
    4,600,000    

Volkswagen International Finance N.V.
10 year EUR Swap + 3.370%,
3.88%, 06/14/2027(3)(4)(8)

    5,764,102  
     

 

 

 
    12,662,985  
     

 

 

 
            Spain - 1.1%  
   

Banco Bilbao Vizcaya Argentaria S.A.

 
  $       3,800,000    

5 year USD Swap + 3.870%, 6.13%, 11/16/2027(3)(8)

    3,672,890  
  EUR       6,000,000    

5 year EUR Swap + 6.604%, 6.75%, 02/18/2020(3)(4)(8)

    7,814,609  
    1,000,000    

5 year EUR Swap + 6.155%, 7.00%, 02/19/2019(3)(4)(8)

    1,255,662  
    1,200,000    

5 year EUR Swap + 9.177%, 8.88%, 04/14/2021(3)(4)(8)

    1,701,429  
    5,400,000    

Banco de Sabadell S.A.
5 year EUR Swap + 6.414%,
6.50%, 05/18/2022(3)(4)(8)

    6,934,616  
    10,100,000    

Banco Santander S.A.
5 year EUR Swap + 5.410%,
6.25%, 03/12/2019(3)(4)(8)

    12,638,889  
    7,800,000    

CaixaBank S.A.
5 year EUR Swap + 3.35%,
3.50%, 02/15/2027(3)(4)

    10,119,318  
     

 

 

 
    44,137,413  
     

 

 

 
            Sweden - 0.3%  
    3,580,000    

Intrum Justitia AB
3.13%, 07/15/2024(2)

    4,241,671  
  $       7,820,000    

Svenska Handelsbanken AB
3 mo. USD LIBOR + 0.490%,
2.52%, 09/06/2019(3)

    7,852,656  
     

 

 

 
    12,094,327  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  208  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 12.6% - (continued)  
            Switzerland - 0.1%  
  $       1,995,000    

Credit Suisse Group AG
5 year USD Swap + 3.455%,
6.25%, 12/18/2024(3)(4)(8)

  $ 2,042,952  
    875,000    

UBS Group AG
5 year USD ICE Swap + 5.497%,
6.88%, 03/22/2021(3)(4)(8)

    918,750  
     

 

 

 
    2,961,702  
     

 

 

 
            United Kingdom - 0.3%  
  GBP       550,000    

Barclays Bank plc
3 mo. GBP LIBOR + 13.400%,
14.00%, 06/15/2019(3)(4)(8)

    848,698  
  $       6,475,000    

BP Capital Markets plc
3 mo. USD LIBOR + 0.630%,
2.92%, 09/26/2018(3)

    6,489,849  
    2,620,000    

HSBC Bank plc
6 mo. USD LIBOR + 0.250%,
2.75%, 09/28/2018(3)(8)

    2,287,595  
   

National Westminster Bank plc

 
  EUR       725,000    

3 mo. EUR LIBOR + 2.150%,
1.82%, 07/05/2018(3)(8)

    870,049  
  $       1,270,000    

2.25%, 07/11/2018(5)(8)

    1,139,063  
 

Royal Bank of Scotland Group plc

 

    1,000,000    

3 mo. USD LIBOR + 2.320%,
4.62%, 09/30/2027(3)(8)

    1,007,500  
    925,000    

5 year USD Swap + 7.598%,
8.63%, 08/15/2021(3)(8)

    1,012,875  
    520,000    

Tullow Oil plc
6.25%, 04/15/2022(2)

    527,800  
     

 

 

 
    14,183,429  
     

 

 

 
            United States - 8.2%  
    1,699,000    

ACE Cash Express, Inc.
12.00%, 12/15/2022(2)

    1,885,890  
   

AK Steel Corp.

 
    930,000    

7.00%, 03/15/2027(10)

    902,100  
    4,096,000    

7.63%, 10/01/2021

    4,177,920  
   

American Builders & Contractors Supply Co., Inc.

 
    88,000    

5.63%, 04/15/2021(2)

    88,990  
    680,000    

5.75%, 12/15/2023(2)

    701,046  
   

APX Group, Inc.

 
    1,405,000    

7.63%, 09/01/2023

    1,317,188  
    1,765,000    

7.88%, 12/01/2022

    1,778,238  
    2,180,000    

AV Homes, Inc.
6.63%, 05/15/2022

    2,231,775  
   

Avis Budget Car Rental LLC / Avis Budget Finance, Inc.

 
    1,625,000    

5.25%, 03/15/2025(2)

    1,560,000  
    2,185,000    

5.50%, 04/01/2023(10)

    2,163,150  
    3,321,000    

Beacon Roofing Supply, Inc.
6.38%, 10/01/2023

    3,478,747  
    1,650,000    

Beazer Homes USA, Inc.
5.88%, 10/15/2027

    1,509,750  
    4,580,000    

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%, 03/15/2024(2)

    4,870,601  
   

Boyd Gaming Corp.

 
    930,000    

6.38%, 04/01/2026

    973,682  
    6,820,000    

6.88%, 05/15/2023

    7,161,000  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 12.6% - (continued)  
            United States - 8.2% - (continued)  
  $       2,350,000    

Brand Industrial Services, Inc.
8.50%, 07/15/2025(2)

  $ 2,426,375  
    1,000,000    

Caesars Entertainment Corp.
5.00%, 10/01/2024

    1,753,800  
    3,355,000    

California Resources Corp.
8.00%, 12/15/2022(2)

    2,885,300  
    460,000    

Catalent Pharma Solutions, Inc.
4.88%, 01/15/2026(2)

    447,925  
    894,000    

CEC Entertainment, Inc.
8.00%, 02/15/2022

    697,320  
    4,090,000    

Celgene Corp.
2.25%, 05/15/2019

    4,064,203  
   

Chemours Co.

 
    3,430,000    

6.63%, 05/15/2023

    3,605,787  
    2,130,000    

7.00%, 05/15/2025

    2,292,412  
    2,345,000    

Cloud Crane LLC
10.13%, 08/01/2024(2)

    2,550,187  
    1,790,000    

Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.
12.00%, 11/01/2021

    1,803,425  
    1,910,000    

CNH Industrial Capital LLC
4.38%, 11/06/2020

    1,948,200  
    1,700,000    

Conduent Finance, Inc. / Conduent Business Services LLC
10.50%, 12/15/2024(2)

    2,009,400  
   

Continental Resources, Inc.

 
    1,585,000    

3.80%, 06/01/2024

    1,545,375  
    3,465,000    

4.38%, 01/15/2028(2)

    3,406,528  
    200,000    

4.50%, 04/15/2023

    202,500  
    2,070,000    

4.90%, 06/01/2044

    2,028,600  
    178,000    

5.00%, 09/15/2022

    180,893  
   

CSC Holdings LLC

 
    1,830,000    

10.13%, 01/15/2023(2)

    2,029,012  
    1,424,000    

10.88%, 10/15/2025(2)

    1,669,640  
    7,270,000    

CVS Health Corp.
3 mo. USD LIBOR + 0.720%, 2.78%, 03/09/2021(3)

    7,336,811  
    2,140,000    

Denbury Resources, Inc.
9.00%, 05/15/2021(2)

    2,236,300  
    1,480,000    

Eldorado Resorts, Inc.
6.00%, 04/01/2025

    1,467,050  
    1,935,000    

Endo Dac / Endo Finance LLC / Endo Finco, Inc.
6.00%, 07/15/2023(2)

    1,407,713  
    3,675,000    

Endo Dac / Endo Finance LLC / Endo Finco, Inc.
6.00%, 02/01/2025(2)

    2,581,687  
    2,570,000    

Energy Transfer Equity L.P.
4.25%, 03/15/2023

    2,480,050  
    1,960,000    

FBM Finance, Inc.
8.25%, 08/15/2021(2)

    2,062,900  
    1,910,000    

FelCor Lodging L.P.
6.00%, 06/01/2025

    1,952,975  
   

Ferrellgas L.P. / Ferrellgas Finance Corp.

 
    1,336,000    

6.50%, 05/01/2021

    1,279,220  
    865,000    

6.75%, 01/15/2022(10)

    815,263  
    1,340,000    

First Data Corp.
7.00%, 12/01/2023(2)

    1,402,149  
    2,170,000    

Flex Acquisition Co., Inc.
6.88%, 01/15/2025(2)

    2,180,850  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  209  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 12.6% - (continued)  
            United States - 8.2% - (continued)  
  $       2,030,000    

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(2)(10)

  $ 1,715,350  
    1,935,000    

Freedom Mortgage Corp.
8.13%, 11/15/2024(2)

    1,935,000  
    435,000    

Fresenius Medical Care U.S. Finance II, Inc.
5.63%, 07/31/2019(2)

    447,484  
    1,000,000    

General Cable Corp.
5.75%, 10/01/2022

    1,026,750  
    7,100,000    

General Motors Financial Co., Inc.
3 mo. USD LIBOR + 1.450%, 3.25%, 05/09/2019(3)

    7,175,055  
   

Genworth Holdings, Inc.

 
    210,000    

4.80%, 02/15/2024

    165,900  
    1,425,000    

4.90%, 08/15/2023

    1,132,875  
    450,000    

7.63%, 09/24/2021

    423,000  
    4,310,000    

GLP Capital L.P. / GLP Financing II, Inc.
4.38%, 11/01/2018

    4,310,000  
    1,165,000    

Goldman Sachs Group, Inc.
2.00%, 04/25/2019

    1,157,696  
   

Gray Television, Inc.

 
    1,785,000    

5.13%, 10/15/2024(2)

    1,702,444  
    220,000    

5.88%, 07/15/2026(2)

    211,750  
    1,800,000    

HCA Healthcare, Inc.
6.25%, 02/15/2021

    1,892,250  
    2,530,000    

HCA, Inc.
7.50%, 11/15/2095

    2,511,025  
    946,000    

Hertz Corp.
7.38%, 01/15/2021(2)

    936,540  
    585,000    

Infor Software Parent LLC
7.13%, 05/01/2021(2)(9)

    589,388  
    1,730,000    

Infor U.S., Inc.
6.50%, 05/15/2022

    1,755,950  
    1,233,000    

inVentiv Group Holdings Inc/inVentiv Health Inc/inVentiv Health Clinical, Inc.
7.50%, 10/01/2024(2)

    1,310,063  
    4,135,000    

iStar, Inc.
4.63%, 09/15/2020

    4,119,494  
    1,490,000    

Jack Ohio Finance LLC / Jack Ohio Finance Corp.
6.75%, 11/15/2021(2)

    1,538,425  
    2,835,000    

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(2)

    2,951,944  
    10,400,000    

JPMorgan Chase Bank NA
3 mo. USD LIBOR + 0.450%, 2.67%, 09/21/2018(3)

    10,414,144  
    1,500,000    

Kaiser Aluminum Corp.
5.88%, 05/15/2024

    1,545,000  
   

Laredo Petroleum, Inc.

 
    1,065,000    

5.63%, 01/15/2022

    1,075,650  
    2,095,000    

6.25%, 03/15/2023(10)

    2,126,425  
    1,255,000    

Lithia Motors, Inc.
5.25%, 08/01/2025(2)

    1,242,450  
    1,690,000    

Manitowoc Co., Inc.
12.75%, 08/15/2021(2)

    1,884,350  
    2,550,000    

MDC Holdings, Inc.
5.50%, 01/15/2024

    2,597,812  
    1,025,000    

MGIC Investment Corp.
5.75%, 08/15/2023

    1,048,063  
    3,750,000    

Molson Coors Brewing Co.
1.45%, 07/15/2019

    3,679,557  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 12.6% - (continued)  
            United States - 8.2% - (continued)  
  EUR       7,225,000    

Morgan Stanley
1.88%, 04/27/2027

  $ 8,894,747  
  $       1,720,000    

Multi-Color Corp.
4.88%, 11/01/2025(2)

    1,603,900  
    2,900,000    

National Rural Utilities Cooperative Finance Corp.
10.38%, 11/01/2018

    3,010,295  
   

Nationstar Mortgage LLC / Nationstar Capital Corp.

 
    1,045,000    

6.50%, 08/01/2018

    1,049,180  
    750,000    

6.50%, 07/01/2021

    759,375  
    456,000    

7.88%, 10/01/2020

    463,410  
   

Navient Corp.

 
    1,002,000    

5.50%, 01/25/2023

    986,669  
    165,000    

5.63%, 08/01/2033

    141,900  
    386,000    

5.88%, 10/25/2024

    378,280  
    2,350,000    

6.13%, 03/25/2024

    2,352,937  
    1,735,000    

6.50%, 06/15/2022

    1,782,712  
    422,000    

7.25%, 09/25/2023

    440,990  
    1,850,000    

Netflix, Inc.
5.88%, 02/15/2025

    1,900,320  
    5,190,000    

NextEra Energy Capital Holdings, Inc.
2.30%, 04/01/2019

    5,169,291  
   

Nissan Motor Acceptance Corp.

 
    15,775,000    

2.00%, 03/08/2019(2)

    15,674,382  
    15,300,000    

3 mo. USD LIBOR + 0.520%, 2.61%, 09/13/2019(2)(3)

    15,357,969  
   

Novelis Corp.

 
    615,000    

5.88%, 09/30/2026(2)

    610,388  
    1,700,000    

6.25%, 08/15/2024(2)

    1,731,875  
    1,430,000    

Party City Holdings, Inc.
6.13%, 08/15/2023(2)(10)

    1,447,875  
   

Peabody Energy Corp.

 
    1,975,000    

6.00%, 03/31/2022(2)

    2,028,720  
    2,840,000    

6.38%, 03/31/2025(2)

    2,960,700  
    1,535,000    

Penn National Gaming, Inc.
5.63%, 01/15/2027(2)

    1,469,763  
    1,190,000    

Penske Automotive Group, Inc.
3.75%, 08/15/2020

    1,181,075  
    1,085,000    

Plastipak Holdings, Inc.
6.25%, 10/15/2025(2)

    1,052,450  
   

QEP Resources, Inc.

 
    2,965,000    

5.25%, 05/01/2023

    2,890,875  
    810,000    

5.63%, 03/01/2026

    775,575  
    865,000    

Radian Group, Inc.
4.50%, 10/01/2024

    826,075  
    3,070,000    

Revlon Consumer Products Corp.
6.25%, 08/01/2024

    1,842,000  
    12,040,000    

Reynolds American, Inc.
8.13%, 06/23/2019

    12,717,143  
   

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu

 
    1,660,000    

5.13%, 07/15/2023(2)

    1,670,375  
    645,000    

7.00%, 07/15/2024(2)

    671,606  
    1,915,000    

SBA Tower Trust
2.88%, 07/10/2046(2)

    1,879,553  
   

Scientific Games International, Inc.

 
    795,000    

6.63%, 05/15/2021

    810,900  
    7,915,000    

10.00%, 12/01/2022

    8,530,787  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  210  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 12.6% - (continued)  
            United States - 8.2% - (continued)  
  $       415,000    

Signode Industrial Group Lux S.A. / Signode Industrial Group U.S., Inc.
6.38%, 05/01/2022(2)

  $ 428,239  
    1,055,000    

Sinclair Television Group, Inc.
5.13%, 02/15/2027(2)(10)

    978,513  
   

SM Energy Co.

 
    1,310,000    

5.00%, 01/15/2024

    1,247,775  
    265,000    

6.13%, 11/15/2022

    267,650  
    125,000    

6.50%, 11/15/2021

    126,875  
    1,920,000    

Sotera Health Holdings LLC
6.50%, 05/15/2023(2)

    1,920,000  
    610,000    

Sotera Health Topco, Inc.
8.13%, 11/01/2021(2)(9)

    614,575  
    1,990,000    

Springleaf Finance Corp.
6.88%, 03/15/2025

    2,009,900  
    3,720,000    

Sprint Corp.
7.63%, 02/15/2025(10)

    3,915,300  
   

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC

 
    3,660,000    

4.74%, 03/20/2025(2)

    3,696,600  
    4,660,000    

5.15%, 03/20/2028(2)

    4,724,075  
    1,510,000    

Staples, Inc.
8.50%, 09/15/2025(2)

    1,411,850  
    3,990,000    

Starwood Property Trust, Inc.
3.63%, 02/01/2021(2)

    3,920,175  
    1,410,000    

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(2)

    1,351,838  
    1,150,000    

Teva Pharmaceutical Finance IV LLC
2.25%, 03/18/2020

    1,098,323  
   

Time Warner Cable LLC

 
    9,695,000    

6.75%, 07/01/2018

    9,753,009  
    4,680,000    

8.25%, 04/01/2019

    4,903,646  
    4,685,000    

8.75%, 02/14/2019

    4,891,088  
    825,000    

Tribune Media Co.
5.88%, 07/15/2022

    835,313  
    410,000    

TriMas Corp.
4.88%, 10/15/2025(2)

    394,625  
    2,015,000    

USIS Merger Sub, Inc.
6.88%, 05/01/2025(2)

    2,015,000  
    3,050,000    

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(2)

    2,867,000  
    1,655,000    

Vrio Finco LLC
6.25%, 04/04/2023(2)

    1,667,413  
    2,515,000    

Warrior Met Coal, Inc.
8.00%, 11/01/2024(2)

    2,566,935  
    4,085,000    

West Street Merger Sub, Inc.

6.38%, 09/01/2025(2)

    4,013,512  
    1,126,000    

WMG Acquisition Corp.
5.50%, 04/15/2026(2)

    1,131,630  
    950,000    

Workday, Inc.
0.25%, 10/01/2022(2)

    1,025,050  
   

WPX Energy, Inc.

 
    2,305,000    

6.00%, 01/15/2022

    2,402,962  
    900,000    

8.25%, 08/01/2023

    1,021,500  
     

 

 

 
    336,436,224  
     

 

 

 
   

Total Corporate Bonds
(cost $506,908,226)

  $ 514,087,758  
     

 

 

 
Shares or Principal Amount   Market Value  
ESCROWS - 0.0%  
            United States - 0.0%  
  $       925,000    

Texas Competitive Electric Holdings Co. LLC
11.50%, 10/01/2020*(11)(12)(13)

  $  
    15,842    

Vistra Energy Corp.

    10,107  
     

 

 

 
   

Total Escrows
(cost $—)

  $ 10,107  
     

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 59.9%  
            Australia - 7.8%  
   

Australia Government Bond

 
  AUD       90,640,000    

2.25%, 11/21/2022

  $ 67,797,155  
    27,045,000    

2.75%, 11/21/2029(4)

    20,183,870  
    61,705,000    

3.00%, 03/21/2047(4)

    43,858,117  
    81,355,000    

4.75%, 04/21/2027(4)

    70,943,925  
    79,415,000    

5.75%, 05/15/2021(4)

    66,005,244  
    56,835,000    

5.75%, 07/15/2022(4)

    48,632,198  
     

 

 

 
    317,420,509  
     

 

 

 
            Canada - 11.5%  
   

Canadian Government Bond

 
  CAD       87,315,000    

0.75%, 03/01/2021

    65,698,936  
    130,405,000    

0.75%, 09/01/2021

    97,380,984  
    175,850,000    

1.25%, 09/01/2018

    136,893,051  
    47,810,000    

1.50%, 06/01/2023

    36,081,199  
    173,000,000    

1.75%, 09/01/2019

    134,689,248  
     

 

 

 
    470,743,418  
     

 

 

 
            Cyprus - 0.0%  
  EUR       785,000    

Cyprus Government International Bond
3.75%, 07/26/2023(4)

    1,042,573  
     

 

 

 
            Denmark - 13.5%  
   

Denmark Government Bond

 
  DKK       1,231,430,000    

0.25%, 11/15/2018

    200,524,874  
    474,425,000    

0.25%, 11/15/2020

    78,262,631  
    1,570,600,000    

4.00%, 11/15/2019

    272,758,007  
     

 

 

 
    551,545,512  
     

 

 

 
            France - 0.8%  
   

French Republic Government Bond OAT

 
  EUR       12,955,000    

1.50%, 05/25/2031(4)

    16,536,187  
    13,015,000    

2.00%, 05/25/2048(2)(4)

    17,076,800  
     

 

 

 
    33,612,987  
     

 

 

 
            Germany - 3.9%  
    129,830,000    

Bundesobligation
0.01%, 10/07/2022(4)

    157,877,949  
     

 

 

 
            Italy - 0.9%  
    27,715,000    

Italy Buoni Poliennali Del Tesoro
1.85%, 05/15/2024

    35,162,137  
     

 

 

 
            New Zealand - 4.3%  
   

New Zealand Government Bond

 
  NZD       91,155,000    

2.75%, 04/15/2025(4)

    64,500,252  
    138,570,000    

5.50%, 04/15/2023(4)

    111,599,558  
     

 

 

 
    176,099,810  
     

 

 

 
            Norway - 7.6%  
   

Norway Government Bond

 
  NOK       879,565,000    

1.75%, 02/17/2027(2)(4)

    108,692,714  
    515,830,000    

2.00%, 05/24/2023(2)(4)

    65,859,936  
    1,003,350,000    

3.75%, 05/25/2021(2)(4)

    134,749,043  
     

 

 

 
    309,301,693  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  211  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 59.9% - (continued)  
            Singapore - 3.4%  
   

Singapore Government Bond

 
  SGD       70,765,000    

1.75%, 04/01/2022

  $ 52,614,791  
    72,635,000    

2.25%, 06/01/2021

    55,056,892  
    41,745,000    

2.75%, 03/01/2046

    30,554,129  
     

 

 

 
    138,225,812  
     

 

 

 
            South Korea - 3.9%  
   

Korea Treasury Bond

 
  KRW       61,525,110,000    

2.00%, 09/10/2020

    57,355,596  
    107,359,820,000    

3.00%, 03/10/2023

    102,628,972  
     

 

 

 
    159,984,568  
     

 

 

 
            Spain - 0.5%  
  EUR       15,890,000    

Spain Government Bond
2.70%, 10/31/2048(2)(4)

    20,618,571  
     

 

 

 
            Supranational - 1.0%  
  MXN       808,460,000    

International Finance Corp.
7.75%, 01/18/2030

    42,649,155  
     

 

 

 
      United Kingdom - 0.8%  
  GBP       26,605,000    

United Kingdom Gilt
1.50%, 07/22/2047(4)

    33,928,110  
     

 

 

 
 

Total Foreign Government Obligations
(cost $2,438,571,383)

  $ 2,448,212,804  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 2.9%(14)  
            Canada - 0.1%  
  $       2,389,195    

B.C. Unlimited Liability Co.
1 mo. USD LIBOR + 2.250%,
4.15%, 02/16/2024

  $ 2,395,168  
     

 

 

 
            Denmark - 0.1%  
  EUR       2,332,742    

Nets Holding A/S
EURIBOR + 3.250%,
3.25%, 02/06/2025

    2,815,385  
     

 

 

 
            Germany - 0.2%  
  $       8,125,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 09/30/2025

    8,110,781  
     

 

 

 
            Luxembourg - 0.1%  
    3,951,010    

Almonde, Inc.
3 mo. USD LIBOR + 3.500%,
5.48%, 06/13/2024

    3,946,981  
     

 

 

 
            United Kingdom - 0.1%  
    6,030,000    

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/28/2025

    6,020,593  
     

 

 

 
            United States - 2.3%  
    926,974    

American Builders & Contractors Supply Co., Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/31/2023

    928,133  
    3,017,437    

Aristocrat Leisure Ltd.
3 mo. USD LIBOR + 2.000%,
4.36%, 10/19/2024

    3,032,525  
    2,931,570    

Asurion LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 11/03/2023

    2,951,739  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.9%(14) - (continued)  
            United States - 2.3% - (continued)  
  $       2,813,738    

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%,
6.31%, 06/24/2024

  $ 2,838,358  
    1,211,289    

Berlin Packaging LLC
1 mo. USD LIBOR + 3.250%,
5.07%, 10/01/2021

    1,212,294  
    955,000    

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 03/31/2025

    959,775  
    1,620,938    

Circor International, Inc.
1 mo. USD LIBOR + 3.500%,
5.39%, 12/11/2024

    1,626,011  
    4,482,109    

Clark Equipment Co.
3 mo. USD LIBOR + 2.000%,
4.30%, 05/18/2024

    4,486,323  
    582,075    

Core & Main LP
6 mo. USD LIBOR + 3.000%,
5.12%, 08/01/2024

    584,985  
    1,065,000    

Crown Americas LLC
3 mo. USD LIBOR + 2.000%,
4.31%, 01/29/2025

    1,073,658  
    1,785,000    

CSC Holdings LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 01/25/2026

    1,785,000  
    1,137,150    

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%,
4.99%, 09/06/2024

    1,135,024  
   

First Data Corp.

 
    2,459,975    

1 mo. USD LIBOR + 2.250%,
4.15%, 07/08/2022

    2,468,585  
    2,174,386    

1 mo. USD LIBOR + 2.250%,
4.15%, 04/26/2024

    2,181,757  
    250,000    

Genworth Financial, Inc.
1 mo. USD LIBOR + 4.500%,
6.40%, 02/22/2023

    254,062  
    3,960,075    

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%,
4.91%, 10/20/2024

    3,989,776  
    3,486,158    

Hostess Brands LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/03/2022

    3,511,433  
    3,075,000    

Hub International Ltd.
0.00%, 04/25/2025(15)

    3,092,927  
    2,433,536    

Hyland Software, Inc.
1 mo. USD LIBOR + 3.250%,
5.14%, 07/01/2022

    2,453,320  
    3,850,625    

INC Research LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/01/2024

    3,862,986  
    2,765,000    

Lamar Media Corp.
1 mo. USD LIBOR + 1.750%,
3.69%, 03/14/2025

    2,778,825  
    2,760,949    

Lands’ End, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 04/04/2021

    2,648,799  
    4,075,000    

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%,
4.15%, 02/22/2024

    4,091,993  
    1,170,000    

Meredith Corp.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/31/2025

    1,177,172  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  212  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.9%(14) - (continued)  
            United States - 2.3% - (continued)  
  $       1,361,588    

Multi Color Corp.
1 mo. USD LIBOR + 2.250%,
4.15%, 10/31/2024

  $ 1,367,265  
    3,260,363    

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 05/24/2024

    3,274,349  
    6,130,000    

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%,
5.20%, 03/01/2025

    6,135,762  
    5,076,923    

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 11/15/2023

    5,095,961  
    1,132,308    

Rexnord LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/21/2024

    1,139,951  
    6,033,946    

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%,
4.66%, 08/17/2024

    6,086,743  
    4,226,579    

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 05/15/2022

    4,247,712  
    720,302    

SS&C Technologies Holdings Europe S.a.r.l.
0.00%, 04/16/2025(15)

    724,804  
    1,946,816    

SS&C Technologies, Inc.
0.00%, 04/16/2025(15)

    1,958,983  
   

Tribune Media Co.

 
    79,474    

1 mo. USD LIBOR + 3.000%,
4.90%, 12/27/2020

    79,474  
    990,554    

1 mo. USD LIBOR + 3.000%,
4.90%, 01/27/2024

    991,793  
    3,776,025    

USI, Inc.
3 mo. USD LIBOR + 3.000%,
5.30%, 05/16/2024

    3,788,599  
    3,164,938    

Weight Watchers International, Inc.
3 mo. USD LIBOR + 4.750%,
6.99%, 11/29/2024

    3,200,543  
     

 

 

 
    93,217,399  
     

 

 

 
 

Total Senior Floating Rate Interests
(cost $115,945,467)

  $ 116,506,307  
     

 

 

 
     
U.S. GOVERNMENT AGENCIES - 0.6%  
            United States - 0.6%  
            FHLMC - 0.1%  
  $       1,025,000    

1 mo. USD LIBOR + 4.500%,
6.40%, 02/25/2024(3)

  $ 1,196,725  
    3,690,853    

1.78%, 09/25/2041(5)(7)

    285,498  
    6,087,872    

2.28%, 01/25/2042(5)(7)

    654,148  
    11,435,000    

2.09%, 02/25/2041(5)(7)

    613,849  
     

 

 

 
    2,750,220  
     

 

 

 
            SLM Student Loan Trust - 0.5%  
    2,044,498    

Nelnet Student Loan Trust
3 mo. USD LIBOR + 0.350%, 2.64%, 03/25/2026(2)(3)

    2,012,826  
    2,129,297    

Nelnet Student Loan Trust
3 mo. USD LIBOR + 1.480%, 3.23%, 04/25/2024(3)

    2,142,117  
    1,315,352    

Nelnet Student Loan Trust
3 mo. USD LIBOR + 1.650%, 3.59%, 11/25/2024(3)

    1,334,774  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 0.6% - (continued)  
            SLM Student Loan Trust - 0.5% - (continued)  
  $       1,000,000    

SLC Student Loan Trust
3 mo. USD LIBOR + 0.900%, 3.03%, 06/15/2021(3)

  $ 1,004,495  
    463,582    

SLM Student Loan Trust
1 mo. USD LIBOR + 0.650%, 2.55%, 05/26/2026(3)

    460,085  
    1,724,686    

SLM Student Loan Trust
1 mo. USD LIBOR + 0.700%, 2.60%, 01/25/2029(3)

    1,721,360  
    2,504,199    

SLM Student Loan Trust
3 mo. USD LIBOR + 0.650%, 3.01%, 01/25/2022(3)

    2,492,651  
    1,176,712    

SLM Student Loan Trust
3 mo. USD LIBOR + 0.750%, 3.11%, 04/25/2023(3)

    1,172,389  
    3,810,748    

SLM Student Loan Trust
3 mo. USD LIBOR + 1.500%, 3.86%, 04/25/2023(3)

    3,899,810  
    3,120,353    

SLM Student Loan Trust
3 mo. USD LIBOR + 1.700%, 4.06%, 07/25/2023(3)

    3,207,026  
     

 

 

 
    19,447,533  
     

 

 

 
 

Total U.S. Government Agencies
(cost $21,774,276)

  $ 22,197,753  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 10.2%  
            United States - 10.2%  
            U.S. Treasury Bonds - 1.9%  
  $       46,045,000    

0.00%, 08/15/2045(16)

  $ 19,790,366  
    38,200,000    

0.00%, 11/15/2045(16)(17)

    16,295,130  
    44,545,000    

2.50%, 02/15/2046(17)

    39,596,329  
     

 

 

 
    75,681,825  
     

 

 

 
      U.S. Treasury Notes - 8.3%  
    21,050,000    

1.00%, 09/30/2019(18)

    20,639,690  
    122,235,000    

1.25%, 03/31/2021

    117,527,043  
    19,865,000    

1.25%, 01/31/2019(18)

    19,723,772  
    186,165,000    

1.38%, 04/30/2020(17)

    182,092,641  
     

 

 

 
    339,983,146  
     

 

 

 
    415,664,971  
     

 

 

 
 

Total U.S. Government Securities
(cost $421,794,359)

  $ 415,664,971  
     

 

 

 
     
CONVERTIBLE BONDS - 0.4%  
      Commercial Services - 0.0%  
  $       1,600,000    

Cardtronics, Inc.
1.00%, 12/01/2020

  $ 1,500,000  
     

 

 

 
      Media - 0.1%  
 

DISH Network Corp.

 

    3,780,000    

2.38%, 03/15/2024

    3,261,615  
    2,525,000    

3.38%, 08/15/2026

    2,291,490  
    188,000    

Liberty Media Corp-Liberty Formula One
1.00%, 01/30/2023

    195,252  
     

 

 

 
    5,748,357  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  213  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CONVERTIBLE BONDS - 0.4% - (continued)  
      Oil & Gas - 0.0%  
  $       1,155,000    

Cobalt International Energy, Inc.
2.63%, 12/01/2019*

  $ 1,501  
     

 

 

 
      Semiconductors - 0.1%  
    1,782,000    

Advanced Micro Devices, Inc.
2.13%, 09/01/2026

    2,765,331  
 

Microchip Technology, Inc.

 

    392,000    

1.63%, 02/15/2027

    441,118  
    450,000    

2.25%, 02/15/2037

    503,236  
    435,000    

1.63%, 02/15/2025

    707,612  
     

 

 

 
    4,417,297  
     

 

 

 
      Software - 0.2%  
    2,727,000    

Guidewire Software, Inc.
1.25%, 03/15/2025

    2,759,121  
    1,010,000    

ServiceNow, Inc.
0.00%, 06/01/2022(2)(16)

    1,352,592  
    1,959,000    

Western Digital Corp.
1.50%, 02/01/2024(2)

    2,044,195  
     

 

 

 
    6,155,908  
     

 

 

 
 

Total Convertible Bonds
(cost $19,904,671)

  $ 17,823,063  
     

 

 

 
     
PREFERRED STOCKS - 0.0%  
      United States - 0.0%  
    21,100    

GMAC Capital Trust Series 2
3 mo. USD LIBOR + 5.785%,
7.62%(3)

  $ 561,049  
     

 

 

 
 

Total Preferred Stocks
(cost $552,899)

  $ 561,049  
     

 

 

 
 

Total Long-Term Investments
(cost $3,825,661,608)

  $ 3,830,528,709  
     

 

 

 
     
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 8.6%  
      Foreign Government Obligations - 1.6%  
  EUR       54,000,000    

French Treasury Bill
0.01%, 08/15/2018(19)

  $ 65,312,762  
    1,281,000    

Hellenic Republic Treasury Bill 1.64%, 07/06/2018(19)

    1,547,197  
     

 

 

 
        66,859,959  
     

 

 

 
            Other Investment Pools & Funds - 6.7%      
    273,264,689    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,
1.60%(20)

    273,264,689  
     

 

 

 
            Securities Lending Collateral - 0.3%      
    594,268    

Citibank NA DDCA,
1.50%, 5/1/2018(20)

    594,268  
    6,324,177    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(20)

    6,324,177  
    4,966,906    

Invesco Government & Agency Portfolio, 1.60%(20)

    4,966,906  
     

 

 

 
        11,885,351  
     

 

 

 
   

Total Short-Term Investments (cost $352,045,802)

  $ 352,009,999  
     

 

 

 
        
   

Total Investments Excluding Purchased Options (cost $4,177,707,410)

    102.4    $ 4,182,538,708  
   

Total Purchased Options (cost $1,515,358)

    0.0    $ 563,560  
     

 

 

    

 

 

 
   

Total Investments (cost $4,179,222,768)

    102.4    $ 4,183,102,268  
   

Other Assets and Liabilities

    (2.4 )%       (98,857,429
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $     4,084,244,839  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  214  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

     Equity Industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

     For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

* Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(1)  Non-income producing.

 

(2)  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $761,751,959, which represented 18.7% of total net assets.

 

(3)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(4)  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $1,047,441,610, which represented 25.6% of total net assets.

 

(5)  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(6)  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(7)  Securities disclosed are interest-only strips.

 

(8)  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(9)  Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

 

(10)  Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(11)  Investment valued using significant unobservable inputs.

 

(12)  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 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.

 

(13)  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 April 30, 2018, the aggregate value of this security was $0, which represented 0.0% of total net assets.

 

(14)  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2018.

 

(15) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(16)  Security is a zero-coupon bond.

 

(17)  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

 

(18)  This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

 

(19)  The rate shown represents current yield to maturity.

 

(20)  Current yield as of period end.

 

The accompanying notes are an integral part of these financial statements.

 

 

  215  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

OTC Option Contracts Outstanding at April 30, 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

 

USD Call/JPY Put

   GSC      115.00 JPY per USD      03/11/21      4,151,000       USD        4,151,000     $ 43,984     $ 198,376     $ (154,392

USD Call/JPY Put

   GSC      115.00 JPY per USD      03/12/21      4,151,000       USD        4,151,000       44,001       198,003       (154,002

USD Call/JPY Put

   BOA      115.00 JPY per USD      03/12/21      5,530,000       USD        5,530,000       58,618       243,320       (184,702

USD Call/JPY Put

   GSC      115.00 JPY per USD      03/12/21      5,531,000       USD        5,531,000       58,628       216,981       (158,353
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

     19,363,000     $     205,231     $ 856,680     $ (651,449
                

 

 

   

 

 

   

 

 

   

 

 

 

Puts

 

EUR Put/GBP Call

   GSC      0.80 GBP per EUR      12/12/18      1,030,000       EUR        1,030,000     $ 95,993     $ 203,974     $ (107,981

EUR Put/USD Call

   JPM      1.17 USD per EUR      07/02/18      900,000       EUR        900,000       237,068       206,900       30,168  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

     1,930,000     $ 333,061     $ 410,874     $ (77,813
                

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

 

     21,293,000     $ 538,292     $     1,267,554     $     (729,262
                

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

 

Calls

 

USD Call/JPY Put

   GSC      140.00 JPY per USD      03/11/21      (4,151,000     USD        (4,151,000   $ (5,463   $ (82,771   $ 77,308  

USD Call/JPY Put

   GSC      140.00 JPY per USD      03/12/21      (5,531,000     USD        (5,531,000     (7,290     (90,598     83,308  

USD Call/JPY Put

   BOA      140.00 JPY per USD      03/12/21      (5,530,000     USD        (5,530,000     (7,288     (106,286     98,998  

USD Call/JPY Put

   GSC      140.00 JPY per USD      03/12/21      (4,151,000     USD        (4,151,000     (5,471     (83,850     78,379  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

     (19,363,000   $ (25,512   $ (363,505   $ 337,993  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

 

     (19,363,000   $ (25,512   $ (363,505   $ 337,993  
                

 

 

   

 

 

   

 

 

   

 

 

 

 

OTC Swaption Contracts Outstanding at April 30, 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

 

6 Months LIBOR JPY-BBA Interest Rate Swap Expiring 11/26/2038

  JPM   0.93%     Pay       11/21/18       JPY       1,100,450,000       1,100,450,000     $ 25,268     $ 247,804     $ (222,536
             

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

            1,100,450,000     $     25,268     $     247,804     $     (222,536
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2018  

Description

   Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

90-Day Euro Future

     1,650        03/18/2019      $     401,135,625      $ (149,273

Australian 3-Year Bond Future

     700        06/15/2018        58,450,147        53,295  

Canadian Government 10-Year Bond Future

     1,806        06/20/2018        184,897,153        (673,931

Euro BUXL 30-Year Bond Future

     49        06/07/2018        9,677,052        24,784  

Euro-OAT Future

     98        06/07/2018        18,202,609        9,468  

U.S. Treasury 2-Year Note Future

     287        06/29/2018        60,857,453        (7,707

U.S. Treasury Ultra Bond Future

     694        06/20/2018        109,044,750        (769,677
           

 

 

 

Total

 

   $     (1,513,041
           

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  216  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2018 - (continued)  

Description

   Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Short position contracts:

 

90-Day Euro Future

     1,660        03/16/2020      $ 402,591,500      $ 307,684  

Australian 10-Year Bond Future

     1,214        06/15/2018        116,889,325        1,009,721  

Euro-BOBL Future

     2,225        06/07/2018        351,985,112        (397,300

Euro-Bund Future

     315        06/07/2018        60,383,727        (38,991

Euro-Schatz Future

     292        06/07/2018        39,463,367        (24,637

Long Gilt Future

     741        06/27/2018        124,721,611        (814,275

U.S. Treasury 5-Year Note Future

     12,967        06/29/2018            1,471,855,811        6,942,679  

U.S. Treasury 10-Year Note Future

     142        06/20/2018        16,986,750        (26,226

U.S. Treasury Long Bond Future

     37        06/20/2018        5,322,219        (39,478
           

 

 

 

Total

 

   $ 6,919,177  
           

 

 

 

Total futures contracts

 

   $     5,406,136  
           

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 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 indices:

 

Buy protection:

 

CMBX.NA.A.7

  JPM     USD       1,645,000     (2.00%)     01/17/47     Monthly   $ 61,307     $     $ 19,036     $ (42,271

CMBX.NA.AS.7

  CSI     USD       1,505,000     (1.00%)     01/17/47     Monthly     26,392             (27,280     (53,672
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

        $ 87,699     $     $ (8,244   $ (95,943
         

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

 

CMBX.NA.BB.6

  JPM     USD       1,400,000     5.00%     05/11/63     Monthly   $     $ (234,928   $ (297,836   $ (62,908

CMBX.NA.BB.6

  GSC     USD       4,125,000     5.00%     05/11/63     Monthly           (814,124     (877,554     (63,430

CMBX.NA.BB.8

  CSI     USD       1,970,000     5.00%     10/17/57     Monthly           (518,097     (417,727     100,370  

CMBX.NA.BBB.6

  CSI     USD       3,220,000     3.00%     05/11/63     Monthly           (450,307     (401,094     49,213  

CMBX.NA.BBB.6

  CSI     USD       2,700,000     3.00%     05/11/63     Monthly           (367,564     (336,321     31,243  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

        $     $ (2,385,020   $ (2,330,532   $ 54,488  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

        $ 87,699     $ (2,385,020   $ (2,338,776   $ (41,455
             

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Buy protection:

 

American Axle & Manufacturing Holdings, Inc.

  JPM     USD       7,440,000     (5.00%)     06/20/23     Quarterly   $     $ (671,259   $ (787,643   $     (116,384

Arconic, Inc.

  GSC     USD       8,380,000     (1.00%)     06/20/23     Quarterly     160,639             256,147       95,508  

Cox Communications, Inc.

  BCLY     USD       4,050,000     (1.00%)     06/20/23     Quarterly           (49,483     (70,138     (20,655

Danone S.A.

  BCLY     EUR       5,275,000     (1.00%)     12/20/22     Quarterly           (161,120     (162,043     (923

Dell, Inc

  JPM     USD       7,230,000     (1.00%)     06/20/23     Quarterly         473,103             468,138       (4,965

General Electric Co.

  CBK     USD       3,660,000     (1.00%)     06/20/25     Quarterly     33,749             16,459       (17,290

IIneos Group Holdings S.A.

  GSC     EUR       5,820,000     (5.00%)     06/20/23     Quarterly               (1,037,268         (1,071,586     (34,318

International Business Machines Corp.

  BOA     USD       3,980,000     (1.00%)     06/20/23     Quarterly           (129,484     (135,271     (5,787

Kohl’s Corp.

  MSC     USD       1,850,000     (1.00%)     06/20/23     Quarterly     27,963             25,468       (2,495

Kohl’s Corp.

  JPM     USD       8,260,000     (1.00%)     06/20/23     Quarterly     132,339             112,794       (19,545

Koninklijke KPN N.V.

  CSI     EUR       2,350,000     (1.00%)     06/20/22     Quarterly           (13,828     (61,591     (47,763

Macy’s, Inc.

  CBK     USD       8,580,000     (1.00%)     06/20/23     Quarterly     382,174             387,820       5,646  

MDC Holdings, Inc.

  JPM     USD       3,075,000     (1.00%)     03/20/20     Quarterly     41,104             (42,519     (83,623

Omnicom Group

  GSC     USD       8,030,000     (1.00%)     06/20/23     Quarterly           (151,845     (171,823     (19,978

Target Corp.

  JPM     USD       8,000,000     (1.00%)     06/20/23     Quarterly           (209,277     (218,336     (9,059

Tesco plc

  CSFB     EUR       3,265,000     (1.00%)     12/20/22     Quarterly           (7,231     (33,018     (25,787

Tesco plc

  BCLY     EUR       4,195,000     (1.00%)     12/20/22     Quarterly           (9,260     (42,423     (33,163

Tesco plc

  CSFB     EUR       8,165,000     (1.00%)     12/20/22     Quarterly           (15,533     (82,571     (67,038

 

The accompanying notes are an integral part of these financial statements.

 

 

  217  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2018 - (continued)  

Reference Entity

   Counter-
party
   Notional
Amount (a)
     (Pay)/Receive
Fixed Rate
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on single-name issues: - (continued)

 

Buy protection: - (continued)

 

 

Uniti Group, Inc.

   JPM      USD        3,040,000        (5.00%)        06/20/23        Quarterly      $ 209,122      $     $ 254,834     $ 45,712  

Verizon Communications, Inc.

   CBK      USD        4,040,000        (1.00%)        06/20/23        Quarterly               (70,575     (73,394     (2,819

Vodafone Group plc

   CSI      EUR        3,885,000        (1.00%)        06/20/22        Quarterly               (22,900     (101,822     (78,922

Vodafone Group plc

   BNP      EUR        4,115,000        (1.00%)        06/20/22        Quarterly               (24,255     (107,850     (83,595

Wester Union Co.

   GSC      USD        8,290,000        (1.00%)        06/20/23        Quarterly        151,713              56,210       (95,503

Wind Tre S.p.A.

   BOA      EUR        1,455,000        (5.00%)        06/20/23        Quarterly               (11,178     (21,428     (10,250

Windstream Corp.

   BCLY      USD        1,680,000        (5.00%)        06/20/23        Quarterly        691,230              694,820       3,590  
                    

 

 

    

 

 

   

 

 

   

 

 

 

Total

                  $     2,303,136      $     (2,584,496   $     (910,766   $     629,406
                    

 

 

    

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Sell protection:

 

Advanced Micro Devices

   GSC      USD        5,510,000        5.00%        06/20/23        Quarterly      $ 695,102      $     $ 806,609     $ 111,507  

CalAtlantic Group, Inc.

   JPM      USD        4,230,000        5.00%        12/20/22        Quarterly        675,052              735,308       60,256  

Liberty Interactive LLC

   GSC      USD        1,425,000        5.00%        03/20/20        Quarterly        62,477              126,299       63,822  

Liberty Interactive LLC

   BCLY      USD        850,000        5.00%        03/20/20        Quarterly        32,104              75,336       43,232  
                    

 

 

    

 

 

   

 

 

   

 

 

 

Total

                  $ 1,464,735      $     $ 1,743,552     $ 278,817  
                    

 

 

    

 

 

   

 

 

   

 

 

 

Total single-name issues

 

         $ 3,767,871      $ (2,584,496   $ 832,786     $ (350,589
                    

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC contracts

                  $ 3,855,570      $ (4,969,516   $     (1,505,990   $     (392,044
                    

 

 

    

 

 

   

 

 

   

 

 

 

 

(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 April 30, 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.30.V1

   USD      11,525,000        5.00     06/20/23        Quarterly      $ 687,472     $ 847,055     $ 159,583  

ITRAXX.EUR.29.V1

   EUR      48,825,000        (1.00 %)      06/20/23        Quarterly            (1,380,633         (1,418,916         (38,283
                

 

 

   

 

 

   

 

 

 

Total

 

        $ (693,161   $ (571,861   $ 121,300  
                

 

 

   

 

 

   

 

 

 

Total

 

        $ (693,161   $ (571,861   $ 121,300  
                

 

 

   

 

 

   

 

 

 

 

(a)  The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

 

OTC Interest Rate Swap Contracts Outstanding at April 30, 2018  

Counterparty

  Payments made
by Fund
 

Payments received
        by  Fund         

  Notional
Amount
    Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Value     Unrealized
Appreciation/
(Depreciation)
 

CBK

  3 Mo. SEK STIBOR  

0.38% Fixed

  SEK     149,845,000       03/20/22       Annual     $     $     $ (50,990   $ (50,990

DEUT

  3 Mo. NZD Bank Bill  

2.31% Fixed

  NZD     26,605,000       03/20/22       Semi-Annual                   (201,129     (201,129

GSC

  3 Mo. KRW KSDA  

2.23% Fixed

  KRW     46,792,375,000       09/19/23       Quarterly       9,635             (112,338     (121,973

GSC

  3 Mo. KRW KSDA  

2.42% Fixed

  KRW         24,981,950,000       06/20/28       Quarterly       34,218             129,128       94,910  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

        $     43,853     $     —     $     (235,329   $     (279,182
       

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  218  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 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)
 

1 Mo. MXN TIIE

   8.17% Fixed      MXN        252,985,000        06/07/28        Monthly      $ 50,329      $     $ 368,667     $ 318,338  

2.46% Fixed

   3 Mo. CAD CDOR      CAD        18,935,000        09/19/23        Semi-Annual               (2,823     88,631       91,454  

2.61% Fixed

   3 Mo. CAD CDOR      CAD        8,910,000        09/19/28        Semi-Annual               (11,469     64,517       75,986  

3 Mo. CAD CDOR

   1.83% Fixed      CAD        24,589,000        09/18/22        Semi-Annual                     452,906       452,906  

3 Mo. CAD CDOR

   2.21% Fixed      CAD        19,060,000        09/21/27        Semi-Annual                     378,726       378,726  

1.42% Fixed

   3 Mo. SEK STIBOR      SEK        72,030,000        09/19/28        Annual                     (56,206     (56,206

3 Mo. SEK STIBOR

   0.81% Fixed      SEK        228,460,000        09/19/23        Quarterly               (45,513     174,516       220,029  

3 Mo. SEK STIBOR

   1.51% Fixed      SEK        52,545,000        09/19/28        Quarterly               (9,571     90,751       100,322  

2.86% Fixed

   3 Mo. USD LIBOR      USD        14,800,000        09/19/23        Semi-Annual               (8,951     60,434       69,385  

2.95% Fixed

   3 Mo. USD LIBOR      USD        7,020,000        09/19/28        Semi-Annual               (19,915     26,834       46,749  

3 Mo. USD LIBOR

   2.42% Fixed      USD        19,099,000        09/18/22        Semi-Annual                     313,474       313,474  

3 Mo. USD LIBOR

   2.64% Fixed      USD        13,600,000        03/16/27        Semi-Annual                     215,927       215,927  

3 Mo. USD LIBOR

   2.43% Fixed      USD        41,160,000        02/15/46        Semi-Annual        2,093,804              4,511,108       2,417,304  

3 Mo. ZAR JIBAR

   6.90% Fixed      ZAR        2,515,685,000        03/20/20        Quarterly        187,009              (80,038     (267,047

7.55% Fixed

   3 Mo. ZAR JIBAR      ZAR        153,485,000        06/20/28        Quarterly        28,082              177,044       148,962  

3 Mo.NZD Bank Bill

   2.90% Fixed      NZD        467,120,000        12/18/21        Semi-Annual        413,246              597,662       184,416  

3 Mo.NZD Bank Bill

   2.75% Fixed      NZD        142,960,000        12/18/21        Quarterly               (26,278     (100,510     (74,232

3 Mo.NZD Bank Bill

   2.88% Fixed      NZD        40,640,000        09/19/23        Quarterly                     73,670       73,670  

3 Mo.NZD Bank Bill

   3.31% Fixed      NZD        9,720,000        09/19/28        Quarterly        5,934              24,641       18,707  

2.76% Fixed

   6 Mo. AUD BBSW      AUD        18,695,000        09/19/23        Semi-Annual        1,814              (60,286     (62,100

0.63% Fixed

   6 Mo. EUR EURIBOR      EUR        135,835,000        06/20/23        Annual               (441,317     (1,645,166     (1,203,849

1.14% Fixed

   6 Mo. EUR EURIBOR      EUR        20,570,000        09/19/28        Annual               (126,169     (116,095     10,074  

6 Mo. EUR EURIBOR

   1.09% Fixed      GBP        287,260,000        06/19/20        Maturity               (49,668     395,865       445,533  

6 Mo. EUR EURIBOR

   0.62% Fixed      EUR        16,558,000        09/18/22        Annual                     54,999       54,999  

6 Mo. EUR EURIBOR

   0.42% Fixed      EUR        71,525,000        02/15/23        Semi-Annual        28,136              196,701       168,565  

6 Mo. EUR EURIBOR

   0.62% Fixed      EUR        22,555,000        09/19/23        Semi-Annual        2,728              154,702       151,974  

6 Mo. EUR EURIBOR

   0.87% Fixed      EUR        78,695,000        02/15/27        Semi-Annual        16,015              (230,000     (246,015

6 Mo. EUR EURIBOR

   1.63% Fixed      EUR        67,350,000        06/21/28        Semi-Annual               (123,408     (123,408     0  

6 Mo. EUR EURIBOR

   1.19% Fixed      EUR        5,135,000        09/19/28        Semi-Annual        619              59,122       58,503  

6 Mo. EUR EURIBOR

   1.71% Fixed      EUR        27,090,000        06/20/48        Semi-Annual        466,347              1,301,339       834,992  

1.48% Fixed

   6 Mo. GBP LIBOR      GBP        10,230,000        09/19/23        Semi-Annual               (1,350     (42,344     (40,994

1.65% Fixed

   6 Mo. GBP LIBOR      GBP        6,470,000        09/19/28        Semi-Annual        7,287              (38,406     (45,693

1.68% Fixed

   6 Mo. GBP LIBOR      GBP        4,725,000        09/19/28        Semi-Annual               (3,271     (46,401     (43,130

6 Mo. GBP LIBOR

   1.28% Fixed      GBP        14,450,000        03/20/22        Semi-Annual                     59,729       59,729  

6 Mo. GBP LIBOR

   1.56% Fixed      GBP        10,760,000        03/15/28        Semi-Annual                     147,687       147,687  

6 Mo. GBP LIBOR

   1.57% Fixed      GBP        24,245,000        07/22/47        Semi-Annual        106,157              524,581       418,424  

0.34% Fixed

   6 Mo. JPY LIBOR      JPY        656,795,000        09/19/28        Semi-Annual        4,917              2,592       (2,325

6 Mo. JPY LIBOR

   0.00% Fixed      JPY        1,823,130,000        03/20/22        Semi-Annual                     132,112       132,112  

2.70% Fixed

   6 Mo. NOK NIBOR      NOK        125,440,000        09/20/28        Annual                     (12,381     (12,381

6 Mo. NOK NIBOR

   1.80% Fixed      NOK        166,100,000        09/18/22        Annual                     (145,322     (145,322

6 Mo. NOK NIBOR

   2.13% Fixed      NOK        228,645,000        09/19/23        Semi-Annual               (11,928     184,294       196,222  

6 Mo. NOK NIBOR

   2.36% Fixed      NOK        54,105,000        09/19/28        Semi-Annual               (43,058     23,790       66,848  

6 Mo. NOK NIBOR

   2.36% Fixed      NOK        361,605,000        09/19/28        Semi-Annual        144,214              179,609       35,395  
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total

 

         $     3,556,638      $     (924,689   $     8,340,067     $     5,708,118  
                 

 

 

    

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

2,127,000

 

AUD

  1,616,403  

USD

  BCLY   05/02/18   $    —   $    (15,085)

2,127,000

 

AUD

  1,618,341  

USD

  BCLY   05/02/18     (17,023)

1,600,000

 

AUD

  1,231,163  

USD

  JPM   05/02/18     (26,599)

1,320,000

 

AUD

  1,023,325  

USD

  GSC   05/02/18     (29,559)

2,703,000

 

AUD

  2,069,520  

USD

  JPM   05/02/18     (34,558)

2,127,000

 

AUD

  1,639,275  

USD

  HSBC   05/02/18     (37,957)

2,580,000

 

AUD

  1,982,242  

USD

  JPM   05/02/18     (39,882)

1,840,000

 

AUD

  1,425,139  

USD

  DEUT   05/02/18     (39,890)

2,655,000

 

AUD

  2,059,180  

USD

  BNP   05/02/18     (60,356)

97,044,000

 

AUD

  73,365,264  

USD

  BNP   05/02/18     (305,420)

97,043,000

 

AUD

  73,403,325  

USD

  DEUT   05/02/18     (344,234)

 

The accompanying notes are an integral part of these financial statements.

 

 

  219  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

97,044,000

 

AUD

  73,462,308  

USD

  GSC   05/02/18   $        —   $    (402,464)

26,314,000

 

AUD

  20,276,542  

USD

  DEUT   05/02/18     (465,974)

97,044,000

 

AUD

  73,617,578  

USD

  BOA   05/02/18     (557,734)

2,126,000

 

AUD

  1,617,386  

USD

  JPM   06/07/18     (16,688)

31,348,000

 

AUD

  23,731,220  

USD

  GSC   06/07/18     (128,822)

4,130,000

 

BRL

  1,186,407  

USD

  MSC   05/03/18     (7,874)

12,460,000

 

BRL

  3,579,328  

USD

  SCB   05/03/18     (23,755)

3,480,000

 

BRL

  1,020,528  

USD

  GSC   05/03/18     (27,478)

14,530,000

 

BRL

  4,173,968  

USD

  BCLY   05/03/18     (27,701)

2,765,000

 

BRL

  834,213  

USD

  GSC   05/03/18     (45,196)

12,465,000

 

BRL

  3,627,554  

USD

  JPM   05/03/18     (70,553)

40,830,000

 

BRL

  11,729,051  

USD

  SCB   05/03/18     (77,841)

53,290,000

 

BRL

  15,308,380  

USD

  SCB   05/03/18     (101,596)

12,410,000

 

BRL

  3,655,106  

USD

  DEUT   05/03/18     (113,801)

8,940,000

 

BRL

  2,686,363  

USD

  SCB   05/03/18     (135,253)

40,830,000

 

BRL

  11,932,665  

USD

  DEUT   05/03/18     (281,455)

40,830,000

 

BRL

  12,099,176  

USD

  SCB   05/03/18     (447,966)

10,645,000

 

BRL

  3,030,260  

USD

  DEUT   06/04/18     (1,960)

52,620,000

 

BRL

  15,139,614  

USD

  SCB   06/04/18     (170,224)

25,331,000

 

CAD

  19,719,439  

USD

  BMO   05/02/18   10,312   — 

1,300,000

 

CAD

  1,029,230  

USD

  CIBC   05/02/18     (16,689)

2,611,000

 

CAD

  2,068,681  

USD

  JPM   05/02/18     (35,031)

3,134,000

 

CAD

  2,476,944  

USD

  JPM   05/02/18     (35,941)

612,217,000

 

CAD

  476,990,261  

USD

  BMO   05/02/18     (148,076)

215,345,000

 

CAD

  167,939,140  

USD

  JPM   05/02/18     (211,716)

1,315,000

 

CAD

  1,023,012  

USD

  RBC   06/07/18   2,019   — 

229,297,000

 

CAD

  178,785,599  

USD

  BMO   06/07/18     (50,681)

1,963,000

 

CHF

  2,047,507  

USD

  JPM   05/02/18     (66,314)

1,963,000

 

CHF

  2,058,984  

USD

  JPM   05/02/18     (77,791)

5,929,000

 

CHF

  6,287,920  

USD

  MSC   05/02/18     (303,970)

9,855,000

 

CHF

  10,066,740  

USD

  MSC   06/07/18     (89,526)

609,200,000

 

CLP

  1,005,712  

USD

  MSC   05/02/18     (12,499)

1,113,900,000

 

CLP

  1,838,908  

USD

  UBS   05/02/18     (22,854)

1,723,100,000

 

CLP

  2,858,446  

USD

  CBK   05/02/18     (49,179)

102,111,000

 

CNH

  16,085,792  

USD

  BOA   06/20/18   37,252   — 

6,542,000

 

CNH

  1,029,507  

USD

  GSC   06/20/18   3,457   — 

16,759,000

 

CNH

  2,652,454  

USD

  CBK   06/20/18     (6,254)

7,848,000

 

CNH

  1,246,051  

USD

  CBK   06/20/18     (6,873)

11,825,000

 

CNH

  1,880,656  

USD

  GSC   06/20/18     (13,521)

11,824,000

 

CNH

  1,881,454  

USD

  GSC   06/20/18     (14,478)

7,770,100,000

 

COP

  2,762,211  

USD

  SCB   05/02/18   3,941   — 

7,770,100,000

 

COP

  2,768,826  

USD

  CBK   05/02/18     (2,673)

4,001,100,000

 

COP

  1,434,703  

USD

  BOA   06/07/18     (10,820)

25,260,000

 

CZK

  1,235,419  

USD

  CBK   05/02/18     (43,483)

25,260,000

 

CZK

  1,212,991  

USD

  MSC   06/07/18     (18,759)

24,700,000

 

DKK

  4,083,657  

USD

  CIBC   05/02/18     (79,657)

2,207,666,000

 

DKK

  361,912,459  

USD

  TDB   05/02/18     (4,038,196)

68,877,000

 

EUR

  83,148,314  

USD

  HSBC   05/02/18   39,134   — 

474,000

 

EUR

  583,888  

USD

  JPM   05/02/18     (11,406)

868,000

 

EUR

  1,066,877  

USD

  JPM   05/02/18     (18,534)

996,000

 

EUR

  1,223,193  

USD

  JPM   05/02/18     (20,255)

669,000

 

EUR

  828,401  

USD

  JPM   05/02/18     (20,404)

928,000

 

EUR

  1,144,737  

USD

  JPM   05/02/18     (23,928)

1,167,000

 

EUR

  1,433,856  

USD

  CBK   05/02/18     (24,391)

1,219,000

 

EUR

  1,497,379  

USD

  JPM   05/02/18     (25,110)

1,162,000

 

EUR

  1,438,026  

USD

  CBK   05/02/18     (34,599)

1,489,000

 

EUR

  1,837,914  

USD

  JPM   05/02/18     (39,548)

1,666,000

 

EUR

  2,054,476  

USD

  JPM   05/02/18     (42,334)

1,665,000

 

EUR

  2,056,963  

USD

  GSC   05/02/18     (46,029)

1,693,000

 

EUR

  2,091,955  

USD

  JPM   05/02/18     (47,204)

2,391,000

 

EUR

  2,938,494  

USD

  JPM   05/02/18     (50,720)

2,386,000

 

EUR

  2,946,269  

USD

  JPM   05/02/18     (64,534)

2,315,000

 

EUR

  2,864,060  

USD

  HSBC   05/02/18     (68,077)

2,647,000

 

EUR

  3,267,248  

USD

  JPM   05/02/18     (70,285)

 

The accompanying notes are an integral part of these financial statements.

 

 

  220  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

3,386,000

 

EUR

  4,160,040  

USD

  JPM   05/02/18   $        —   $        (70,537)

2,315,000

 

EUR

  2,873,841  

USD

  TDB   05/02/18     (77,858)

3,314,000

 

EUR

  4,083,269  

USD

  JPM   05/02/18     (80,725)

3,316,000

 

EUR

  4,088,751  

USD

  JPM   05/02/18     (83,791)

3,316,000

 

EUR

  4,089,682  

USD

  JPM   05/02/18     (84,723)

3,314,000

 

EUR

  4,087,295  

USD

  JPM   05/02/18     (84,752)

3,314,000

 

EUR

  4,087,577  

USD

  JPM   05/02/18     (85,033)

3,314,000

 

EUR

  4,089,334  

USD

  JPM   05/02/18     (86,790)

3,316,000

 

EUR

  4,095,568  

USD

  JPM   05/02/18     (90,609)

3,314,000

 

EUR

  4,093,907  

USD

  JPM   05/02/18     (91,363)

3,314,000

 

EUR

  4,097,019  

USD

  JPM   05/02/18     (94,475)

4,495,000

 

EUR

  5,544,268  

USD

  HSBC   05/02/18     (115,350)

4,954,000

 

EUR

  6,113,345  

USD

  GSC   05/02/18     (130,061)

6,632,000

 

EUR

  8,141,987  

USD

  JPM   05/02/18     (132,068)

6,632,000

 

EUR

  8,161,910  

USD

  JPM   05/02/18     (151,991)

4,495,000

 

EUR

  5,595,960  

USD

  MSC   05/02/18     (167,042)

6,632,000

 

EUR

  8,187,058  

USD

  JPM   05/02/18     (177,140)

5,977,000

 

EUR

  7,398,247  

USD

  JPM   05/02/18     (179,417)

6,628,000

 

EUR

  8,188,722  

USD

  JPM   05/02/18     (183,634)

6,628,000

 

EUR

  8,192,195  

USD

  CBK   05/02/18     (187,107)

6,632,000

 

EUR

  8,205,880  

USD

  JPM   05/02/18     (195,961)

6,632,000

 

EUR

  8,217,559  

USD

  JPM   05/02/18     (207,640)

10,004,000

 

EUR

  12,295,586  

USD

  CBK   05/02/18     (213,073)

10,004,000

 

EUR

  12,302,589  

USD

  CBK   05/02/18     (220,076)

17,857,000

 

EUR

  21,814,111  

USD

  CBK   05/02/18     (246,995)

9,943,000

 

EUR

  12,278,014  

USD

  JPM   05/02/18     (269,175)

9,943,000

 

EUR

  12,287,947  

USD

  JPM   05/02/18     (279,108)

13,263,000

 

EUR

  16,404,010  

USD

  JPM   05/02/18     (385,381)

17,376,000

 

EUR

  21,504,346  

USD

  JPM   05/02/18     (518,167)

84,181,000

 

EUR

  102,473,531  

USD

  BOA   05/02/18     (802,398)

84,181,000

 

EUR

  102,792,325  

USD

  TDB   05/02/18     (1,121,192)

130,578,000

 

EUR

  159,645,969  

USD

  MSC   05/02/18     (1,938,015)

10,708,000

 

EUR

  12,959,892  

USD

  HSBC   06/07/18   8,071   — 

13,280,000

 

EUR

  16,076,702  

USD

  HSBC   06/07/18   6,091   — 

836,000

 

EUR

  1,022,120  

USD

  GSC   06/07/18     (9,679)

6,640,000

 

EUR

  8,051,212  

USD

  HSBC   06/07/18     (9,816)

1,660,000

 

EUR

  2,027,230  

USD

  JPM   06/07/18     (16,881)

2,777,000

 

EUR

  3,401,025  

USD

  CBK   06/07/18     (37,929)

2,401,000

 

EUR

  2,947,871  

USD

  JPM   06/07/18     (40,131)

9,605,000

 

EUR

  11,714,988  

USD

  JPM   06/07/18     (82,817)

8,338,000

 

EUR

  10,215,201  

USD

  JPM   06/07/18     (117,435)

13,089,000

 

EUR

  15,974,077  

USD

  BOA   06/07/18     (122,596)

11,673,000

 

EUR

  14,296,725  

USD

  JPM   06/07/18     (160,095)

13,089,000

 

EUR

  16,023,554  

USD

  TDB   06/07/18     (172,072)

1,156,000

 

GBP

  1,616,236  

USD

  JPM   05/02/18     (24,633)

1,493,000

 

GBP

  2,090,310  

USD

  JPM   05/02/18     (34,719)

1,493,000

 

GBP

  2,095,717  

USD

  JPM   05/02/18     (40,125)

1,493,000

 

GBP

  2,097,356  

USD

  JPM   05/02/18     (41,765)

1,793,000

 

GBP

  2,517,716  

USD

  JPM   05/02/18     (49,079)

1,195,000

 

GBP

  1,700,361  

USD

  JPM   05/02/18     (55,062)

5,786,000

 

GBP

  8,207,360  

USD

  HSBC   05/02/18     (241,083)

5,732,000

 

GBP

  8,186,013  

USD

  HSBC   05/02/18     (294,084)

5,786,000

 

GBP

  8,294,821  

USD

  GSC   05/02/18     (328,544)

7,263,000

 

GBP

  10,356,929  

USD

  RBC   05/02/18     (357,090)

15,045,000

 

GBP

  21,130,672  

USD

  JPM   05/02/18     (416,425)

30,108,000

 

GBP

  42,339,375  

USD

  HSBC   05/02/18     (886,098)

45,153,000

 

GBP

  63,421,813  

USD

  JPM   05/02/18     (1,254,290)

225,145,000

 

GBP

  314,572,594  

USD

  BOA   05/02/18     (4,588,604)

1,156,000

 

GBP

  1,588,166  

USD

  CBK   06/07/18   6,192   — 

1,727,000

 

GBP

  2,379,695  

USD

  JPM   06/07/18   2,188   — 

2,878,000

 

GBP

  3,970,520  

USD

  JPM   06/07/18     (1,175)

1,151,000

 

GBP

  1,590,300  

USD

  JPM   06/07/18     (2,837)

1,156,000

 

GBP

  1,608,325  

USD

  CBK   06/07/18     (13,967)

5,841,000

 

GBP

  8,151,174  

USD

  BOA   06/07/18     (95,251)

 

The accompanying notes are an integral part of these financial statements.

 

 

  221  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

5,841,000

 

GBP

  8,153,160  

USD

  BCLY   06/07/18   $        —   $        (97,237)

5,841,000

 

GBP

  8,155,496  

USD

  JPM   06/07/18     (99,573)

5,841,000

 

GBP

  8,155,590  

USD

  JPM   06/07/18     (99,666)

5,841,000

 

GBP

  8,160,286  

USD

  BCLY   06/07/18     (104,363)

5,787,000

 

GBP

  8,086,412  

USD

  HSBC   06/07/18     (104,966)

9,929,000

 

GBP

  13,876,214  

USD

  BCLY   06/07/18     (182,110)

17,522,000

 

GBP

  24,478,935  

USD

  BCLY   06/07/18     (312,544)

19,274,000

 

GBP

  26,920,160  

USD

  BCLY   06/07/18     (337,406)

105,600,000

 

HUF

  421,656  

USD

  BCLY   05/02/18     (15,126)

678,800,000

 

HUF

  2,645,420  

USD

  CBK   05/02/18     (32,230)

258,700,000

 

HUF

  1,029,365  

USD

  GSC   05/02/18     (33,442)

312,100,000

 

HUF

  1,235,697  

USD

  CBK   05/02/18     (34,199)

565,200,000

 

HUF

  2,237,335  

USD

  CBK   05/02/18     (61,473)

47,418,000,000

 

IDR

  3,402,799  

USD

  DEUT   05/02/18   4,838   — 

3,610,000

 

ILS

  1,026,122  

USD

  HSBC   05/02/18     (22,930)

11,520,000

 

ILS

  3,265,954  

USD

  HSBC   05/02/18     (64,632)

7,180,000

 

ILS

  2,062,685  

USD

  HSBC   05/02/18     (67,416)

4,855,000

 

ILS

  1,359,668  

USD

  CBK   06/07/18     (7,565)

4,340,000

 

ILS

  1,229,357  

USD

  HSBC   06/07/18     (20,680)

108,230,000

 

INR

  1,619,485  

USD

  BCLY   05/02/18   1,834   — 

67,328,000

 

INR

  1,007,453  

USD

  MSC   05/02/18   1,141   — 

35,116,000

 

INR

  525,453  

USD

  DEUT   05/02/18   595   — 

94,530,000

 

INR

  1,451,851  

USD

  SCB   05/02/18     (35,762)

106,190,000

 

INR

  1,633,064  

USD

  CBK   05/02/18     (42,305)

199,032,000

 

INR

  3,060,148  

USD

  MSC   05/02/18     (78,586)

200,470,000

 

INR

  3,083,585  

USD

  SCB   05/02/18     (80,482)

232,204,000

 

INR

  3,566,608  

USD

  SCB   05/02/18     (88,120)

232,204,000

 

INR

  3,569,075  

USD

  DEUT   05/02/18     (90,586)

422,720,000

 

INR

  6,325,776  

USD

  SCB   06/07/18     (18,327)

133,700,000

 

JPY

  1,259,421  

USD

  CBK   05/02/18     (36,251)

218,300,000

 

JPY

  2,036,118  

USD

  JPM   05/02/18     (38,975)

219,340,000

 

JPY

  2,050,002  

USD

  HSBC   05/02/18     (43,345)

220,975,000

 

JPY

  2,065,563  

USD

  JPM   05/02/18     (43,948)

218,827,000

 

JPY

  2,046,721  

USD

  BCLY   05/02/18     (44,756)

218,300,000

 

JPY

  2,055,894  

USD

  JPM   05/02/18     (58,751)

218,300,000

 

JPY

  2,080,264  

USD

  JPM   05/02/18     (83,121)

220,975,000

 

JPY

  2,105,316  

USD

  JPM   05/02/18     (83,700)

4,425,125,000

 

JPY

  41,256,522  

USD

  JPM   05/02/18     (772,749)

4,425,125,000

 

JPY

  41,535,259  

USD

  JPM   05/02/18     (1,051,487)

45,533,750,000

 

JPY

  430,935,355  

USD

  SSG   05/02/18     (14,364,531)

876,660,000

 

JPY

  8,040,938  

USD

  JPM   06/07/18     (1,005)

356,300,000

 

JPY

  3,271,749  

USD

  BCLY   06/07/18     (4,088)

876,660,000

 

JPY

  8,044,656  

USD

  JPM   06/07/18     (4,724)

445,450,000

 

JPY

  4,093,690  

USD

  JPM   06/07/18     (8,426)

89,774,817,000

 

KRW

  83,295,277  

USD

  BCLY   05/02/18   762,078   — 

44,887,408,000

 

KRW

  41,449,197  

USD

  UBS   05/02/18   579,480   — 

44,887,408,000

 

KRW

  41,466,428  

USD

  SCB   05/02/18   562,250   — 

51,338,969,000

 

KRW

  47,703,930  

USD

  BOA   05/02/18   365,430   — 

42,004,611,000

 

KRW

  39,030,488  

USD

  CBK   05/02/18   298,988   — 

2,540,880,000

 

KRW

  2,360,974  

USD

  CSFB   05/02/18   18,086   — 

2,130,599,000

 

KRW

  1,979,743  

USD

  SCB   05/02/18   15,166   — 

1,175,940,000

 

KRW

  1,102,399  

USD

  GSC   05/02/18     (1,351)

3,299,230,000

 

KRW

  3,048,210  

USD

  HSBC   06/07/18   43,905   — 

834,579,000

 

MXN

  44,171,642  

USD

  BCLY   05/02/18   439,558   — 

4,265,000

 

MXN

  232,643  

USD

  SSG   05/02/18     (4,664)

28,868,000

 

MXN

  1,575,377  

USD

  CBK   05/02/18     (32,281)

33,680,000

 

MXN

  1,833,369  

USD

  BNP   05/02/18     (33,053)

23,120,000

 

MXN

  1,201,937  

USD

  BNP   06/07/18   26,801   — 

38,540,000

 

MXN

  2,029,107  

USD

  CBK   06/07/18   19,144   — 

5,122,000

 

NOK

  649,067  

USD

  BCLY   05/02/18     (10,548)

3,837,000

 

NOK

  489,000  

USD

  BCLY   05/02/18     (10,672)

15,990,000

 

NOK

  2,007,386  

USD

  BCLY   05/02/18     (14,042)

7,031,000

 

NOK

  892,610  

USD

  BCLY   05/02/18     (16,112)

9,635,000

 

NOK

  1,224,316  

USD

  JPM   05/02/18     (23,199)

 

The accompanying notes are an integral part of these financial statements.

 

 

  222  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

9,590,000

 

NOK

  1,233,952  

USD

  JPM   05/02/18   $        —   $        (38,445)

16,038,000

 

NOK

  2,038,759  

USD

  BCLY   05/02/18     (39,431)

12,846,000

 

NOK

  1,643,146  

USD

  JPM   05/02/18     (41,739)

12,797,000

 

NOK

  1,638,532  

USD

  JPM   05/02/18     (43,233)

12,797,000

 

NOK

  1,645,184  

USD

  JPM   05/02/18     (49,885)

15,996,000

 

NOK

  2,044,802  

USD

  JPM   05/02/18     (50,710)

15,996,000

 

NOK

  2,049,621  

USD

  JPM   05/02/18     (55,530)

15,990,000

 

NOK

  2,050,126  

USD

  GSC   05/02/18     (56,782)

32,115,000

 

NOK

  4,108,943  

USD

  JPM   05/02/18     (105,426)

41,082,000

 

NOK

  5,353,331  

USD

  MSC   05/02/18     (231,971)

3,345,525,000

 

NOK

  419,764,743  

USD

  MSC   05/02/18     (2,705,243)

15,990,000

 

NOK

  2,001,017  

USD

  MSC   06/07/18     (5,163)

12,797,000

 

NOK

  1,607,183  

USD

  JPM   06/07/18     (9,876)

12,925,000

 

NOK

  1,623,597  

USD

  JPM   06/07/18     (10,312)

12,920,000

 

NOK

  1,623,881  

USD

  JPM   06/07/18     (11,221)

31,971,000

 

NOK

  4,002,134  

USD

  JPM   06/07/18     (11,548)

12,925,000

 

NOK

  1,627,096  

USD

  JPM   06/07/18     (13,811)

12,797,000

 

NOK

  1,614,841  

USD

  JPM   06/07/18     (17,533)

19,388,000

 

NOK

  2,438,742  

USD

  JPM   06/07/18     (18,753)

15,985,000

 

NOK

  2,027,925  

USD

  GSC   06/07/18     (32,694)

95,643,000

 

NOK

  12,014,358  

USD

  MSC   06/07/18     (76,302)

723,981,000

 

NOK

  91,746,918  

USD

  MSC   06/07/18     (1,380,388)

1,405,000

 

NZD

  1,024,991  

USD

  HSBC   05/02/18     (36,445)

2,224,000

 

NZD

  1,602,792  

USD

  CBK   05/02/18     (38,005)

2,375,000

 

NZD

  1,711,970  

USD

  MSC   05/02/18     (40,940)

2,812,000

 

NZD

  2,028,864  

USD

  HSBC   05/02/18     (50,364)

1,665,000

 

NZD

  1,225,756  

USD

  SSG   05/02/18     (54,277)

2,233,000

 

NZD

  1,628,120  

USD

  JPM   05/02/18     (57,001)

2,235,000

 

NZD

  1,631,499  

USD

  DEUT   05/02/18     (58,972)

2,881,000

 

NZD

  2,087,158  

USD

  JPM   05/02/18     (60,111)

2,250,000

 

NZD

  1,652,414  

USD

  BCLY   05/02/18     (69,333)

3,350,000

 

NZD

  2,438,298  

USD

  JPM   05/02/18     (81,266)

2,812,000

 

NZD

  2,063,122  

USD

  HSBC   05/02/18     (84,623)

3,374,000

 

NZD

  2,467,433  

USD

  BCLY   05/02/18     (93,516)

5,300,000

 

NZD

  3,887,126  

USD

  JPM   05/02/18     (158,091)

8,630,000

 

NZD

  6,271,706  

USD

  MSC   05/02/18     (199,711)

290,507,000

 

NZD

  205,156,043  

USD

  BCLY   05/02/18     (757,797)

2,224,000

 

NZD

  1,569,232  

USD

  CBK   06/07/18     (4,621)

2,252,000

 

NZD

  1,590,286  

USD

  JPM   06/07/18     (5,976)

2,252,000

 

NZD

  1,591,110  

USD

  JPM   06/07/18     (6,800)

2,224,000

 

NZD

  1,590,320  

USD

  JPM   06/07/18     (25,709)

15,005,000

 

NZD

  10,594,835  

USD

  BCLY   06/07/18     (38,632)

10,115,000

 

PEN

  3,122,106  

USD

  CBK   05/02/18     (12,874)

10,115,000

 

PEN

  3,144,234  

USD

  BOA   05/02/18     (35,001)

16,787,000

 

PEN

  5,212,383  

USD

  CBK   05/02/18     (52,255)

26,902,000

 

PEN

  8,302,318  

USD

  CBK   06/07/18     (41,838)

41,459,000

 

PLN

  12,218,188  

USD

  CBK   05/02/18     (405,839)

41,459,000

 

PLN

  12,343,841  

USD

  CBK   05/02/18     (531,492)

41,459,000

 

PLN

  12,346,558  

USD

  BCLY   05/02/18     (534,209)

505,119,000

 

PLN

  149,531,972  

USD

  JPM   05/02/18     (5,615,283)

545,285,000

 

PLN

  157,978,068  

USD

  DEUT   06/07/18     (2,544,529)

353,101,000

 

RUB

  5,528,216  

USD

  GSC   05/03/18   76,997   — 

32,664,000

 

RUB

  523,378  

USD

  BCLY   05/03/18     (4,861)

50,670,000

 

RUB

  812,801  

USD

  GSC   05/03/18     (8,453)

108,210,000

 

RUB

  1,726,909  

USD

  BOA   05/03/18     (9,156)

109,010,000

 

RUB

  1,739,676  

USD

  MSC   05/03/18     (9,224)

277,760,000

 

RUB

  4,432,734  

USD

  DEUT   05/03/18     (23,503)

385,765,000

 

RUB

  6,156,371  

USD

  CBK   05/03/18     (32,642)

164,380,000

 

RUB

  2,668,506  

USD

  CBK   05/03/18     (59,097)

82,710,000

 

RUB

  1,431,216  

USD

  CBK   05/03/18     (118,257)

108,210,000

 

RUB

  1,885,188  

USD

  BCLY   05/03/18     (167,436)

606,312,000

 

RUB

  9,812,462  

USD

  CBK   05/03/18     (187,714)

416,220,000

 

RUB

  7,253,747  

USD

  GSC   05/03/18     (646,567)

43,758,000

 

RUB

  705,490  

USD

  HSBC   06/07/18     (13,862)

 

The accompanying notes are an integral part of these financial statements.

 

 

  223  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

43,758,000

 

RUB

  705,660  

USD

  HSBC   06/07/18   $        —   $        (14,032)

72,930,000

 

RUB

  1,170,626  

USD

  CBK   06/07/18     (17,913)

72,930,000

 

RUB

  1,171,755  

USD

  CBK   06/07/18     (19,041)

58,344,000

 

RUB

  941,792  

USD

  HSBC   06/07/18     (19,621)

276,610,000

 

RUB

  4,420,102  

USD

  CBK   06/07/18     (48,074)

36,100,000

 

SEK

  4,217,290  

USD

  MSC   05/02/18     (94,016)

15,360,000

 

SEK

  1,880,620  

USD

  GSC   05/02/18     (126,229)

2,648,607,000

 

SEK

  324,077,820  

USD

  MSC   05/02/18     (21,558,919)

20,531,000

 

SEK

  2,350,133  

USD

  CBK   06/07/18   1,304   — 

2,623,000

 

SEK

  299,847  

USD

  JPM   06/07/18   568   — 

10,427,000

 

SEK

  1,198,885  

USD

  JPM   06/07/18     (4,670)

20,531,000

 

SEK

  2,356,337  

USD

  CBK   06/07/18     (4,900)

10,427,000

 

SEK

  1,203,838  

USD

  JPM   06/07/18     (9,623)

13,903,000

 

SEK

  1,621,222  

USD

  BCLY   06/07/18     (28,896)

13,903,000

 

SEK

  1,621,974  

USD

  BCLY   06/07/18     (29,649)

1,139,140,000

 

SEK

  133,424,302  

USD

  MSC   06/07/18     (2,957,391)

94,706,000

 

SGD

  71,395,401  

USD

  JPM   05/02/18   29,692   — 

94,706,000

 

SGD

  71,400,784  

USD

  JPM   05/02/18   24,309   — 

1,075,000

 

SGD

  821,263  

USD

  CBK   05/02/18     (10,522)

1,915,000

 

SGD

  1,458,935  

USD

  CBK   05/02/18     (14,686)

2,185,000

 

SGD

  1,670,502  

USD

  CBK   05/02/18     (22,625)

3,485,000

 

SGD

  2,662,114  

USD

  CBK   05/02/18     (33,807)

3,840,000

 

SGD

  2,936,184  

USD

  CBK   05/02/18     (40,144)

3,841,000

 

SGD

  2,938,341  

USD

  CBK   05/02/18     (41,547)

7,213,000

 

SGD

  5,441,515  

USD

  JPM   06/07/18   2,487   — 

7,213,000

 

SGD

  5,442,131  

USD

  JPM   06/07/18   1,872   — 

425,220,000

 

THB

  13,666,077  

USD

  JPM   05/02/18     (192,266)

360,860,000

 

THB

  11,474,086  

USD

  JPM   06/07/18     (27,797)

4,155,000

 

TRY

  998,246  

USD

  MSC   05/02/18   24,010   — 

13,907,000

 

TRY

  3,400,481  

USD

  CBK   05/02/18   21,064   — 

3,026,000

 

TRY

  725,338  

USD

  CBK   05/02/18   19,151   — 

4,200,000

 

TRY

  1,021,289  

USD

  NOM   05/02/18   12,039   — 

50,007,000

 

TRY

  12,318,209  

USD

  DEUT   05/02/18     (14,963)

50,007,000

 

TRY

  12,319,119  

USD

  GSC   05/02/18     (15,873)

24,452,000

 

TRY

  6,033,672  

USD

  HSBC   05/02/18     (17,735)

6,625,000

 

TRY

  1,649,241  

USD

  HSBC   05/02/18     (19,289)

74,995,000

 

TRY

  18,471,447  

USD

  HSBC   05/02/18     (20,392)

24,452,000

 

TRY

  6,047,712  

USD

  HSBC   05/02/18     (31,775)

24,452,000

 

TRY

  6,050,003  

USD

  HSBC   05/02/18     (34,066)

24,452,000

 

TRY

  6,053,146  

USD

  JPM   05/02/18     (37,209)

24,452,000

 

TRY

  6,053,374  

USD

  GSC   05/02/18     (37,437)

24,452,000

 

TRY

  6,063,472  

USD

  JPM   05/02/18     (47,535)

25,590,000

 

TRY

  6,369,712  

USD

  HSBC   05/02/18     (73,792)

48,934,000

 

TRY

  12,166,312  

USD

  JPM   05/02/18         (127,056)

24,784,000

 

TRY

  6,022,979  

USD

  JPM   06/07/18   4,790   — 

6,695,000

 

TRY

  1,627,133  

USD

  BCLY   06/07/18   1,173   — 

3,024,000

 

TRY

  738,407  

USD

  JPM   06/07/18     (2,934)

24,784,000

 

TRY

  6,035,986  

USD

  JPM   06/07/18     (8,217)

5,451,000

 

TRY

  1,334,410  

USD

  BCLY   06/07/18     (8,661)

10,004,000

 

TRY

  2,443,716  

USD

  JPM   06/07/18     (10,621)

107,160,000

 

TWD

  3,609,904  

USD

  BOA   05/02/18   12,525   — 

107,160,000

 

TWD

  3,609,904  

USD

  SCB   05/02/18   12,525   — 

101,695,000

 

TWD

  3,425,804  

USD

  UBS   05/02/18   11,887   — 

101,695,000

 

TWD

  3,425,804  

USD

  DEUT   05/02/18   11,887   — 

417,710,000

 

TWD

  14,111,824  

USD

  CBK   05/02/18   8,416   — 

42,350,000

 

TWD

  1,425,254  

USD

  SCB   06/07/18   9,811   — 

73,448,406

 

USD

  95,270,000  

AUD

  GSC   05/02/18   1,724,123   — 

73,411,346

 

USD

  95,270,000  

AUD

  DEUT   05/02/18   1,687,063   — 

73,219,759

 

USD

  95,270,000  

AUD

  BNP   05/02/18   1,495,475   — 

73,197,370

 

USD

  95,270,000  

AUD

  BOA   05/02/18   1,473,087   — 

23,730,436

 

USD

  31,348,000  

AUD

  GSC   05/02/18   130,007   — 

5,460,698

 

USD

  7,095,000  

AUD

  SSG   05/02/18   119,208   — 

4,145,781

 

USD

  5,405,000  

AUD

  JPM   05/02/18   76,612   — 

2,073,612

 

USD

  2,701,000  

AUD

  JPM   05/02/18   40,156   — 

 

The accompanying notes are an integral part of these financial statements.

 

 

  224  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

1,660,874

 

USD

  2,162,000  

AUD

  JPM   05/02/18   $        33,207   $        — 

1,244,434

 

USD

  1,622,000  

AUD

  JPM   05/02/18   23,307   — 

837,406

 

USD

  1,090,000  

AUD

  CBK   05/02/18   16,796   — 

818,074

 

USD

  1,065,000  

AUD

  SCB   05/02/18   16,286   — 

31,251,107

 

USD

  41,063,000  

AUD

  BCLY   05/31/18   335,189   — 

73,620,684

 

USD

  97,044,000  

AUD

  BOA   06/07/18   554,745   — 

73,464,734

 

USD

  97,044,000  

AUD

  GSC   06/07/18   398,795   — 

73,406,042

 

USD

  97,043,000  

AUD

  DEUT   06/07/18   340,856   — 

73,368,855

 

USD

  97,044,000  

AUD

  BNP   06/07/18   302,915   — 

2,417,677

 

USD

  3,189,000  

AUD

  CBK   06/07/18   16,629   — 

4,019,801

 

USD

  5,317,000  

AUD

  JPM   06/07/18   16,549   — 

3,254,890

 

USD

  4,305,000  

AUD

  JPM   06/07/18   13,588   — 

1,612,707

 

USD

  2,129,000  

AUD

  JPM   06/07/18   9,750   — 

818,118

 

USD

  1,075,000  

AUD

  BNP   06/07/18   8,734   — 

2,408,400

 

USD

  3,189,000  

AUD

  JPM   06/07/18   7,352   — 

1,220,414

 

USD

  1,615,000  

AUD

  BNP   06/07/18   4,455   — 

12,064,569

 

USD

  40,830,000  

BRL

  SCB   05/03/18   413,359   — 

4,393,378

 

USD

  14,530,000  

BRL

  BCLY   05/03/18   247,111   — 

15,181,766

 

USD

  52,620,000  

BRL

  SCB   05/03/18   166,173   — 

2,904,894

 

USD

  9,610,000  

BRL

  SCB   05/03/18   162,594   — 

15,294,016

 

USD

  53,240,000  

BRL

  DEUT   05/03/18   101,501   — 

11,729,051

 

USD

  40,830,000  

BRL

  DEUT   05/03/18   77,841   — 

1,240,426

 

USD

  4,130,000  

BRL

  MSC   05/03/18   61,894   — 

3,580,765

 

USD

  12,465,000  

BRL

  JPM   05/03/18   23,764   — 

3,564,965

 

USD

  12,410,000  

BRL

  DEUT   05/03/18   23,659   — 

1,793,973

 

USD

  6,245,000  

BRL

  GSC   05/03/18   11,906   — 

6,769,455

 

USD

  8,528,000  

CAD

  BCLY   05/02/18   127,185   — 

178,649,786

 

USD

  229,297,000  

CAD

  BMO   05/02/18   55,460   — 

1,664,969

 

USD

  2,089,000  

CAD

  JPM   05/02/18   37,893   — 

2,071,423

 

USD

  2,611,000  

CAD

  JPM   05/02/18   37,773   — 

2,059,649

 

USD

  2,611,000  

CAD

  JPM   05/02/18   25,999   — 

2,058,647

 

USD

  2,610,000  

CAD

  HSBC   05/02/18   25,776   — 

1,650,327

 

USD

  2,089,000  

CAD

  JPM   05/02/18   23,251   — 

2,190,902

 

USD

  2,790,000  

CAD

  BOA   05/02/18   17,833   — 

2,131,158

 

USD

  2,723,000  

CAD

  JPM   05/02/18       10,274       — 

1,855,352

 

USD

  2,391,000  

CAD

  JPM   05/02/18     (6,944)

468,794,227

 

USD

  602,199,000  

CAD

  JPM   05/02/18     (245,161)

477,352,878

 

USD

  612,217,000  

CAD

  BMO   06/07/18   135,318   — 

1,625,724

 

USD

  2,089,000  

CAD

  JPM   06/07/18     (2,632)

1,625,268

 

USD

  2,090,000  

CAD

  JPM   06/07/18     (3,868)

1,623,233

 

USD

  2,089,000  

CAD

  JPM   06/07/18     (5,124)

2,226,915

 

USD

  2,865,000  

CAD

  RBC   06/07/18     (6,326)

4,251,309

 

USD

  5,470,000  

CAD

  SSG   06/07/18     (12,506)

81,781,426

 

USD

  104,938,000  

CAD

  SSG   06/07/18     (16,787)

40,777,087

 

USD

  52,468,000  

CAD

  DEUT   06/07/18     (121,240)

40,773,887

 

USD

  52,469,000  

CAD

  SSG   06/07/18     (125,219)

10,037,485

 

USD

  9,855,000  

CHF

  MSC   05/02/18   91,150   — 

2,844,620

 

USD

  1,723,100,000  

CLP

  CBK   05/02/18   35,353   — 

1,023,264

 

USD

  609,200,000  

CLP

  MSC   05/02/18   30,051   — 

1,840,245

 

USD

  1,113,900,000  

CLP

  UBS   05/02/18   24,191   — 

2,858,162

 

USD

  1,723,100,000  

CLP

  CBK   06/07/18   49,192   — 

4,690,021

 

USD

  29,655,000  

CNH

  HSBC   06/20/18   7,578   — 

4,071,554

 

USD

  25,753,000  

CNH

  CBK   06/20/18   5,226   — 

3,094,224

 

USD

  19,687,000  

CNH

  GSC   06/20/18     (14,299)

2,792,419

 

USD

  7,770,100,000  

COP

  CBK   05/02/18   26,266   — 

2,768,826

 

USD

  7,770,100,000  

COP

  SCB   05/02/18   2,673   — 

2,220,960

 

USD

  6,215,800,000  

COP

  CBK   06/07/18   8,925   — 

1,026,569

 

USD

  2,878,500,000  

COP

  HSBC   06/07/18   2,189   — 

2,759,562

 

USD

  7,770,100,000  

COP

  SCB   06/07/18     (5,605)

1,210,750

 

USD

  25,260,000  

CZK

  MSC   05/02/18   18,814   — 

1,223,212

 

USD

  25,400,000  

CZK

  CBK   06/07/18   22,362   — 

1,023,400

 

USD

  21,260,000  

CZK

  CBK   06/07/18   18,278   — 

1,017,752

 

USD

  21,450,000  

CZK

  CBK   06/07/18   3,647   — 

374,554,911

 

USD

  2,232,366,000  

DKK

  GSC   05/02/18   12,676,649   — 

 

The accompanying notes are an integral part of these financial statements.

 

 

  225  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

362,861,252

 

USD

  2,207,666,000  

DKK

  TDB   06/07/18   $        3,981,698   $        — 

159,507,193

 

USD

  969,070,000  

DKK

  MSC   06/07/18   1,974,573   — 

41,795,640

 

USD

  257,089,000  

DKK

  HSBC   06/07/18   3,093   — 

194,532,762

 

USD

  156,260,000  

EUR

  MSC   05/02/18   5,806,906   — 

192,733,305

 

USD

  156,258,000  

EUR

  HSBC   05/02/18   4,009,865   — 

99,928,976

 

USD

  80,497,000  

EUR

  TDB   05/02/18   2,707,261   — 

99,588,876

 

USD

  80,497,000  

EUR

  HSBC   05/02/18   2,367,161   — 

12,274,788

 

USD

  9,903,000  

EUR

  CBK   05/02/18   314,260   — 

12,272,088

 

USD

  9,903,000  

EUR

  BCLY   05/02/18   311,559   — 

12,206,398

 

USD

  9,903,000  

EUR

  CBK   05/02/18   245,870   — 

8,225,011

 

USD

  6,639,000  

EUR

  GSC   05/02/18   206,638   — 

8,193,694

 

USD

  6,639,000  

EUR

  HSBC   05/02/18   175,322   — 

15,982,808

 

USD

  13,089,000  

EUR

  TDB   05/02/18   174,330   — 

4,222,379

 

USD

  3,386,000  

EUR

  JPM   05/02/18   132,876   — 

15,933,240

 

USD

  13,089,000  

EUR

  BOA   05/02/18   124,762   — 

2,116,015

 

USD

  1,693,000  

EUR

  JPM   05/02/18   71,263   — 

3,456,601

 

USD

  2,805,000  

EUR

  CIBC   05/02/18   68,812   — 

2,473,720

 

USD

  1,999,000  

EUR

  BCLY   05/02/18   59,391   — 

1,690,136

 

USD

  1,355,000  

EUR

  JPM   05/02/18   53,610   — 

2,505,178

 

USD

  2,032,000  

EUR

  JPM   05/02/18   50,993   — 

2,062,040

 

USD

  1,666,000  

EUR

  JPM   05/02/18   49,898   — 

2,061,792

 

USD

  1,666,000  

EUR

  HSBC   05/02/18   49,650   — 

2,094,251

 

USD

  1,693,000  

EUR

  JPM   05/02/18   49,500   — 

2,061,084

 

USD

  1,666,000  

EUR

  JPM   05/02/18   48,942   — 

2,088,644

 

USD

  1,693,000  

EUR

  BCLY   05/02/18   43,892   — 

1,653,682

 

USD

  1,333,000  

EUR

  BCLY   05/02/18   43,727   — 

3,392,383

 

USD

  2,777,000  

EUR

  CBK   05/02/18   38,411   — 

2,253,066

 

USD

  1,835,000  

EUR

  JPM   05/02/18   36,812   — 

1,026,826

 

USD

  828,000  

EUR

  GSC   05/02/18   26,794   — 

12,926,698

 

USD

  10,708,000  

EUR

  HSBC   05/02/18     (6,084)

104,888,921

 

USD

  85,763,000  

EUR

  BCLY   05/31/18   1,084,845   — 

27,350,787

 

USD

  22,363,520  

EUR

  BCLY   05/31/18   282,884   — 

2,793,794

 

USD

  2,267,000  

EUR

  CSFB   05/31/18   49,909   — 

35,563,624

 

USD

  29,355,000  

EUR

  SSG   05/31/18   33,516   — 

103,054,380

 

USD

  84,181,000  

EUR

  TDB   06/07/18       1,106,670   — 

102,736,176

 

USD

  84,181,000  

EUR

  BOA   06/07/18   788,465   — 

21,869,682

 

USD

  17,857,000  

EUR

  CBK   06/07/18   243,896   — 

8,129,447

 

USD

  6,641,000  

EUR

  HSBC   06/07/18   86,840   — 

2,260,963

 

USD

  1,844,000  

EUR

  GSC   06/07/18   27,780   — 

2,043,531

 

USD

  1,666,000  

EUR

  GSC   06/07/18   25,915   — 

4,105,353

 

USD

  3,375,000  

EUR

  JPM   06/07/18   18,047   — 

6,652,329

 

USD

  5,487,000  

EUR

  MSC   06/07/18   7,277   — 

2,418,188

 

USD

  1,992,000  

EUR

  CBK   06/07/18   5,769   — 

2,412,312

 

USD

  1,992,000  

EUR

  CBK   06/07/18     (107)

816,938

 

USD

  675,000  

EUR

  CBK   06/07/18     (523)

83,361,833

 

USD

  68,877,000  

EUR

  HSBC   06/07/18     (51,912)

65,784,906

 

USD

  54,000,000  

EUR

  RBS   08/15/18   23,721   — 

87,780,372

 

USD

  61,865,000  

GBP

  HSBC   05/02/18   2,603,444   — 

87,624,039

 

USD

  61,865,000  

GBP

  TDB   05/02/18   2,447,111   — 

87,604,937

 

USD

  61,863,000  

GBP

  BCLY   05/02/18   2,430,762   — 

87,606,408

 

USD

  61,865,000  

GBP

  MSC   05/02/18   2,429,480   — 

8,229,834

 

USD

  5,732,000  

GBP

  HSBC   05/02/18   337,905   — 

8,214,999

 

USD

  5,732,000  

GBP

  HSBC   05/02/18   323,071   — 

8,163,536

 

USD

  5,732,000  

GBP

  BCLY   05/02/18   271,607   — 

8,163,514

 

USD

  5,732,000  

GBP

  BCLY   05/02/18   271,586   — 

16,052,970

 

USD

  11,464,000  

GBP

  BOA   05/02/18   269,114   — 

8,156,665

 

USD

  5,732,000  

GBP

  GSC   05/02/18   264,736   — 

8,082,865

 

USD

  5,732,000  

GBP

  JPM   05/02/18   190,937   — 

5,714,815

 

USD

  4,013,000  

GBP

  BCLY   05/02/18   189,639   — 

8,059,456

 

USD

  5,732,000  

GBP

  BCLY   05/02/18   167,527   — 

8,053,150

 

USD

  5,732,000  

GBP

  BCLY   05/02/18   161,222   — 

8,035,330

 

USD

  5,732,000  

GBP

  JPM   05/02/18   143,401   — 

8,033,685

 

USD

  5,732,000  

GBP

  JPM   05/02/18   141,756   — 

8,031,071

 

USD

  5,732,000  

GBP

  BOA   05/02/18   139,142   — 

 

The accompanying notes are an integral part of these financial statements.

 

 

  226  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

4,106,233

 

USD

  2,888,000  

GBP

  CBK   05/02/18   $        129,979   $        — 

3,553,658

 

USD

  2,510,000  

GBP

  BCLY   05/02/18   97,841   — 

2,069,966

 

USD

  1,443,000  

GBP

  JPM   05/02/18   83,216   — 

2,449,667

 

USD

  1,720,000  

GBP

  BCLY   05/02/18   81,538   — 

2,453,238

 

USD

  1,727,000  

GBP

  JPM   05/02/18   75,471   — 

2,112,873

 

USD

  1,482,000  

GBP

  JPM   05/02/18   72,426   — 

2,055,784

 

USD

  1,443,000  

GBP

  CBK   05/02/18   69,034   — 

2,064,046

 

USD

  1,450,000  

GBP

  GSC   05/02/18   67,658   — 

2,062,966

 

USD

  1,450,000  

GBP

  BCLY   05/02/18   66,578   — 

1,637,906

 

USD

  1,151,000  

GBP

  JPM   05/02/18   53,187   — 

2,093,260

 

USD

  1,482,000  

GBP

  JPM   05/02/18   52,814   — 

2,021,923

 

USD

  1,450,000  

GBP

  BCLY   05/02/18   25,535   — 

1,413,268

 

USD

  1,008,000  

GBP

  BOA   05/02/18   25,435   — 

891,276

 

USD

  638,000  

GBP

  BCLY   05/02/18   12,865   — 

488,031

 

USD

  348,000  

GBP

  BCLY   05/02/18   8,898   — 

647,016

 

USD

  464,000  

GBP

  BCLY   05/02/18   8,172   — 

37,369,162

 

USD

  26,738,000  

GBP

  JPM   05/31/18   505,499   — 

887,071

 

USD

  636,000  

GBP

  BNP   05/31/18   10,218   — 

315,047,650

 

USD

  225,145,000  

GBP

  BOA   06/07/18   4,527,045   — 

6,735,022

 

USD

  4,822,000  

GBP

  DEUT   06/07/18   84,507   — 

1,211,526

 

USD

  878,000  

GBP

  BNP   06/07/18   586   — 

15,949,561

 

USD

  11,573,000  

GBP

  HSBC   06/07/18     (11,952)

7,951,220

 

USD

  5,786,000  

GBP

  HSBC   06/07/18     (28,848)

3,494,600

 

USD

  874,500,000  

HUF

  JPM   05/02/18   128,020       — 

1,851,534

 

USD

  463,600,000  

HUF

  CBK   05/02/18   66,804   — 

1,872,219

 

USD

  476,700,000  

HUF

  CBK   05/02/18   37,057   — 

416,599

 

USD

  105,600,000  

HUF

  JPM   05/02/18   10,069   — 

2,650,942

 

USD

  678,800,000  

HUF

  CBK   06/07/18   31,909   — 

1,474,563

 

USD

  376,080,000  

HUF

  GSC   06/07/18   23,523   — 

816,769

 

USD

  207,350,000  

HUF

  JPM   06/07/18   16,745   — 

1,427,068

 

USD

  368,800,000  

HUF

  GSC   06/07/18   4,116   — 

3,447,328

 

USD

  47,418,000,000  

IDR

  DEUT   05/02/18   39,691   — 

3,381,807

 

USD

  47,418,000,000  

IDR

  DEUT   06/07/18     (12,232)

1,440,011

 

USD

  5,035,000  

ILS

  HSBC   05/02/18   40,822   — 

1,249,750

 

USD

  4,380,000  

ILS

  HSBC   05/02/18   32,581   — 

1,039,730

 

USD

  3,635,000  

ILS

  HSBC   05/02/18   29,590   — 

1,250,461

 

USD

  4,405,000  

ILS

  HSBC   05/02/18   26,344   — 

1,356,950

 

USD

  4,855,000  

ILS

  CBK   05/02/18   7,781   — 

1,225,203

 

USD

  4,385,000  

ILS

  HSBC   06/07/18   3,993   — 

4,061,294

 

USD

  266,360,000  

INR

  MSC   05/02/18   71,139   — 

4,062,923

 

USD

  267,320,000  

INR

  DEUT   05/02/18   58,386   — 

1,663,286

 

USD

  108,230,000  

INR

  BCLY   05/02/18   41,967   — 

6,356,214

 

USD

  422,720,000  

INR

  SCB   05/02/18   23,736   — 

1,563,432

 

USD

  104,484,000  

INR

  SCB   05/02/18     (1,771)

1,588,959

 

USD

  106,190,000  

INR

  CBK   05/02/18     (1,800)

1,219,961

 

USD

  81,530,000  

INR

  SCB   06/07/18   3,443   — 

545,126

 

USD

  36,627,000  

INR

  HSBC   06/07/18     (1,390)

545,126

 

USD

  36,627,000  

INR

  HSBC   06/07/18     (1,390)

727,051

 

USD

  48,836,000  

INR

  HSBC   06/07/18     (1,636)

908,002

 

USD

  61,045,000  

INR

  HSBC   06/07/18     (2,856)

905,847

 

USD

  61,045,000  

INR

  CBK   06/07/18     (5,012)

1,306,501

 

USD

  88,100,000  

INR

  BNP   06/07/18     (8,048)

1,306,153

 

USD

  88,100,000  

INR

  UBS   06/07/18     (8,397)

165,460,705

 

USD

  17,547,720,000  

JPY

  JPM   05/02/18   4,923,342   — 

165,089,753

 

USD

  17,547,720,000  

JPY

  JPM   05/02/18   4,552,389   — 

97,741,538

 

USD

  10,327,625,000  

JPY

  SSG   05/02/18   3,258,056   — 

82,713,280

 

USD

  8,773,860,000  

JPY

  BNP   05/02/18   2,444,598   — 

11,534,057

 

USD

  1,222,850,000  

JPY

  SSG   05/02/18   346,672   — 

1,021,444

 

USD

  109,200,000  

JPY

  BCLY   05/02/18   22,415   — 

1,024,766

 

USD

  109,800,000  

JPY

  GSC   05/02/18   20,248   — 

538,145

 

USD

  57,642,000  

JPY

  JPM   05/02/18   10,801   — 

3,264,300

 

USD

  356,300,000  

JPY

  BCLY   05/02/18   4,648   — 

1,698,034

 

USD

  184,387,000  

JPY

  ANZ   05/31/18   7,861   — 

1,692,391

 

USD

  184,386,000  

JPY

  BCLY   05/31/18   2,227   — 

 

The accompanying notes are an integral part of these financial statements.

 

 

  227  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

1,092,678

 

USD

  1,175,940,000  

KRW

  GSC   05/02/18   $        —   $        (8,370)

2,368,015

 

USD

  2,540,880,000  

KRW

  CSFB   05/02/18     (11,045)

2,026,840

 

USD

  2,181,285,000  

KRW

  SCB   05/02/18     (15,526)

47,910,941

 

USD

  51,338,969,000  

KRW

  BOA   05/02/18     (158,419)

39,079,510

 

USD

  42,004,611,000  

KRW

  CBK   05/02/18     (249,967)

37,163,260

 

USD

  40,004,391,000  

KRW

  BCLY   05/02/18     (293,384)

41,681,437

 

USD

  44,836,722,000  

KRW

  SCB   05/02/18     (299,782)

41,709,169

 

USD

  44,887,408,000  

KRW

  UBS   05/02/18     (319,508)

46,246,447

 

USD

  49,770,426,000  

KRW

  BCLY   05/02/18     (354,265)

41,499,014

 

USD

  44,887,408,000  

KRW

  SCB   06/07/18     (570,508)

41,485,206

 

USD

  44,887,408,000  

KRW

  UBS   06/07/18     (584,315)

83,381,925

 

USD

  89,774,817,000  

KRW

  BCLY   06/07/18     (757,119)

44,934,845

 

USD

  829,322,000  

MXN

  BCLY   05/02/18   604,651   — 

1,871,973

 

USD

  34,320,000  

MXN

  SSG   05/02/18   37,447   — 

1,007,767

 

USD

  18,420,000  

MXN

  BNP   05/02/18   23,153   — 

1,046,233

 

USD

  19,330,000  

MXN

  RBC   05/02/18   12,977   — 

3,936,496

 

USD

  74,460,000  

MXN

  SSG   06/07/18     (20,762)

43,921,050

 

USD

  834,579,000  

MXN

  BCLY   06/07/18     (433,564)

427,716,475

 

USD

  3,282,339,000  

NOK

  MSC   05/02/18   18,533,862   — 

8,502,190

 

USD

  66,366,000  

NOK

  CBK   05/02/18   228,878   — 

2,474,407

 

USD

  19,194,000  

NOK

  JPM   05/02/18   81,647   — 

12,000,376

 

USD

  95,643,000  

NOK

  MSC   05/02/18   77,338   — 

2,057,788

 

USD

  15,980,000  

NOK

  GSC   05/02/18   65,691   — 

2,058,062

 

USD

  16,058,000  

NOK

  JPM   05/02/18   56,241   — 

1,640,057

 

USD

  12,789,000  

NOK

  HSBC   05/02/18   45,756   — 

1,475,607

 

USD

  11,549,000  

NOK

  JPM   05/02/18   35,887   — 

1,624,515

 

USD

  12,789,000  

NOK

  BCLY   05/02/18   30,214   — 

1,622,569

 

USD

  12,789,000  

NOK

  BCLY   05/02/18   28,268   — 

821,412

 

USD

  6,410,000  

NOK

  BCLY   05/02/18   22,330   — 

575,456

 

USD

  4,491,000  

NOK

  JPM   05/02/18   15,599   — 

1,998,618

 

USD

  15,990,000  

NOK

  MSC   05/02/18   5,274   — 

420,253,809

 

USD

  3,345,525,000  

NOK

  MSC   06/07/18   2,668,977   — 

1,625,693

 

USD

  12,925,000  

NOK

  BCLY   06/07/18   12,409   — 

1,625,693

 

USD

  12,925,000  

NOK

  BCLY   06/07/18   12,409   — 

1,213,179

 

USD

  9,694,000  

NOK

  JPM   06/07/18   3,184   — 

1,212,529

 

USD

  9,694,000  

NOK

  JPM   06/07/18   2,534   — 

216,694,339

 

USD

  298,176,000  

NZD

  MSC   05/02/18   6,900,249   — 

4,196,084

 

USD

  5,762,000  

NZD

  JPM   05/02/18   141,990   — 

2,064,528

 

USD

  2,812,000  

NZD

  JPM   05/02/18   86,029   — 

2,062,078

 

USD

  2,813,000  

NZD

  JPM   05/02/18   82,875   — 

2,106,999

 

USD

  2,880,000  

NZD

  JPM   05/02/18   80,656   — 

2,051,325

 

USD

  2,810,000  

NZD

  SSG   05/02/18   74,233   — 

1,465,284

 

USD

  2,020,000  

NZD

  MSC   05/02/18   44,029   — 

1,290,452

 

USD

  1,775,000  

NZD

  JPM   05/02/18   41,577   — 

10,596,531

 

USD

  15,005,000  

NZD

  BCLY   05/02/18   39,141   — 

205,123,216

 

USD

  290,507,000  

NZD

  BCLY   06/07/18   747,947   — 

3,954,088

 

USD

  5,582,000  

NZD

  JPM   06/07/18   27,082   — 

1,578,823

 

USD

  2,233,000  

NZD

  JPM   06/07/18   7,879   — 

1,571,396

 

USD

  2,223,000  

NZD

  JPM   06/07/18   7,488   — 

2,363,046

 

USD

  3,350,000  

NZD

  JPM   06/07/18   6,280   — 

1,420,306

 

USD

  2,010,000  

NZD

  JPM   06/07/18   6,246   — 

1,419,492

 

USD

  2,010,000  

NZD

  SCB   06/07/18   5,432   — 

8,309,241

 

USD

  26,902,000  

PEN

  CBK   05/02/18   39,881   — 

3,122,106

 

USD

  10,115,000  

PEN

  BOA   05/02/18   12,874   — 

157,893,441

 

USD

  545,285,000  

PLN

  DEUT   05/02/18   2,532,800   — 

12,293,880

 

USD

  42,103,000  

PLN

  CBK   05/02/18   298,045   — 

12,283,716

 

USD

  42,103,000  

PLN

  CBK   05/02/18   287,880   — 

1,478

 

USD

  5,000  

PLN

  JPM   05/02/18   54   — 

2,229,633

 

USD

  7,655,000  

PLN

  CBK   06/07/18   47,575   — 

2,475,114

 

USD

  143,470,000  

RUB

  DEUT   05/03/18   197,636   — 

1,873,118

 

USD

  108,210,000  

RUB

  BOA   05/03/18   155,365   — 

1,447,827

 

USD

  83,460,000  

RUB

  DEUT   05/03/18   122,962   — 

6,194,341

 

USD

  385,765,000  

RUB

  CBK   05/03/18   70,612   — 

999,057

 

USD

  59,344,000  

RUB

  CBK   05/03/18   57,016   — 

 

The accompanying notes are an integral part of these financial statements.

 

 

  228  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

7,974,820

 

USD

  499,711,000  

RUB

  GSC   05/03/18   $        42,283   $        — 

499,781

 

USD

  29,672,000  

RUB

  CBK   05/03/18   28,760   — 

1,759,077

 

USD

  109,010,000  

RUB

  MSC   05/03/18   28,625   — 

497,581

 

USD

  29,672,000  

RUB

  CBK   05/03/18   26,560   — 

397,955

 

USD

  23,738,000  

RUB

  CBK   05/03/18   21,132   — 

3,832,681

 

USD

  240,160,000  

RUB

  CBK   05/03/18   20,321   — 

824,493

 

USD

  50,830,000  

RUB

  DEUT   05/03/18   17,605   — 

249,261

 

USD

  14,836,000  

RUB

  CBK   05/03/18   13,750   — 

248,592

 

USD

  14,836,000  

RUB

  CBK   05/03/18   13,082   — 

248,509

 

USD

  14,836,000  

RUB

  CBK   05/03/18   12,999   — 

248,426

 

USD

  14,836,000  

RUB

  CBK   05/03/18   12,916   — 

248,218

 

USD

  14,836,000  

RUB

  CBK   05/03/18   12,708   — 

247,762

 

USD

  14,836,000  

RUB

  CBK   05/03/18   12,252   — 

2,248,189

 

USD

  140,874,000  

RUB

  BCLY   05/03/18   11,920   — 

243,340

 

USD

  15,272,000  

RUB

  CBK   05/03/18   908   — 

243,340

 

USD

  15,272,000  

RUB

  CBK   05/03/18   908   — 

243,340

 

USD

  15,272,000  

RUB

  CBK   05/03/18   908   — 

242,567

 

USD

  15,272,000  

RUB

  CBK   05/03/18   135   — 

242,451

 

USD

  15,272,000  

RUB

  CBK   05/03/18   20   — 

545,385

 

USD

  34,362,000  

RUB

  CBK   05/03/18     (86)

241,914

 

USD

  15,272,000  

RUB

  CBK   05/03/18     (518)

2,056,920

 

USD

  129,812,000  

RUB

  CBK   05/03/18     (3,748)

1,995,037

 

USD

  125,994,000  

RUB

  CBK   05/03/18     (5,023)

5,035,817

 

USD

  320,280,000  

RUB

  GSC   05/03/18     (48,387)

9,771,424

 

USD

  606,312,000  

RUB

  CBK   06/07/18   188,209   — 

133,077,103

 

USD

  1,139,140,000  

SEK

  MSC   05/02/18   2,966,678   — 

21,549,069

 

USD

  180,641,000  

SEK

  JPM   05/02/18   916,595   — 

16,446,327

 

USD

  137,885,000  

SEK

  JPM   05/02/18   697,362   — 

12,147,005

 

USD

  101,968,000  

SEK

  JPM   05/02/18   500,413   — 

12,139,147

 

USD

  101,968,000  

SEK

  JPM   05/02/18   492,555   — 

8,236,344

 

USD

  68,942,000  

SEK

  JPM   05/02/18   361,919   — 

8,226,613

 

USD

  68,942,000  

SEK

  JPM   05/02/18   352,187   — 

8,106,075

 

USD

  67,979,000  

SEK

  CBK   05/02/18   341,641   — 

8,097,248

 

USD

  67,979,000  

SEK

  JPM   05/02/18   332,815   — 

8,207,013

 

USD

  68,942,000  

SEK

  JPM   05/02/18   332,587   — 

7,417,836

 

USD

  62,137,000  

SEK

  JPM   05/02/18   320,665   — 

8,178,645

 

USD

  68,942,000  

SEK

  JPM   05/02/18   304,219   — 

8,159,301

 

USD

  68,942,000  

SEK

  JPM   05/02/18   284,876   — 

4,047,910

 

USD

  33,989,000  

SEK

  JPM   05/02/18   165,751   — 

4,102,940

 

USD

  34,471,000  

SEK

  JPM   05/02/18   165,728   — 

4,047,842

 

USD

  33,989,000  

SEK

  JPM   05/02/18   165,682   — 

4,042,137

 

USD

  33,989,000  

SEK

  JPM   05/02/18   159,978   — 

4,041,166

 

USD

  33,989,000  

SEK

  JPM   05/02/18   159,006   — 

4,096,081

 

USD

  34,471,000  

SEK

  JPM   05/02/18   158,868   — 

4,039,906

 

USD

  33,989,000  

SEK

  JPM   05/02/18   157,746   — 

4,093,600

 

USD

  34,471,000  

SEK

  JPM   05/02/18   156,387   — 

4,036,771

 

USD

  33,989,000  

SEK

  JPM   05/02/18   154,611   — 

3,273,902

 

USD

  27,518,000  

SEK

  JPM   05/02/18   130,848   — 

2,887,354

 

USD

  24,157,000  

SEK

  GSC   05/02/18   128,187   — 

2,911,798

 

USD

  24,472,000  

SEK

  JPM   05/02/18   116,652   — 

2,945,102

 

USD

  24,855,000  

SEK

  JPM   05/02/18   106,210   — 

1,459,729

 

USD

  11,930,000  

SEK

  MSC   05/02/18   97,107   — 

1,436,300

 

USD

  12,070,000  

SEK

  MSC   05/02/18   57,687   — 

1,414,506

 

USD

  11,910,000  

SEK

  GSC   05/02/18   54,168   — 

1,131,269

 

USD

  9,517,000  

SEK

  JPM   05/02/18   44,256   — 

1,226,192

 

USD

  10,356,000  

SEK

  JPM   05/02/18   43,350   — 

1,027,516

 

USD

  8,630,000  

SEK

  MSC   05/02/18   41,814   — 

1,069,632

 

USD

  9,025,000  

SEK

  JPM   05/02/18   38,813   — 

827,925

 

USD

  6,920,000  

SEK

  MSC   05/02/18   37,536   — 

829,851

 

USD

  6,953,000  

SEK

  JPM   05/02/18   35,692   — 

14,277,686

 

USD

  121,065,000  

SEK

  JPM   06/07/18   411,984   — 

10,212,436

 

USD

  86,475,000  

SEK

  JPM   06/07/18   308,363   — 

11,615,346

 

USD

  99,619,000  

SEK

  JPM   06/07/18   205,876   — 

2,947,951

 

USD

  24,905,000  

SEK

  JPM   06/07/18   95,555   — 

 

The accompanying notes are an integral part of these financial statements.

 

 

  229  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

4,228,293

 

USD

  36,100,000  

SEK

  MSC   06/07/18   $        93,721   $        — 

2,447,253

 

USD

  20,855,000  

SEK

  JPM   06/07/18   58,708   — 

2,420,222

 

USD

  20,706,000  

SEK

  JPM   06/07/18   48,742   — 

1,633,380

 

USD

  13,903,000  

SEK

  JPM   06/07/18   41,054   — 

1,631,405

 

USD

  13,903,000  

SEK

  JPM   06/07/18   39,080   — 

1,598,546

 

USD

  13,804,000  

SEK

  BCLY   06/07/18   17,559   — 

71,832,925

 

USD

  93,900,000  

SGD

  CBK   05/02/18   1,015,699   — 

71,798,871

 

USD

  93,900,000  

SGD

  CBK   05/02/18   981,645   — 

1,460,806

 

USD

  1,915,000  

SGD

  CBK   05/02/18   16,557   — 

1,230,030

 

USD

  1,612,000  

SGD

  GSC   05/02/18   14,297   — 

5,438,028

 

USD

  7,213,000  

SGD

  JPM   05/02/18     (1,851)

5,437,618

 

USD

  7,213,000  

SGD

  JPM   05/02/18     (2,261)

2,457,597

 

USD

  3,250,000  

SGD

  CBK   06/07/18   4,664   — 

1,122,487

 

USD

  1,483,000  

SGD

  JPM   06/07/18   3,195   — 

1,629,079

 

USD

  2,155,000  

SGD

  CBK   06/07/18   2,595   — 

1,834,719

 

USD

  2,435,000  

SGD

  CBK   06/07/18     (3,094)

71,454,655

 

USD

  94,706,000  

SGD

  JPM   06/07/18     (24,574)

71,446,569

 

USD

  94,706,000  

SGD

  JPM   06/07/18     (32,660)

11,463,151

 

USD

  360,860,000  

THB

  JPM   05/02/18   28,695   — 

1,041,847

 

USD

  32,490,000  

THB

  JPM   05/02/18   12,347   — 

1,019,188

 

USD

  31,870,000  

THB

  JPM   05/02/18   9,333   — 

2,868,859

 

USD

  90,230,000  

THB

  CBK   06/07/18   6,811   — 

2,864,993

 

USD

  90,200,000  

THB

  JPM   06/07/18   3,896   — 

5,369,248

 

USD

  169,304,000  

THB

  CBK   06/07/18     (985)

1,018,156

 

USD

  32,160,000  

THB

  JPM   06/07/18     (1,942)

39,322,009

 

USD

  157,754,000  

TRY

  NOM   05/02/18   509,717   — 

39,084,432

 

USD

  157,752,000  

TRY

  BCLY   05/02/18   272,633   — 

12,365,642

 

USD

  49,998,000  

TRY

  HSBC   05/02/18   64,610   — 

6,200,118

 

USD

  24,999,000  

TRY

  DEUT   05/02/18   49,602   — 

2,022,230

 

USD

  8,260,000  

TRY

  HSBC   05/02/18     (9,982)

5,135,074

 

USD

  20,925,000  

TRY

  MSC   05/02/18     (13,114)

2,059,149

 

USD

  8,470,000  

TRY

  HSBC   05/02/18     (24,729)

1,549,425

 

USD

  6,362,000  

TRY

  JPM   06/07/18   2,109   — 

6,017,871

 

USD

  24,784,000  

TRY

  BCLY   06/07/18     (9,898)

801,105

 

USD

  3,335,000  

TRY

  CBK   06/07/18     (10,007)

1,210,703

 

USD

  5,020,000  

TRY

  BCLY   06/07/18     (10,222)

3,363,025

 

USD

  13,907,000  

TRY

  CBK   06/07/18     (19,326)

2,298,051

 

USD

  9,543,000  

TRY

  JPM   06/07/18     (22,923)

5,994,639

 

USD

  24,784,000  

TRY

  JPM   06/07/18     (33,131)

3,666,096

 

USD

  107,160,000  

TWD

  BOA   05/02/18   43,667   — 

3,665,996

 

USD

  107,160,000  

TWD

  SCB   05/02/18   43,567   — 

3,463,490

 

USD

  101,695,000  

TWD

  UBS   05/02/18   25,799   — 

3,459,249

 

USD

  101,695,000  

TWD

  DEUT   05/02/18   21,558   — 

14,071,417

 

USD

  417,710,000  

TWD

  CBK   05/02/18     (48,824)

14,135,702

 

USD

  417,710,000  

TWD

  CBK   06/07/18     (18,745)

35,023,978

 

USD

  410,087,000  

ZAR

  CBK   05/02/18   2,133,864   — 

12,364,052

 

USD

 

147,152,000

  ZAR   GSC   05/02/18   562,054   — 

12,300,977

 

USD

 

147,378,000

  ZAR   GSC   05/02/18   480,853   — 

6,200,216

 

USD

 

72,780,000

  ZAR   GSC   05/02/18   363,059   — 

6,158,481

 

USD

 

73,689,000

  ZAR   HSBC   05/02/18   248,419   — 

1,937,091

 

USD

 

23,180,000

  ZAR   HSBC   05/02/18   77,990   — 

1,936,686

 

USD

 

23,180,000

  ZAR   HSBC   05/02/18   77,586   — 

1,253,258

 

USD

 

14,665,000

  ZAR   GSC   05/02/18   77,084   — 

1,251,654

 

USD

 

14,665,000

  ZAR   GSC   05/02/18   75,480   — 

1,029,979

 

USD

 

12,310,000

  ZAR   NOM   05/02/18   42,683   — 

1,617,944

 

USD

 

19,700,000

  ZAR   GSC   05/02/18   37,949   — 

1,011,252

 

USD

 

12,220,000

  ZAR   GSC   05/02/18   31,174   — 

10,544,629

 

USD

 

131,220,000

  ZAR   BCLY   05/02/18   20,421   — 

5,930,299

 

USD

 

73,689,000

  ZAR   BCLY   06/07/18   49,166   — 

2,205,573

 

USD

 

27,230,000

  ZAR   BCLY   06/07/18   32,341   — 

5,049,395

 

USD

 

63,150,000

  ZAR   BCLY   06/07/18   9,382   — 

63,150,000

 

ZAR

 

5,074,633

  USD   BCLY   05/02/18     (9,828)

12,260,000

 

ZAR

 

1,025,075

  USD   BCLY   05/02/18     (41,789)

18,500,000

 

ZAR

 

1,530,102

  USD   GSC   05/02/18     (46,350)

 

The accompanying notes are an integral part of these financial statements.

 

 

  230  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

  Appreciation     Depreciation  

18,500,000

 

ZAR

 

1,531,305

  USD   GSC   05/02/18   $     $ (47,554)  

14,830,000

 

ZAR

 

1,248,747

  USD   GSC   05/02/18           (59,340)  

22,090,000

 

ZAR

 

1,852,877

  USD   GSC   05/02/18           (81,198)  

73,428,000

 

ZAR

 

6,068,179

  USD   GSC   05/02/18           (179,050)  

73,688,000

 

ZAR

 

6,121,028

  USD   BCLY   05/02/18           (211,047)  

73,427,000

 

ZAR

 

6,118,254

  USD   HSBC   05/02/18           (229,205)  

72,803,000

 

ZAR

 

6,153,008

  USD   GSC   05/02/18           (314,005)  

72,803,000

 

ZAR

 

6,161,965

  USD   HSBC   05/02/18           (322,963)  

146,855,000

 

ZAR

 

12,170,623

  USD   GSC   05/02/18           (392,445)  

147,168,000

 

ZAR

 

12,316,963

  USD   GSC   05/02/18           (513,682)  

147,168,000

 

ZAR

 

12,327,177

  USD   NOM   05/02/18           (523,895)  

145,556,000

 

ZAR

 

12,381,317

  USD   GSC   05/02/18           (707,322)  

27,318,000

 

ZAR

 

2,177,931

  USD   JPM   06/07/18     2,324       —   

9,106,000

 

ZAR

 

726,881

  USD   JPM   06/07/18           (129)  

9,106,000

 

ZAR

 

727,508

  USD   JPM   06/07/18           (757)  

131,220,000

 

ZAR

 

10,492,186

  USD   BCLY   06/07/18           (19,494)  

73,688,000

 

ZAR

 

5,916,386

  USD   BCLY   06/07/18           (35,334)  
           

 

 

   

 

 

 

Total

  $     143,892,384     $     (99,854,492)  
 

 

 

   

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BMO

   Bank of Montreal

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBK

   Citibank NA

CIBC

   Canadian Imperial Bank of Commerce

CSFB

   Credit Suisse First Boston Corp.

CSI

   Credit Suisse International

DEUT

   Deutsche Bank Securities, Inc.

GSC

   Goldman Sachs & Co.

HSBC

   HSBC Bank USA

JPM

   JP Morgan Chase & Co.

MSC

   Morgan Stanley

NOM

   Nomura International

RBC

   RBC Dominion Securities, Inc.

RBS

   RBS Greenwich Capital

SCB

   Standard Chartered Bank

SSG

   State Street Global Markets LLC

TDB

   Toronto-Dominion Bank

UBS

   UBS AG
Currency Abbreviations:

AUD

   Australian Dollar

BRL

   Brazilian Real

CAD

   Canadian Dollar

CHF

   Swiss Franc

CLP

   Chilean Peso

CNH

   Chinese Renminbi

COP

   Colombian Peso

CZK

   Czech Koruna

DKK

   Danish Krone

EUR

   Euro

GBP

   British Pound

HUF

   Hungarian Forint

IDR

   Indonesian Rupiah

ILS

   Israeli Shekel

INR

   Indian Rupee

JPY

   Japanese Yen

KRW

   South Korean Won

MXN

   Mexican Peso

NOK

   Norwegian Krone

NZD

   New Zealand Dollar

PEN

   Peruvian Sol

PLN

   Polish Zloty

RUB

   Russian Ruble

SEK

   Swedish Krona

SGD

   Singapore Dollar

THB

   Thai Baht

TRY

   Turkish Lira

TWD

   Taiwanese Dollar

USD

   United States Dollar

ZAR

   South African Rand
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  231  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Index Abbreviations:

CDX.NA.HY

   Credit Derivatives North American High Yield

CMBX.NA

   Markit Commercial Mortgage Backed North American

ICE

   Intercontinental Exchange, Inc.

ITRAXX.EUR

   Markit iTraxx - Europe
Other Abbreviations:

BBSW

   Bank Bill Swap Referance Rate

CDOR

   Canadian Dollar Offered Rate

CLO

   Collateralized Loan Obligation

CMO

   Collateralized Mortgage Obligation

DDCA

   Dollars on Deposit in Custody Account

EURIBOR

   Euro Interbank Offered Rate

FHLMC

   Federal Home Loan Mortgage Corp.

JIBAR

   Johannesburg Interbank Agreed Rate

KSDA

   Korea Securities Dealers Association

LIBOR

   London Interbank Offered Rate

NIBOR

   Norwegian Interbank Offered Rate

OTC

   Over-the-Counter

PAC

   Planned Amortization Class

STIBOR

   Stockholm Interbank Offered Rate

TIIE

   Interbank Equilibrium Interest Rate
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  232  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

     Total     Level 1(1)     Level 2(1)     Level 3(1)  

Assets

        

Common Stocks

        

Utilities

   $ 583,129     $     $ 583,129     $  

Asset & Commercial Mortgage Backed Securities

     294,881,768             294,881,768        

Corporate Bonds

     514,087,758             514,087,758        

Foreign Government Obligations

         2,448,212,804             2,448,212,804        

Escrows

     10,107             10,107        

Senior Floating Rate Interests

     116,506,307             116,506,307        

U.S. Government Agencies

     22,197,753             22,197,753        

U.S. Government Securities

     415,664,971             415,664,971        

Convertible Bonds

     17,823,063             17,823,063        

Preferred Stocks

     561,049       561,049              

Short-Term Investments

     352,009,999           285,150,040       66,859,959        

Purchased Options

     563,560             563,560        

Foreign Currency Contracts(2)

     143,892,384             143,892,384        

Futures Contracts(2)

     8,347,631       8,347,631              

Swaps - Credit Default(2)

     769,682             769,682        

Swaps - Interest Rate(2)

     8,002,322             8,002,322        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 4,344,114,287     $ 294,058,720     $     4,050,055,567     $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (99,854,492   $     $ (99,854,492   $  

Futures Contracts(2)

     (2,941,495     (2,941,495            

Swaps - Credit Default(2)

     (1,040,426           (1,040,426      

Swaps - Interest Rate(2)

     (2,573,386           (2,573,386      

Written Options

     (25,512           (25,512      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (106,435,311   $ (2,941,495   $ (103,493,816   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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.

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 six-month period ended April 30, 2018 is not presented.

 

The accompanying notes are an integral part of these financial statements.

 

 

  233  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities

April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Emerging
Markets Local
Debt Fund
    The Hartford
Floating
Rate Fund
    The Hartford
Floating
Rate High
Income Fund
 

Assets:

      

Investments in securities, at market value

   $ 195,151,515     $ 4,136,064,527     $ 553,060,649  

Cash

           38,125       145,813  

Cash collateral due from broker on futures contracts

                 495,419  

Cash collateral due from broker on swap contracts

     218,078       1,902,143        

Foreign currency

     574,890       45,960,979       16,463,785  

Unrealized appreciation on OTC swap contracts

     365,446       154,121        

Unrealized appreciation on foreign currency contracts

     6,022,591       2,449,189       722,751  

Unrealized appreciation on bond forward contracts

                  

Receivables:

      

Investment securities sold

     983,448       50,373,486       20,046,880  

Fund shares sold

     588,528       4,448,354       866,016  

Dividends and interest

     3,355,718       27,182,426       3,849,096  

Securities lending income

     376              

Tax reclaims

     61,851       11,366       1,705  

Variation margin on futures contracts

     52,265              

OTC swap contracts premiums paid

     5,758              

Other assets

     105,272       111,190       120,933  
  

 

 

   

 

 

   

 

 

 

Total assets

     207,485,736       4,268,695,906       595,773,047  
  

 

 

   

 

 

   

 

 

 

Liabilities:

      

Unrealized depreciation on foreign currency contracts

     6,410,041       33,209       6,639  

Unrealized depreciation on bond forward contracts

                  

Bank overdraft

     46,150              

Unrealized depreciation on OTC swap contracts

     406,264              

Cash collateral due to broker on swap contracts

     270,000              

Unfunded loan commitments

           961,196       114,292  

Payables:

      

Investment securities purchased

     1,448,386       235,595,931       48,689,765  

Fund shares redeemed

     1,213,804       6,367,211       1,206,050  

Investment management fees

     142,786       1,976,077       308,666  

Transfer agent fees

     9,108       581,426       72,149  

Accounting services fees

     3,024       57,422       7,979  

Board of Directors’ fees

     119       17,310       1,873  

Variation margin on centrally cleared swap contracts

     4,632       63,126       16,474  

Variation margin on futures contracts

                  

Foreign taxes

     9,638              

Distribution fees

     890       159,846       15,945  

Distributions payable

           3,639,555       19,375  

Written options

     758,132              

Accrued expenses

     32,785       209,986       35,896  

OTC swap contracts premiums received

     6,038       55,820        
  

 

 

   

 

 

   

 

 

 

Total liabilities

     10,761,797       249,718,115       50,495,103  
  

 

 

   

 

 

   

 

 

 

Net assets

   $ 196,723,939     $ 4,018,977,791     $ 545,277,944  
  

 

 

   

 

 

   

 

 

 

Summary of Net Assets:

      

Capital stock and paid-in-capital

   $     254,335,977     $     4,273,904,321     $     575,646,385  

Undistributed (distributions in excess of) net investment income

     (3,647,418     2,685,034       782,519  

Accumulated net realized gain (loss)

     (49,175,951     (226,202,006     (27,538,286

Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency

     (4,788,669     (31,409,558     (3,612,674
  

 

 

   

 

 

   

 

 

 

Net assets

   $ 196,723,939     $ 4,018,977,791     $ 545,277,944  
  

 

 

   

 

 

   

 

 

 

Shares authorized

     550,000,000       3,250,000,000       550,000,000  
  

 

 

   

 

 

   

 

 

 

Par value

   $ 0.0010     $ 0.0010     $ 0.0010  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  234  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

The Hartford
High Yield
Fund
    The Hartford
Inflation
Plus Fund
    Hartford
Municipal
Income Fund
    The Hartford
Municipal
Opportunities
Fund
    The Hartford
Municipal Real
Return Fund
    Hartford
Municipal Short
Duration Fund
 
         
$     345,619,436     $ 590,258,422     $ 24,488,553     $ 659,154,004     $ 158,726,572     $ 18,762,790  
        8,168                          
                                 
                                 
        398,444                          
        264,954                   3,681,852        
  63,386       1,313,055                          
        283,621                          
         
  157,116       16,492,963       84,251       2,299,561       1,426,722        
  149,421       204,790       50,957       489,628       18,477       275  
  5,633,135       1,166,365       335,278       9,016,541       2,126,556       231,177  
                                 
                                 
                                 
                                 
  102,179       103,894       52,031       64,311       59,727       51,858  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  351,724,673       610,494,676       25,011,070       671,024,045       166,039,906       19,046,100  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
        82,304                          
        268                          
                                 
        438,225                   579,153        
        600,000                   2,616,000        
                                 
         
  4,945,526       57,493,248       150,089       4,415,603       844,422        
  746,902       570,712       26,381       788,588       291,684       48,988  
  184,452       225,092       7,131       185,279       47,187       5,500  
  79,537       95,714       1,097       59,837       19,167       519  
  5,108       8,182       285       7,687       1,887       220  
  1,400       2,352       72       2,507       753       69  
        59,120                          
        21,775                          
        5,863                          
  14,742       23,097       1,279       20,343       5,157       1,067  
  35,677             126       232,055       39,230        
                                 
  50,504       66,985       14,735       38,842       16,984       14,913  
        15,309                          

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  6,063,848       59,708,246       201,195       5,750,741       4,461,624       71,276  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 345,660,825     $ 550,786,430     $ 24,809,875     $ 665,273,304     $ 161,578,282     $ 18,974,824  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
$ 363,645,157     $ 630,504,444     $ 24,912,079     $ 679,982,847     $ 173,609,600     $ 19,212,718  
  (175,678     2,999,592       7,424       166,361       (448,718     6,109  
  (14,782,417     (79,657,293     (57,255     (16,838,706     (15,576,503     (55,135

 

(3,026,237

    (3,060,313     (52,373     1,962,802       3,993,903       (188,868

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 345,660,825     $ 550,786,430     $ 24,809,875     $     665,273,304     $ 161,578,282     $ 18,974,824  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  550,000,000           6,295,000,000           300,000,000       820,000,000           19,350,000,000           300,000,000  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 0.0010     $ 0.0010     $ 0.0010     $ 0.0010     $ 0.0001     $ 0.0010  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  235  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Emerging
Markets Local
Debt Fund
     The Hartford
Floating
Rate Fund
     The Hartford
Floating
Rate High
Income Fund
 

Class A:  Net asset value per share

   $ 6.40      $ 8.76      $ 10.08  
  

 

 

    

 

 

    

 

 

 

         Maximum offering price per share

   $ 6.70      $ 9.03      $ 10.39  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,578,008        87,978,857        12,669,235  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 10,103,892      $ 770,301,814      $ 127,679,123  
  

 

 

    

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 6.40      $ 8.74      $ 10.08  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     608,207        110,923,225        8,364,603  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 3,892,019      $ 969,875,565      $ 84,307,046  
  

 

 

    

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 6.38      $ 8.77      $ 10.09  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     12,040,946        205,927,184        28,819,140  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 76,877,346      $ 1,805,183,765      $ 290,658,824  
  

 

 

    

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 6.37      $ 8.78      $ 10.07  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     3,396        1,051,070        25,451  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 21,646      $ 9,224,294      $ 256,300  
  

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 6.38      $ 8.75      $ 10.06  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     10,466        671,318        74,216  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 66,738      $ 5,873,608      $ 746,508  
  

 

 

    

 

 

    

 

 

 

Class R5:  Net asset value per share

   $ 6.15      $ 8.76      $ 10.05  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,821        176,386        626,981  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 11,198      $ 1,544,268      $ 6,304,085  
  

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 6.34      $ 8.74      $ 10.06  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     16,002,350        48,572,367        1,009,119  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $     101,520,006      $ 424,683,402      $ 10,154,537  
  

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 6.39      $ 8.77      $ 10.09  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     662,657        3,682,318        2,495,839  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 4,231,094      $ 32,291,075      $ 25,171,521  
  

 

 

    

 

 

    

 

 

 

Cost of investments

   $ 199,748,517      $     4,171,121,049      $     557,656,897  

Cost of foreign currency

   $ 579,978      $ 45,983,789      $ 16,471,958  

Proceeds of written option contracts

   $ 1,107,297      $      $  

 

The accompanying notes are an integral part of these financial statements.

 

 

  236  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

The Hartford
High Yield
Fund
    The Hartford
Inflation
Plus Fund
    Hartford
Municipal
Income Fund
    The Hartford
Municipal
Opportunities
Fund
    The Hartford
Municipal Real
Return Fund
    Hartford
Municipal Short
Duration Fund
 
$ 7.29     $ 10.40     $ 10.13     $ 8.45     $ 9.12     $ 9.90  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.63     $ 10.89     $ 10.61     $ 8.85     $ 9.55     $ 10.37  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  29,395,103       17,774,684       1,394,082       27,802,879       9,742,708       825,359  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     214,387,202     $     184,868,786     $     14,120,393     $     234,863,329     $ 88,878,641     $ 8,173,994  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.27     $ 9.98     $ 10.13     $ 8.45     $ 9.07     $ 9.90  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  7,100,694       9,612,833       342,509       10,714,804       1,682,587       354,819  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 51,605,459     $ 95,892,282     $ 3,469,244     $ 90,573,596     $ 15,255,475     $ 3,512,507  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.34     $ 10.58     $ 10.13     $ 8.46     $ 9.15     $ 9.91  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  3,029,525       4,964,515       587,670       36,097,870       3,946,135       683,962  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 22,223,614     $ 52,541,801     $ 5,952,534     $ 305,556,269     $ 36,088,257     $ 6,774,867  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.29     $ 10.21     $     $     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  370,374       4,678,885                          

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 2,699,992     $ 47,759,597     $     $     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.30     $ 10.40     $     $     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  165,929       1,096,731                          

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 1,211,842     $ 11,401,231     $     $     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.29     $ 10.55     $     $     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  122,035       255,472                          

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 889,596     $ 2,696,204     $     $     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.27     $ 10.61     $     $     $ 9.10     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  107,264       2,888,679                   1,705,062        

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 780,070     $ 30,642,911     $     $     $ 15,509,655     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.33     $ 10.58     $ 10.13     $ 8.46     $ 9.14     $ 9.90  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  7,075,304       11,809,643       125,197       4,050,405       639,745       51,840  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 51,863,050     $ 124,983,618     $ 1,267,704     $ 34,280,110     $ 5,846,254     $ 513,456  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 348,707,835     $ 597,376,795     $ 24,540,926     $ 657,191,202     $     157,835,368     $     18,951,658  
$     $ 399,336     $     $     $     $  
$     $     $     $     $     $  

 

The accompanying notes are an integral part of these financial statements.

 

 

  237  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Quality
Bond Fund
    The Hartford
Short
Duration Fund
    The Hartford
Strategic
Income Fund
 

Assets:

      

Investments in securities, at market value(1)

   $ 177,169,009     $ 908,349,876     $ 492,096,276  

Cash

     170,484       276,758       241,728  

Cash collateral due from broker on futures contracts

                  

Foreign currency

     5,854,189       2,648,677       1,899,061  

Unrealized appreciation on OTC swap contracts

                 1,014,467  

Unrealized appreciation on foreign currency contracts

     128,626       63,765       1,688,460  

Receivables:

      

Investment securities sold

     64,699,842       509,870       20,759,099  

Fund shares sold

     171,342       4,734,318       617,942  

Dividends and interest

     357,970       4,814,177       3,981,913  

Securities lending income

           126       341  

Tax reclaims

           844       10,031  

Variation margin on futures contracts

     81,120       398,023       92,294  

Variation margin on centrally cleared swap contracts

     1,058,599              

OTC swap contracts premiums paid

                 2,536,279  

Other assets

     67,445       116,501       74,994  
  

 

 

   

 

 

   

 

 

 

Total assets

     249,758,626       921,912,935       525,012,885  
  

 

 

   

 

 

   

 

 

 

Liabilities:

      

Unrealized depreciation on foreign currency contracts

                 1,006,376  

Bank overdraft - foreign cash

                  

Obligation to return securities lending collateral

           1,011,000       1,119,250  

Unrealized depreciation on OTC swap contracts

                 1,259,267  

Cash collateral due to broker on swap contracts

                 143,000  

TBA sale commitments, at market value

     41,882,062              

Unfunded loan commitments

           27,313       191,185  

Payables:

      

Investment securities purchased

     72,670,751       25,658,582       46,960,390  

Fund shares redeemed

     65,980       1,353,463       740,254  

Investment management fees

     44,288       311,403       212,626  

Transfer agent fees

     3,984       184,662       74,362  

Accounting services fees

     1,993       13,088       8,505  

Board of Directors’ fees

     448       3,534       1,405  

Variation margin on centrally cleared swap contracts

                 111,492  

Variation margin on futures contracts

                  

Foreign taxes

                 2,550  

Distribution fees

     777       30,106       14,930  

Distributions payable

     50       123,586        

Written options

     38,750              

Accrued expenses

     5,197       46,747       36,886  

OTC swap contracts premiums received

                 6,045,494  
  

 

 

   

 

 

   

 

 

 

Total liabilities

     114,714,280       28,763,484       57,927,972  
  

 

 

   

 

 

   

 

 

 

Net assets

   $ 135,044,346     $ 893,149,451     $ 467,084,913  
  

 

 

   

 

 

   

 

 

 

Summary of Net Assets:

      

Capital stock and paid-in-capital

   $ 140,449,631     $ 904,234,302     $ 495,982,853  

Undistributed (distributions in excess of) net investment income

     168,712       517,057       557,619  

Accumulated net realized gain (loss)

     (3,615,744     (1,440,021     (25,857,982

Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency

     (1,958,253     (10,161,887     (3,597,577
  

 

 

   

 

 

   

 

 

 

Net assets

   $     135,044,346     $     893,149,451     $ 467,084,913  
  

 

 

   

 

 

   

 

 

 

Shares authorized

     500,000,000       700,000,000           1,000,000,000  
  

 

 

   

 

 

   

 

 

 

Par value

   $ 0.0010     $ 0.0010     $ 0.0010  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  238  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

The Hartford
Total Return
Bond Fund
    The Hartford
World
Bond Fund
 
 
$     3,186,279,076     $     4,183,102,268  
        98,368  
         
        436,112  
  1,293,335       705,009  
  908,979       143,892,384  
 
  510,030,488       248,327  
  1,741,919       7,418,858  
  12,311,157       28,627,709  
  1,298       8,997  
  14,145        
  191,717        
         
  4,775,230       3,899,423  
  99,375       142,293  

 

 

   

 

 

 
  3,717,646,719       4,368,579,748  

 

 

   

 

 

 
 
  33,230       99,854,492  
  1,977,973        
  1,298,000       11,885,351  
  2,811,308       1,376,235  
  450,000       945,000  
  357,935,064        
         
 
  1,024,218,041       155,413,627  
  1,506,312       5,500,832  
  732,268       1,988,277  
  228,435       412,836  
  41,830       72,208  
  7,738       14,667  
  422,314       151,549  
        1,116,537  
         
  34,694       23,580  
  97,985        
  101,719       25,512  
  137,704       584,690  
  9,205,514       4,969,516  

 

 

   

 

 

 
  1,401,240,129       284,334,909  

 

 

   

 

 

 
$ 2,316,406,590     $ 4,084,244,839  

 

 

   

 

 

 
 
$ 2,377,151,101     $ 4,054,159,398  
  686,725       (22,312,606
  (25,732,991     (6,147,435

 

(35,698,245

    58,545,482  

 

 

   

 

 

 
$ 2,316,406,590     $ 4,084,244,839  

 

 

   

 

 

 
  1,100,000,000       1,350,000,000  

 

 

   

 

 

 
$ 0.0010     $ 0.0010  

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  239  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Quality
Bond Fund
     The Hartford
Short
Duration Fund
     The Hartford
Strategic
Income Fund
 

Class A:  Net asset value per share

   $ 9.71      $ 9.74      $ 8.65  
  

 

 

    

 

 

    

 

 

 

         Maximum offering price per share

   $ 10.17      $ 9.94      $ 9.06  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,323,101        50,621,066        18,171,191  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 12,840,820      $ 492,909,486      $ 157,138,887  
  

 

 

    

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 9.63      $ 9.73      $ 8.68  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     262,989        9,518,629        7,911,346  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 2,532,386      $ 92,658,575      $ 68,707,420  
  

 

 

    

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 9.70      $ 9.75      $ 8.68  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     271,706        17,933,659        9,283,481  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 2,635,698      $ 174,921,072      $ 80,546,005  
  

 

 

    

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 9.69      $ 9.71      $ 8.63  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     20,184        97,712        35,296  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 195,500      $ 948,858      $ 304,676  
  

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 9.72      $ 9.72      $ 8.64  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,140        64,687        59,247  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 11,082      $ 628,871      $ 512,152  
  

 

 

    

 

 

    

 

 

 

Class R5:  Net asset value per share

   $ 9.72      $ 9.73      $ 8.64  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     3,028        157,519        152,547  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 29,432      $ 1,532,083      $ 1,318,211  
  

 

 

    

 

 

    

 

 

 

Class R6:  Net asset value per share

   $      $      $ 8.64  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

                   1,365  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $      $      $ 11,792  
  

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 9.80      $ 9.71      $ 8.64  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,529        1,004,865        232,357  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 14,981      $ 9,756,784      $ 2,006,993  
  

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 9.72      $ 9.76      $ 8.67  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     12,018,303        12,277,272        18,048,657  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $     116,784,447      $     119,793,722      $     156,538,777  
  

 

 

    

 

 

    

 

 

 

Cost of investments

   $ 179,861,308      $ 918,906,862      $ 496,360,640  

Cost of foreign currency

   $ 5,968,014      $ 2,649,992      $ 1,893,683  

Cost of bank overdraft - foreign cash

   $      $      $  

Proceeds of TBA sale commitments

   $ 42,092,835      $      $  

Proceeds of written option contracts

   $ 40,459      $      $  

(1) Includes Investment in securities on loan, at value

   $      $ 986,321      $ 1,096,461  

 

The accompanying notes are an integral part of these financial statements.

 

 

  240  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

The Hartford
Total Return
Bond Fund
    The Hartford
World
Bond Fund
 
$ 10.10     $ 10.52  

 

 

   

 

 

 
$ 10.58     $ 11.02  

 

 

   

 

 

 
  76,543,089       31,465,393  

 

 

   

 

 

 
$ 773,356,123     $ 331,079,632  

 

 

   

 

 

 
$ 10.16     $ 10.34  

 

 

   

 

 

 
  5,272,094       8,566,131  

 

 

   

 

 

 
$ 53,565,897     $ 88,581,717  

 

 

   

 

 

 
$ 10.14     $ 10.59  

 

 

   

 

 

 
  4,209,210       166,519,280  

 

 

   

 

 

 
$ 42,663,566     $ 1,762,986,087  

 

 

   

 

 

 
$ 10.33     $ 10.47  

 

 

   

 

 

 
  527,296       109,147  

 

 

   

 

 

 
$ 5,449,318     $ 1,142,261  

 

 

   

 

 

 
$ 10.28     $ 10.53  

 

 

   

 

 

 
  1,188,733       45,597  

 

 

   

 

 

 
$ 12,221,180     $ 480,163  

 

 

   

 

 

 
$ 10.25     $ 10.59  

 

 

   

 

 

 
  146,125       251,384  

 

 

   

 

 

 
$ 1,497,407     $ 2,662,270  

 

 

   

 

 

 
$ 10.23     $ 10.62  

 

 

   

 

 

 
  131,841       401,173  

 

 

   

 

 

 
$ 1,348,158     $ 4,261,252  

 

 

   

 

 

 
$ 10.23     $ 10.61  

 

 

   

 

 

 
  43,861,325       48,861,337  

 

 

   

 

 

 
$ 448,826,340     $ 518,657,272  

 

 

   

 

 

 
$ 10.08     $ 10.60  

 

 

   

 

 

 
  96,991,305       129,680,369  

 

 

   

 

 

 
$ 977,478,601     $ 1,374,394,185  

 

 

   

 

 

 
$ 3,226,699,945     $     4,179,222,768  
$     $ 432,758  
$ 1,977,973     $  
$     359,470,950     $  
$ 106,206     $ 363,505  
$ 1,268,560     $ 11,621,580  

 

The accompanying notes are an integral part of these financial statements.

 

 

  241  

 


Hartford Fixed Income Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Emerging
Markets Local
Debt Fund
    The Hartford
Floating
Rate Fund
    The Hartford
Floating
Rate High
Income Fund
 

Investment Income:

      

Dividends

   $     $ 69,663     $  

Interest

         5,493,205           100,781,114           13,388,316  

Securities lending

     523              

Less: Foreign tax withheld

     (118,655     (21,799     (1,774
  

 

 

   

 

 

   

 

 

 

Total investment income, net

     5,375,073       100,828,978       13,386,542  
  

 

 

   

 

 

   

 

 

 

Expenses:

      

Investment management fees

     764,533       11,942,442       1,759,287  

Administrative services fees

      

Class R3

     21       9,562       270  

Class R4

     48       4,537       533  

Class R5

     5       856       2,960  

Transfer agent fees

      

Class A

     7,039       370,883       70,248  

Class C

     2,535       421,397       42,047  

Class I

     15,367       701,620       92,626  

Class R3

     2       945       26  

Class R4

     6       604       68  

Class R5

     2       164       148  

Class Y

     22,285       110,042       1,932  

Class F

     4       223       14  

Distribution fees

      

Class A

     10,558       959,052       166,557  

Class C

     16,638       4,977,052       426,551  

Class R3

     52       23,904       674  

Class R4

     80       7,562       888  

Custodian fees

     13,606       18,114       3,511  

Registration and filing fees

     63,886       168,306       71,575  

Accounting services fees

     16,190       346,921       45,303  

Board of Directors’ fees

     2,046       54,941       6,798  

Audit fees

     14,056       14,034       12,405  

Other expenses

     12,668       292,124       44,327  
  

 

 

   

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     961,627       20,425,285       2,748,748  

Expense waivers

     (103,457     (18,224     (149,342

Distribution fee reimbursements

     (162     (4,306     (162
  

 

 

   

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (103,619     (22,530     (149,504
  

 

 

   

 

 

   

 

 

 

Total expenses, net

     858,008       20,402,755       2,599,244  
  

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     4,517,065       80,426,223       10,787,298  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net realized gain (loss) on investments

     965,412       5,227,648       1,055,539  

Less: Foreign taxes paid on realized capital gains

     (69,493            

Net realized gain (loss) on purchased options contracts

     (202,623            

Net realized gain (loss) on futures contracts

     159,562              

Net realized gain (loss) on written options contracts

     (101,506            

Net realized gain (loss) on swap contracts

     76,887       270,686       42,948  

Net realized gain (loss) on foreign currency contracts

     1,203,549       (2,398,144     (397,178

Net realized gain (loss) on other foreign currency transactions

     (87,643     (457,646     (217,717
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     1,944,145       2,642,544       483,592  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  242  

 


Hartford Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

The Hartford
High Yield
Fund
    The Hartford
Inflation
Plus Fund
    Hartford
Municipal
Income Fund
    The Hartford
Municipal
Opportunities
Fund
    The Hartford
Municipal Real
Return Fund
    Hartford
Municipal Short
Duration Fund
 
         
$ 24,781     $     $     $     $     $  
      10,376,418       9,034,206           364,146           11,056,996           2,977,209           205,199  
                                 
        (5,814                        

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  10,401,199       9,028,392       364,146       11,056,996       2,977,209       205,199  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  1,135,355       1,387,542       42,378       1,132,380       303,481       33,366  
         
  2,646       47,844                          
  1,055       8,144                          
  458       1,366                          
         
  195,579       172,951       3,777       89,127       30,747       2,131  
  36,335       67,329       504       32,123       6,019       500  
  13,289       32,386       403       91,957       13,903       502  
  258       3,726                          
  139       1,082                          
  91       267                          
  337       9,061                   4,679        
  6       18       5       7       7       3  
         
  271,825       237,873       17,071       303,963       115,072       10,398  
  268,745       505,925       17,087       478,689       83,646       17,647  
  6,615       119,611                          
  1,758       13,573                          
  2,154       4,625       161       1,727       556       156  
  69,763       62,923       32,944       47,555       45,828       33,255  
  31,441       50,543       1,695       47,059       12,139       1,335  
  4,832       7,716       315       9,128       2,431       260  
  14,407       14,367       14,433       14,369       11,730       14,433  
  48,222       50,553       4,110       37,423       14,301       3,698  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  2,105,310       2,799,425       134,883       2,285,507       644,539       117,684  
  (181,082     (245,962     (48,799     (31,799     (64,817     (49,273
  (2,522     (3,303     (16,455     (730     (1,083     (15,586

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (183,604     (249,265     (65,254     (32,529     (65,900     (64,859

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  1,921,706       2,550,160       69,629       2,252,978       578,639       52,825  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  8,479,493       6,478,232       294,517       8,804,018       2,398,570       152,374  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  2,264,592       (895,663     13,795       759,826       644,376       (1,058
                                 
                                 
            (1,575,456                        
                                 
  159,164       (42,257                 (86,632      
  (122,148     (1,332,672                        
  3,840       (231,288                        

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  2,305,448       (4,077,336     13,795       759,826       557,744       (1,058

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  243  

 


Hartford Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Emerging
Markets Local
Debt Fund
    The Hartford
Floating
Rate Fund
    The Hartford
Floating
Rate High
Income Fund
 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net unrealized appreciation (depreciation) of investments

   $     (1,936,272   $     (5,713,653   $     (1,155,339

Net unrealized appreciation (depreciation) of purchased options contracts

     (326,220            

Net unrealized appreciation (depreciation) of futures contracts

     (32,148            

Net unrealized appreciation (depreciation) of written options contracts

     222,935              

Net unrealized appreciation (depreciation) of swap contracts

     (12,447     650,363       129,248  

Net unrealized appreciation (depreciation) of bond forward contracts

                  

Net unrealized appreciation (depreciation) of foreign currency contracts

     1,638,711       1,132,666       365,211  

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     9,211       399,000       84,029  
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     (436,230     (3,531,624     (576,851
  

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     1,507,915       (889,080     (93,259
  

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $ 6,024,980     $     79,537,143     $ 10,694,039  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  244  

 


Hartford Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

The Hartford
High Yield
Fund
    The Hartford
Inflation
Plus Fund
    Hartford
Municipal
Income Fund
    The Hartford
Municipal
Opportunities
Fund
    The Hartford
Municipal Real
Return Fund
    Hartford
Municipal Short
Duration Fund
 
         
$     (11,965,678   $ (8,458,657   $ (473,460   $ (12,764,289   $ (4,688,333   $ (267,876
        (84,982                        
        13,336                          
                                 
  (39,864     1,466,845                   1,968,804        
        88,558                          
  (17,053     687,111                          
  (239     (9,484                        

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

    (12,022,834

    (6,297,273     (473,460     (12,764,289     (2,719,529     (267,876

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (9,717,386         (10,374,609         (459,665         (12,004,463         (2,161,785     (268,934

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ (1,237,893   $ (3,896,377   $ (165,148   $ (3,200,445   $ 236,785     $     (116,560

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  245  

 


Hartford Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Quality
Bond Fund
    The Hartford
Short
Duration Fund
    The Hartford
Strategic
Income Fund
 

Investment Income:

      

Dividends

   $     $     $ 8,000  

Interest

         1,916,420           14,089,979           11,380,615  

Securities lending

           240       700  

Less: Foreign tax withheld

                 (23,774
  

 

 

   

 

 

   

 

 

 

Total investment income, net

     1,916,420       14,090,219       11,365,541  
  

 

 

   

 

 

   

 

 

 

Expenses:

      

Investment management fees

     272,331       1,928,706       1,316,351  

Administrative services fees

      

Class R3

     193       1,003       295  

Class R4

     9       469       414  

Class R5

     14       484       661  

Transfer agent fees

      

Class A

     8,278       409,562       117,426  

Class C

     2,348       57,494       41,592  

Class I

     2,417       67,600       42,269  

Class R3

     19       96       28  

Class R4

     1       61       55  

Class R5

     3       83       76  

Class R6

                  

Class Y

     5       1,039       215  

Class F

     12       13       15  

Distribution fees

      

Class A

     16,283       624,454       198,214  

Class C

     11,512       484,370       354,704  

Class R3

     483       2,507       736  

Class R4

     14       781       689  

Custodian fees

     1,205       2,650       16,004  

Registration and filing fees

     56,106       96,064       110,280  

Accounting services fees

     12,255       81,213       52,658  

Board of Directors’ fees

     1,803       12,376       6,177  

Audit fees

     14,957       14,961       18,295  

Other expenses

     9,089       71,863       39,292  
  

 

 

   

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     409,337       3,857,849       2,316,446  

Expense waivers

     (68,710     (65,934     (168,301

Distribution fee reimbursements

     (320     (72,661     (614
  

 

 

   

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (69,030     (138,595     (168,915
  

 

 

   

 

 

   

 

 

 

Total expenses, net

     340,307       3,719,254       2,147,531  
  

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     1,576,113       10,370,965       9,218,010  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net realized gain (loss) on investments

     (496,276     (602,026     1,781,186  

Less: Foreign taxes paid on realized capital gains

                 (6,443

Net realized gain (loss) on purchased options contracts

     13,355              

Net realized gain (loss) on futures contracts

     (1,658,945     2,579,096       (6,068,908

Net realized gain (loss) on written options contracts

     (674           603,988  

Net realized gain (loss) on swap contracts

     495,945             1,060,207  

Net realized gain (loss) on foreign currency contracts

     (53,363     (58,033     (301,439

Net realized gain (loss) on other foreign currency transactions

     96,931       1,054       25,934  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     (1,603,027     1,920,091       (2,905,475
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  246  

 


Hartford Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

The Hartford
Total Return
Bond Fund
    The Hartford
World
Bond Fund
 
 
$ 18,199     $ 59,066  
  39,290,662       39,113,328  
  2,436       11,166  
  (26,687     (81,550

 

 

   

 

 

 
  39,284,610       39,102,010  

 

 

   

 

 

 
 
  4,405,270       12,238,207  
 
  5,445       1,771  
  9,951       416  
  748       1,137  
 
  533,351       209,448  
  55,039       52,943  
  18,389       884,455  
  533       177  
  739       54  
  116       220  
  6       24  
  97,934       93,174  
  36       100  
 
  963,710       409,788  
  280,529       469,204  
  13,611       4,427  
  16,585       693  
  14,511       146,872  
  112,986       177,118  
  251,615       435,282  
  30,489       54,355  
  15,871       16,686  
  196,704       530,275  

 

 

   

 

 

 
  7,024,168       15,726,826  
        (34,278
  (5,684     (916

 

 

   

 

 

 
  (5,684     (35,194

 

 

   

 

 

 
  7,018,484       15,691,632  

 

 

   

 

 

 
  32,266,126       23,410,378  

 

 

   

 

 

 
 
  (7,987,438     33,963,263  
         
  167       (198,574
      (13,799,226     27,492,106  
  724,597       1,137,294  
  1,515,404       (1,426,811
  (1,165,791         (38,565,075
  (92,081     885,769  

 

 

   

 

 

 
  (20,804,368     23,287,972  

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  247  

 


Hartford Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Quality
Bond Fund
    The Hartford
Short
Duration Fund
    The Hartford
Strategic
Income Fund
 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net unrealized appreciation (depreciation) of investments

   $ (2,434,705   $ (13,876,252   $ (7,461,191

Net unrealized appreciation (depreciation) of purchased options contracts

     (44,808           (72,710

Net unrealized appreciation (depreciation) of futures contracts

     341,204       (420,576     507,407  

Net unrealized appreciation (depreciation) of written options contracts

     1,709              

Net unrealized appreciation (depreciation) of swap contracts

     444,183             1,490,336  

Net unrealized appreciation (depreciation) of foreign currency contracts

     52,614       33,004       404,518  

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     (4,625     10,548       (4,756
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     (1,644,428     (14,253,276     (5,136,396
  

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     (3,247,455         (12,333,185         (8,041,871
  

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     (1,671,342   $ (1,962,220   $ 1,176,139  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  248  

 


Hartford Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

The Hartford
Total Return
Bond Fund
    The Hartford
World
Bond Fund
 
 
$     (52,127,000   $     (12,988,043
  (476,632     852,004  
  1,260,423       2,291,648  
  4,487       116,529  
  5,652,947       4,531,365  
  (373,596     (8,317,039
  (15,950     (416,681

 

 

   

 

 

 

 

(46,075,321

    (13,930,217

 

 

   

 

 

 
  (66,879,689     9,357,755  

 

 

   

 

 

 
$ (34,613,563   $ 32,768,133  

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  249  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets

 

 

 

     The Hartford Emerging Markets
Local Debt Fund
    The Hartford
Floating Rate Fund
 
     For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 

Operations:

        

Net investment income (loss)

   $ 4,517,065     $ 5,667,134     $ 80,426,223     $ 150,711,350  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     1,944,145       4,066,250       2,642,544       (3,392,536

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (436,230     (3,697,076     (3,531,624     77,704,835  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     6,024,980       6,036,308       79,537,143       225,023,649  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

From net investment income

        

Class A

     (1,684,560     (284,894     (14,606,743     (30,382,592

Class B(1)

                       (54,241

Class C

     (577,525     (82,993     (15,280,562     (32,799,511

Class I

     (10,921,662     (1,425,078     (35,779,672     (67,793,244

Class R3

     (4,229     (523     (169,730     (359,006

Class R4

     (13,345     (2,266     (114,898     (260,730

Class R5

     (2,271     (518     (34,851     (77,544

Class Y

     (20,922,617     (3,612,576     (7,821,036     (14,437,545

Class F(2)

     (534,655     (21,990     (984,138     (366,550
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (34,660,864     (5,430,838     (74,791,630     (146,530,963
  

 

 

   

 

 

   

 

 

   

 

 

 

From tax return of capital

        

Class A

                       (774,083

Class B

                       (1,382

Class C

                       (835,661

Class I

                       (1,727,224

Class R3

                       (9,147

Class R4

                       (6,643

Class R5

                       (1,976

Class Y

                       (367,837

Class F

                       (9,339
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from tax return of capital

                       (3,733,292
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (34,660,864     (5,430,838     (74,791,630     (150,264,255
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     98,619,824       103,321,647       515,549,675       1,260,184,449  

Issued on reinvestment of distributions

     25,341,496       4,085,101       60,354,235       127,895,198  

Redeemed

     (53,550,956     (58,239,914     (674,185,860         (1,249,839,582
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     70,410,364       49,166,834       (98,281,950     138,240,065  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     41,774,480       49,772,304       (93,536,437     212,999,459  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     154,949,459       105,177,155       4,112,514,228       3,899,514,769  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     196,723,939     $     154,949,459     $     4,018,977,791     $ 4,112,514,228  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ (3,647,418   $ 26,496,381     $ 2,685,034     $ (2,949,559
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  Class B shares converted into Class A shares on September 19, 2017.
(2) Commenced operations on February 28, 2017.

 

The accompanying notes are an integral part of these financial statements.

 

 

  250  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

The Hartford Floating
Rate High Income Fund
    The Hartford
High Yield Fund
    The Hartford
Inflation Plus Fund
 
For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 
         
$ 10,787,298     $ 18,511,822     $ 8,479,493     $ 17,896,676     $ 6,478,232     $ 7,707,726  

 

483,592

 

    (406,800     2,305,448       2,069,266       (4,077,336     2,303,049  

 

(576,851

    9,687,010       (12,022,834     8,401,481       (6,297,273     (8,956,266

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  10,694,039       27,792,032       (1,237,893     28,367,423       (3,896,377     1,054,509  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
         
  (2,553,212     (5,055,054     (5,331,989     (11,318,029     (8,681,389     (2,601,063
                    (30,943            
  (1,315,121     (2,715,436     (1,116,154     (2,448,924     (3,949,002     (541,095
  (5,069,527     (9,365,955     (597,169     (2,469,522     (2,726,544     (854,272
  (4,764     (11,591     (60,913     (136,427     (2,056,051     (474,320
  (13,613     (28,094     (34,489     (78,351     (490,280     (171,472
  (122,427     (57,141     (23,856     (38,596     (141,225     (40,443
  (189,819     (170,847     (30,626     (335,845     (1,490,399     (1,657,653
  (429,959     (125,899     (1,280,508     (571,508     (5,668,571      

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (9,698,442     (17,530,017     (8,475,704     (17,428,145     (25,203,461     (6,340,318

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
                    (287,064            
                    (785            
                    (62,113            
                    (62,636            
                    (3,460            
                    (1,987            
                    (979            
                    (8,518            
                    (14,496            

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
                    (442,038            

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (9,698,442     (17,530,017     (8,475,704     (17,870,183     (25,203,461     (6,340,318

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  134,758,233       329,108,046       42,431,710       227,268,443       40,668,063       239,539,317  
  9,563,390       17,071,310       8,231,988       17,214,991       24,035,322       5,982,150  
      (111,766,141         (209,894,227     (64,213,310         (246,968,583     (70,817,943         (273,901,799

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  32,555,482       136,285,129       (13,549,612     (2,485,149     (6,114,558     (28,380,332

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  33,551,079       146,547,144       (23,263,209     8,012,091       (35,214,396     (33,666,141

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  511,726,865       365,179,721       368,924,034       360,911,943       586,000,826       619,666,967  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 545,277,944     $ 511,726,865     $     345,660,825     $ 368,924,034     $     550,786,430     $ 586,000,826  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 782,519     $ (306,337   $ (175,678   $ (179,467   $ 2,999,592     $ 21,724,821  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  251  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     Hartford Municipal
Income Fund
    The Hartford Municipal
Opportunities Fund
 
     For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 

Operations:

        

Net investment income (loss)

   $ 294,517     $ 475,334     $ 8,804,018     $ 16,711,800  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     13,795       (33,991     759,826       (931,803

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (473,460     74,593       (12,764,289     (8,804,907
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     (165,148     515,936       (3,200,445     6,975,090  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

From net investment income

        

Class A

     (161,224     (254,920     (3,160,027     (6,384,521

Class B(1)

                       (6,196

Class C

     (40,223     (64,978     (885,013     (1,960,067

Class I

     (76,953     (150,585     (4,311,377     (8,227,242

Class R3

                        

Class R4

                        

Class R5

                        

Class Y

                        

Class F

     (16,118     (4,852     (447,611     (133,771
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (294,518     (475,335     (8,804,028     (16,711,797
  

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

        

Class A

                        

Class C

                        

Class I

                        

Class R3

                        

Class R4

                        

Class R5

                        

Class Y

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (294,518     (475,335     (8,804,028     (16,711,797
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     3,068,271       7,652,129       103,341,053       243,412,258  

Issued on reinvestment of distributions

     294,259       475,259       7,403,364       13,876,035  

Redeemed

     (1,366,144     (4,001,328         (113,251,957         (317,864,298
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     1,996,386       4,126,060       (2,507,540     (60,576,005
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     1,536,720       4,166,661       (14,512,013     (70,312,712
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     23,273,155       19,106,494       679,785,317       750,098,029  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     24,809,875     $     23,273,155     $ 665,273,304     $ 679,785,317  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ 7,424     $ 7,425     $ 166,361     $ 166,371  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  Class B shares converted into Class A shares on September 19, 2017.

 

The accompanying notes are an integral part of these financial statements.

 

 

  252  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

The Hartford Municipal
Real Return Fund
    Hartford Municipal
Short Duration Fund
    The Hartford
Quality Bond Fund
 
For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 
         
$ 2,398,570     $ 4,973,942     $ 152,374     $ 227,520     $ 1,576,113     $ 2,417,691  

 

557,744

 

    (1,002,571     (1,058     (38,769     (1,603,027     (1,599,791

 

(2,719,529

    (160,380     (267,876     (30,423     (1,644,428     (851,004

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  236,785       3,810,991       (116,560     158,328       (1,671,342     (33,104

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
         
  (1,264,450     (2,779,180     (63,981     (95,952     (145,827     (262,923
        (2,661                        
  (167,196     (415,924     (25,318     (34,369     (16,558     (35,886
  (638,053     (1,231,585     (58,286     (95,767     (50,764     (136,565
                          (1,862     (4,127
                          (134     (243
                          (366     (893
  (235,167     (499,407                 (178     (904,814
  (97,554     (45,237     (4,787     (1,563     (1,521,214     (1,435,773

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (2,402,420     (4,973,994     (152,372     (227,651     (1,736,903     (2,781,224

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
                                (245,660
                                (64,716
                                (178,941
                                (3,019
                                (365
                                (689
                                (1,403,142

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
                                (1,896,532

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (2,402,420     (4,973,994     (152,372     (227,651     (1,736,903     (4,677,756

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  10,505,085       62,347,413       2,319,501       6,123,085       8,600,796       155,767,045  
  2,153,072       4,405,415       152,245       227,448       1,736,452       4,612,247  
  (29,796,176     (56,430,728     (2,959,842     (4,914,795     (8,951,366         (143,115,901

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (17,138,019     10,322,100       (488,096     1,435,738       1,385,882       17,263,391  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (19,303,654     9,159,097       (757,028     1,366,415       (2,022,363     12,552,531  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  180,881,936       171,722,839       19,731,852       18,365,437       137,066,709       124,514,178  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     161,578,282     $     180,881,936     $     18,974,824     $     19,731,852     $     135,044,346     $ 137,066,709  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ (448,718   $ (444,868   $ 6,109     $ 6,107     $ 168,712     $ 329,502  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  253  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford Short
Duration Fund
    The Hartford Strategic
Income Fund
 
     For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 

Operations:

        

Net investment income (loss)

   $ 10,370,965     $ 18,230,332     $ 9,218,010     $ 16,218,607  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     1,920,091       2,252,424       (2,905,475     4,652,198  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (14,253,276     (3,583,242     (5,136,396     5,845,271  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     (1,962,220     16,899,514       1,176,139       26,716,076  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

From net investment income

        

Class A

     (5,742,777     (10,660,453     (6,669,731     (5,222,326

Class B(1)

           (21,062           (50,657

Class C

     (750,659     (1,469,129     (2,690,128     (2,428,318

Class I

     (2,436,173     (4,622,741     (3,586,066     (2,049,875

Class R3

     (10,801     (22,839     (12,233     (10,154

Class R4

     (7,191     (12,675     (21,643     (9,550

Class R5

     (12,653     (12,682     (55,237     (25,258

Class R6

                 (506     (507

Class Y

     (90,636     (514,860     (38,132     (3,885,223

Class F

     (1,442,183     (895,311     (6,936,730     (3,521,055
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (10,493,073     (18,231,752     (20,010,406     (17,202,923
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (10,493,073     (18,231,752     (20,010,406     (17,202,923
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     247,226,119       602,010,398       52,768,982       337,731,647  

Issued in merger

                       53,944,994  

Issued on reinvestment of distributions

     9,798,482       16,737,863       18,947,226       16,643,340  

Redeemed

         (276,349,925         (588,054,151     (88,502,900         (308,320,630
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (19,325,324     30,694,110       (16,786,692     99,999,351  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (31,780,617     29,361,872       (35,620,959     109,512,504  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     924,930,068       895,568,196       502,705,872       393,193,368  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $ 893,149,451     $ 924,930,068     $     467,084,913     $ 502,705,872  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ 517,057     $ 639,165     $ 557,619     $ 11,350,015  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) Class B shares converted into Class A shares on September 19, 2017.

 

The accompanying notes are an integral part of these financial statements.

 

 

  254  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

The Hartford Total
Return Bond Fund
    The Hartford
World Bond Fund
 
For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 
     
$ 32,266,126     $ 58,099,988     $ 23,410,378     $ 45,778,317  

 

(20,804,368

    13,269,355       23,287,972       (77,851,325

 

(46,075,321

    (18,299,318     (13,930,217     79,272,879  

 

 

   

 

 

   

 

 

   

 

 

 
  (34,613,563     53,070,025       32,768,133       47,199,871  

 

 

   

 

 

   

 

 

   

 

 

 
     
     
  (13,259,567     (19,090,930            
        (33,906            
  (514,026     (1,154,490            
  (643,716     (4,256,995     (168,937      
  (62,947     (132,547            
  (222,139     (365,819            
  (31,717     (41,344     (332      
  (25,352     (12,470     (365      
  (9,944,532     (20,674,042     (99,098      
  (21,921,483     (12,245,097     (356,071      

 

 

   

 

 

   

 

 

   

 

 

 
  (46,625,479     (58,007,640     (624,803      

 

 

   

 

 

   

 

 

   

 

 

 
  (46,625,479     (58,007,640     (624,803      

 

 

   

 

 

   

 

 

   

 

 

 
     
  273,064,651       1,477,785,914       635,666,442       3,492,944,156  
                     
  46,082,655       56,833,846       607,806        
  (186,913,080         (1,295,623,880     (629,534,197         (3,113,007,805

 

 

   

 

 

   

 

 

   

 

 

 
  132,234,226       238,995,880       6,740,051       379,936,351  

 

 

   

 

 

   

 

 

   

 

 

 
  50,995,184       234,058,265       38,883,381       427,136,222  

 

 

   

 

 

   

 

 

   

 

 

 
     
  2,265,411,406       2,031,353,141       4,045,361,458       3,618,225,236  

 

 

   

 

 

   

 

 

   

 

 

 
$     2,316,406,590     $ 2,265,411,406     $     4,084,244,839     $ 4,045,361,458  

 

 

   

 

 

   

 

 

   

 

 

 
$ 686,725     $ 15,046,078     $ (22,312,606   $ (45,098,181

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  255  

 


Hartford Fixed Income Funds

Financial Highlights

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Emerging Markets Local Debt Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

         

A

  $ 7.62     $ 0.16     $ 0.14     $ 0.30     $ (1.52   $     $     $ (1.52   $ 6.40       4.03 %(5)    $ 10,104       1.40 %(6)      1.25 %(6)      4.72 %(6)      62

C

    7.62       0.14       0.14       0.28       (1.50                 (1.50     6.40       3.78 (5)      3,892       2.14 (6)      2.00 (6)      3.97 (6)      62  

I

    7.61       0.17       0.13       0.30       (1.53                 (1.53     6.38       4.19 (5)      76,877       1.03 (6)      0.95 (6)      5.03 (6)      62  

R3

    7.60       0.16       0.13       0.29       (1.52                 (1.52     6.37       3.96 (5)      22       1.70 (6)      1.36 (6)      4.61 (6)      62  

R4

    7.60       0.16       0.14       0.30       (1.52                 (1.52     6.38       4.21 (5)      67       1.40 (6)      1.25 (6)      4.73 (6)      62  

R5

    7.38       0.17       0.13       0.30       (1.53                 (1.53     6.15       4.34 (5)      11       1.10 (6)      0.95 (6)      5.02 (6)      62  

Y

    7.57       0.17       0.13       0.30       (1.53                 (1.53     6.34       4.25 (5)      101,520       1.03 (6)      0.90 (6)      5.07 (6)      62  

F

    7.61       0.17       0.14       0.31       (1.53                 (1.53     6.39       4.39 (5)      4,231       0.99 (6)      0.90 (6)      5.08 (6)      62  

For the Year Ended October 31, 2017

 

     

A

  $ 7.48     $ 0.37     $ 0.11     $ 0.48     $ (0.34   $     $     $ (0.34   $ 7.62       6.80   $ 8,324       1.44     1.25     4.87     151

C

    7.47       0.31       0.13       0.44       (0.29                 (0.29     7.62       5.98       2,777       2.20       2.00       4.13       151  

I

    7.46       0.39       0.13       0.52       (0.37                 (0.37     7.61       7.11       46,768       1.18       1.00       5.10       151  

R3

    7.43       0.35       0.13       0.48       (0.31                 (0.31     7.60       6.61       12       1.96       1.50       4.67       151  

R4

    7.45       0.37       0.12       0.49       (0.34                 (0.34     7.60       6.73       46       1.50       1.25       4.86       151  

R5

    7.24       0.38       0.11       0.49       (0.35                 (0.35     7.38       7.00       11       1.21       0.95       5.22       151  

Y

    7.43       0.39       0.12       0.51       (0.37                 (0.37     7.57       7.11       94,802       1.07       0.90       5.24       151  

F(7)

    7.29       0.26       0.31       0.57       (0.25                 (0.25     7.61       7.87 (5)      2,210       1.04 (6)      0.90 (6)      4.99 (6)      151  

For the Year Ended October 31, 2016

 

     

A

  $ 7.09     $ 0.35     $ 0.38     $ 0.73     $     $     $ (0.34   $ (0.34   $ 7.48       10.62   $ 5,804       1.64     1.26 %(8)      4.91     187

C

    7.08       0.30       0.37       0.67                   (0.28     (0.28     7.47       9.78       1,895       2.43       2.01 (8)      4.14       187  

I

    7.07       0.37       0.38       0.75                   (0.36     (0.36     7.46       10.93       9,871       1.41       1.01 (8)      5.08       187  

R3

    7.08       0.32       0.35       0.67                   (0.32     (0.32     7.43       9.80       20       1.92       1.56 (8)      4.44       187  

R4

    7.08       0.34       0.38       0.72                   (0.35     (0.35     7.45       10.51       31       1.61       1.26 (8)      4.76       187  

R5

    7.08       0.36       0.34       0.70                   (0.54     (0.54     7.24       10.44       12       1.30       0.96 (8)      5.04       187  

Y

    7.05       0.37       0.38       0.75                   (0.37     (0.37     7.43       10.96       87,545       1.20       0.91 (8)      5.26       187  

For the Year Ended October 31, 2015

 

     

A

  $ 9.00     $ 0.36     $ (1.87   $ (1.51   $     $     $ (0.40   $ (0.40   $ 7.09       (17.13 )%    $ 5,827       1.53     1.25     4.56     122

C

    8.99       0.32       (1.90     (1.58                 (0.33     (0.33     7.08       (17.81     1,289       2.29       2.00       3.99       122  

I

    8.98       0.38       (1.87     (1.49                 (0.42     (0.42     7.07       (16.95     3,716       1.18       0.97       4.57       122  

R3

    8.99       0.34       (1.88     (1.54                 (0.37     (0.37     7.08       (17.40     1,688       1.81       1.55       4.33       122  

R4

    8.99       0.37       (1.88     (1.51                 (0.40     (0.40     7.08       (17.14     1,741       1.51       1.25       4.63       122  

R5

    8.99       0.39       (1.88     (1.49                 (0.42     (0.42     7.08       (16.89     1,726       1.21       0.95       4.93       122  

Y

    8.96       0.40       (1.89     (1.49                 (0.42     (0.42     7.05       (16.90     177,798       1.11       0.90       5.02       122  

For the Year Ended October 31, 2014

 

     

A

  $   9.51     $   0.42     $   (0.52   $   (0.10   $   (0.04   $   (0.01   $   (0.36   $   (0.41   $   9.00       (1.10 )%    $ 9,792       1.47     1.25     4.57     144

C

    9.50       0.35       (0.52     (0.17     (0.03     (0.01     (0.30     (0.34     8.99       (1.85     3,208       2.23       2.00       3.78       144  

I

    9.50       0.44       (0.52     (0.08     (0.04     (0.01     (0.39     (0.44     8.98       (0.91     43,683       1.19       0.98       4.78       144  

R3

    9.50       0.39       (0.52     (0.13     (0.03     (0.01     (0.34     (0.38     8.99       (1.38     2,041       1.81       1.55       4.23       144  

R4

    9.50       0.42       (0.52     (0.10     (0.04     (0.01     (0.36     (0.41     8.99       (1.09     2,101       1.51       1.25       4.53       144  

R5

    9.51       0.45       (0.53     (0.08     (0.04     (0.01     (0.39     (0.44     8.99       (0.89     2,078       1.20       0.95       4.83       144  

Y

    9.47       0.45       (0.52     (0.07     (0.04     (0.01     (0.39     (0.44     8.96       (0.74       257,218       1.11       0.90       4.86       144  

 

The accompanying notes are an integral part of these financial statements.

 

 

  256  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Emerging Markets Local Debt Fund – (continued)              

For the Year Ended October 31, 2013

 

     

A

  $   10.02     $   0.41     $   (0.47   $   (0.06   $   (0.39   $   (0.06   $     $   (0.45   $   9.51       (0.70 )%    $ 24,773       1.49     1.25     4.16     95

C

    10.01       0.34       (0.47     (0.13     (0.32     (0.06           (0.38     9.50       (1.40     6,280       2.22       1.99       3.43       95  

I

    10.01       0.43       (0.47     (0.04     (0.41     (0.06           (0.47     9.50       (0.45     33,259       1.25       1.00       4.41       95  

R3

    10.01       0.38       (0.47     (0.09     (0.36     (0.06           (0.42     9.50       (1.01     2,097       1.84       1.55       3.86       95  

R4

    10.01       0.41       (0.47     (0.06     (0.39     (0.06           (0.45     9.50       (0.71     2,165       1.54       1.25       4.16       95  

R5

    10.01       0.44       (0.46     (0.02     (0.42     (0.06           (0.48     9.51       (0.31     2,095       1.24       0.95       4.46       95  

Y

    9.98       0.44       (0.47     (0.03     (0.42     (0.06           (0.48     9.47       (0.36     178,911       1.14       0.90       4.50       95  
The Hartford Floating Rate Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $ 8.74     $ 0.18     $ 0.01     $ 0.19     $ (0.17   $     $     $ (0.17   $ 8.76       2.14 %(5)    $ 770,302       0.99 %(6)      0.99 %(6)      4.09 %(6)      28

C

    8.73       0.15       (0.01     0.14       (0.13                 (0.13     8.74       1.65 (5)      969,876       1.73 (6)      1.73 (6)      3.35 (6)      28  

I

    8.75       0.19       0.01       0.20       (0.18                 (0.18     8.77       2.27 (5)      1,805,184       0.73 (6)      0.73 (6)      4.36 (6)      28  

R3

    8.77       0.17       (0.01     0.16       (0.15                 (0.15     8.78       2.01 (5)      9,224       1.37 (6)      1.25 (6)      3.83 (6)      28  

R4

    8.74       0.18       (0.01     0.17       (0.16                 (0.16     8.75       2.13 (5)      5,874       1.07 (6)      1.00 (6)      4.08 (6)      28  

R5

    8.74       0.19       0.01       0.20       (0.18                 (0.18     8.76       2.27 (5)      1,544       0.77 (6)      0.72 (6)      4.34 (6)      28  

Y

    8.73       0.19             0.19       (0.18                 (0.18     8.74       2.17 (5)      424,683       0.71 (6)      0.70 (6)      4.39 (6)      28  

F

    8.76       0.19             0.19       (0.18                 (0.18     8.77       2.31 (5)      32,291       0.65 (6)      0.65 (6)      4.41 (6)      28  

For the Year Ended October 31, 2017

 

     

A

  $ 8.58     $ 0.32     $ 0.16     $ 0.48     $ (0.31   $     $   (0.01   $ (0.32   $ 8.74       5.66   $ 806,759       0.98     0.98     3.68     62

C

    8.57       0.26       0.15       0.41       (0.24           (0.01     (0.25     8.73       4.89         1,046,990       1.72       1.72       2.95       62  

I

    8.59       0.34       0.16       0.50       (0.33           (0.01     (0.34     8.75       5.95       1,817,213       0.71       0.71       3.94       62  

R3

    8.61       0.30       0.15       0.45       (0.29           (0.01     (0.30     8.76       5.25       9,993       1.37       1.25       3.41       62  

R4

    8.58       0.32       0.15       0.47       (0.31           (0.01     (0.32     8.73       5.52       6,359       1.06       1.00       3.65       62  

R5

    8.58       0.34       0.16       0.50       (0.33           (0.01     (0.34     8.74       5.96       2,200       0.80       0.70       3.96       62  

Y

    8.57       0.35       0.16       0.51       (0.34           (0.01     (0.35     8.73       5.99       374,594       0.67       0.67       3.98       62  

F(7)

    8.74       0.23       0.02       0.25       (0.22           (0.01     (0.23     8.76       2.78 (5)      48,407       0.65 (6)      0.65 (6)      3.95 (6)      62  

For the Year Ended October 31, 2016

 

     

A

  $ 8.41     $ 0.36     $ 0.16     $ 0.52     $ (0.35   $     $     $ (0.35   $ 8.58       6.38   $ 875,037       1.02     1.01 %(9)      4.40     40

B

    8.40       0.30       0.15       0.45       (0.28                 (0.28     8.57       5.59       3,696       1.90       1.76 (9)      3.66       40  

C

    8.40       0.30       0.16       0.46       (0.29                 (0.29     8.57       5.62       1,213,760       1.74       1.74 (9)      3.67       40  

I

    8.42       0.39       0.15       0.54       (0.37                 (0.37     8.59       6.67       1,466,928       0.74       0.74 (9)      4.66       40  

R3

    8.43       0.34       0.17       0.51       (0.33                 (0.33     8.61       6.24       10,618       1.38       1.26 (9)      4.15       40  

R4

    8.40       0.36       0.17       0.53       (0.35                 (0.35     8.58       6.51       8,781       1.07       1.01 (9)      4.39       40  

R5

    8.41       0.39       0.15       0.54       (0.37                 (0.37     8.58       6.70       1,941       0.80       0.71 (9)      4.69       40  

Y

    8.40       0.39       0.16       0.55       (0.38                 (0.38     8.57       6.76       318,753       0.66       0.66 (9)      4.73       40  

For the Year Ended October 31, 2015

 

     

A

  $ 8.88     $ 0.36     $ (0.46   $ (0.10   $ (0.33   $     $ (0.04   $ (0.37   $ 8.41       (1.20 )%    $ 1,109,960       0.98     0.98     4.19     30

B

    8.86       0.30       (0.46     (0.16     (0.27           (0.03     (0.30     8.40       (1.85     7,942       1.84       1.75       3.42       30  

C

    8.86       0.30       (0.46     (0.16     (0.27           (0.03     (0.30     8.40       (1.94     1,463,472       1.73       1.73       3.44       30  

I

    8.89       0.39       (0.47     (0.08     (0.35           (0.04     (0.39     8.42       (0.92     1,698,313       0.71       0.71       4.45       30  

R3

    8.89       0.34       (0.46     (0.12     (0.31           (0.03     (0.34     8.43       (1.46     13,707       1.37       1.25       3.92       30  

R4

    8.87       0.36       (0.47     (0.11     (0.32           (0.04     (0.36     8.40       (1.22     9,264       1.06       1.00       4.16       30  

R5

    8.87       0.39       (0.46     (0.07     (0.35           (0.04     (0.39     8.41       (0.81     2,818       0.78       0.70       4.46       30  

Y

    8.86       0.39       (0.46     (0.07     (0.35           (0.04     (0.39     8.40       (0.76     398,751       0.65       0.65       4.51       30  

 

The accompanying notes are an integral part of these financial statements.

 

 

  257  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Floating Rate Fund – (continued)              

For the Year Ended October 31, 2014

 

     

A

  $ 9.01     $   0.34     $   (0.13   $ 0.21     $ (0.34   $   —     $   —     $   (0.34   $ 8.88       2.35   $ 1,459,463       0.96     0.96     3.80     75

B

    9.00       0.27       (0.14     0.13       (0.27                 (0.27     8.86       1.44       18,681       1.81       1.75       3.01       75  

C

    9.00       0.28       (0.14     0.14       (0.28                 (0.28     8.86       1.48       1,900,141       1.71       1.71       3.06       75  

I

    9.02       0.37       (0.13     0.24       (0.37                 (0.37     8.89       2.62       2,325,212       0.70       0.70       4.08       75  

R3

    9.03       0.32       (0.14     0.18       (0.32                 (0.32     8.89       1.94       17,970       1.35       1.25       3.52       75  

R4

    9.01       0.34       (0.14     0.20       (0.34                 (0.34     8.87       2.20       11,663       1.05       1.00       3.77       75  

R5

    9.01       0.37       (0.14     0.23       (0.37                 (0.37     8.87       2.50       3,753       0.77       0.70       4.07       75  

Y

    9.00       0.37       (0.14     0.23       (0.37                 (0.37     8.86       2.57       413,511       0.64       0.64       4.13       75  

For the Year Ended October 31, 2013

 

     

A

  $ 8.93     $ 0.36     $ 0.09     $ 0.45     $ (0.37   $     $     $ (0.37   $ 9.01       5.08   $   2,064,701       0.96     0.96     4.04     78

B

    8.92       0.29       0.09       0.38       (0.30                 (0.30     9.00       4.27       30,017       1.80       1.75       3.28       78  

C

    8.92       0.30       0.08       0.38       (0.30                 (0.30     9.00       4.31       2,195,858       1.71       1.71       3.30       78  

I

    8.94       0.39       0.08       0.47       (0.39                 (0.39     9.02       5.35       2,772,328       0.70       0.70       4.29       78  

R3

    8.95       0.34       0.08       0.42       (0.34                 (0.34     9.03       4.77       18,334       1.36       1.25       3.76       78  

R4

    8.92       0.36       0.09       0.45       (0.36                 (0.36     9.01       5.17       13,255       1.04       1.00       4.01       78  

R5

    8.93       0.39       0.08       0.47       (0.39                 (0.39     9.01       5.36       3,942       0.76       0.70       4.33       78  

Y

    8.92       0.39       0.09       0.48       (0.40                 (0.40     9.00       5.43       79,142       0.64       0.64       4.39       78  
The Hartford Floating Rate High Income Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $   10.06     $ 0.21     $     $ 0.21     $ (0.19   $     $     $ (0.19   $   10.08       2.12 %(5)    $ 127,679       1.13 %(6)      1.05 %(6)      4.26 %(6)      45

C

    10.06       0.18       (0.01     0.17       (0.15                 (0.15     10.08       1.74 (5)      84,307       1.87 (6)      1.80 (6)      3.51 (6)      45  

I

    10.07       0.23       (0.01     0.22       (0.20                 (0.20     10.09       2.24 (5)      290,659       0.85 (6)      0.80 (6)      4.52 (6)      45  

R3

    10.05       0.20             0.20       (0.18                 (0.18     10.07       1.97 (5)      256       1.49 (6)      1.35 (6)      3.96 (6)      45  

R4

    10.04       0.21             0.21       (0.19                 (0.19     10.06       2.12 (5)      747       1.19 (6)      1.05 (6)      4.26 (6)      45  

R5

    10.03       0.23             0.23       (0.21                 (0.21     10.05       2.27 (5)      6,304       0.88 (6)      0.75 (6)      4.57 (6)      45  

Y

    10.04       0.23             0.23       (0.21                 (0.21     10.06       2.27 (5)      10,155       0.81 (6)      0.75 (6)      4.58 (6)      45  

F

    10.07       0.23             0.23       (0.21                 (0.21     10.09       2.37 (5)      25,172       0.77 (6)      0.75 (6)      4.56 (6)      45  

For the Year Ended October 31, 2017

 

     

A

  $ 9.82     $ 0.40     $ 0.22     $ 0.62     $ (0.38   $     $     $ (0.38   $ 10.06       6.38   $ 145,099       1.10     1.05     3.97     77

C

    9.82       0.32       0.22       0.54       (0.30                 (0.30     10.06       5.59       89,003       1.86       1.80       3.23       77  

I

    9.83       0.42       0.22       0.64       (0.40                 (0.40     10.07       6.64       250,468       0.87       0.80       4.19       77  

R3

    9.81       0.37       0.22       0.59       (0.35                 (0.35     10.05       6.07       339       1.53       1.35       3.69       77  

R4

    9.80       0.39       0.23       0.62       (0.38                 (0.38     10.04       6.38       709       1.18       1.05       3.94       77  

R5

    9.80       0.42       0.22       0.64         (0.41                 (0.41     10.03       6.59       1,851       0.87       0.75       4.17       77  

Y

    9.80       0.43       0.22       0.65       (0.41                 (0.41     10.04       6.71       7,121       0.80       0.75       4.28       77  

F(7)

    10.03       0.29       0.01       0.30       (0.26                 (0.26     10.07       2.98 (5)      17,138       0.77 (6)      0.75 (6)      4.27 (6)      77  

For the Year Ended October 31, 2016

 

     

A

  $ 9.59     $ 0.51     $ 0.20     $   0.71     $ (0.45   $     $ (0.03   $ (0.48   $ 9.82       7.81   $ 123,600       1.15     1.07 %(10)      5.43     75

C

    9.60       0.44       0.19       0.63       (0.39           (0.02     (0.41     9.82       6.90       83,318       1.91       1.82 (10)      4.70       75  

I

    9.60       0.53       0.21       0.74       (0.48           (0.03     (0.51     9.83       8.07       151,912       0.91       0.82 (10)      5.65       75  

R3

    9.58       0.49       0.20       0.69       (0.43           (0.03     (0.46     9.81       7.50       319       1.55       1.37 (10)      5.18       75  

R4

    9.58       0.51       0.20       0.71       (0.46           (0.03     (0.49     9.80       7.77       507       1.23       1.07 (10)      5.40       75  

R5

    9.57       0.53       0.31       0.84       (0.58           (0.03     (0.61     9.80       9.27       592       0.92       0.77 (10)      5.55       75  

Y

    9.57       0.54       0.20       0.74       (0.48           (0.03     (0.51     9.80       8.14       4,932       0.81       0.77 (10)      5.75       75  

 

The accompanying notes are an integral part of these financial statements.

 

 

  258  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Floating Rate High Income Fund – (continued)              

For the Year Ended October 31, 2015

 

     

A

  $ 10.54     $ 0.51     $ (0.81   $   (0.30   $ (0.41   $ (0.15   $ (0.09   $ (0.65   $ 9.59       (3.00 )%    $ 134,991       1.11     1.05     5.06     55

C

    10.54       0.43       (0.79     (0.36     (0.35     (0.15     (0.08     (0.58     9.60       (3.63     99,723       1.88       1.80       4.31       55  

I

    10.55       0.53       (0.80     (0.27     (0.43     (0.15     (0.10     (0.68     9.60       (2.75     148,276       0.86       0.80       5.30       55  

R3

    10.52       0.48       (0.80     (0.32     (0.39     (0.15     (0.08     (0.62     9.58       (3.21     807       1.48       1.35       4.73       55  

R4

    10.52       0.51       (0.80     (0.29     (0.41     (0.15     (0.09     (0.65     9.58       (2.91     2,889       1.18       1.05       5.06       55  

R5

    10.52       0.54       (0.81     (0.27     (0.43     (0.15     (0.10     (0.68     9.57       (2.63     2,823       0.88       0.75       5.35       55  

Y

    10.52       0.54       (0.81     (0.27     (0.43     (0.15     (0.10     (0.68     9.57       (2.72     4,989       0.77       0.75       5.33       55  

For the Year Ended October 31, 2014

 

     

A

  $ 10.70     $ 0.47     $ (0.13   $ 0.34     $ (0.47   $ (0.03   $     $ (0.50   $ 10.54       3.23   $ 191,162       1.10     1.05     4.35     100

C

    10.70       0.39       (0.13     0.26       (0.39     (0.03           (0.42     10.54       2.47       118,465       1.87       1.80       3.61       100  

I

    10.71       0.50       (0.14     0.36       (0.49     (0.03           (0.52     10.55       3.49       207,458       0.84       0.80       4.62       100  

R3

    10.68       0.43       (0.13     0.30       (0.43     (0.03           (0.46     10.52       2.93       2,886       1.48       1.35       4.06       100  

R4

    10.68       0.47       (0.13     0.34       (0.47     (0.03           (0.50     10.52       3.24       3,015       1.18       1.05       4.35       100  

R5

    10.68       0.50       (0.13     0.37       (0.50     (0.03           (0.53     10.52       3.45       2,515       0.88       0.75       4.65       100  

Y

    10.68       0.50       (0.13     0.37       (0.50     (0.03           (0.53     10.52       3.55       13,269       0.78       0.75       4.66       100  

For the Year Ended October 31, 2013

 

     

A

  $   10.60     $   0.48     $   0.22     $ 0.70     $   (0.50   $   (0.10   $     $   (0.60   $   10.70       6.78   $   163,631       1.13     1.05     4.53     59

C

    10.60       0.40       0.22       0.62       (0.42     (0.10           (0.52     10.70       5.98       89,287       1.88       1.80       3.78       59  

I

    10.60       0.50       0.23       0.73       (0.52     (0.10           (0.62     10.71       7.15       119,549       0.84       0.80       4.73       59  

R3

    10.58       0.46       0.21       0.67       (0.47     (0.10           (0.57     10.68       6.47       2,560       1.50       1.35       4.32       59  

R4

    10.58       0.49       0.21       0.70       (0.50     (0.10           (0.60     10.68       6.79       2,642       1.19       1.05       4.62       59  

R5

    10.58       0.52       0.21       0.73       (0.53     (0.10           (0.63     10.68       7.11       2,427       0.89       0.75       4.93       59  

Y

    10.58       0.52       0.21       0.73       (0.53     (0.10           (0.63     10.68       7.11       10,907       0.80       0.75       4.92       59  
The Hartford High Yield Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $ 7.49     $ 0.18     $   (0.20   $ (0.02   $ (0.18   $     $     $ (0.18   $ 7.29       (0.27 )%(5)    $ 214,387       1.18 %(6)      1.05 %(6)      4.91 %(6)      16

C

    7.47       0.15       (0.20     (0.05     (0.15                 (0.15     7.27       (0.65 )(5)      51,605       1.88 (6)      1.80 (6)      4.16 (6)      16  

I

    7.54       0.19       (0.20     (0.01     (0.19                 (0.19     7.34       (0.13 )(5)      22,224       0.86 (6)      0.80 (6)      5.15 (6)      16  

R3

    7.49       0.17       (0.20     (0.03     (0.17                 (0.17     7.29       (0.42 )(5)      2,700       1.47 (6)      1.35 (6)      4.61 (6)      16  

R4

    7.51       0.18       (0.21     (0.03     (0.18                 (0.18     7.30       (0.40 )(5)      1,212       1.17 (6)      1.05 (6)      4.91 (6)      16  

R5

    7.49       0.19       (0.20     (0.01     (0.19                 (0.19     7.29       (0.13 )(5)      890       0.87 (6)      0.75 (6)      5.21 (6)      16  

Y

    7.48       0.19       (0.21     (0.02     (0.19                 (0.19     7.27       (0.24 )(5)      780       0.81 (6)      0.70 (6)      5.26 (6)      16  

F

    7.53       0.19       (0.20     (0.01     (0.19                 (0.19     7.33       (0.09 )(5)      51,863       0.75 (6)      0.70 (6)      5.25 (6)      16  

For the Year Ended October 31, 2017

 

     

A

  $ 7.28     $ 0.37     $ 0.21     $ 0.58     $ (0.36   $     $   (0.01   $ (0.37   $ 7.49       8.16   $ 224,824       1.17     1.05     5.04     49

C

    7.25       0.32       0.22       0.54       (0.31           (0.01     (0.32     7.47       7.52       57,139       1.85       1.80       4.29       49  

I

    7.31       0.39       0.23       0.62       (0.38           (0.01     (0.39     7.54       8.70       28,998       0.95       0.80       5.28       49  

R3

    7.27       0.35       0.22       0.57       (0.34           (0.01     (0.35     7.49       7.99       2,586       1.48       1.35       4.74       49  

R4

    7.28       0.37       0.23       0.60       (0.36           (0.01     (0.37     7.51       8.45       1,463       1.18       1.05       5.03       49  

R5

    7.27       0.39       0.22       0.61       (0.38           (0.01     (0.39     7.49       8.63       885       0.87       0.75       5.33       49  

Y

    7.26       0.40       0.22       0.62       (0.39           (0.01     (0.40     7.48       8.69       7,330       0.75       0.70       5.40       49  

F(7)

    7.48       0.27       0.05       0.32       (0.26           (0.01     (0.27     7.53       4.33 (5)      45,699       0.75 (6)      0.70 (6)      5.31 (6)      49  

 

The accompanying notes are an integral part of these financial statements.

 

 

  259  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford High Yield Fund – (continued)              

For the Year Ended October 31, 2016

 

     

A

  $ 7.14     $ 0.35     $ 0.14     $ 0.49     $ (0.35   $     $     $ (0.35   $ 7.28       7.10   $ 247,549       1.23     1.07 %(11)      4.93     47

B

    7.10       0.29       0.13       0.42       (0.29                 (0.29     7.23       6.17       1,509       2.12       1.82 (11)      4.19       47  

C

    7.12       0.29       0.13       0.42       (0.29                 (0.29     7.25       6.16       61,297       1.88       1.82 (11)      4.18       47  

I

    7.18       0.36       0.14       0.50       (0.37                 (0.37     7.31       7.20       37,099       0.88       0.82 (11)      5.14       47  

R3

    7.14       0.33       0.13       0.46       (0.33                 (0.33     7.27       6.64       3,153       1.50       1.37 (11)      4.63       47  

R4

    7.15       0.35       0.12       0.47       (0.34                 (0.34     7.28       6.92       1,681       1.20       1.07 (11)      5.01       47  

R5

    7.14       0.37       0.13       0.50       (0.37                 (0.37     7.27       7.27       665       0.90       0.77 (11)      5.23       47  

Y

    7.13       0.37       0.13       0.50       (0.37                 (0.37     7.26       7.32       7,957       0.77       0.72 (11)      5.28       47  

For the Year Ended October 31, 2015

 

     

A

  $ 7.68     $ 0.35     $   (0.54   $   (0.19   $ (0.35   $     $ (12)    $ (0.35   $ 7.14       (2.52 )%    $ 245,946       1.16     1.05     4.64     40

B

    7.64       0.30       (0.55     (0.25     (0.29           (12)      (0.29     7.10       (3.27     3,274       2.06       1.80       3.99       40  

C

    7.65       0.30       (0.54     (0.24     (0.29           (12)      (0.29     7.12       (3.13     67,854       1.84       1.80       4.00       40  

I

    7.72       0.37       (0.54     (0.17     (0.37           (12)      (0.37     7.18       (2.25     30,492       0.84       0.80       4.99       40  

R3

    7.68       0.33       (0.54     (0.21     (0.33           (12)      (0.33     7.14       (2.81     2,178       1.48       1.35       4.45       40  

R4

    7.68       0.35       (0.53     (0.18     (0.35           (12)      (0.35     7.15       (2.38     1,377       1.17       1.05       4.75       40  

R5

    7.68       0.37       (0.54     (0.17     (0.37           (12)      (0.37     7.14       (2.22     489       0.86       0.75       5.05       40  

Y

    7.67       0.38       (0.54     (0.16     (0.38           (12)      (0.38     7.13       (2.18     7,728       0.74       0.70       5.10       40  

For the Year Ended October 31, 2014

 

     

A

  $ 7.66     $ 0.38     $ 0.02     $ 0.40     $ (0.38   $     $     $ (0.38   $ 7.68       5.35   $ 262,960       1.14     1.05     4.90     54

B

    7.62       0.32       0.02       0.34       (0.32                 (0.32     7.64       4.60       5,683       2.02       1.80       4.17       54  

C

    7.63       0.32       0.02       0.34       (0.32                 (0.32     7.65       4.60       95,449       1.83       1.80       4.15       54  

I

    7.70       0.40       0.03       0.43       (0.41                 (0.41     7.72       5.60       46,691       0.81       0.78       5.17       54  

R3

    7.65       0.36       0.03       0.39       (0.36                 (0.36     7.68       5.18       2,487       1.47       1.35       4.60       54  

R4

    7.66       0.38       0.03       0.41       (0.39                 (0.39     7.68       5.35       1,367       1.16       1.05       4.91       54  

R5

    7.65       0.40       0.04       0.44       (0.41                 (0.41     7.68       5.81       522       0.85       0.75       5.21       54  

Y

    7.65       0.41       0.01       0.42       (0.40                 (0.40     7.67       5.73       8,415       0.73       0.70       5.25       54  

For the Year Ended October 31, 2013

 

     

A

  $   7.53     $   0.40     $   0.14     $   0.54     $   (0.41   $   —     $   —     $   (0.41   $   7.66       7.33   $   295,950       1.15     1.05     5.29     58

B

    7.50       0.34       0.13       0.47       (0.35                 (0.35     7.62       6.43       8,242       1.99       1.80       4.54       58  

C

    7.51       0.34       0.13       0.47       (0.35                 (0.35     7.63       6.42       105,204       1.81       1.80       4.54       58  

I

    7.57       0.42       0.14       0.56       (0.43                 (0.43     7.70       7.56       65,060       0.81       0.79       5.54       58  

R3

    7.53       0.38       0.13       0.51       (0.39                 (0.39     7.65       6.87       2,872       1.47       1.35       4.96       58  

R4

    7.54       0.40       0.13       0.53       (0.41                 (0.41     7.66       7.18       1,323       1.14       1.05       5.30       58  

R5

    7.53       0.42       0.13       0.55       (0.43                 (0.43     7.65       7.51       609       0.84       0.75       5.57       58  

Y

    7.53       0.43       0.13       0.56       (0.44                 (0.44     7.65       7.57       8,599       0.72       0.70       5.65       58  

 

The accompanying notes are an integral part of these financial statements.

 

 

  260  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Inflation Plus Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $   10.95     $   0.12     $   (0.18   $   (0.06   $ (0.49   $     $     $ (0.49   $ 10.40       (0.62 )%(5)    $ 184,869       0.99 %(6)      0.85 %(6)      2.37 %(6)      73

C

    10.47       0.08       (0.18     (0.10     (0.39                 (0.39     9.98       (1.05 )(5)      95,892       1.70 (6)      1.60 (6)      1.61 (6)      73  

I

    11.15       0.14       (0.20     (0.06     (0.51                 (0.51     10.58       (0.52 )(5)      52,542       0.68 (6)      0.60 (6)      2.57 (6)      73  

R3

    10.74       0.10       (0.18     (0.08     (0.45                 (0.45     10.21       (0.89 )(5)      47,760       1.28 (6)      1.20 (6)      2.02 (6)      73  

R4

    10.94       0.12       (0.18     (0.06     (0.48                 (0.48     10.40       (0.70 )(5)      11,401       0.98 (6)      0.90 (6)      2.34 (6)      73  

R5

    11.12       0.14       (0.19     (0.05     (0.52                 (0.52     10.55       (0.52 )(5)      2,696       0.68 (6)      0.60 (6)      2.58 (6)      73  

Y

    11.18       0.14       (0.19     (0.05     (0.52                 (0.52     10.61       (0.55 )(5)      30,643       0.62 (6)      0.55 (6)      2.67 (6)      73  

F

    11.16       0.14       (0.20     (0.06     (0.52                 (0.52     10.58       (0.56 )(5)      124,984       0.56 (6)      0.55 (6)      2.68 (6)      73  

For the Year Ended October 31, 2017

 

     

A

  $ 11.05     $ 0.15     $ (0.12   $ 0.03     $ (0.13   $     $     $ (0.13   $ 10.95       0.27   $   203,962       0.95     0.85     1.39     72

C

    10.56       0.07       (0.12     (0.05     (0.04                 (0.04     10.47       (0.46     110,182       1.67       1.60       0.65       72  

I

    11.25       0.18       (0.12     0.06       (0.16                 (0.16     11.15       0.53       57,101       0.74       0.60       1.66       72  

R3

    10.84       0.11       (0.12     (0.01     (0.90                 (0.09     10.74       (0.07     48,953       1.27       1.20       1.05       72  

R4

    11.04       0.15       (0.13     0.02       (0.12                 (0.12     10.94       0.22       11,278       0.97       0.90       1.33       72  

R5

    11.22       0.18       (0.12     0.06         (0.16             —         (0.16       11.12       0.54       2,924       0.69       0.60       1.67       72  

Y

    11.28       0.19       (0.13     0.06       (0.16                 (0.16     11.18       0.59       31,947       0.57       0.55       1.75       72  

F(7)

    11.08       0.12       (0.04     0.08                               11.16       0.72 (5)      119,654       0.55 (6)      0.55 (6)      1.65 (6)      72  

For the Year Ended October 31, 2016

 

     

A

  $ 10.57     $ 0.09     $ 0.39     $ 0.48     $     $     $     $     $ 11.05       4.54   $ 229,329       0.98     0.87 %(13)      0.87     70

B

    10.18       (0.01     0.40       0.39                               10.57       3.83       5,154       1.83       1.62 (13)      (0.07     70  

C

    10.17       0.01       0.38       0.39                               10.56       3.83       146,289       1.69       1.62 (13)      0.10       70  

I

    10.73       0.13       0.39       0.52                               11.25       4.85       62,726       0.76       0.62 (13)      1.16       70  

R3

    10.40       0.06       0.38       0.44                               10.84       4.23       56,150       1.28       1.22 (13)      0.53       70  

R4

    10.56       0.08       0.40       0.48                               11.04       4.55       15,684       0.98       0.92 (13)      0.79       70  

R5

    10.71       0.11       0.40       0.51                               11.22       4.76       2,392       0.70       0.62 (13)      1.03       70  

Y

    10.75       0.11       0.42       0.53                               11.28       4.93       101,942       0.57       0.57 (13)      0.99       70  

For the Year Ended October 31, 2015

 

     

A

  $ 10.79     $   (0.04   $ (0.17   $ (0.21   $ (0.01   $     $     $ (0.01   $ 10.57       (1.99 )%    $ 257,100       0.94     0.85     (0.34 )%      155

B

    10.47       (0.13     (0.16     (0.29                             10.18       (2.75     10,385       1.78       1.60       (1.22     155  

C

    10.47       (0.12     (0.18     (0.30                             10.17       (2.84     178,363       1.66       1.60       (1.13     155  

I

    10.94       (0.02     (0.18     (0.20     (0.01                 (0.01     10.73       (1.85     63,658       0.73       0.60       (0.18     155  

R3

    10.66       (0.06     (0.20     (0.26                             10.40       (2.40     61,292       1.25       1.20       (0.60     155  

R4

    10.79       (0.03     (0.19     (0.22     (0.01                 (0.01     10.56       (2.08     19,243       0.95       0.90       (0.30     155  

R5

    10.91       (0.01     (0.18     (0.19     (0.01                 (0.01     10.71       (1.77     3,757       0.66       0.60       (0.12     155  

Y

    10.95             (0.19     (0.19     (0.01                 (0.01     10.75       (1.76     197,882       0.54       0.54       0.03       155  

For the Year Ended October 31, 2014

 

     

A

  $ 11.32     $ 0.05     $ (0.10   $ (0.05   $ (0.07   $ (0.41   $     $ (0.48   $ 10.79       (0.43 )%    $ 339,993       0.92     0.85     0.48     108

B

    11.05       (0.04     (0.09     (0.13     (0.04     (0.41           (0.45     10.47       (1.16     16,784       1.74       1.60       (0.35     108  

C

    11.05       (0.04     (0.09     (0.13     (0.04       (0.41           (0.45     10.47       (1.16     240,647       1.63       1.60       (0.33     108  

I

    11.45       0.06       (0.08     (0.02     (0.08     (0.41           (0.49     10.94       (0.16     91,095       0.67       0.60       0.58       108  

R3

    11.21       0.02       (0.11     (0.09     (0.05     (0.41           (0.46     10.66       (0.74     69,577       1.23       1.20       0.19       108  

R4

    11.33       0.05       (0.12     (0.07     (0.06     (0.41           (0.47     10.79       (0.54     22,639       0.92       0.90       0.43       108  

R5

    11.42       0.09       (0.11     (0.02     (0.08     (0.41           (0.49     10.91       (0.16     5,119       0.64       0.60       0.79       108  

Y

    11.46       0.09       (0.11     (0.02     (0.08     (0.41           (0.49     10.95       (0.13     231,771       0.52       0.52       0.84       108  

 

The accompanying notes are an integral part of these financial statements.

 

 

  261  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Inflation Plus Fund – (continued)              

For the Year Ended October 31, 2013

 

     

A

  $   12.65     $   0.04     $   (0.91   $   (0.87   $   (0.04   $   (0.42   $   —     $   (0.46   $   11.32       (7.15 )%    $   507,889       0.88     0.85     0.34     82

B

    12.44         (0.05     (0.90     (0.95     (0.02     (0.42           (0.44     11.05       (7.88     28,633       1.69       1.60       (0.43     82  

C

    12.43       (0.05     (0.89     (0.94     (0.02     (0.42           (0.44     11.05       (7.81     375,906       1.60       1.60       (0.42     82  

I

    12.76       0.06       (0.91     (0.85     (0.04     (0.42           (0.46     11.45       (6.88     124,329       0.65       0.60       0.51       82  

R3

    12.57             (0.91     (0.91     (0.03     (0.42           (0.45     11.21       (7.49     73,380       1.22       1.20       0.01       82  

R4

    12.66       0.04       (0.91     (0.87     (0.04     (0.42           (0.46     11.33       (7.15     29,584       0.91       0.90       0.30       82  

R5

    12.73       0.08       (0.93     (0.85     (0.04     (0.42           (0.46     11.42       (6.90     6,219       0.63       0.60       0.69       82  

Y

    12.76       0.07       (0.90     (0.83     (0.05     (0.42           (0.47     11.46       (6.79     287,361       0.51       0.51       0.60       82  
Hartford Municipal Income Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $ 10.32     $ 0.12     $ (0.19   $ (0.07   $ (0.12   $     $     $ (0.12   $ 10.13       (0.68 )%(5)    $ 14,120       1.10 %(6)      0.65 %(6)      2.36 %(6)      6

C

    10.32       0.12       (0.19     (0.07     (0.12                 (0.12     10.13       (0.69 )(5)      3,469       1.82 (6)      0.65 (6)      2.35 (6)      6  

I

    10.32       0.13       (0.19     (0.06     (0.13                 (0.13     10.13       (0.56 )(5)      5,953       0.81 (6)      0.40 (6)      2.60 (6)      6  

F

    10.32       0.13       (0.19     (0.06     (0.13                 (0.13     10.13       (0.56 )(5)      1,268       0.79 (6)      0.39 (6)      2.62 (6)      6  

For the Year Ended October 31, 2017

 

     

A

  $ 10.34     $ 0.22     $ (0.02   $ 0.20     $ (0.22   $     $     $ (0.22   $ 10.32       2.03   $ 12,913       1.10     0.69     2.21     10

C

    10.34       0.21       (0.02     0.19       (0.21                 (0.21     10.32       1.87       3,317       1.81       0.84       2.06       10  

I

    10.34       0.25       (0.02     0.23       (0.25                 (0.25     10.32       2.29       5,917       0.81       0.44       2.46       10  

F(7)

    10.04       0.17       0.28       0.45       (0.17                 (0.17     10.32       4.52 (5)      1,127       0.80 (6)      0.39 (6)      2.48 (6)      10  

For the Year Ended October 31, 2016

 

     

A

  $ 10.09     $ 0.21     $ 0.25     $ 0.46     $ (0.21   $     $     $ (0.21   $ 10.34       4.62   $ 9,933       1.70     0.70 %(14)      2.06     13

C

    10.09       0.14       0.25       0.39       (0.14                 (0.14     10.34       3.86       3,034       2.39       1.45 (14)      1.33       13  

I

    10.09       0.24       0.25       0.49       (0.24                 (0.24     10.34       4.89       6,140       1.39       0.45 (14)      2.33       13  

For the Period Ended October 31, 2015

 

     

A(15)

  $ 10.00     $ 0.08     $ 0.09     $ 0.17     $ (0.08   $     $     $ (0.08   $ 10.09       1.67 %(5)    $ 3,075       1.11 %(6)      0.69 %(6)      1.83 %(6)      21

C(15)

    10.00       0.04       0.09       0.13       (0.04                 (0.04     10.09       1.35 (5)      2,533       1.83 (6)      1.44 (6)      1.07 (6)      21  

I(15)

    10.00       0.09       0.09       0.18       (0.09                 (0.09     10.09       1.77 (5)      5,107       0.83 (6)      0.44 (6)      2.07 (6)      21  
The Hartford Municipal Opportunities Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $ 8.60     $ 0.11     $ (0.15   $ (0.04   $ (0.11   $     $     $ (0.11   $ 8.45       (0.47 )%(5)    $ 234,863       0.71 %(6)      0.69 %(6)      2.60 %(6)      10

C

    8.60       0.08       (0.15     (0.07     (0.08                 (0.08     8.45       (0.84 )(5)      90,574       1.45 (6)      1.44 (6)      1.85 (6)      10  

I

    8.61       0.12       (0.15     (0.03     (0.12                 (0.12     8.46       (0.34 )(5)      305,556       0.44 (6)      0.44 (6)      2.85 (6)      10  

F

    8.61       0.12       (0.15     (0.03     (0.12                 (0.12     8.46       (0.31 )(5)      34,280       0.38 (6)      0.38 (6)      2.91 (6)      10  

For the Year Ended October 31, 2017

 

     

A

  $ 8.69     $ 0.22     $ (0.09   $ 0.13     $ (0.22   $     $     $ (0.22   $ 8.60       1.50   $ 251,143       0.68     0.68     2.53     23

C

    8.69       0.15       (0.09     0.06       (0.15                 (0.15     8.60       0.73       100,507       1.44       1.44       1.77       23  

I

    8.71       0.24       (0.10     0.14       (0.24                 (0.24     8.61       1.63       302,855       0.44       0.44       2.77       23  

F(7)

    8.46       0.16       0.15       0.31       (0.16                 (0.16     8.61       3.69 (5)      25,280       0.39 (6)      0.39 (6)      2.77 (6)      23  

For the Year Ended October 31, 2016

 

     

A

  $ 8.53     $ 0.21     $ 0.16     $ 0.37     $ (0.21   $     $     $ (0.21   $ 8.69       4.40   $ 283,275       0.70     0.70 %(16)      2.44     22

B

    8.53       0.15       0.15       0.30       (0.15                 (0.15     8.68       3.50       964       1.51       1.45 (16)      1.74       22  

C

    8.54       0.15       0.15       0.30       (0.15                 (0.15     8.69       3.50       127,960       1.46       1.45 (16)      1.69       22  

I

    8.55       0.23       0.17       0.40       (0.24                 (0.24     8.71       4.66       337,900       0.46       0.45 (16)      2.68       22  

 

The accompanying notes are an integral part of these financial statements.

 

 

  262  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Municipal Opportunities Fund – (continued)              

For the Year Ended October 31, 2015

 

     

A

  $ 8.53     $ 0.24     $     $ 0.24     $ (0.24   $     $     $ (0.24   $ 8.53       2.85   $ 212,254       0.81     0.75     2.82     21

B

    8.53       0.18       (0.01     0.17       (0.17                 (0.17     8.53       2.08       2,425       1.63       1.51       2.06       21  

C

    8.54       0.18       (0.01     0.17       (0.17                 (0.17     8.54       2.08       97,729       1.57       1.51       2.07       21  

I

    8.55       0.26             0.26       (0.26                 (0.26     8.55       3.10       166,610       0.56       0.50       3.08       21  

For the Year Ended October 31, 2014

 

     

A

  $ 8.24     $ 0.25     $ 0.30     $ 0.55     $ (0.26   $     $     $ (0.26   $ 8.53       6.70   $ 192,531       0.90     0.85     3.03     29

B

    8.23       0.19       0.30       0.49       (0.19                 (0.19     8.53       6.04       3,216       1.72       1.60       2.30       29  

C

    8.24       0.19       0.30       0.49       (0.19                 (0.19     8.54       6.03       91,177       1.66       1.60       2.29       29  

I

    8.25       0.27       0.31       0.58       (0.28                 (0.28     8.55       7.08       102,341       0.65       0.60       3.26       29  

For the Year Ended October 31, 2013

 

     

A

  $ 8.66     $ 0.29     $ (0.42   $ (0.13   $ (0.29   $     $     $ (0.29   $ 8.24       (1.58 )%    $ 153,818       0.91     0.91     3.35     37

B

    8.66       0.22       (0.43     (0.21     (0.22                 (0.22     8.23       (2.44     4,161       1.72       1.66       2.60       37  

C

    8.67       0.22       (0.43     (0.21     (0.22                 (0.22     8.24       (2.44     86,844       1.66       1.66       2.60       37  

I

    8.68       0.31       (0.43     (0.12     (0.31                 (0.31     8.25       (1.45     58,996       0.66       0.66       3.60       37  
The Hartford Municipal Real Return Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $ 9.24     $ 0.13     $ (0.12   $ 0.01     $ (0.13   $     $     $ (0.13   $ 9.12       0.06 %(5)    $ 88,879       0.77 %(6)      0.69 %(6)      2.74 %(6)      6

C

    9.18       0.09       (0.11       (0.02       (0.09       —         —         (0.09       9.07       (0.21 )(5)      15,255       1.52 (6)      1.44 (6)      1.99 (6)      6  

I

    9.26       0.14       (0.11     0.03       (0.14                 (0.14     9.15       0.29 (5)      36,088       0.52 (6)      0.44 (6)      2.99 (6)      6  

Y

    9.21       0.14       (0.11     0.03       (0.14                 (0.14     9.10       0.29 (5)      15,510       0.51 (6)      0.44 (6)      2.99 (6)      6  

F

    9.25       0.14       (0.11     0.03       (0.14                 (0.14     9.14       0.32 (5)      5,846       0.45 (6)      0.39 (6)      3.05 (6)      6  

For the Year Ended October 31, 2017

 

     

A

  $   9.31     $   0.25     $   (0.07   $ 0.18     $ (0.25   $     $     $ (0.25   $ 9.24       2.00   $ 96,338       0.74     0.69     2.74     15

C

    9.26       0.18       (0.08     0.10       (0.18                 (0.18     9.18       1.13       17,946       1.50       1.44       2.00       15  

I

    9.34       0.27       (0.07     0.20       (0.28                 (0.28     9.26       2.15       44,276       0.49       0.44       2.98       15  

Y

    9.29       0.27       (0.08     0.19       (0.27                 (0.27     9.21       2.15       16,169       0.47       0.44       2.99       15  

F(7)

    9.21       0.19       0.04 (17)      0.23       (0.19                 (0.19     9.25       2.49 (5)      6,153       0.45 (6)      0.39 (6)      3.02 (6)      15  

For the Year Ended October 31, 2016

 

     

A

  $ 9.16     $ 0.26     $ 0.15     $ 0.41     $ (0.26   $     $     $ (0.26   $ 9.31       4.52   $   104,013       0.77     0.70 %(18)      2.79     21

B

    9.07       0.19       0.16       0.35       (0.19                 (0.19     9.23       3.88       320       1.60       1.45 (18)      2.08       21  

C

    9.10       0.19       0.16       0.35       (0.19                 (0.19     9.26       3.88       25,611       1.51       1.45 (18)      2.05       21  

I

    9.18       0.28       0.16       0.44       (0.28                 (0.28     9.34       4.89       24,545       0.53       0.45 (18)      3.02       21  

Y

    9.13       0.28       0.16       0.44       (0.28                 (0.28     9.29       4.90       17,233       0.46       0.45 (18)      3.04       21  

For the Year Ended October 31, 2015

 

     

A

  $ 9.50     $ 0.26     $ (0.33   $ (0.07   $ (0.27   $     $     $ (0.27   $ 9.16       (0.77 )%    $ 106,809       0.88     0.74     2.85     26

B

    9.41       0.19       (0.33     (0.14     (0.20                 (0.20     9.07       (1.54     813       1.70       1.50       2.09       26  

C

    9.45       0.19       (0.34     (0.15     (0.20                 (0.20     9.10       (1.63     27,452       1.63       1.49       2.10       26  

I

    9.53       0.29       (0.35     (0.06     (0.29                 (0.29     9.18       (0.62     15,495       0.65       0.50       3.09       26  

Y

    9.48       0.29       (0.35     (0.06     (0.29                 (0.29     9.13       (0.64     18,220       0.58       0.49       3.10       26  

 

The accompanying notes are an integral part of these financial statements.

 

 

  263  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Municipal Real Return Fund – (continued)              

For the Year Ended October 31, 2014

 

     

A

  $ 9.27     $ 0.27     $ 0.23     $ 0.50     $ (0.27   $     $     $ (0.27   $ 9.50       5.46   $ 115,957       0.90     0.85     2.89     31

B

    9.19       0.20       0.22       0.42       (0.20                 (0.20     9.41       4.62       1,497       1.73       1.60       2.15       31  

C

    9.22       0.20       0.23       0.43       (0.20                 (0.20     9.45       4.71       32,022       1.64       1.60       2.14       31  

I

    9.29       0.29       0.25       0.54       (0.30                 (0.30     9.53       5.82       16,682       0.66       0.60       3.12       31  

Y

    9.25       0.29       0.23       0.52       (0.29                 (0.29     9.48       5.74       20,941       0.60       0.60       3.14       31  

For the Year Ended October 31, 2013

 

     

A

  $ 9.73     $ 0.24     $ (0.46   $ (0.22   $ (0.24   $     $     $ (0.24   $ 9.27       (2.30 )%    $ 124,008       0.88     0.85     2.51     20

B

    9.65       0.17       (0.46     (0.29     (0.17                 (0.17     9.19       (3.05     2,194       1.71       1.60       1.76       20  

C

    9.68       0.17       (0.46     (0.29     (0.17                 (0.17     9.22       (3.05     38,185       1.62       1.60       1.76       20  

I

    9.75       0.26       (0.46     (0.20     (0.26                 (0.26     9.29       (2.05     12,776       0.64       0.60       2.75       20  

Y

    9.70       0.26       (0.44     (0.18     (0.27                 (0.27     9.25       (1.94     22,365       0.58       0.58       2.78       20  
Hartford Municipal Short Duration Fund        

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $ 10.04     $ 0.08     $ (0.14   $ (0.06   $ (0.08   $     $     $ (0.08   $ 9.90       (0.64 )%(5)    $ 8,174       1.21 %(6)      0.62 %(6)      1.54 %(6)      11

C

    10.04       0.07       (0.14     (0.07     (0.07                 (0.07     9.90       (0.69 )(5)      3,513       1.94 (6)      0.72 (6)      1.43 (6)      11  

I

    10.05       0.09       (0.14     (0.05     (0.09                 (0.09     9.91       (0.53 )(5)      6,775       0.92 (6)      0.41 (6)      1.75 (6)      11  

F

    10.05       0.09       (0.15     (0.06     (0.09                 (0.09     9.90       (0.63 )(5)      513       0.91 (6)      0.39 (6)      1.76 (6)      11  

For the Year Ended October 31, 2017

 

     

A

  $ 10.08     $ 0.12     $ (0.04   $ 0.08     $ (0.12   $     $     $ (0.12   $ 10.04       0.81   $ 8,363       1.15     0.67     1.21     20

C

    10.08       0.09       (0.04     0.05       (0.09                 (0.09     10.04       0.54       3,614       1.88       0.95       0.92       20  

I

    10.08       0.14       (0.03     0.11       (0.14                 (0.14     10.05       1.15       7,246       0.87       0.44       1.44       20  

F(7)

    9.96       0.10       0.09       0.19       (0.10                 (0.10     10.05       1.91 (5)      509       0.87 (6)      0.39 (6)      1.53 (6)      20  

For the Year Ended October 31, 2016

 

     

A

  $   10.06     $   0.10     $ 0.02     $ 0.12     $ (0.10   $     $     $ (0.10   $ 10.08       1.15   $ 8,383       1.55     0.70 %(19)      0.95     12

C

    10.05       0.02       0.03       0.05       (0.02                 (0.02     10.08       0.50       4,067       2.29       1.45 (19)      0.20       12  

I

    10.06       0.12       0.02       0.14       (0.12                 (0.12     10.08       1.40       5,915       1.27       0.45 (19)      1.20       12  

For the Period Ended October 31, 2015

 

     

A(15)

  $ 10.00     $ 0.03     $ 0.06     $ 0.09     $ (0.03   $     $     $ (0.03   $   10.06       0.91 %(5)    $ 3,993       1.12     0.69 %(6)      0.75 %(6)      6

C(15)

    10.00             0.05       0.05                               10.05       0.53 (5)      3,137       1.82 (6)      1.44 (6)      (0.02 )(6)      6  

I(15)

    10.00       0.04       0.06       0.10       (0.04                 (0.04     10.06       1.01 (5)      5,106       0.78       0.44 (6)      0.97 (6)      6  
The Hartford Quality Bond Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $ 9.95     $ 0.10     $   (0.23   $   (0.13   $   (0.11   $   —     $   —     $   (0.11   $ 9.71       (1.32 )%(5)    $ 12,841       0.92 %(6)      0.81 %(6)      2.00 %(6)      38

C

    9.87       0.06       (0.23     (0.17     (0.07                 (0.07     9.63       (1.73 )(5)      2,532       1.74 (6)      1.60 (6)      1.20 (6)      38  

I

    9.95       0.11       (0.24     (0.13     (0.12                 (0.12     9.70       (1.29 )(5)      2,636       0.66 (6)      0.56 (6)      2.21 (6)      38  

R3

    9.93       0.08       (0.23     (0.15     (0.09                 (0.09     9.69       (1.48 )(5)      196       1.26 (6)      1.13 (6)      1.69 (6)      38  

R4

    9.96       0.11       (0.23     (0.12     (0.12                 (0.12     9.72       (1.23 )(5)      11       0.99 (6)      0.63 (6)      2.24 (6)      38  

R5

    9.96       0.11       (0.23     (0.12     (0.12                 (0.12     9.72       (1.20 )(5)      29       0.66 (6)      0.56 (6)      2.28 (6)      38  

Y

    10.04       0.12       (0.23     (0.11     (0.13                 (0.13     9.80       (1.15 )(5)      15       0.61 (6)      0.51 (6)      2.36 (6)      38  

F

    9.96       0.12       (0.23     (0.11     (0.13                 (0.13     9.72       (1.14 )(5)        116,784       0.54 (6)      0.44 (6)      2.38 (6)      38  

 

The accompanying notes are an integral part of these financial statements.

 

 

  264  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Quality Bond Fund – (continued)              

For the Year Ended October 31, 2017

 

     

A

  $ 10.34     $ 0.16     $ (0.20   $ (0.04   $ (0.19   $ (0.16   $     $ (0.35   $ 9.95       (0.35 )%    $ 13,410       1.01     0.95     1.59     94

C

    10.26       0.08       (0.20     (0.12     (0.11     (0.16           (0.27     9.87       (1.11     2,558       1.77       1.70       0.82       94  

I

    10.35       0.18       (0.21     (0.03     (0.21     (0.16           (0.37     9.95       (0.20     3,852       0.76       0.70       1.77       94  

R3

    10.32       0.13       (0.20     (0.07     (0.16     (0.16           (0.32     9.93       (0.66     251       1.37       1.25       1.34       94  

R4

    10.35       0.16       (0.20     (0.04     (0.19     (0.16           (0.35     9.96       (0.30     11       1.12       0.91       1.59       94  

R5

    10.35       0.19       (0.20     (0.01     (0.22     (0.16           (0.38     9.96       (0.05     30       0.77       0.65       1.89       94  

Y

    10.36       0.18       (0.18           (0.16     (0.16           (0.32     10.04       0.01       15       0.65       0.60       1.80       94  

F(7)

    9.94       0.14       0.04       0.18       (0.16                 (0.16     9.96       1.80 (5)        116,939       0.66 (6)      0.55 (6)      2.14 (6)      94  

For the Year Ended October 31, 2016

 

     

A

  $ 10.19     $ 0.12     $ 0.24     $ 0.36     $ (0.14   $ (0.07   $     $ (0.21   $ 10.34       3.54   $ 14,294       1.04     0.96 %(20)      1.14     84

C

    10.12       0.04       0.23       0.27       (0.06     (0.07           (0.13     10.26       2.70       3,890       1.78       1.71 (20)      0.40       84  

I

    10.21       0.14       0.24       0.38       (0.17     (0.07           (0.24     10.35       3.73       12,254       0.78       0.71 (20)      1.40       84  

R3

    10.17       0.06       0.31       0.37       (0.15     (0.07           (0.22     10.32       3.66       198       1.38       1.26 (20)      0.57       84  

R4

    10.19       0.08       0.33       0.41       (0.18     (0.07           (0.25     10.35       4.08       24       1.07       0.96 (20)      0.75       84  

R5

    10.21       0.11       0.33       0.44       (0.23     (0.07           (0.30     10.35       4.37       45       0.77       0.66 (20)      1.05       84  

Y

    10.21       0.16       0.24       0.40       (0.18     (0.07           (0.25     10.36       3.90       93,809       0.67       0.61 (20)      1.53       84  

For the Year Ended October 31, 2015

 

     

A

  $ 10.19     $ 0.04     $ 0.16     $ 0.20     $ (0.05   $ (0.15   $     $ (0.20   $ 10.19       2.01   $ 11,513       1.18     0.90     0.43     20

C

    10.15       (0.03     0.16       0.13       (0.01     (0.15           (0.16     10.12       1.28       2,453       1.93       1.64       (0.31     20  

I

    10.20       0.07       0.17       0.24       (0.08     (0.15           (0.23     10.21       2.37       2,283       0.89       0.61       0.71       20  

R3

    10.17       0.01       0.16       0.17       (0.02     (0.15           (0.17     10.17       1.69       2,082       1.58       1.25       0.07       20  

R4

    10.19       0.04       0.16       0.20       (0.05     (0.15           (0.20     10.19       1.95       2,100       1.28       0.95       0.37       20  

R5

    10.20       0.07       0.16       0.23       (0.07     (0.15           (0.22     10.21       2.32       2,119       0.98       0.65       0.67       20  

Y

    10.20       0.07       0.17       0.24       (0.08     (0.15           (0.23     10.21       2.36       9,547       0.89       0.60       0.72       20  

For the Year Ended October 31, 2014

 

     

A

  $ 9.82     $ 0.05     $ 0.39     $ 0.44     $ (0.07   $     $     $ (0.07   $ 10.19       4.48   $ 8,568       1.26     0.86     0.52     27

C

    9.79       (0.02     0.39       0.37       (0.01                 (0.01     10.15       3.75       1,882       2.01       1.61       (0.22     27  

I

    9.82       0.08       0.39       0.47       (0.09                 (0.09     10.20       4.83       2,119       0.98       0.58       0.81       27  

R3

    9.80       0.02       0.39       0.41       (0.04                 (0.04     10.17       4.17       2,048       1.68       1.23       0.17       27  

R4

    9.81       0.05       0.39       0.44       (0.06                 (0.06     10.19       4.53       2,060       1.38       0.93       0.47       27  

R5

    9.82       0.08       0.39       0.47       (0.09     (0.00           (0.09       10.20       4.79       2,072       1.08       0.63       0.77       27  

Y

    9.82       0.08       0.39       0.47       (0.09     (0.00           (0.09     10.20       4.84       9,333       0.98       0.58       0.82       27  

For the Year Ended October 31, 2013(21)

 

     

A(21)

  $   10.00     $ 0.05     $ (0.18   $ (0.13   $ (0.05   $     $   —     $   (0.05   $ 9.82       (1.29 )%(5)    $ 6,849       1.28 %(6)      0.81 %(6)      0.52 %(6)      83 %(5) 

C(21)

    10.00         (0.02       (0.18       (0.20     (0.01                 (0.01     9.79       (1.99 )(5)      2,239       2.03 (6)      1.56 (6)      (0.23 )(6)      83 (5) 

I(21)

    10.00       0.07       (0.18     (0.11     (0.07                 (0.07     9.82       (1.14 )(5)      2,036       1.03 (6)      0.55 (6)      0.76 (6)      83 (5) 

R3(21)

    10.00       0.01       (0.18     (0.17     (0.03                 (0.03     9.80       (1.69 )(5)      1,966       1.72 (6)      1.20 (6)      0.12 (6)      83 (5) 

R4(21)

    10.00       0.04       (0.18     (0.14     (0.05                 (0.05     9.81       (1.43 )(5)      1,972       1.42 (6)      0.90 (6)      0.41 (6)      83 (5) 

R5(21)

    10.00       0.07       (0.19     (0.12       (0.06       (0.00           (0.06     9.82       (1.16 )(5)      1,977       1.12 (6)      0.60 (6)      0.71 (6)      83 (5) 

Y(21)

    10.00       0.07       (0.18     (0.11     (0.07     (0.00           (0.07     9.82       (1.13 )(5)      8,902       1.02 (6)      0.55 (6)      0.76 (6)      83 (5) 

 

The accompanying notes are an integral part of these financial statements.

 

 

  265  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Short Duration Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $ 9.87     $ 0.11     $ (0.13   $   (0.02   $ (0.11   $     $     $ (0.11   $ 9.74       (0.18 )%(5)    $ 492,909       0.90 %(6)      0.85 %(6)      2.27 %(6)      17

C

    9.87       0.07       (0.13     (0.06     (0.08                 (0.08     9.73       (0.66 )(5)      92,659       1.61 (6)      1.60 (6)      1.52 (6)      17  

I

    9.89       0.12       (0.13     (0.01     (0.13                 (0.13     9.75       (0.14 )(5)      174,921       0.56 (6)      0.56 (6)      2.56 (6)      17  

R3

    9.84       0.10       (0.13     (0.03     (0.10                 (0.10     9.71       (0.26 )(5)      949       1.21 (6)      1.00 (6)      2.13 (6)      17  

R4

    9.85       0.11       (0.13     (0.02     (0.11                 (0.11     9.72       (0.19 )(5)      629       0.91 (6)      0.85 (6)      2.28 (6)      17  

R5

    9.86       0.13       (0.13           (0.13                 (0.13     9.73       (0.04 )(5)      1,532       0.61 (6)      0.55 (6)      2.59 (6)      17  

Y

    9.84       0.13       (0.13           (0.13                 (0.13     9.71       (0.02 )(5)      9,757       0.52 (6)      0.52 (6)      2.62 (6)      17  

F

    9.89       0.13       (0.13           (0.13                 (0.13     9.76       (5)      119,794       0.49 (6)      0.49 (6)      2.64 (6)      17  

For the Year Ended October 31, 2017

 

     

A

  $ 9.88     $ 0.20     $ (0.01   $ 0.19     $ (0.20   $     $     $ (0.20   $ 9.87       1.94   $ 523,916       0.86     0.84     2.02     42

C

    9.88       0.13       (0.01     0.12       (0.13                 (0.13     9.87       1.20       103,013       1.58       1.57       1.29       42  

I

    9.90       0.23       (0.01     0.22       (0.23                 (0.23     9.89       2.21       185,948       0.58       0.58       2.29       42  

R3

    9.86       0.17       (0.02     0.15       (0.17                 (0.17     9.84       1.58       1,175       1.22       1.09       1.77       42  

R4

    9.87       0.20       (0.02     0.18       (0.20                 (0.20     9.85       1.83       626       0.92       0.85       2.01       42  

R5

    9.86       0.23             0.23       (0.23                 (0.23     9.86       2.33       807       0.60       0.55       2.33       42  

Y

    9.86       0.23       (0.02     0.21       (0.23                 (0.23     9.84       2.17       5,549       0.50       0.50       2.32       42  

F(7)

    9.88       0.16       0.01       0.17       (0.16                 (0.16     9.89       1.73 (5)      103,896       0.49 (6)      0.49 (6)      2.45 (6)      42  

For the Year Ended October 31, 2016

 

     

A

  $ 9.80     $ 0.17     $ 0.08     $ 0.25     $ (0.17   $     $     $ (0.17   $ 9.88       2.56   $ 530,178       0.90     0.86 %(22)      1.69     41

B

    9.85       0.16       0.10       0.26       (0.17                 (0.17     9.94       2.66       2,393       1.04       0.86 (22)      1.67       41  

C

    9.80       0.09       0.09       0.18       (0.10                 (0.10     9.88       1.80       125,548       1.61       1.61 (22)      0.94       41  

I

    9.82       0.19       0.09       0.28       (0.20                 (0.20     9.90       2.86       189,645       0.57       0.57 (22)      1.98       41  

R3

    9.78       0.14       0.08       0.22       (0.14                 (0.14     9.86       2.26       1,167       1.24       1.16 (22)      1.38       41  

R4

    9.79       0.17       0.08       0.25       (0.17                 (0.17     9.87       2.56       661       0.94       0.86 (22)      1.68       41  

R5

    9.78       0.20       0.08       0.28       (0.20                 (0.20     9.86       2.87       209       0.63       0.56 (22)      2.02       41  

Y

    9.78       0.20       0.08       0.28       (0.20                 (0.20     9.86       2.92       45,768       0.51       0.51 (22)      2.05       41  

For the Year Ended October 31, 2015

 

     

A

  $ 9.91     $ 0.15     $ (0.07   $ 0.08     $ (0.16   $ (0.03   $     $ (0.19   $ 9.80       0.80   $ 469,337       0.90     0.85     1.51     31

B

    9.96       0.16       (0.08     0.08       (0.16     (0.03           (0.19     9.85       0.80       4,450       1.03       0.85       1.56       31  

C

    9.91       0.08       (0.07     0.01       (0.09     (0.03           (0.12     9.80       0.05       120,116       1.60       1.60       0.81       31  

I

    9.93       0.19       (0.08     0.11       (0.19     (0.03           (0.22     9.82       1.11       126,578       0.54       0.54       1.87       31  

R3

    9.88       0.12       (0.06     0.06       (0.13     (0.03           (0.16     9.78       0.60       1,084       1.23       1.15       1.26       31  

R4

    9.89       0.15       (0.06     0.09       (0.16     (0.03           (0.19     9.79       0.90       677       0.92       0.85       1.56       31  

R5

    9.89       0.18       (0.07     0.11       (0.19     (0.03           (0.22     9.78       1.10       111       0.62       0.55       1.86       31  

Y

    9.88       0.19       (0.06     0.13       (0.20     (0.03           (0.23     9.78       1.25       8,412       0.51       0.51       1.91       31  

For the Year Ended October 31, 2014

 

     

A

  $ 9.98     $ 0.15     $ (0.03   $ 0.12     $ (0.15   $ (0.04   $     $ (0.19   $ 9.91       1.23   $ 469,415       0.91     0.85     1.50     50

B

      10.02         0.15         (0.02       0.13       (0.15     (0.04           (0.19     9.96       1.33       6,510       1.01       0.85       1.51       50  

C

    9.98       0.08       (0.03     0.05       (0.08     (0.04           (0.12     9.91       0.48       128,158       1.60       1.60       0.76       50  

I

    10.00       0.18       (0.03     0.15       (0.18     (0.04           (0.22     9.93       1.52         208,183       0.55       0.55       1.79       50  

R3

    9.96       0.12       (0.04     0.08       (0.12     (0.04           (0.16     9.88       0.84       879       1.23       1.15       1.20       50  

R4

    9.97       0.15       (0.04     0.11       (0.15     (0.04           (0.19     9.89       1.14       997       0.92       0.85       1.50       50  

R5

    9.96       0.18       (0.03     0.15         (0.18       (0.04       —         (0.22       9.89       1.54       109       0.61       0.55       1.80       50  

Y

    9.96       0.18       (0.03     0.15       (0.19     (0.04           (0.23     9.88       1.49       5,134       0.50       0.50       1.83       50  

 

The accompanying notes are an integral part of these financial statements.

 

 

  266  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Short Duration Fund – (continued)              

For the Year Ended October 31, 2013

 

     

A

  $   10.05     $   0.17     $   (0.05   $   0.12     $   (0.17   $   (0.02   $   —     $   (0.19   $ 9.98       1.20   $   451,357       0.88     0.85     1.66     51

B

    10.05       0.17       (0.01     0.16       (0.17     (0.02           (0.19       10.02       1.60       9,589       0.99       0.85       1.67       51  

C

    10.05       0.09       (0.05     0.04       (0.09     (0.02           (0.11     9.98       0.44       133,623       1.60       1.60       0.93       51  

I

    10.07       0.20       (0.05     0.15       (0.20     (0.02           (0.22     10.00       1.48       105,812       0.57       0.57       1.96       51  

R3

    10.03       0.13       (0.04     0.09       (0.14     (0.02           (0.16     9.96       0.90       527       1.23       1.15       1.35       51  

R4

    10.04       0.17       (0.05     0.12       (0.17     (0.02           (0.19     9.97       1.20       928       0.92       0.85       1.69       51  

R5

    10.03       0.20       (0.05     0.15       (0.20     (0.02           (0.22     9.96       1.51       112       0.61       0.55       1.98       51  

Y

    10.03       0.20       (0.05     0.15       (0.20     (0.02           (0.22     9.96       1.55       3,002       0.51       0.51       2.03       51  
The Hartford Strategic Income Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $ 9.00     $ 0.17     $ (0.15   $ 0.02     $ (0.37   $     $     $ (0.37   $ 8.65       0.22 %(5)    $ 157,139       1.05 %(6)      0.95 %(6)      3.80 %(6)      36

C

    9.03       0.13       (0.15       (0.02     (0.33                 (0.33     8.68       (0.19 )(5)      68,707       1.77 (6)      1.70 (6)      3.05 (6)      36  

I

    9.03       0.18       (0.15     0.03       (0.38                 (0.38     8.68       0.34 (5)      80,546       0.75 (6)      0.70 (6)      4.05 (6)      36  

R3

    8.98       0.15       (0.14     0.01       (0.36                 (0.36     8.63       0.05 (5)      305       1.37 (6)      1.25 (6)      3.50 (6)      36  

R4

    8.99       0.17       (0.15     0.02       (0.37                 (0.37     8.64       0.20 (5)      512       1.07 (6)      0.95 (6)      3.79 (6)      36  

R5

    8.99       0.18       (0.15     0.03       (0.38                 (0.38     8.64       0.37 (5)      1,318       0.76 (6)      0.65 (6)      4.10 (6)      36  

R6

    8.99       0.18       (0.14     0.04       (0.39                 (0.39     8.64       0.40 (5)      12       0.65 (6)      0.60 (6)      4.13 (6)      36  

Y

    8.99       0.18       (0.14     0.04       (0.39                 (0.39     8.64       0.43 (5)      2,007       0.70 (6)      0.60 (6)      4.17 (6)      36  

F

    9.02       0.18       (0.14     0.04       (0.39                 (0.39     8.67       0.39 (5)      156,539       0.65 (6)      0.60 (6)      4.15 (6)      36  

For the Year Ended October 31, 2017

 

     

A

  $ 8.76     $ 0.36     $ 0.26     $ 0.62     $ (0.38   $     $     $ (0.38   $ 9.00       7.26   $ 161,969       1.03     0.95     4.02     82

C

    8.79       0.29       0.26       0.55       (0.31                 (0.31     9.03       6.38       74,017       1.74       1.70       3.29       82  

I

    8.79       0.37       0.27       0.64       (0.40                 (0.40     9.03       7.51       83,345       0.76       0.70       4.11       82  

R3

    8.75       0.33       0.25       0.58       (0.35                 (0.35     8.98       6.83       329       1.45       1.25       3.70       82  

R4

    8.76       0.35       0.26       0.61       (0.38                 (0.38     8.99       7.13       748       1.08       0.95       4.00       82  

R5

    8.76       0.38       0.26       0.64       (0.41                 (0.41     8.99       7.48       1,467       0.75       0.65       4.25       82  

R6

    8.75       0.39       0.26       0.65       (0.41                 (0.41     8.99       7.66       11       0.70       0.60       4.41       82  

Y

    8.75       0.42       0.23       0.65       (0.41                 (0.41     8.99       7.67       657       0.64       0.60       4.79       82  

F(7)

    8.79       0.25       0.20       0.45       (0.22                 (0.22     9.02       5.21 (5)      180,163       0.64 (6)      0.60 (6)      4.08 (6)      82  

For the Year Ended October 31, 2016

 

     

A

  $ 8.53     $ 0.39     $ 0.19     $ 0.58     $ (0.35   $     $     $ (0.35   $ 8.76       7.02   $ 120,051       1.05     0.96 %(23)      4.54     55

B

    8.53       0.37       0.21       0.58       (0.33                 (0.33     8.78       6.98       2,205       1.27       1.11 (23)      4.37       55  

C

    8.55       0.32       0.20       0.52       (0.28                 (0.28     8.79       6.27       74,607       1.75       1.71 (23)      3.78       55  

I

    8.55       0.41       0.21       0.62       (0.38                 (0.38     8.79       7.29       31,317       0.75       0.71 (23)      4.79       55  

R3

    8.51       0.36       0.20       0.56       (0.32                 (0.32     8.75       6.81       267       1.42       1.26 (23)      4.23       55  

R4

    8.52       0.39       0.20       0.59       (0.35                 (0.35     8.76       7.15       224       1.08       0.96 (23)      4.55       55  

R5

    8.52       0.42       0.20       0.62       (0.38                 (0.38     8.76       7.49       413       0.76       0.66 (23)      4.87       55  

R6

    8.52       0.42       0.19       0.61       (0.38                 (0.38     8.75       7.43       11       0.65       0.61 (23)      4.88       55  

Y

    8.52       0.42       0.19       0.61       (0.38                 (0.38     8.75       7.43       164,098       0.65       0.61 (23)      4.89       55  

 

The accompanying notes are an integral part of these financial statements.

 

 

  267  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Strategic Income Fund – (continued)              

For the Year Ended October 31, 2015

 

     

A

  $ 9.30     $ 0.37     $ (0.57   $ (0.20   $ (0.37   $ (0.20   $     $ (0.57   $ 8.53       (2.23 )%    $ 123,510       1.03     0.95     4.23     66

B

    9.30       0.32       (0.59     (0.27     (0.30     (0.20           (0.50     8.53       (3.00     4,019       1.85       1.70       3.60       66  

C

    9.32       0.32       (0.59     (0.27     (0.30     (0.20           (0.50     8.55       (2.97     86,887       1.74       1.70       3.61       66  

I

    9.33       0.41       (0.60     (0.19     (0.39     (0.20           (0.59     8.55       (1.97     29,189       0.73       0.70       4.61       66  

R3

    9.29       0.35       (0.59     (0.24     (0.34     (0.20           (0.54     8.51       (2.64     314       1.41       1.25       4.04       66  

R4

    9.30       0.38       (0.59     (0.21     (0.37     (0.20           (0.57     8.52       (2.34     175       1.08       0.95       4.37       66  

R5

    9.30       0.41       (0.60     (0.19     (0.39     (0.20           (0.59     8.52       (2.05     306       0.75       0.65       4.70       66  

R6(24)

    9.27       0.41       (0.56     (0.15     (0.40     (0.20           (0.60     8.52       (1.66 )(5)      10       0.69 (6)      0.59 (6)      4.78 (6)      66  

Y

    9.30       0.41       (0.59     (0.18     (0.40     (0.20           (0.60     8.52       (1.99     111,277       0.64       0.60       4.70       66  

For the Year Ended October 31, 2014

 

     

A

  $ 9.21     $ 0.36     $ 0.10     $ 0.46     $ (0.37   $     $     $ (0.37   $ 9.30       5.06   $ 144,172       1.01     0.95     3.82     71

B

    9.21       0.29       0.10       0.39       (0.30                 (0.30     9.30       4.25       6,367       1.82       1.70       3.10       71  

C

    9.23       0.29       0.10       0.39       (0.30                 (0.30     9.32       4.26       109,960       1.72       1.69       3.08       71  

I

    9.24       0.38       0.10       0.48       (0.39                 (0.39     9.33       5.32       48,809       0.71       0.68       4.09       71  

R3

    9.21       0.33       0.09       0.42       (0.34                 (0.34     9.29       4.64       213       1.40       1.25       3.54       71  

R4

    9.21       0.36       0.10       0.46       (0.37                 (0.37     9.30       5.06       131       1.05       0.95       3.83       71  

R5

    9.21       0.38       0.11       0.49       (0.40                 (0.40     9.30       5.38       120       0.73       0.65       4.10       71  

Y

    9.20       0.39       0.11       0.50       (0.40                 (0.40     9.30       5.55       113,356       0.63       0.60       4.25       71  

For the Year Ended October 31, 2013

 

     

A

  $ 9.70     $ 0.36     $ (0.21   $ 0.15     $ (0.36   $ (0.28   $     $ (0.64   $ 9.21       1.67   $ 160,916       0.99     0.95     3.93     55

B

    9.70       0.29       (0.21     0.08       (0.29     (0.28           (0.57     9.21       0.91       9,233       1.79       1.70       3.09       55  

C

    9.72       0.29       (0.21     0.08       (0.29     (0.28           (0.57     9.23       0.90       129,507       1.69       1.68       3.07       55  

I

    9.73       0.37       (0.19     0.18       (0.39     (0.28           (0.67     9.24       1.93       50,963       0.70       0.69       4.00       55  

R3

    9.70       0.35       (0.22     0.13       (0.34     (0.28           (0.62     9.21       1.40       242       1.39       1.25       3.74       55  

R4

    9.70       0.36       (0.21     0.15       (0.36     (0.28           (0.64     9.21       1.68       143       1.03       0.95       3.91       55  

R5

    9.70       0.39       (0.21     0.18         (0.39       (0.28       —         (0.67     9.21       1.98       114       0.71       0.65       4.20       55  

Y

    9.69       0.40       (0.21     0.19       (0.40     (0.28           (0.68     9.20       2.04       214,550       0.61       0.60       4.30       55  
The Hartford Total Return Bond Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $   10.44     $   0.13     $   (0.29   $   (0.16   $ (0.18   $     $     $ (0.18   $   10.10       (1.59 )%(5)    $   773,356       0.83 %(6)      0.83 %(6)      2.61 %(6)      37

C

    10.46       0.09       (0.30     (0.21     (0.09                 (0.09     10.16       (1.98 )(5)      53,566       1.64 (6)      1.63 (6)      1.80 (6)      37  

I

    10.45       0.15       (0.29     (0.14     (0.17                 (0.17     10.14       (1.38 )(5)      42,664       0.53 (6)      0.53 (6)      2.91 (6)      37  

R3

    10.64       0.12       (0.31     (0.19     (0.12                 (0.12     10.33       (1.79 )(5)      5,449       1.16 (6)      1.15 (6)      2.28 (6)      37  

R4

    10.62       0.13       (0.30     (0.17     (0.17                 (0.17     10.28       (1.59 )(5)      12,221       0.85 (6)      0.85 (6)      2.57 (6)      37  

R5

    10.62       0.15       (0.30     (0.15     (0.22                 (0.22     10.25       (1.44 )(5)      1,497       0.56 (6)      0.56 (6)      2.88 (6)      37  

R6

    10.61       0.15       (0.29     (0.14     (0.24                 (0.24     10.23       (1.37 )(5)      1,348       0.44 (6)      0.44 (6)      3.00 (6)      37  

Y

    10.61       0.15       (0.30     (0.15     (0.23                 (0.23     10.23       (1.43 )(5)      448,826       0.48 (6)      0.48 (6)      2.95 (6)      37  

F

    10.46       0.15       (0.30     (0.15     (0.23                 (0.23     10.08       (1.41 )(5)      977,479       0.44 (6)      0.44 (6)      3.00 (6)      37  

 

The accompanying notes are an integral part of these financial statements.

 

 

  268  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Total Return Bond Fund – (continued)              

For the Year Ended October 31, 2017

 

     

A

  $ 10.48     $ 0.26     $ (0.04   $ 0.22     $ (0.26   $     $     $ (0.26   $ 10.44       2.19   $ 772,486       0.84     0.84     2.55     56

C

    10.50       0.19       (0.04     0.15       (0.19                 (0.19     10.46       1.43       59,204       1.58       1.58       1.82       56  

I

    10.49       0.29       (0.04     0.25       (0.29                 (0.29     10.45       2.41       35,182       0.77       0.62       2.78       56  

R3

    10.68       0.23       (0.04     0.19       (0.23                 (0.23     10.64       1.86       5,851       1.17       1.17       2.22       56  

R4

    10.66       0.27       (0.04     0.23       (0.27                 (0.27     10.62       2.18       14,290       0.85       0.85       2.54       56  

R5

    10.65       0.30       (0.03     0.27       (0.30                 (0.30     10.62       2.48       1,548       0.55       0.55       2.84       56  

R6

    10.64       0.30       (0.02     0.28       (0.31                 (0.31     10.61       2.69       1,092       0.45       0.44       2.87       56  

Y

    10.65       0.31       (0.04     0.27       (0.31                 (0.31     10.61       2.57       438,589       0.46       0.46       2.96       56  

F(7)

    10.32       0.20       0.14       0.34       (0.20                 (0.20     10.46       3.36 (5)      937,170       0.44 (6)      0.44 (6)      2.88 (6)      56  

For the Year Ended October 31, 2016

 

     

A

  $ 10.28     $ 0.28     $ 0.22     $ 0.50     $ (0.25   $ (0.02   $ (0.03   $ (0.30   $ 10.48       4.77   $ 782,964       0.87     0.87 %(25)      2.68     41

B

    10.20       0.20       0.21       0.41       (0.18     (0.02     (0.02     (0.22     10.39       4.09       4,406       1.89       1.63 (25)      1.92       41  

C

    10.30       0.20       0.22       0.42       (0.18     (0.02     (0.02     (0.22     10.50       4.10       73,841       1.60       1.60 (25)      1.95       41  

I

    10.30       0.30       0.22       0.52       (0.28     (0.02     (0.03     (0.33     10.49       5.08       115,889       0.61       0.61 (25)      2.86       41  

R3

    10.48       0.25       0.22       0.47       (0.23     (0.02     (0.02     (0.27     10.68       4.51       5,943       1.18       1.18 (25)      2.37       41  

R4

    10.46       0.28       0.22       0.50       (0.25     (0.02     (0.03     (0.30     10.66       4.85       15,348       0.86       0.86 (25)      2.69       41  

R5

    10.46       0.32       0.20       0.52       (0.28     (0.02     (0.03     (0.33     10.65       5.16       1,473       0.56       0.56 (25)      3.00       41  

R6

    10.45       0.32       0.21       0.53       (0.29     (0.02       (0.03       (0.34       10.64       5.15       11       0.45       0.45 (25)      3.07       41  

Y

    10.45       0.33       0.21       0.54       (0.29     (0.02     (0.03     (0.34     10.65       5.27         1,031,478       0.45       0.45 (25)      3.10       41  

For the Year Ended October 31, 2015

 

     

A

  $   10.71     $   0.23     $   (0.21   $ 0.02     $ (0.22   $ (0.23   $     $ (0.45   $ 10.28       0.35   $ 672,638       0.87     0.87     2.20     57

B

    10.63       0.15       (0.20       (0.05     (0.15     (0.23           (0.38     10.20       (0.50     10,528       1.86       1.62       1.43       57  

C

    10.72       0.16       (0.20     (0.04     (0.15     (0.23           (0.38     10.30       (0.38     67,147       1.59       1.59       1.50       57  

I

    10.72       0.27       (0.20     0.07       (0.26     (0.23           (0.49     10.30       0.67       23,201       0.56       0.56       2.60       57  

R3

    10.90       0.21       (0.21           (0.19     (0.23           (0.42     10.48       0.07       6,198       1.16       1.16       1.93       57  

R4

    10.88       0.24       (0.20     0.04       (0.23     (0.23           (0.46     10.46       0.39       15,610       0.84       0.84       2.25       57  

R5

    10.88       0.27       (0.20     0.07         (0.26       (0.23           (0.49     10.46       0.68       1,423       0.55       0.55       2.57       57  

R6(24)

    10.87       0.27       (0.20     0.07       (0.26     (0.23           (0.49     10.45       0.65 (5)      10       0.50 (6)      0.50 (6)      2.61 (6)      57  

Y

    10.87       0.28       (0.20     0.08       (0.27     (0.23           (0.50     10.45       0.79       1,103,177       0.44       0.44       2.67       57  

For the Year Ended October 31, 2014

 

     

A

  $ 10.48     $ 0.24     $ 0.22     $ 0.46     $ (0.23   $     $     $ (0.23   $ 10.71       4.46   $ 602,306       1.00     0.91     2.26     84

B

    10.40       0.16       0.22       0.38       (0.15                 (0.15     10.63       3.72       19,329       1.93       1.65       1.52       84  

C

    10.49       0.16       0.22       0.38       (0.15                 (0.15     10.72       3.68       70,539       1.72       1.65       1.51       84  

I

    10.49       0.27       0.22       0.49       (0.26                 (0.26     10.72       4.75       11,737       0.67       0.62       2.51       84  

R3

    10.66       0.21       0.23       0.44       (0.20                 (0.20     10.90       4.16       6,868       1.28       1.21       1.96       84  

R4

    10.64       0.24       0.23       0.47       (0.23                 (0.23     10.88       4.48       16,342       0.96       0.90       2.26       84  

R5

    10.64       0.27       0.24       0.51       (0.27                 (0.27     10.88       4.79       978       0.67       0.60       2.55       84  

Y

    10.63       0.29       0.22       0.51       (0.27                 (0.27     10.87       4.89       1,003,275       0.56       0.51       2.66       84  

 

The accompanying notes are an integral part of these financial statements.

 

 

  269  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Total Return Bond Fund – (continued)              

For the Year Ended October 31, 2013

 

     

A

  $ 11.16     $ 0.23     $ (0.32   $   (0.09   $   (0.26   $   (0.33   $     $ (0.59   $ 10.48       (0.83 )%    $ 586,762       0.99     0.95     2.15     106

B

    11.08       0.15       (0.32     (0.17     (0.18     (0.33           (0.51     10.40       (1.58     31,258       1.88       1.70       1.39       106  

C

    11.18       0.15       (0.33     (0.18     (0.18     (0.33           (0.51     10.49       (1.66     78,034       1.70       1.70       1.40       106  

I

    11.17       0.26       (0.32     (0.06     (0.29     (0.33           (0.62     10.49       (0.55     6,771       0.68       0.68       2.42       106  

R3

    11.35       0.20       (0.33     (0.13     (0.23     (0.33           (0.56     10.66       (1.21     7,655       1.28       1.25       1.85       106  

R4

    11.33       0.23       (0.33     (0.10     (0.26     (0.33           (0.59     10.64       (0.92     15,725       0.96       0.95       2.15       106  

R5

    11.33       0.26       (0.33     (0.07     (0.29     (0.33           (0.62     10.64       (0.61     664       0.67       0.65       2.44       106  

Y

    11.32       0.28       (0.34     (0.06     (0.30     (0.33           (0.63     10.63       (0.52     883,706       0.55       0.55       2.55       106  
The Hartford World Bond Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $   10.45     $   0.05     $ 0.02     $ 0.07     $     $     $     $     $ 10.52       0.67 %(5)    $ 331,080       1.05 %(6)      1.04 %(6)      0.88 %(6)      48

C

    10.31       0.01       0.02       0.03                               10.34       0.29 (5)      88,582       1.78 (6)      1.78 (6)      0.14 (6)      48  

I

    10.50       0.06       0.03       0.09                               10.59       0.87 (5)      1,762,986       0.77 (6)      0.77 (6)      1.16 (6)      48  

R3

    10.41       0.03       0.03       0.06                               10.47       0.58 (5)      1,142       1.39 (6)      1.35 (6)      0.55 (6)      48  

R4

    10.46       0.04       0.03       0.07                               10.53       0.67 (5)      480       1.09 (6)      1.06 (6)      0.85 (6)      48  

R5

    10.51       0.06       0.02       0.08                               10.59       0.78 (5)      2,662       0.79 (6)      0.76 (6)      1.17 (6)      48  

R6

    10.53       0.07       0.02       0.09                               10.62       0.88 (5)      4,261       0.67 (6)      0.67 (6)      1.31 (6)      48  

Y

    10.53       0.06       0.02       0.08                               10.61       0.87 (5)      518,657       0.71 (6)      0.69 (6)      1.23 (6)      48  

F

    10.51       0.07       0.02       0.09                               10.60       0.88 (5)      1,374,394       0.67 (6)      0.67 (6)      1.26 (6)      48  

For the Year Ended October 31, 2017

 

     

A

  $ 10.36     $ 0.11     $   (0.02 )(17)    $ 0.09     $     $     $     $     $ 10.45       0.87   $ 331,084       1.08     1.05     1.02     100

C

    10.29       0.03       (0.01 )(17)      0.02                               10.31       0.19       101,882       1.78       1.78       0.30       100  

I

    10.39       0.13       (0.02 )(17)      0.11                               10.50       1.16       1,880,345       0.85       0.80       1.26       100  

R3

    10.35       0.07       (0.01 )(17)      0.06                               10.41       0.58       2,139       1.40       1.35       0.70       100  

R4

    10.37       0.11       (0.02 )(17)      0.09                               10.46       0.87       664       1.10       1.05       1.03       100  

R5

    10.38       0.13             0.13                               10.51       1.25       2,087       0.79       0.75       1.27       100  

R6

    10.40       0.14       (0.01 )(17)      0.13                               10.53       1.25       1,176       0.71       0.69       1.36       100  

Y

    10.40       0.14       (0.01 )(17)      0.13                               10.53       1.25       490,321       0.70       0.70       1.37       100  

F(7)

    10.32       0.08       0.11       0.19                               10.51       1.84 (5)      1,235,664       0.68 (6)      0.68 (6)      1.14 (6)      100  

For the Year Ended October 31, 2016

 

     

A

  $ 10.47     $ 0.11     $ 0.07     $ 0.18     $     $ (0.26   $   (0.03   $   (0.29   $   10.36       1.78   $ 481,126       1.13     1.07 %(26)      1.12     122

C

    10.46       0.04       0.06       0.10             (0.26     (0.01     (0.27     10.29       0.95       155,828       1.79       1.79 (26)      0.40       122  

I

    10.49       0.14       0.06       0.20             (0.26     (0.04     (0.30     10.39       1.91         2,407,302       0.81       0.81 (26)      1.39       122  

R3

    10.48       0.09       0.06       0.15             (0.26     (0.02     (0.28     10.35       1.48       1,882       1.41       1.37 (26)      0.85       122  

R4

    10.48       0.11       0.07       0.18             (0.26     (0.03     (0.29     10.37       1.79       1,228       1.10       1.07 (26)      1.11       122  

R5

    10.48       0.15       0.06       0.21             (0.26     (0.05     (0.31     10.38       2.02       1,137       0.83       0.77 (26)      1.46       122  

R6

    10.49       0.16       0.06       0.22             (0.26     (0.05     (0.31     10.40       2.14       790       0.74       0.72 (26)      1.52       122  

Y

    10.49       0.15       0.07       0.22             (0.26     (0.05     (0.31     10.40       2.15       568,934       0.69       0.69 (26)      1.50       122  

 

The accompanying notes are an integral part of these financial statements.

 

 

  270  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford World Bond Fund – (continued)              

For the Year Ended October 31, 2015

 

     

A

  $   10.76     $   0.09     $     $   0.09     $ (0.38   $     $     $ (0.38   $ 10.47       0.82   $ 624,111       1.08     1.05     0.84     99

C

    10.74       0.01         0.01 (17)      0.02       (0.30                 (0.30     10.46       0.17       175,560       1.77       1.77       0.13       99  

I

    10.77       0.12             0.12       (0.40                 (0.40     10.49       1.16       2,283,590       0.77       0.77       1.13       99  

R3

    10.77       0.06         (0.01     0.05       (0.34                 (0.34     10.48       0.48       810       1.39       1.35       0.55       99  

R4

    10.78       0.10       (0.02     0.08       (0.38                 (0.38     10.48       0.71       4,850       1.08       1.05       0.98       99  

R5

    10.76       0.12             0.12         (0.40                 (0.40     10.48       1.19       297       0.83       0.75       1.17       99  

R6(24)

    10.78       0.14       (0.02     0.12       (0.41                 (0.41     10.49       1.18 (5)      188       0.74 (6)      0.70 (6)      1.32 (6)      99  

Y

    10.77       0.13             0.13       (0.41                 (0.41     10.49       1.27       634,789       0.67       0.67       1.24       99  

For the Year Ended October 31, 2014

 

     

A

  $ 10.63     $ 0.12     $ 0.17     $ 0.29     $ (0.13   $   (0.03   $   —     $   (0.16   $   10.76       2.74   $ 422,689       1.02     0.99     1.15     140

C

    10.61       0.04       0.17       0.21       (0.05     (0.03           (0.08     10.74       2.00       179,147       1.76       1.73       0.41       140  

I

    10.64       0.15       0.17       0.32       (0.16     (0.03           (0.19     10.77       3.03         1,966,455       0.76       0.74       1.40       140  

R3

    10.64       0.09       0.17       0.26       (0.10     (0.03           (0.13     10.77       2.42       759       1.39       1.32       0.82       140  

R4

    10.64       0.12       0.18       0.30       (0.13     (0.03           (0.16     10.78       2.80       725       1.07       1.02       1.12       140  

R5

    10.63       0.15       0.17       0.32       (0.16     (0.03           (0.19     10.76       3.03       226       0.79       0.70       1.42       140  

Y

    10.64       0.16       0.17       0.33       (0.17     (0.03           (0.20     10.77       3.11       517,167       0.67       0.64       1.50       140  

For the Year Ended October 31, 2013

 

     

A

  $ 10.77     $ 0.10     $ 0.06     $ 0.16     $ (0.18   $ (0.12   $     $ (0.30   $ 10.63       1.47   $ 481,684       1.03     0.93     0.95     129

C

    10.76       0.02       0.05       0.07       (0.10     (0.12           (0.22     10.61       0.67       177,802       1.77       1.67       0.21       129  

I

    10.78       0.13       0.05       0.18       (0.20     (0.12           (0.32     10.64       1.71       891,048       0.79       0.69       1.19       129  

R3

    10.78       0.06       0.05       0.11       (0.13     (0.12           (0.25     10.64       1.03       519       1.40       1.25       0.60       129  

R4

    10.78       0.10       0.05       0.15       (0.17     (0.12           (0.29     10.64       1.40       976       1.08       0.95       0.92       129  

R5

    10.77       0.13       0.06       0.19       (0.21     (0.12           (0.33     10.63       1.73       372       0.79       0.65       1.18       129  

Y

    10.78       0.14       0.05       0.19       (0.21     (0.12           (0.33     10.64       1.81       340,669       0.68       0.58       1.30       129  

 

(1)  Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.
(2)  Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.
(3)  Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(4)  Ratios do not include expenses of the Underlying Funds and/or other investment companies, if applicable.
(5)  Not annualized.
(6)  Annualized.
(7)  Commenced operations on February 28, 2017.
(8)  Excluding the expenses not subject to cap, the ratios would have been 1.25%, 2.00%, 1.00%, 1.55%, 1.25%, 0.95% and 0.90% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(9)  Excluding the expenses not subject to cap, the ratios would have been 1.00%, 1.75%, 1.73%, 0.73%, 1.25%, 1.00%, 0.70% and 0.65% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(10)  Excluding the expenses not subject to cap, the ratios would have been 1.05%, 1.80%, 0.80%, 1.35%, 1.05%, 0.75% and 0.75% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(11)  Excluding the expenses not subject to cap, the ratios would have been 1.05%, 1.80%, 1.80%, 0.80%, 1.35%, 1.05%, 0.75% and 0.70% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(12)  Included in this amount are tax distributions from capital of less than ($0.01).
(13)  Excluding the expenses not subject to cap, the ratios would have been 0.85%, 1.60%, 1.60%, 0.60%, 1.20%, 0.90%, 0.60% and 0.55% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(14)  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44% and 0.44% for Class A, Class C and Class I, respectively.
(15)  Commenced operations on May 29, 2015.

 

The accompanying notes are an integral part of these financial statements.

 

 

  271  

 


Hartford Fixed Income Funds

Financial Highlights – (continued)

 

 

 

(16)  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44%, 1.44% and 0.44% for Class A, Class B, Class C and Class I, respectively.
(17)  Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the Fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.
(18)  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44%, 1.44%, 0.44% and 0.44% for Class A, Class B, Class C, Class I and Class Y, respectively.
(19)  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44% and 0.44%, for Class A, Class C and Class I , respectively.
(20)  Excluding the expenses not subject to cap, the ratios would have been 0.95%, 1.70%, 0.70%, 1.25%, 0.95%, 0.65% and 0.60% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(21)  Commenced operations on November 30, 2012.
(22)  Excluding the expenses not subject to cap, the ratios would have been 0.85%, 0.85%, 1.60%, 0.56%, 1.15%, 0.85%, 0.55% and 0.50% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(23)  Excluding the expenses not subject to cap, the ratios would have been 0.95%, 1.10%, 1.70%, 0.70%, 1.25%, 0.95%, 0.65%, 0.60% and 0.60% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.
(24)  Commenced operations on November 7, 2014.
(25)  Excluding the expenses not subject to cap, the ratios would have been 0.86%, 1.62%, 1.59%, 0.60%, 1.17%, 0.85%, 0.55%, 0.44% and 0.44% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.
(26)  Excluding the expenses not subject to cap, the ratios would have been 1.05%, 1.77%, 0.79%, 1.35%, 1.05%, 0.75%, 0.70% and 0.67% for Class A, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

 

The accompanying notes are an integral part of these financial statements.

 

 

  272  

 


Hartford Fixed Income Funds

Notes to Financial Statements

April 30, 2018 (Unaudited)

 

 

 

1. Organization:

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each, a “Company” and collectively, the “Companies”) are each an open-end registered management investment company comprised of forty-three and thirteen series, respectively, as of April 30, 2018. Financial statements for the series of each Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds, Inc.:

The Hartford Emerging Markets Local Debt Fund (the “Emerging Markets Local Debt Fund”)

The Hartford Floating Rate Fund (the “Floating Rate Fund”)

The Hartford Floating Rate High Income Fund (the “Floating Rate High Income Fund”)

The Hartford High Yield Fund (the “High Yield Fund”)

The Hartford Inflation Plus Fund (the “Inflation Plus Fund”)

Hartford Municipal Income Fund (the “Municipal Income Fund”)

The Hartford Municipal Opportunities Fund (the “Municipal Opportunities Fund”)

Hartford Municipal Short Duration Fund (the “Municipal Short Duration Fund”)

The Hartford Quality Bond Fund (the “Quality Bond Fund”)

The Hartford Short Duration Fund (the “Short Duration Fund”)

The Hartford Strategic Income Fund (the “Strategic Income Fund”)

The Hartford Total Return Bond Fund (the “Total Return Bond Fund”)

The Hartford World Bond Fund (the “World Bond Fund”)

The Hartford Mutual Funds II, Inc.:

The Hartford Municipal Real Return Fund (the “Municipal Real Return Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. Each Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund, except Emerging Markets Local Debt Fund and World Bond Fund is a diversified open-end management investment company. Emerging Markets Local Debt Fund and World Bond Fund are non-diversified open-end management investment companies. Each Fund applies specialized accounting and reporting standards under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies.”

Each Fund has registered for sale Class A, Class T, Class C, Class I and Class F shares. As of April 30, 2018, Class T shares have not commenced operations. In addition, each Fund, except Municipal Income Fund, Municipal Opportunities Fund, Municipal Real Return Fund and Municipal Short Duration Fund, offer Class R3, Class R4 and Class R5 shares. Each Fund has registered for sale Class Y shares, except Municipal Income Fund and Municipal Short Duration Fund. As of April 30, 2018, Class Y shares of Municipal Opportunities Fund have not commenced operations. Strategic Income Fund, Total Return Bond Fund and World Bond Fund has registered for sale Class R6 shares. Class A shares of each Fund, except Floating Rate Fund, Floating Rate High Income Fund and Short Duration Fund, are sold with a front-end sales charge of up to 4.50%. Class A shares are sold with a front-end sales charge of up to 3.00% for Floating Rate Fund and Floating Rate High Income Fund and up to 2.00% for Short Duration Fund. Class T shares of each Fund have a front-end sales charge of up to 2.50%. Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Classes I, R3, R4, R5, R6, Y and F shares are sold without a sales charge.

 

2. Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

 

  a) Determination of Net Asset Value – The net asset value (“NAV”) of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

 

 

  273  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

  b) Investment Valuation and Fair Value Measurements For purposes of calculating the NAV of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the respective Company’s Board of Directors. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the respective Company’s Board of Directors in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Fixed income investments (other than short-term obligations and senior floating rate interests), non-exchange-traded derivatives and centrally cleared swaps held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the respective Company’s Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange-traded options, futures and options on futures are valued at the settlement price or last trade price determined by the relevant exchange as of the NYSE Close. If a last trade price is not available, the value will be the mean of the bid and ask prices as of the NYSE Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the bid price as of the NYSE Close. In the case of options privately negotiated in the OTC market (“OTC options”) and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the NYSE is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund as determined in accordance with its valuation procedures. Such open-end mutual funds may use fair value pricing as disclosed in their prospectus.

 

 

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Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with procedures established by the respective Company’s Board of Directors.

U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

 

    Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange-traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange-traded funds, rights and warrants.
    Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange-traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.
    Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Directors of each Company generally reviews and approves the “Procedures for Valuation of Portfolio Investments” at least once a year. These procedures define how investments are to be valued, including the formation and activities of a Valuation Committee. The Valuation Committee is responsible for determining in good faith the fair value of investments when the value cannot be obtained from primary pricing services or alternative sources or if the valuation of an investment as provided by the primary pricing service or alternative source is believed not to reflect the investment’s fair value as of the Valuation Date. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of each Company’s Board of Directors. The Audit Committee receives quarterly written reports which include details of all fair-valued investments, including the reason for the fair valuation, and an indication, when possible, of the accuracy of the valuation by disclosing the next available reliable public price quotation or the disposition price of such investments (the “lookback” test). The Board of Directors of each Company then must consider for ratification all of the fair value determinations made during the previous quarter.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.

 

  c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. Trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into.

 

 

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Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage-related and other asset-backed securities are included in interest income in the Statements of Operations, as applicable.

 

  d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends from securities in which the Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.

 

  e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

 

  f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

 

  g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the respective Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. Normally, for each Fund, except Emerging Markets Local Debt Fund, Strategic Income Fund, and World Bond Fund, dividends from net investment income are declared daily and paid monthly. The policy of Emerging Markets Local Debt Fund and Strategic Income Fund is to declare and pay dividends from net investment income, if any, monthly. The policy of World Bond Fund is to declare and pay dividends from net investment income, if any, quarterly. Dividends from realized gains, if any, are paid at least once a year.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

 

 

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April 30, 2018 (Unaudited)

 

 

 

 

3. Securities and Other Investments:

 

  a) Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the respective Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of April 30, 2018.

 

  b) Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of April 30, 2018.

In connection with a Fund’s ability to purchase investments on a when-issued or forward commitment basis, the Fund may enter into to-be announced (“TBA”) commitments. TBA commitments are forward agreements for the purchase or sale of mortgage-backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. These transactions are excluded from a Fund’s portfolio turnover rate. See each Fund’s Schedule of Investments, if applicable, for TBA commitments as of April 30, 2018.

 

  c) Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests generally hold the most senior position in the capital structure of a business entity (the “Borrower”), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debtholders and stockholders of the Borrower. Senior floating rate interests are typically structured and administered by a financial institution that acts as the agent of the lenders participating in the senior floating rate interest. A Fund may invest in multiple series or tranches of a senior floating rate interest, which may have varying terms and carry different associated risks. A Fund may also enter into unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate the Fund to supply additional cash to the borrower on demand. Unfunded loan commitments represent a future obligation in full. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a senior floating rate interest. In certain circumstances, a Fund may receive various fees upon the restructure of a senior floating rate interest by a borrower. Fees earned/paid may be recorded as a component of income or realized gain/loss in the Statements of Operations.

Senior floating rate interests are typically rated below-investment-grade, which suggests they are more likely to default and generally pay higher interest rates than investment-grade loans. A default could lead to non-payment of income, which would result in a reduction of income to a Fund, and there can be no assurance that the liquidation of any collateral would satisfy the Borrower’s obligation in the event of non-payment of scheduled interest or principal payments, or that such collateral could be readily liquidated. See each Fund’s Schedule of Investments, if applicable, for outstanding senior floating rate interests as of April 30, 2018.

 

  d)

Mortgage-Related and Other Asset-Backed Securities – A Fund may invest in mortgage-related and other asset-backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage-backed

 

 

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April 30, 2018 (Unaudited)

 

 

 

  securities, stripped mortgage-backed securities, asset-backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage-related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset-backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage-related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage-related securities is guaranteed by the full faith and credit of the United States Government. Mortgage-related and other asset-backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund’s Schedule of Investments, if applicable, for mortgage-related and other asset-backed securities as of April 30, 2018.

 

  e) Inflation-Indexed Bonds – A Fund may invest in inflation indexed bonds. Inflation-indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation-indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation-indexed bond will be included as interest income on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund’s Schedule of Investments, if applicable, for inflation-indexed bonds as of April 30, 2018.

 

4. Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

 

  a) Bond Forwards – A Fund may enter into bond forwards. A bond forward is a contractual agreement between a Fund and another party to buy or sell an underlying asset at an agreed-upon future price and date. In a bond forward transaction, no cash premium is paid when the parties enter into the bond forward. If the transaction is collateralized, an exchange of margin collateral will take place according to an agreed-upon schedule. Otherwise, no asset of any kind changes hands until the bond forward matures (typically in 30 days) or is rolled over for another agreed-upon period. Generally, the value of the bond forward will change based on changes in the value of the underlying asset. Bond forwards are subject to market risk (the risk that the market value of the underlying bond may change), non-correlation risk (the risk that the market value of the bond forward might move independently of the market value of the underlying bond) and counterparty credit risk (the risk that a counterparty will be unable to meet its obligation under the contract). If there is no cash exchanged at the time a Fund enters into the bond forward, counterparty risk may be limited to the loss of any marked-to-market profit on the contract and any delays or limitations on the Fund’s ability to sell or otherwise use the investments used as collateral for the bond forward.

During the six-month period ended April 30, 2018, Inflation Plus Fund had used Bond Forwards.

 

  b) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the

 

 

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April 30, 2018 (Unaudited)

 

 

 

terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

During the six-month period ended April 30, 2018, Emerging Markets Local Debt Fund, Floating Rate Fund, Floating Rate High Income Fund, High Yield Fund, Inflation Plus Fund, Quality Bond Fund, Short Duration Fund, Strategic Income Fund, Total Return Bond Fund and World Bond Fund had used Foreign Currency Contracts.

 

  c) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the six-month period ended April 30, 2018, Emerging Markets Local Debt Fund, Inflation Plus Fund, Quality Bond Fund, Short Duration Fund, Strategic Income Fund, Total Return Bond Fund, and World Bond Fund had used Futures Contracts.

 

  d) Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either OTC options or executed in a registered exchange (“exchange-traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and, for written put options, a value equal to the exercise price. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swap, investment or currency transaction to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.

During the six-month period ended April 30, 2018, Emerging Markets Local Debt Fund, Quality Bond Fund, Strategic Income Fund, Total Return Bond Fund and World Bond Fund had used Options Contracts.

 

  e)

Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified, future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain

 

 

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  exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.

Swaps are valued based on custom valuations furnished by an independent pricing service. Swaps for which prices are not available from an independent pricing service are valued in accordance with procedures established by the respective Company’s Board of Directors. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swap. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.

Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).

A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.

Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.

Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of

 

 

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buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.

During the six-month period ended April 30, 2018, Floating Rate Fund, Floating Rate High Income Fund, High Yield Fund, Inflation Plus Fund, Strategic Income Fund, Total Return Bond Fund and World Bond Fund had used Credit Default Swap Contracts.

Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.

If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.

During the six-month period ended April 30, 2018, Emerging Markets Local Debt Fund, Inflation Plus Fund, Municipal Real Return Fund, Quality Bond Fund, Strategic Income Fund, Total Return Bond Fund and World Bond Fund had used Interest Rate Swap Contracts.

Total Return Swap Contracts – Certain Funds may invest in total return swap contracts in pursuit of the Fund’s investment objective or for hedging purposes. An investment in a total return swap allows a Fund to gain or mitigate exposure to underlying reference assets. Total return swap contracts involve commitments where cash flows are exchanged based on the price of underlying reference assets and based on a fixed or variable interest rate. One party receives payments based on the price appreciation or depreciation of the underlying reference asset, in exchange for paying to or receiving from the counterparty seller an agreed-upon interest rate. A variable interest rate may be correlated to a base rate, such as the LIBOR, and is adjusted each reset period, which is defined at the beginning of the contract. Therefore, if interest rates increase over the term of the swap contract, the party paying the rate may be required to pay a higher rate at each swap reset date.

Total return swap contracts on indices involve commitments to pay interest in exchange for a market-linked return. One party pays out the total return of a specific reference asset, which may be an equity, index, or bond, and in return receives a regular stream of payments. To the extent the total return of the security or index underlying the transaction exceeds or falls short of the offsetting interest rate obligation, a Fund will receive a payment from or make a payment to the counterparty. If the Fund is a payer in a total return swap, it may be subject to unlimited losses. They are also subject to counterparty risk. If the counterparty fails to meet its obligations, the Fund may lose money.

During the six-month period ended April 30, 2018, World Bond Fund had used Total Return Swap Contracts.

Cross Currency Swaps – Certain Funds may enter into cross currency swap agreements to gain or mitigate exposure to currency risk. A cross currency swap is an agreement to exchange cash flows on a notional amount of two or more currencies based on the relative value differential among them. Such swaps may involve initial and final exchanges that correspond to the agreed upon notional amount. Cross currency swaps usually involve the delivery of the entire principal value of one designated currency in exchange for the other designated currency. Therefore, the entire principal value of a cross currency swap is subject to the risk that the other party to the swap will default on its contractual delivery obligations. If there is a default by the counterparty, the Fund may have contractual remedies pursuant to the agreements related to the transaction.

 

 

  281  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

During the six-month period ended April 30, 2018, Emerging Markets Local Debt Fund, Strategic Income Fund and Total Return Bond Fund had used Cross Currency Swaps.

 

  f) Additional Derivative Instrument Information:

Emerging Markets Local Debt Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Investments in securities, at value (purchased options), market value

   $ 133,675      $ 1,037,707      $      $      $      $      $ 1,171,382  

Unrealized appreciation on futures
contracts(1)

     30,609                                           30,609  

Unrealized appreciation on foreign currency contracts

            6,022,591                                    6,022,591  

Unrealized appreciation on swap contracts(2)

     73,089        352,805                                    425,894  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     237,373      $     7,413,103      $     —      $     —      $     —      $     —      $     7,650,476  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures
contracts(1)

   $ 55,986      $      $      $      $      $      $ 55,986  

Unrealized depreciation on foreign currency contracts

            6,410,041                                    6,410,041  

Written options, market value

            758,132                                    758,132  

Unrealized depreciation on swap contracts(2)

     80,195        379,831                                    460,026  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 136,181      $ 7,548,004      $      $      $      $      $ 7,684,185  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

             

Net realized gain (loss) on purchased options contracts

   $     $ (202,623   $      $      $      $      $ (202,623

Net realized gain (loss) on futures contracts

     159,562                                         159,562  

Net realized gain (loss) on written options contracts

           (101,506                                 (101,506

Net realized gain (loss) on swap contracts

     67,579       9,308                                   76,887  

Net realized gain (loss) on foreign currency contracts

           1,203,549                                   1,203,549  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     227,141     $ 908,728     $     —      $     —      $     —      $     —      $     1,135,869  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

   $ (8,221   $ (317,999   $      $      $      $      $ (326,220

Net change in unrealized appreciation (depreciation) of futures contracts

     (32,148                                       (32,148

Net change in unrealized appreciation (depreciation) of written options contracts

           222,935                                   222,935  

Net change in unrealized appreciation (depreciation) of swap contracts

     14,579       (27,026                                 (12,447

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           1,638,711                                   1,638,711  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (25,790   $     1,516,621     $      $      $      $      $ 1,490,831  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  282  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Emerging Markets Local Debt Fund – (continued)

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     6,280,694,000  

Futures Contracts Long at Number of Contracts

     56  

Futures Contracts Short at Number of Contracts

     (54

Written Options Contracts at Number of Contracts

     (58,587,500

Swap Contracts at Notional Amount

   $     3,864,402,110  

Foreign Currency Contracts Purchased at Contract Amount

   $     241,378,990  

Foreign Currency Contracts Sold at Contract Amount

   $ 180,499,901  

Floating Rate Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on foreign currency contracts

   $      $ 2,449,189      $      $      $      $      $     2,449,189  

Unrealized appreciation on swap
contracts(1)

         154,121               496,242                             650,363  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 154,121      $     2,449,189      $     496,242      $     —      $     —      $     —      $ 3,099,552  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on foreign currency contracts

   $      $ 33,209      $      $      $      $      $ 33,209  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 33,209      $      $      $      $      $ 33,209  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

    Risk Exposure Category  
    Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
    Commodity
Contracts
    Other
Contracts
    Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

       

Net realized gain (loss) on swap contracts

  $ (1,451   $     $     272,137     $     —     $     —     $     —     $ 270,686  

Net realized gain (loss) on foreign currency contracts

          (2,398,144                             (2,398,144
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ (1,451   $     (2,398,144   $ 272,137     $     $     $     $     (2,127,458
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of swap contracts

  $ 154,121     $     $ 496,242     $     $     $     $ 650,363  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

          1,132,665                               1,132,665  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     154,121     $ 1,132,665     $ 496,242     $     $     $     $ 1,783,028  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Swap Contracts at Notional Amount

   $ 55,403,333  

Foreign Currency Contracts Purchased at Contract Amount

   $ 8,535,196  

Foreign Currency Contracts Sold at Contract Amount

   $     197,616,519  

 

 

  283  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Floating Rate High Income Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on foreign currency contracts

   $     —      $ 722,751      $      $      $      $      $ 722,751  

Unrealized appreciation on swap contracts(1)

                   129,248                             129,248  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $     722,751      $     129,248      $     —      $     —      $     —      $     851,999  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on foreign currency contracts

   $      $ 6,639      $      $      $      $      $ 6,639  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 6,639      $      $      $      $      $ 6,639  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

    Risk Exposure Category  
    Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
    Commodity
Contracts
    Other
Contracts
    Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

     

Net realized gain (loss) on swap contracts

  $     $     $ 42,948     $     $     $     $ 42,948  

Net realized gain (loss) on foreign currency contracts

          (397,178                             (397,178
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     —     $     (397,178   $ 42,948     $     $     $     $     (354,230
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of swap contracts

  $     $     $     129,248     $     —     $     —     $     —     $ 129,248  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

          365,211                               365,211  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     $ 365,211     $ 129,248     $     $     $     $ 494,459  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

  Average Notional
Par, Contracts
or Face Amount
 

Swap Contracts at Notional Amount

  $ 7,988,333  

Foreign Currency Contracts Purchased at Contract Amount

  $ 882,052  

Foreign Currency Contracts Sold at Contract Amount

  $     53,027,922  

High Yield Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on foreign currency contracts

   $      $ 63,386      $      $      $      $      $ 63,386  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     63,386      $     —      $     —      $     —      $     —      $     63,386  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  284  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

High Yield Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

            

Net realized gain (loss) on swap contracts

   $      $     $ 159,164     $      $      $      $ 159,164  

Net realized gain (loss) on foreign currency contracts

            (122,148                                    (122,148
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     (122,148   $     159,164     $     —      $     —      $     —      $ 37,016  
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of swap contracts

   $      $     $ (39,864   $      $      $      $ (39,864

Net change in unrealized appreciation (depreciation) of foreign currency contracts

            (17,053                                (17,053
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ (17,053   $ (39,864   $      $      $      $ (56,917
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Swap Contracts at Notional Amount

   $ 7,965,000  

Foreign Currency Contracts Sold at Contract Amount

   $     6,106,843  

Inflation Plus Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Investments in securities, at value (purchased options), market value

   $ 563,149      $      $      $      $      $      $ 563,149  

Unrealized appreciation on futures contracts(1)

     96,833                                           96,833  

Unrealized appreciation on bond forward contracts

     283,621                                           283,621  

Unrealized appreciation on foreign currency contracts

            1,313,055                                    1,313,055  

Unrealized appreciation on swap
contracts(2)

     3,097,667               166,551                             3,264,218  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     4,041,270      $     1,313,055      $     166,551      $      $      $      $     5,520,876  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 360,200      $      $      $      $      $      $ 360,200  

Unrealized depreciation on bond forward contracts

     268                                           268  

Unrealized depreciation on foreign currency contracts

            82,304                                    82,304  

Unrealized depreciation on swap
contracts(2)

     438,225                                           438,225  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 798,693      $ 82,304      $      $     —      $     —      $     —      $ 880,997  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  285  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Inflation Plus Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

             

Net realized gain (loss) on futures contracts

   $     (1,575,456   $     $      $      $      $      $ (1,575,456

Net realized gain (loss) on swap contracts

     (91,256           48,999                             (42,257

Net realized gain (loss) on foreign currency contracts

           (1,332,672                                 (1,332,672
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (1,666,712   $     (1,332,672   $     48,999      $     —      $     —      $      $     (2,950,385
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

   $ (84,982   $     $      $      $      $      $ (84,982

Net change in unrealized appreciation (depreciation) of futures contracts

     13,336                                         13,336  

Net change in unrealized appreciation (depreciation) of swap contracts

     1,427,239             39,606                             1,466,845  

Net change in unrealized appreciation (depreciation) of bond forward contracts

     88,558                                         88,558  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           687,111                                   687,111  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 1,444,151     $ 687,111     $ 39,606      $     —      $     —      $     —      $ 2,170,868  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     39,200,000  

Futures Contracts Long at Number of Contracts

     565  

Futures Contracts Short at Number of Contracts

     (253

Swap Contracts at Notional Amount

   $     110,862,825  

Foreign Currency Contracts Purchased at Contract Amount

   $ 16,197,016  

Foreign Currency Contracts Sold at Contract Amount

   $ 54,021,378  

Municipal Real Return Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on swap contracts(1)

   $     3,681,852      $      $      $      $      $      $     3,681,852  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 3,681,852      $      $      $      $      $      $ 3,681,852  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on swap contracts(1)

   $ 579,153      $      $      $      $      $      $ 579,153  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 579,153      $     —      $     —      $     —      $     —      $     —      $ 579,153  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  286  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Municipal Real Return Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

  

Net realized gain (loss) on swap contracts

   $ (86,632   $      $      $      $      $      $ (86,632
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (86,632   $      $      $      $      $      $ (86,632
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of swap contracts

   $ 1,968,804     $      $      $      $      $      $ 1,968,804  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,968,804     $     —      $     —      $     —      $     —      $     —      $     1,968,804  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Swap Contracts at Notional Amount

   $     130,899,833  

Quality Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Investments in securities, at value (purchased options), market value

   $ 985,907      $      $      $      $      $      $ 985,907  

Unrealized appreciation on futures contracts(1)

     128,600                                           128,600  

Unrealized appreciation on foreign currency contracts

            128,626                                    128,626  

Unrealized appreciation on swap contracts(2)

     429,962                                           429,962  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,544,469      $     128,626      $     —      $     —      $     —      $     —      $     1,673,095  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 51,770      $      $      $      $      $      $ 51,770  

Written options, market value

     38,750                                           38,750  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 90,520      $      $      $      $      $      $ 90,520  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  287  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Quality Bond Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

     

Net realized gain (loss) on purchased options contracts

   $ 13,355     $     $      $      $      $      $ 13,355  

Net realized gain (loss) on futures contracts

     (1,658,945                                       (1,658,945

Net realized gain (loss) on written options contracts

     (674                                       (674

Net realized gain (loss) on swap contracts

     467,227             28,718                             495,945  

Net realized gain (loss) on foreign currency contracts

           (53,363                                 (53,363
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (1,179,037   $     (53,363   $     28,718      $     —      $     —      $     —      $     (1,203,682
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

   $ (44,808   $     $      $      $      $      $ (44,808

Net change in unrealized appreciation (depreciation) of futures contracts

     341,204                                         341,204  

Net change in unrealized appreciation (depreciation) of written options contracts

     1,709                                         1,709  

Net change in unrealized appreciation (depreciation) of swap contracts

     444,183                                         444,183  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           52,614                                   52,614  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 742,288     $ 52,614     $      $      $      $      $ 794,902  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     5,933,333  

Futures Contracts Long at Number of Contracts

     246  

Futures Contracts Short at Number of Contracts

     (25

Written Options Contracts at Number of Contracts

     (80

Swap Contracts at Notional Amount

   $     28,305,417  

Foreign Currency Contracts Purchased at Contract Amount

   $ 6,839,619  

Foreign Currency Contracts Sold at Contract Amount

   $ 10,369,062  

Short Duration Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on futures contracts(1)

   $ 545,840      $      $      $      $      $      $ 545,840  

Unrealized appreciation on foreign currency contracts

            63,765                                    63,765  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 545,840      $     63,765      $      $      $      $      $ 609,605  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 232,190      $      $      $      $      $      $ 232,190  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     232,190      $      $     —      $     —      $     —      $     —      $     232,190  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  288  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Short Duration Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

             

Net realized gain (loss) on futures contracts

   $ 2,579,096     $     $      $      $      $      $ 2,579,096  

Net realized gain (loss) on foreign currency contracts

           (58,033                                 (58,033
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     2,579,096     $ (58,033   $     —      $     —      $     —      $     —      $     2,521,063  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of futures contracts

   $ (420,576   $     $      $      $      $      $ (420,576

Net change in unrealized appreciation (depreciation) of foreign currency contracts

               33,004                                   33,004  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (420,576   $ 33,004     $      $      $      $      $ (387,572
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long at Number of Contracts

     356  

Futures Contracts Short at Number of Contracts

     (922

Foreign Currency Contracts Sold at Contract Amount

   $     4,817,221  

Strategic Income Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Investments in securities, at value (purchased options), market value

   $ 481,837      $      $      $      $      $      $ 481,837  

Unrealized appreciation on futures contracts(1)

     159,128        743,713                                    902,841  

Unrealized appreciation on foreign currency contracts

            1,688,460                                    1,688,460  

Unrealized appreciation on swap contracts(2)

     643,114               1,536,715                             2,179,829  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 1,284,079      $ 2,432,173      $ 1,536,715      $      $      $      $ 5,252,967  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 1,452,694      $ 240,008      $      $      $      $      $ 1,692,702  

Unrealized depreciation on foreign currency contracts

            1,006,376                                    1,006,376  

Unrealized depreciation on swap contracts(2)

                   1,399,815                             1,399,815  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,452,694      $     1,246,384      $     1,399,815      $     —      $     —      $     —      $     4,098,893  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  289  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Strategic Income Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

   
    Risk Exposure Category  
    Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
    Commodity
Contracts
    Other
Contracts
    Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

         

Net realized gain (loss) on futures contracts

  $ (4,772,013   $ (1,296,895   $     $     $     $     $ (6,068,908

Net realized gain (loss) on written options contracts

    603,988                                     603,988  

Net realized gain (loss) on swap contracts

    1,027,620             32,587                         1,060,207  

Net realized gain (loss) on foreign currency contracts

          (301,439                             (301,439
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     (3,140,405   $     (1,598,334   $ 32,587     $     $     $     $     (4,706,152
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

     

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

  $ (72,710   $     $     $     $     $     $ (72,710

Net change in unrealized appreciation (depreciation) of futures contracts

    (63,145     570,552                               507,407  

Net change in unrealized appreciation (depreciation) of swap contracts

    486,191             1,004,145                         1,490,336  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

          404,518                               404,518  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 350,336     $ 975,070     $     1,004,145     $     —     $     —     $     —     $ 2,329,551  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     33,540,000  

Futures Contracts Long at Number of Contracts

     1,881  

Futures Contracts Short at Number of Contracts

     (686

Written Options Contracts at Number of Contracts

         (116,892,000

Swap Contracts at Notional Amount

   $ 180,470,257  

Foreign Currency Contracts Purchased at Contract Amount

   $ 53,996,936  

Foreign Currency Contracts Sold at Contract Amount

   $ 75,376,520  

 

 

  290  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Total Return Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Investments in securities, at value (purchased options), market value

   $ 6,017,702      $      $      $      $      $      $ 6,017,702  

Unrealized appreciation on futures contracts(1)

     345,680                                           345,680  

Unrealized appreciation on foreign currency contracts

            908,979                                    908,979  

Unrealized appreciation on swap contracts(2)

     4,982,600               1,861,140                             6,843,740  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     11,345,982      $     908,979      $     1,861,140      $     —      $     —      $     —      $     14,116,101  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 1,881,447      $      $      $      $      $      $ 1,881,447  

Unrealized depreciation on foreign currency contracts

            33,230                                    33,230  

Written options, market value

     101,719                                           101,719  

Unrealized depreciation on swap contracts(2)

     600,825               2,381,801                             2,982,626  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 2,583,991      $ 33,230      $ 2,381,801      $      $      $      $ 4,999,022  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

             

Net realized gain (loss) on purchased options contracts

   $ 167     $     $      $      $      $      $ 167  

Net realized gain (loss) on futures contracts

     (13,799,226                                       (13,799,226

Net realized gain (loss) on written options contracts

     724,597                                         724,597  

Net realized gain (loss) on swap contracts

     1,473,666             41,738                             1,515,404  

Net realized gain (loss) on foreign currency contracts

           (1,165,791                                 (1,165,791
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (11,600,796   $     (1,165,791   $ 41,738      $     —      $     —      $     —      $     (12,724,849
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

     

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

   $ (476,632   $     $      $      $      $      $ (476,632

Net change in unrealized appreciation (depreciation) of futures contracts

     1,260,423                                         1,260,423  

Net change in unrealized appreciation (depreciation) of written options contracts

     4,487                                         4,487  

Net change in unrealized appreciation (depreciation) of swap contracts

     3,995,266             1,657,681                             5,652,947  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           (373,596                                 (373,596
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 4,783,544     $ (373,596   $     1,657,681      $      $      $      $ 6,067,629  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  291  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Total Return Bond Fund – (continued)

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     104,765,000  

Futures Contracts Long at Number of Contracts

     4,174  

Futures Contracts Short at Number of Contracts

     (1,214

Written Options Contracts at Number of Contracts

         (259,096,105

Swap Contracts at Notional Amount

   $     396,735,753  

Foreign Currency Contracts Purchased at Contract Amount

   $ 1,415,387  

Foreign Currency Contracts Sold at Contract Amount

   $ 54,482,588  

World Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

    Risk Exposure Category  
    Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
    Commodity
Contracts
    Other
Contracts
    Total  

Assets:

             

Investments in securities, at value (purchased options), market value

  $ 25,268     $ 538,292     $     $     $     $     $ 563,560  

Unrealized appreciation on futures contracts(1)

    8,347,631                                     8,347,631  

Unrealized appreciation on foreign currency contracts

          143,892,384                               143,892,384  

Unrealized appreciation on swap contracts(2)

    7,999,997             769,682                         8,769,679  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     16,372,896     $     144,430,676     $ 769,682     $     —     $     —     $     —     $     161,573,254  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities:

             

Unrealized depreciation on futures contracts(1)

  $ 2,941,495     $     $     $     $     $     $ 2,941,495  

Unrealized depreciation on foreign currency contracts

          99,854,492                               99,854,492  

Written options, market value

          25,512                               25,512  

Unrealized depreciation on swap contracts(2)

    2,571,061             1,040,426                         3,611,487  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 5,512,556     $ 99,880,004     $     1,040,426     $     $     $     $ 106,432,986  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  292  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

World Bond Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

    Risk Exposure Category  
    Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
    Commodity
Contracts
    Other
Contracts
    Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

         

Net realized gain (loss) on purchased options contracts

  $ (436,709   $ 238,135     $     $     $     $     $ (198,574

Net realized gain (loss) on futures contracts

    27,492,106                                     27,492,106  

Net realized gain (loss) on written options contracts

                1,137,631                               1,137,631  

Net realized gain (loss) on swap contracts

    (1,477,966           51,155                         (1,426,811

Net realized gain (loss) on foreign currency contracts

          (38,565,075                             (38,565,075
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     25,577,431     $ (37,189,309   $ 51,155     $     —     $     —     $     —     $ (11,560,723
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

   

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

  $ 710,401     $ 141,603     $     $     $     $     $ 852,004  

Net change in unrealized appreciation (depreciation) of futures contracts

    2,291,648                                          2,291,648  

Net change in unrealized appreciation (depreciation) of written options contracts

          116,529                               116,529  

Net change in unrealized appreciation (depreciation) of swap contracts

    3,170,966             1,360,399                         4,531,365  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

          (8,317,039                             (8,317,039
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 6,173,015     $ (8,058,907   $     1,360,399     $     $     $     $ (525,493
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     1,172,140,731  

Futures Contracts Long at Number of Contracts

     5,307  

Futures Contracts Short at Number of Contracts

     (15,725

Written Options Contracts at Number of Contracts

     (82,328,000

Swap Contracts at Notional Amount

   $     60,173,218,667  

Foreign Currency Contracts Purchased at Contract Amount

   $ 4,665,580,153  

Foreign Currency Contracts Sold at Contract Amount

   $ 7,040,441,211  

 

  (1)  Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities.
  (2)  Amount represents the cumulative appreciation (depreciation) on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation (depreciation) on OTC swap contracts, if applicable.

 

  g) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

 

 

  293  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of April 30, 2018:

Emerging Markets Local Debt Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 6,022,591     $ (6,410,041

Futures contracts

     30,609       (55,986

Purchased options

     1,081,292       (43,356

Swap contracts

     425,894       (460,026

Written options

           (758,132
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     7,560,386       (7,727,541
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (91,057             109,748  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     7,469,329     $ (7,617,793)  
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
    Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 87,146      $ (54,305   $      $     $ 32,841  

Banc of America Securities LLC

     203,287        (165,967                  37,320  

Barclays

     998,552        (813,843                  184,709  

BNP Paribas Securities Services

     332,538        (118,302                  214,236  

Citibank NA

     666,274        (666,274                   

Commonwealth Bank of Australia

     58,769                           58,769  

Credit Suisse First Boston Corp.

     59,574                           59,574  

Deutsche Bank Securities, Inc.

     1,342,649        (1,342,649                   

Goldman Sachs & Co.

     1,311,680        (1,311,680                   

HSBC Bank USA

     581,310        (404,141                  177,169  

JP Morgan Chase & Co.

     264,822        (264,822                   

Morgan Stanley

     1,083,245        (720,027            (10,000     353,218  

National Australia Bank Limited

     14,704                           14,704  

Nomura International

     2,797        (2,797                   

RBC Dominion Securities, Inc.

     167,254        (62,449                  104,805  

RBS Greenwich Capital

     11,426                           11,426  

State Street Global Markets LLC

     12,088        (4,963                  7,125  

UBS AG

     271,214        (271,214                   
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ 7,469,329      $ (6,203,433   $      $     (10,000   $ 1,255,896  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

 

 

  294  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Emerging Markets Local Debt Fund – (continued)

 

Counterparty

   Gross
Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Australia and New Zealand Banking Group

   $ (54,305   $ 54,305      $      $      $  

Banc of America Securities LLC

     (165,967     165,967                       

Bank of Montreal

     (32,723                          (32,723

Barclays

     (813,843     813,843                       

BNP Paribas Securities Services

     (118,302     118,302                       

Canadian Imperial Bank of Commerce

     (4,804                          (4,804

Citibank NA

     (1,154,869     666,274                      (488,595

Deutsche Bank Securities, Inc.

     (1,493,770     1,342,649            151,121                

Goldman Sachs & Co.

     (1,457,202         1,311,680                      (145,522

HSBC Bank USA

     (404,141     404,141                       

JP Morgan Chase & Co.

     (542,791     264,822                      (277,969

Morgan Stanley

     (720,027     720,027                       

Nomura International

     (14,880     2,797                      (12,083

RBC Dominion Securities, Inc.

     (62,449     62,449                       

Standard Chartered Bank

     (147,366                          (147,366

State Street Global Markets LLC

     (4,963     4,963                       

UBS AG

     (425,391     271,214                      (154,177
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (7,617,793   $ 6,203,433      $ 151,121      $      $     (1,263,239
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Floating Rate Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 2,449,189     $ (33,209

Swap contracts

     650,363        
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     3,099,552       (33,209
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (496,242      
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     2,603,310     $     (33,209
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 23,538      $      $      $      $ 23,538  

Barclays

         2,146,643                             2,146,643  

BNP Paribas Securities Services

     250,334                             250,334  

Goldman Sachs & Co.

     27,700                             27,700  

JP Morgan Chase & Co.

     154,121                             154,121  

State Street Global Markets LLC

     974                             974  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 2,603,310      $     —      $     —      $     —      $     2,603,310  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  295  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Floating Rate Fund – (continued)

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Commonwealth Bank of Australia

   $     (33,209   $     —      $     —      $     —      $     (33,209
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Floating Rate High Income Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 722,751     $ (6,639

Swap contracts

     129,248        
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     851,999       (6,639
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (129,248      
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     722,751     $     (6,639
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 2,898      $      $      $      $ 2,898  

Barclays

         678,403                                 678,403  

BNP Paribas Securities Services

     35,916                             35,916  

Goldman Sachs & Co.

     5,534                             5,534  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 722,751      $     —      $     —      $     —      $ 722,751  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
     Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Commonwealth Bank of Australia

   $     (6,639)      $     —      $     —      $     —      $     (6,639
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

High Yield Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Foreign currency contracts

   $     63,386      $     —  
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     63,386         
  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 63,386      $  
  

 

 

    

 

 

 

 

 

  296  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

High Yield Fund – (continued)

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Barclays

   $     63,386      $     —      $     —      $     —      $     63,386  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Inflation Plus Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Bond forward contracts

   $ 283,621     $ (268

Foreign currency contracts

     1,313,055       (82,304

Futures contracts

     96,833       (360,200

Purchased options

           (84,982

Swap contracts

     3,264,218       (438,225
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     4,957,727       (965,979
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (3,096,097     360,200  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     1,861,630     $     (605,779
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
    Net Amount
of Assets
 

Banc of America Securities LLC

   $ 382,024      $ (382,024   $      $     $  

Barclays

     539,933        (22,683            (330,000     187,250  

BNP Paribas Securities Services

     118,564                           118,564  

Citibank NA

     106,710                           106,710  

Commonwealth Bank of Australia

     47,339                           47,339  

Goldman Sachs & Co.

     166,551                           166,551  

JP Morgan Chase & Co.

     63,762        (63,762                   

Morgan Stanley

     432,840                     (270,000     162,840  

State Street Global Markets LLC

     3,907                           3,907  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     1,861,630      $     (468,469   $     —      $     (600,000   $     793,161  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Australia and New Zealand Banking Group

   $ (20,905   $      $      $      $ (20,905

Banc of America Securities LLC

     (438,274     382,024                      (56,250

Barclays

     (22,683     22,683                       

JP Morgan Chase & Co.

     (90,463     63,762                      (26,701

UBS AG

     (33,454                          (33,454
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (605,779   $     468,469      $     —      $     —      $     (137,310
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  297  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Municipal Real Return Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Swap contracts

   $ 3,681,852      $ (579,153
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     3,681,852        (579,153
  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     3,681,852      $     (579,153
  

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
    Net Amount
of Assets
 

Banc of America Securities LLC

   $ 356,916      $     $     —      $ (280,000   $ 76,916  

Barclays

         866,767        (57                (731,000         135,710  

BNP Paribas Securities Services

     928,071                     (750,000     178,071  

Citibank NA

     85,718        (39,977                  45,741  

Deutsche Bank Securities, Inc.

     602,714                     (595,000     7,714  

JP Morgan Chase & Co.

     768,079        (539,119            (228,960      

Morgan Stanley

     73,587                           73,587  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     3,681,852      $     (579,153   $     —      $     (2,584,960   $     517,739  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Barclays

   $ (57   $ 57      $      $      $  

Citibank NA

     (39,977     39,977                       

JP Morgan Chase & Co.

     (539,119     539,119                       
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (579,153   $     579,153      $     —      $     —      $     —  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Quality Bond Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $     128,626     $  

Futures contracts

     128,600       (51,770

Purchased options

     775,842       (12,465

Swap contracts

     429,962        

Written options

           (38,750
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     1,463,030       (102,985
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (558,562     90,520  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 904,468     $     (12,465
  

 

 

   

 

 

 

 

 

  298  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Quality Bond Fund – (continued)

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net
Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 128,626      $     $      $      $ 128,626  

JP Morgan Chase & Co.

     5,602        (5,602                    

Morgan Stanley

     770,240                            770,240  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     904,468      $     (5,602   $     —      $     —      $     898,866  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

JP Morgan Chase & Co.

   $     (12,465   $     5,602      $     —      $     —      $     (6,863
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Short Duration Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 63,765     $  

Futures contracts

     545,840           (232,190
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     609,605       (232,190
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (545,840     232,190  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     63,765     $     —  
  

 

 

   

 

 

 

Short Duration Fund

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Barclays

   $     63,765      $     —      $     —      $     —      $     63,765  

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Strategic Income Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 1,688,460     $ (1,006,376

Futures contracts

     902,841       (1,692,702

Purchased options

           (72,710

Swap contracts

     2,179,829       (1,399,815
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     4,771,130       (4,171,603
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (2,068,203     1,833,250  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     2,702,927     $     (2,338,353
  

 

 

   

 

 

 

 

 

  299  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Strategic Income Fund – (continued)

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
    Cash
Collateral
Received*
     Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $     424,968      $     $     —     $     —      $     424,968  

Banc of America Securities LLC

     93,008            (46,960                  46,048  

Bank of Montreal

     546        (546                   

Barclays

     390,616        (99,428     (291,188             

BNP Paribas Securities Services

     20,719        (11,925                  8,794  

Canadian Imperial Bank of Commerce

     7,465        (7,465                   

Citibank NA

     158,305        (22,773                  135,532  

Credit Suisse International

     228,215        (228,215                   

Deutsche Bank Securities, Inc.

     532,267        (90,371     (59,068            382,828  

Goldman Sachs & Co.

     208,653        (208,653                   

HSBC Bank USA

     32,214        (32,214                   

JP Morgan Chase & Co.

     56,019        (56,019                   

Morgan Stanley

     382,447        (382,447                   

National Australia Bank Limited

     80,709                           80,709  

RBC Dominion Securities, Inc.

     2,244        (2,244                   

Standard Chartered Bank

     16,480                           16,480  

State Street Global Markets LLC

     29,324        (29,324                   

Toronto-Dominion Bank

     37,889        (37,889                   

UBS AG

     839        (839                   
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $     2,702,927      $     (1,257,312   $     (350,256   $     —      $     1,095,359  
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Banc of America Securities LLC

   $ (46,960   $ 46,960      $      $      $  

Bank of Montreal

     (23,975     546                      (23,429

Barclays

     (99,428     99,428                       

BNP Paribas Securities Services

     (11,925     11,925                       

Canadian Imperial Bank of Commerce

     (7,973     7,465                      (508

Citibank NA

     (22,773     22,773                       

Commonwealth Bank of Australia

     (10,127                          (10,127

Credit Suisse International

     (369,466     228,215                      (141,251

Deutsche Bank Securities, Inc.

     (90,371     90,371                       

Goldman Sachs & Co.

     (411,325     208,653                      (202,672

HSBC Bank USA

     (131,263     32,214                      (99,049

JP Morgan Chase & Co.

     (203,488     56,019                      (147,469

Morgan Stanley

     (457,930     382,447                      (75,483

RBC Dominion Securities, Inc.

     (7,593     2,244                      (5,349

State Street Global Markets LLC

     (345,658     29,324                      (316,334

Toronto-Dominion Bank

     (84,972     37,889                      (47,083

UBS AG

     (13,126     839                      (12,287
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (2,338,353   $     1,257,312      $     —      $     —      $     (1,081,041
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  300  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Total Return Bond Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 908,979     $ (33,230

Futures contracts

     345,680       (1,881,447

Purchased options

     134,327       (824,871

Swap contracts

     6,843,740       (2,982,626

Written options

           (101,719
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     8,232,726       (5,823,893
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (5,896,085           2,154,484  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     2,336,641     $ (3,669,409
  

 

 

   

 

 

 

Total Return Bond Fund

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available for
Offset
    Non-cash
Collateral
Received*
    Cash
Collateral
Received*
     Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 9,911      $     $     $      $ 9,911  

Banc of America Securities LLC

     28,469                           28,469  

Barclays

     311,492        (311,492                   

BNP Paribas Securities Services

     3,477        (129                  3,348  

Citibank NA

     303,907                           303,907  

Credit Suisse International

     103,586        (103,586                   

Deutsche Bank Securities, Inc.

     142,684        (107,961     (34,723             

Goldman Sachs & Co.

     310,455        (310,455                   

JP Morgan Chase & Co.

     100,358        (100,358                   

Morgan Stanley

     868,020        (599,122     (268,898             

National Australia Bank Limited

     47,844                           47,844  

Standard Chartered Bank

     54,262                           54,262  

State Street Global Markets LLC

     52,176        (5,615                  46,561  
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $     2,336,641      $     (1,538,718   $     (303,621   $     —      $     494,302  
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available for
Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Barclays

   $ (509,245   $ 311,492      $      $      $ (197,753

BNP Paribas Securities Services

     (129     129                       

Commonwealth Bank of Australia

     (6,639                          (6,639

Credit Suisse International

     (767,835     103,586                      (664,249

Deutsche Bank Securities, Inc.

     (107,961     107,961                       

Goldman Sachs & Co.

     (1,083,564     310,455                      (773,109

JP Morgan Chase & Co.

     (570,433     100,358                      (470,075

Morgan Stanley

     (599,122     599,122                       

State Street Global Markets LLC

     (5,615     5,615                       

UBS AG

     (18,866                          (18,866
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (3,669,409   $     1,538,718      $     —      $     —      $     (2,130,691
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  301  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

World Bond Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 143,892,384     $ (99,854,492

Futures contracts

     8,347,631       (2,941,495

Purchased options

     538,292       (222,536

Swap contracts

     8,772,004       (3,613,812

Written options

           (25,512
           

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     161,550,311       (106,657,847
           

 

 

   

 

 

 

Derivatives not subject to a MNA

     (16,414,626     5,179,072  
           

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     145,135,685     $     (101,478,775
           

 

 

   

 

 

 

World Bond Fund

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available for
Offset
    Non-cash
Collateral
Received*
    Cash
Collateral
Received*
    Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 7,861      $     $     $     $ 7,861  

Banc of America Securities LLC

     8,605,359        (6,403,304                 2,202,055  

Bank of Montreal

     201,090        (198,757                 2,333  

Barclays

     9,563,066        (5,211,919           (242,000     4,109,147  

BNP Paribas Securities Services

     4,316,935        (490,472     (273,045           3,553,418  

Canadian Imperial Bank of Commerce

     68,812        (68,812                  

Citibank NA

     7,672,280        (3,509,660           (173,000     3,989,620  

Credit Suisse First Boston Corp.

     67,995        (67,995                  

Credit Suisse International

     180,826        (180,357                 469  

Deutsche Bank Securities, Inc.

     5,372,987        (4,314,468     (101,973           956,546  

Goldman Sachs & Co.

     18,229,974        (4,900,087     (1,548,837           11,781,050  

HSBC Bank USA

     10,736,786        (3,085,377                 7,651,409  

JP Morgan Chase & Co.

     21,070,711        (17,190,043     (301,839     (530,000     3,048,829  

Morgan Stanley

     42,069,332        (31,891,148     (38,240           10,139,944  

Nomura International

     564,439        (523,895                 40,544  

RBC Dominion Securities, Inc.

     14,996        (14,996                  

RBS Greenwich Capital

     23,721                          23,721  

Standard Chartered Bank

     1,440,956        (1,440,956                  

State Street Global Markets LLC

     3,869,132        (3,869,132                  

Toronto-Dominion Bank

     10,417,070        (5,409,318                 5,007,752  

UBS AG

     641,357        (641,357                  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     145,135,685      $     (89,412,053   $     (2,263,934   $     (945,000   $     52,514,698  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available for
Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Banc of America Securities LLC

   $ (6,403,304   $ 6,403,304      $      $      $  

Bank of Montreal

     (198,757     198,757                       

Barclays

         (5,211,919         5,211,919            —            —            —  

 

 

  302  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

World Bond Fund – (continued)

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

BNP Paribas Securities Services

   $ (490,472   $ 490,472      $      $      $  

Canadian Imperial Bank of Commerce

     (96,346     68,812                      (27,534

Citibank NA

     (3,509,660     3,509,660                       

Credit Suisse First Boston Corp.

     (103,870     67,995                      (35,875

Credit Suisse International

     (180,357     180,357                       

Deutsche Bank Securities, Inc.

     (4,314,468     4,314,468                       

Goldman Sachs & Co.

     (4,900,087     4,900,087                       

HSBC Bank USA

     (3,085,377     3,085,377                       

JP Morgan Chase & Co.

     (17,190,043     17,190,043                       

Morgan Stanley

     (31,891,148     31,891,148                       

Nomura International

     (523,895     523,895                       

RBC Dominion Securities, Inc.

     (363,416     14,996                      (348,420

Standard Chartered Bank

     (2,072,518     1,440,956                      (631,562

State Street Global Markets LLC

     (14,598,746     3,869,132                      (10,729,614

Toronto-Dominion Bank

     (5,409,318     5,409,318                       

UBS AG

     (935,074     641,357                      (293,717
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (101,478,775   $     89,412,053      $     —      $     —      $     (12,066,722
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

6. Principal Risks:

A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

 

 

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Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

 

7. Federal Income Taxes:

 

  a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2018. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

 

  b) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

At October 31, 2017 (tax year end), each Fund’s capital loss carryforwards for U.S. federal income tax purposes were as follows:

 

     Year of Expiration      Perpetual
Short-Term
Capital Loss
Carryforward
    Perpetual
Long-Term
Capital Loss
Carryforward
 

Fund

   2018      2019       

Emerging Markets Local Debt Fund

   $      $      $ 12,636,349     $ 43,962,661  

Floating Rate Fund

                             228,490,022  

Floating Rate High Income Fund

                   1,104,870       26,830,339  

High Yield Fund

                   3,427,949       13,535,856  

Inflation Plus Fund

                       22,019,702       53,399,471  

Municipal Income Fund

                   48,126       22,924  

Municipal Opportunities Fund

         6,120,720            10,546,009        931,803        

Municipal Real Return Fund

     6,087,643        1,653,837        356,042       8,036,725  

Municipal Short Duration Fund

                   44,311       9,766  

Quality Bond Fund

                   1,751,142       513,051  

Short Duration Fund

                         2,625,886  

Strategic Income Fund

                   17,901,103     6,655,410

Total Return Bond Fund

                   6,126,964        

World Bond Fund

                   3,147,520       23,941,476  

 

  * Future utilization maybe limited under the current tax law.

 

 

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Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Under the current tax law, net investment losses realized after December 31 of a Fund’s fiscal year may be deferred and treated as occurring on the first business day of the following fiscal year for tax purposes, often referred to as Late-Year Ordinary Losses. At October 31, 2017, the following Funds elected to defer Late-Year Ordinary Losses:

 

Fund

   Amount  

Municipal Real Return Fund

   $     401,056  

During the fiscal year ended October 31, 2017, the High Yield Fund, Short Duration Fund, Floating Rate Fund and Floating Rate High Income Fund utilized $2,659,078, $1,981,690, $5,397,559 and $783,836 of prior year capital loss carryforwards, respectively.

During the fiscal year ended October 31, 2017, the Municipal Opportunities Fund, Municipal Real Return Fund, High Yield Fund and Floating Rate Fund, had expired $9,797,063, $16,621,393, $18,103,626 and $272,060,203 of prior year capital loss carryforwards, respectively.

 

  c) Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2018 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below:

 

Fund

   Tax Cost      Gross Unrealized
Appreciation
     Gross Unrealized
Depreciation
    Net Unrealized
Appreciation
(Depreciation)
 

Emerging Markets Local Debt Fund

   $ 199,748,517      $ 10,064,374      $ (14,758,890   $ (4,694,516

Floating Rate Fund

     4,171,121,049        36,073,326        (68,063,506     (31,990,180

Floating Rate High Income Fund

     557,656,897        6,268,954        (10,019,842     (3,750,888

High Yield Fund

     348,707,835        8,147,872        (11,172,885     (3,025,013

Inflation Plus Fund

     597,376,795        6,639,357        (9,680,999     (3,041,642

Municipal Income Fund

     24,540,926        294,165        (346,538     (52,373

Municipal Opportunities Fund

     657,191,202        12,242,435        (10,279,633     1,962,802  

Municipal Real Return Fund

     157,835,368        6,647,815        (2,653,912     3,993,903  

Municipal Short Duration Fund

     18,951,658        23,346        (212,214     (188,868

Quality Bond Fund

     179,861,308        1,344,451        (3,188,850     (1,844,399

Short Duration Fund

     918,906,862        2,774,564        (12,954,134     (10,179,570

Strategic Income Fund

     496,360,640        12,816,248        (16,408,374     (3,592,126

Total Return Bond Fund

     3,226,699,961        24,973,911        (60,653,466         (35,679,555

World Bond Fund

         4,179,222,768            211,164,473            (152,341,494     58,822,979  

 

8. Expenses:

 

  a) Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager. Each Company, on behalf of its respective Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC, a portion of which may be used to compensate Wellington Management.

 

 

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Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2018; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

 

Fund

  

Management Fee Rates

Emerging Markets Local Debt Fund

  

0.8500% on first $250 million and;

  

0.8000% on next $250 million and;

  

0.7700% on next $500 million and;

  

0.7600% over $1 billion

Floating Rate Fund

  

0.6500% on first $500 million and;

  

0.6000% on next $2 billion and;

  

0.5900% on next $2.5 billion and;

  

0.5800% on next $5 billion and;

  

0.5700% over $10 billion

Floating Rate High Income Fund

  

0.7000% on first $500 million and;

  

0.6500% on next $2 billion and;

  

0.6400% on next $2.5 billion and;

  

0.6300% on next $5 billion and;

  

0.6200% over $10 billion

High Yield Fund

  

0.6500% on first $500 million and;

  

0.6000% on next $500 million and;

  

0.5950% on next $1.5 billion and;

  

0.5900% on next $2.5 billion and;

  

0.5800% on next $5 billion and;

  

0.5700% over $10 billion

Inflation Plus Fund

  

0.5000% on first $500 million and;

  

0.4500% on next $500 million and;

  

0.4450% on next $1.5 billion and;

  

0.4400% on next $2.5 billion and;

  

0.4300% on next $5 billion and;

  

0.4200% over $10 billion

Municipal Income Fund

  

0.3500% on first $500 million and;

  

0.3000% on next $500 million and;

  

0.2900% on next $1.5 billion and;

  

0.2850% on next $2.5 billion and;

  

0.2800% over $5 billion

Municipal Opportunities Fund

  

0.3500% on first $500 million and;

  

0.3000% on next $500 million and;

  

0.2900% on next $1.5 billion and;

  

0.2850% on next $2.5 billion and;

  

0.2800% over $5 billion

Municipal Real Return Fund

  

0.3500% on first $500 million and;

  

0.3000% on next $500 million and;

  

0.2900% on next $1.5 billion and;

  

0.2850% on next $2.5 billion and;

  

0.2800% over $5 billion

 

 

  306  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fund

  

Management Fee Rates

Municipal Short Duration Fund

  

0.3500% on first $500 million and;

  

0.3000% on next $500 million and;

  

0.2900% on next $1.5 billion and;

  

0.2850% on next $2.5 billion and;

  

0.2800% over $5 billion

Quality Bond Fund

  

0.4000% on first $500 million and;

  

0.3700% on next $500 million and;

  

0.3400% on next $4 billion and;

  

0.3300% on next $5 billion and;

  

0.3200% over $10 billion

Short Duration Fund

  

0.4500% on first $500 million and;

  

0.4000% on next $500 million and;

  

0.3950% on next $1.5 billion and;

  

0.3900% on next $2.5 billion and;

  

0.3800% on next $5 billion and;

  

0.3700% over $10 billion

Strategic Income Fund

  

0.5500% on first $500 million and;

  

0.5000% on next $500 million and;

  

0.4750% on next $1.5 billion and;

  

0.4650% on next $2.5 billion and;

  

0.4550% on next $5 billion and;

  

0.4450% over $10 billion

Total Return Bond Fund

  

0.4300% on first $500 million and;

  

0.3800% on next $500 million and;

  

0.3700% on next $4 billion and;

  

0.3600% on next $5 billion and;

  

0.3500% over $10 billion

World Bond Fund

  

0.7000% on first $250 million and;

  

0.6500% on next $250 million and;

  

0.6000% on next $2 billion and;

  

0.5500% on next $2.5 billion and;

  

0.4750% on next $5 billion and;

  

0.4500% on over $10 billion

Prior to March 1, 2018, the following Funds paid the following rates to HFMC for management fees rendered:

 

World Bond Fund

  

0.7000% on first $250 million and;

  

0.6500% on next $250 million and;

  

0.6000% on next $3.5 billion and;

  

0.5750% on next $6 billion and;

  

0.5725% on over $10 billion

 

  b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and each Company, on behalf of its respective Funds, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

 

 

  307  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Fund

  

Accounting Services Fee Rates

Emerging Markets Local Debt Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Floating Rate Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Floating Rate High Income Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

High Yield Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Inflation Plus Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Municipal Income Fund

  

0.014% on first $3.5 billion and;

  

0.012% on next $3.5 billion and;

  

0.010% over $7 billion

Municipal Opportunities Fund

  

0.014% on first $3.5 billion and;

  

0.012% on next $3.5 billion and;

  

0.010% over $7 billion

Municipal Real Return Fund

  

0.014% on first $3.5 billion and;

  

0.012% on next $3.5 billion and;

  

0.010% over $7 billion

Municipal Short Duration Fund

  

0.014% on first $3.5 billion and;

  

0.012% on next $3.5 billion and;

  

0.010% over $7 billion

Quality Bond Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Short Duration Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Strategic Income Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

Total Return Bond Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

World Bond Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

 

 

  308  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

 

  c) Operating Expenses – Allocable expenses incurred by a Company are allocated to each series within such Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2018, HFMC contractually limited the total operating expenses of each of the following Funds, (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses), through February 28, 2019 as follows:

 

     Expense Limit as a Percentage of Average Daily Net Assets  

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Local Debt Fund

     1.25     2.00     1.00     1.55     1.25     0.95     NA       0.90     0.90

Floating Rate Fund*

     1.00     1.75     0.75     1.25     1.00     0.85     NA       0.75     NA  

Floating Rate High Income Fund

     1.05     1.80     0.80     1.35     1.05     0.75     NA       0.75     0.75

High Yield Fund

     1.05     1.80     0.80     1.35     1.05     0.75     NA       0.70     0.70

Inflation Plus Fund

     0.85     1.60     0.60     1.20     0.90     0.60     NA       0.55     0.55

Municipal Income Fund

     0.69     1.44     0.44     NA       NA       NA       NA       NA       0.39

Municipal Opportunities Fund

     0.69     1.44     0.44     NA       NA       NA       NA       NA       0.39

Municipal Real Return Fund

     0.69     1.44     0.44     NA       NA       NA       NA       0.44     0.39

Municipal Short Duration Fund

     0.69     1.44     0.44     NA       NA       NA       NA       NA       0.39

Quality Bond Fund

     0.85     1.60     0.60     1.19     0.94     0.64     NA       0.54     0.44

Short Duration Fund

     0.85     1.60     0.60     1.15     0.85     0.55     NA       0.55     0.55

Strategic Income Fund

     0.95     1.70     0.70     1.25     0.95     0.65     0.60     0.60     0.60

Total Return Bond Fund*

     1.00     1.75     0.75     1.25     1.00     0.85     NA       0.75     NA  

 

  * Expense limitation arrangement described above for Floating Rate Fund and Total Return Bond Fund extends beyond February 28, 2019. Please see the prospectus for more information.

From November 1, 2017 through February 28, 2018, HFMC contractually limited the total operating expenses of each of the following Funds, exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses, as follows:

 

     Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Total Return Bond Fund

     0.87     1.62     0.62     1.17     0.87     0.57     0.52     0.52     0.52

World Bond Fund

     1.05     1.80     0.80     1.35     1.05     0.75     0.70     0.70     0.70

 

  d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the six-month period ended April 30, 2018, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

 

Fund

  Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Local Debt Fund

    1.25     2.00     0.95     1.36     1.25     0.95           0.90     0.90

Floating Rate Fund

    0.99     1.73     0.73     1.25     1.00     0.72           0.70     0.65

Floating Rate High Income Fund

    1.05     1.80     0.80     1.35     1.05     0.75           0.75     0.75

High Yield Fund

    1.05     1.80     0.80     1.35     1.05     0.75           0.70     0.70

 

 

  309  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fund

  Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Inflation Plus Fund

    0.85     1.60     0.60     1.20     0.90     0.60           0.55     0.55

Municipal Income Fund

    0.65     0.65     0.40                                   0.39

Municipal Opportunities Fund

    0.69     1.44     0.44                                   0.38

Municipal Real Return Fund

    0.69     1.44     0.44                             0.44     0.39

Municipal Short Duration Fund

    0.62     0.72     0.41                                   0.39

Quality Bond Fund

    0.81     1.60     0.56     1.13     0.63     0.56           0.51     0.44

Short Duration Fund

    0.85     1.60     0.56     1.00     0.85     0.55           0.52     0.49

Strategic Income Fund

    0.95     1.70     0.70     1.25     0.95     0.65     0.60     0.60     0.60

Total Return Bond Fund

    0.83     1.63     0.53     1.15     0.85     0.56     0.44     0.48     0.44

World Bond Fund

    1.04     1.78     0.77     1.35     1.06     0.76     0.67     0.69     0.67

 

  e) Sales Charges and Distribution and Service Plan for Class A, T, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2018, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

 

Fund

   Front-end
Sales Charges
     Contingent Deferred
Sales Charges
 

Emerging Markets Local Debt Fund

   $ 46,821      $ 1,625  

Floating Rate Fund

     650,711        87,729  

Floating Rate High Income Fund

     251,778        16,199  

High Yield Fund

     480,268        13,049  

Inflation Plus Fund

     197,361       

Municipal Income Fund

     45,910       

Municipal Opportunities Fund

     375,701        49,162  

Municipal Real Return Fund

     128,685        548  

Municipal Short Duration Fund

     20,207       

Quality Bond Fund

     30,531       

Short Duration Fund

     768,834            136,106  

Strategic income Fund

     316,171        5,084  

Total Return Bond Fund

         2,207,280        29,257  

World Bond Fund

     811,871        30,807  

 

  * Total CDSC includes Underwriter adjustment credits which may cause negative dollar amounts.

The Board of Directors of each Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for each of Class A, T, C, R3 and R4 shares. Under a Plan, Class A, Class T, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class T Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class T shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. As of April 30, 2018, Class T shares have not commenced operations. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the respective Company’s Board of Directors may determine.

 

 

  310  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

  f) Other Related Party Transactions – Certain officers of each Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2018, a portion of each Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

 

Fund

   CCO Compensation
Paid by Fund
 

Emerging Markets Local Debt Fund

   $ 298  

Floating Rate Fund

     6,564  

Floating Rate High Income Fund

     833  

High Yield Fund

     578  

Inflation Plus Fund

     930  

Municipal Income Fund

     40  

Municipal Opportunities Fund

     1,113  

Municipal Real Return Fund

     287  

Municipal Short Duration Fund

     32  

Quality Bond Fund

     225  

Short Duration Fund

         1,494  

Strategic Income Fund

     793  

Total Return Bond Fund

     3,787  

World Bond Fund

     6,731  

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Each Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund or (ii) a Specified Amount (as defined below). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. (“DST”) (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the applicable Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin.

 

Share Class

   Specified Amount
(as a percentage
average daily
net assets)
 

Class A

     0.25

Class C

     0.25

Class I

     0.20

Class Y

     0.06

Class R3

     0.02

Class R4

     0.02

Class R5

     0.02

Class R6

     0.004 %* 

Class F

     0.004 %* 

 

  * For the period November 1, 2017 through February 28, 2018, the Specified Amount for Class R6 and Class F was equal to 0.00% of average daily net assets.

Pursuant to a sub-transfer agency agreement between HASCO and DST Asset Manager Solutions, Inc. (“DST”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to DST. Each Fund does not pay any fee directly to DST; rather, HASCO makes all such payments to DST. The accrued amount shown in the Statements of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.

 

 

  311  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

For the six-month period ended April 30, 2018, the effective rate of compensation paid to HASCO for transfer agency services as a percentage of each Class’ average daily net assets is as follows:

 

Fund

  Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Local Debt Fund

    0.17     0.15     0.05     0.02     0.02     0.04           0.04     0.00

Floating Rate Fund

    0.10     0.08     0.08     0.02     0.02     0.02           0.06     0.00

Floating Rate High Income Fund

    0.11     0.10     0.07     0.02     0.02     0.01           0.04     0.00

High Yield Fund

    0.18     0.14     0.11     0.02     0.02     0.02           0.06     0.00

Inflation Plus Fund

    0.18     0.13     0.12     0.02     0.02     0.02           0.06    
0.00

Municipal Income Fund

    0.06     0.03     0.01                                   0.00

Municipal Opportunities Fund

    0.07     0.07     0.06                                   0.00

Municipal Real Return Fund

    0.07     0.07     0.07                             0.06     0.00

Municipal Short Duration Fund

    0.05     0.03     0.02                                   0.00

Quality Bond Fund

    0.13     0.20     0.12     0.02     0.02     0.02           0.07     0.00

Short Duration Fund

    0.16     0.12     0.07     0.02     0.02     0.02           0.03     0.00

Strategic Income Fund

    0.15     0.12     0.10     0.02     0.02     0.01     0.00     0.04     0.00

Total Return Bond Fund

    0.14     0.20     0.09     0.02     0.01     0.02     0.00     0.04     0.00

World Bond Fund

    0.13     0.11     0.10     0.02     0.02     0.02     0.00     0.04     0.00

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

 

9. Securities Lending:

A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one third (33 1/3%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned.

A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the risk that the principal value of the collateral invested may decline; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; and (vi) the risk that any efforts to restrict the securities for purposes of voting may not be effective. These events could also trigger adverse tax consequences for the Fund.

At April 30, 2018, the following Funds had securities on loan at value, cash collateral and non-cash collateral as follows:

 

Fund

   Market Value of
Securities on Loan
     Cash
Collateral
     Non-Cash
Collateral
 

Short Duration Fund

   $ 986,321      $ 1,011,000      $  

Strategic Income Fund

     1,096,461        1,119,250         

Total Return Bond Fund

     1,268,560        1,298,000         

World Bond Fund

         11,621,580            11,885,351            —  

 

 

  312  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of April 30, 2018.

Short Duration Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Corporate Bonds

   $ 1,011,000      $      $      $      $ 1,011,000  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     1,011,000      $     —      $     —      $     —      $     1,011,000  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 1,011,000  
  

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continous” column as the securities are typically callable on demand.

Strategic Income Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Foreign Government Obligations

   $ 1,119,250      $      $      $      $ 1,119,250  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     1,119,250      $     —      $     —      $     —      $     1,119,250  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 1,119,250  
  

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continous” column as the securities are typically callable on demand.

Total Return Bond Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  
              

Securities Lending Transactions(1)

              

Corporate Bonds

   $ 1,298,000      $      $      $      $ 1,298,000  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     1,298,000      $     —      $     —      $     —      $     1,298,000  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 1,298,000  
              

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continous” column as the securities are typically callable on demand.

 

 

  313  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

World Bond Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Corporate Bonds

   $ 11,885,351      $      $      $      $ 11,885,351  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     11,885,351      $     —      $     —      $     —      $     11,885,351  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 11,885,351  
  

 

 

 

 

  (1) Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

 

10. Affiliate Holdings:

As of April 30, 2018, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

 

Fund

  Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Local Debt Fund

                      51     17     100                  

Floating Rate Fund

                                                     

Floating Rate High Income Fund

                                                     

High Yield Fund

                                                     

Inflation Plus Fund

                                                     

Municipal Income Fund

    19     77                                          

Municipal Opportunities Fund

                                                     

Municipal Real Return Fund

                                                     

Municipal Short Duration Fund

    31     72                                          

Quality Bond Fund

                            100     34           67      

Short Duration Fund

                                                     

Strategic Income Fund

                                        97            

Total Return Bond Fund

                                                     

World Bond Fund

                                                     

 

 

  314  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Percentage of Fund by Class:

 

Fund

  Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Local Debt Fund

                      %*      %*      %*                   

Floating Rate Fund

                                                     

Floating Rate High Income Fund

                                                     

High Yield Fund

                                                     

Inflation Plus Fund

                                                     

Municipal Income Fund

    11     11                                          

Municipal Opportunities Fund

                                                     

Municipal Real Return Fund

                                                     

Municipal Short Duration Fund

    13     13                                          

Quality Bond Fund

                            %*      %*            %*       

Short Duration Fund

                                                     

Strategic Income Fund

                                        %*             

Total Return Bond Fund

                                                     

World Bond Fund

                                                     

 

  * Percentage rounds to zero.

As of April 30, 2018, affiliated funds of funds in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares from these affiliated funds of funds. Affiliated funds of funds owned shares in the Funds listed below as follows:

 

Funds

   Percentage of
Fund*
 

High Yield Fund

     2

Inflation Plus Fund

     21

Quality Bond Fund

     85

Short Duration Fund

     4

Strategic Income Fund

     30

Total Return Bond Fund

     28

World Bond Fund

     3

 

  * As of April 30, 2018, affiliated funds of funds invest in Class F shares.

 

 

  315  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

11. Investment Transactions:

For the six-month period ended April 30, 2018, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

 

Fund

   Cost of Purchases
Excluding U.S.
Government
Obligations
     Sales Proceeds
Excluding U.S.
Government
Obligations
 

Emerging Markets Local Debt Fund

   $ 132,761,845      $ 98,289,013  

Floating Rate Fund

         1,142,960,158            1,494,141,537  

Floating Rate High Income Fund

     233,299,484        267,422,089  

High Yield Fund

     51,945,768        59,242,782  

Inflation Plus Fund

     407,384,985        414,717,512  

Municipal Income Fund

     3,424,909        1,399,033  

Municipal Opportunities Fund

     67,747,388        72,562,585  

Municipal Real Return Fund

     9,855,114        25,441,997  

Municipal Short Duration Fund

     2,030,418        2,763,246  

Quality Bond Fund

     11,468,034        5,309,484  

Short Duration Fund

     148,324,568        157,879,786  

Strategic Income Fund

     120,441,873        163,946,950  

Total Return Bond Fund

     537,783,733        336,882,199  

World Bond Fund

     1,651,265,270        1,436,662,611  

Fund

   Cost of Purchases
For U.S.
Government
Obligations
     Sales Proceeds
For U.S.
Government
Obligations
 

Emerging Markets Local Debt Fund

   $      $  

Floating Rate Fund

             

Floating Rate High Income Fund

             

High Yield Fund

             

Inflation Plus Fund

     45,555,164        72,560,531  

Municipal Income Fund

             

Municipal Opportunities Fund

             

Municipal Real Return Fund

             

Municipal Short Duration Fund

             

Quality Bond Fund

     36,304,569        44,449,889  

Short Duration Fund

     4,824,200        7,751,902  

Strategic Income Fund

     47,751,414        76,708,309  

Total Return Bond Fund

     349,506,347        494,024,116  

World Bond Fund

     478,721,482        455,740,054  

 

 

  316  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fund

   Total Cost of
Purchases
     Total Sales
Proceeds
 

Emerging Markets Local Debt Fund

   $ 132,761,845      $ 98,289,013  

Floating Rate Fund

         1,142,960,158            1,494,141,537  

Floating Rate High Income Fund

     233,299,484        267,422,089  

High Yield Fund

     51,945,768        59,242,782  

Inflation Plus Fund

     452,940,149        487,278,043  

Municipal Income Fund

     3,424,909        1,399,033  

Municipal Opportunities Fund

     67,747,388        72,562,585  

Municipal Real Return Fund

     9,855,114        25,441,997  

Municipal Short Duration Fund

     2,030,418        2,763,246  

Quality Bond Fund

     47,772,603        49,759,373  

Short Duration Fund

     153,148,768        165,631,688  

Strategic Income Fund

     168,193,287        240,655,259  

Total Return Bond Fund

     887,290,080        830,906,315  

World Bond Fund

     2,129,986,752        1,892,402,665  

 

12. Capital Share Transactions:

The following information is for the six-month period ended April 30, 2018, and the year ended October 31, 2017:

 

Emerging Markets Local Debt Fund                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     673,275     $ 4,525,550       558,809     $ 4,295,820  

Shares Issued for Reinvested Dividends

     260,829       1,680,291       37,806       284,258  

Shares Redeemed

     (447,866     (3,014,639     (280,790     (2,057,334
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     486,238       3,191,202       315,825       2,522,744  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     239,340     $ 1,610,238       214,621     $ 1,632,344  

Shares Issued for Reinvested Dividends

     87,681       564,647       10,685       80,257  

Shares Redeemed

     (83,292     (560,504     (114,371     (851,381
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     243,729       1,614,381       110,935       861,220  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     6,651,901     $ 44,863,931       6,423,040     $ 48,138,136  

Shares Issued for Reinvested Dividends

     1,694,906       10,893,684       187,016       1,415,527  

Shares Redeemed

     (2,453,433     (16,330,316     (1,785,161     (13,587,632
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,893,374       39,427,299       4,824,895       35,966,031  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     1,228     $ 9,217       11     $ 82  

Shares Issued for Reinvested Dividends

     626       4,012       59       441  

Shares Redeemed

     (8     (51     (1,197     (8,506
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,846       13,178       (1,127     (7,983
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  317  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Emerging Markets Local Debt Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R4

        

Shares Sold

     2,762     $ 21,040       4,392     $ 32,115  

Shares Issued for Reinvested Dividends

     2,083       13,345       301       2,266  

Shares Redeemed

     (409     (2,626     (2,827     (21,870
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     4,436       31,759       1,866       12,511  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Issued for Reinvested Dividends

     367     $ 2,271       71     $ 518  

Shares Redeemed

                 (231     (1,651
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     367       2,271       (160     (1,133
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     6,765,481     $ 45,480,683       6,199,191     $ 46,944,809  

Shares Issued for Reinvested Dividends

     1,824,230       11,648,591       306,184       2,279,844  

Shares Redeemed

     (5,110,951     (33,488,908     (5,763,326     (41,681,978
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,478,760       23,640,366       742,049       7,542,675  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     311,843     $ 2,109,165       291,404     $ 2,278,341  

Shares Issued for Reinvested Dividends

     83,178       534,655       2,840       21,990  

Shares Redeemed

     (22,811     (153,912     (3,797     (29,562
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     372,210       2,489,908       290,447       2,270,769  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     10,480,960     $ 70,410,364       6,284,730     $ 49,166,834  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Commenced operations on February 28, 2017.

        

 

Floating Rate Fund                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     8,552,269     $ 74,782,823       19,128,465     $ 166,235,789  

Shares Issued for Reinvested Dividends

     1,531,002       13,381,367       3,309,056       28,774,996  

Shares Redeemed

     (14,363,942     (125,498,108     (32,164,947     (279,525,534

Shares converted (from) Class B into Class A

                 49,291       428,871  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (4,280,671     (37,333,918     (9,678,135     (84,085,878
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       1,810     $ 15,650  

Shares Issued for Reinvested Dividends

                 5,586       48,412  

Shares Redeemed

                 (389,268     (3,380,074

Shares converted (from) Class B into Class A

                 (49,377     (428,871
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (431,249     (3,744,883
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  318  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Floating Rate Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class C

        

Shares Sold

     2,854,794     $ 24,923,128       8,285,122     $ 71,850,761  

Shares Issued for Reinvested Dividends

     1,589,324       13,874,929       3,425,144       29,739,611  

Shares Redeemed

     (13,414,177     (117,058,572     (33,403,499     (290,015,969
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (8,970,059     (78,260,515     (21,693,233     (188,425,597
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     36,270,095     $ 317,490,732       93,292,478     $ 811,195,279  

Shares Issued for Reinvested Dividends

     3,160,925       27,667,379       6,487,636       56,504,106  

Shares Redeemed

     (41,068,223     (359,332,931     (62,900,522     (547,609,980
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,637,203     (14,174,820     36,879,592       320,089,405  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     66,517     $ 582,454       319,612     $ 2,783,518  

Shares Issued for Reinvested Dividends

     17,265       151,305       36,417       317,485  

Shares Redeemed

     (172,778     (1,514,330     (449,859     (3,920,408
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (88,996     (780,571     (93,830     (819,405
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     36,721     $ 320,481       290,461     $ 2,522,472  

Shares Issued for Reinvested Dividends

     10,139       88,586       20,843       181,083  

Shares Redeemed

     (103,252     (903,158     (607,378     (5,264,232
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (56,392     (494,091     (296,074     (2,560,677
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     10,024     $ 87,612       46,096     $ 401,622  

Shares Issued for Reinvested Dividends

     3,421       29,908       6,194       53,858  

Shares Redeemed

     (88,700     (773,197     (26,804     (233,166
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (75,255     (655,677     25,486       222,314  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     9,624,233     $ 84,026,034       17,959,268     $ 155,861,316  

Shares Issued for Reinvested Dividends

     486,105       4,243,454       1,371,234       11,911,738  

Shares Redeemed

     (4,434,223     (38,684,743     (13,616,549     (118,327,090
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,676,115       49,584,745       5,713,953       49,445,964  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

        

Shares Sold

     1,524,610     $ 13,336,411       5,664,111     $ 49,318,042  

Shares Issued for Reinvested Dividends

     104,750       917,307       41,686       363,909  

Shares Redeemed

     (3,473,609     (30,420,821     (179,230     (1,563,129
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,844,249     (16,167,103     5,526,567       48,118,822  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (11,276,710   $ (98,281,950     15,953,077     $ 138,240,065  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Any remaining Class B shares converted to Class A shares on September 19, 2017.

        

(2)   Inception date of class was February 28, 2017.

        

 

 

  319  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Floating Rate High Income Fund                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     1,068,013     $ 10,746,076       6,220,456     $ 62,075,957  

Shares Issued for Reinvested Dividends

     249,075       2,505,572       474,820       4,740,506  

Shares Redeemed

     (3,073,820     (30,883,401     (4,854,931     (48,213,170
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,756,732     (17,631,753     1,840,345       18,603,293  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     546,184     $ 5,495,265       2,389,568     $ 23,781,520  

Shares Issued for Reinvested Dividends

     128,076       1,288,407       266,267       2,657,565  

Shares Redeemed

     (1,157,170     (11,637,236     (2,290,857     (22,830,998
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (482,910     (4,853,564     364,978       3,608,087  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     9,252,082     $ 93,114,929       21,611,017     $ 215,252,038  

Shares Issued for Reinvested Dividends

     498,183       5,016,072       930,106       9,297,269  

Shares Redeemed

     (5,812,988     (58,468,316     (13,115,213     (131,018,220
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,937,277       39,662,685       9,425,910       93,531,087  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     2,059     $ 20,707       6,185     $ 61,560  

Shares Issued for Reinvested Dividends

     208       2,094       479       4,773  

Shares Redeemed

     (10,542     (105,759     (5,439     (54,204
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (8,275     (82,958     1,225       12,129  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

 

   

Shares Sold

     4,050     $ 40,775       60,736     $ 603,786  

Shares Issued for Reinvested Dividends

     913       9,164       1,919       19,145  

Shares Redeemed

     (1,348     (13,506     (43,777     (435,803
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,615       36,433       18,878       187,128  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     551,269     $ 5,530,484       257,243     $ 2,564,185  

Shares Issued for Reinvested Dividends

     12,194       122,397       5,725       57,091  

Shares Redeemed

     (120,948     (1,212,590     (138,905     (1,388,876
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     442,515       4,440,291       124,063       1,232,400  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     967,964     $ 9,715,675       706,322     $ 7,053,434  

Shares Issued for Reinvested Dividends

     18,886       189,769       16,957       169,062  

Shares Redeemed

     (686,917     (6,905,296     (517,375     (5,123,098
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     299,933       3,000,148       205,904       2,099,398  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     1,002,926     $ 10,094,322       1,772,935     $ 17,715,566  

Shares Issued for Reinvested Dividends

     42,692       429,915       12,552       125,899  

Shares Redeemed

     (252,397     (2,540,037     (82,869     (829,858
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     793,221       7,984,200       1,702,618       17,011,607  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     3,228,644     $ 32,555,482       13,683,921     $ 136,285,129  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Commenced operations on February 28, 2017.

  

 

 

  320  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

High Yield Fund                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     2,120,459     $ 15,729,205       13,025,493     $ 95,838,490  

Shares Issued for Reinvested Dividends

     703,017       5,195,818       1,524,793       11,311,924  

Shares Redeemed

     (3,426,634     (25,402,433     (18,626,963     (136,983,461

Shares converted (from) Class B into Class A

                 49,865       369,724  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (603,158     (4,477,410     (4,026,812     (29,463,323
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       3,213     $ 23,244  

Shares Issued for Reinvested Dividends

                 3,731       27,327  

Shares Redeemed

                 (165,470     (1,213,814

Shares converted (from) Class B into Class A

                 (50,163     (369,724
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (208,689     (1,532,967
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     410,649     $ 3,032,346       797,124     $ 5,868,503  

Shares Issued for Reinvested Dividends

     141,883       1,045,036       317,767       2,349,178  

Shares Redeemed

     (1,102,906     (8,131,206     (1,919,593     (14,100,822
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (550,374     (4,053,824     (804,702     (5,883,141
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     1,369,703     $ 10,196,869       8,603,493     $ 63,641,209  

Shares Issued for Reinvested Dividends

     75,600       562,518       330,745       2,468,793  

Shares Redeemed

     (2,262,889     (16,837,575     (10,162,975     (75,386,997
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (817,586     (6,078,188     (1,228,737     (9,276,995
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     35,668     $ 264,564       69,508     $ 513,551  

Shares Issued for Reinvested Dividends

     8,239       60,858       18,627       138,028  

Shares Redeemed

     (18,682     (138,201     (176,649     (1,307,049
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     25,225       187,221       (88,514     (655,470
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     12,612     $ 93,776       71,101     $ 523,013  

Shares Issued for Reinvested Dividends

     4,487       33,223       10,535       78,241  

Shares Redeemed

     (46,063     (339,065     (117,547     (870,680
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (28,964     (212,066     (35,911     (269,426
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     20,885     $ 155,176       59,380     $ 439,846  

Shares Issued for Reinvested Dividends

     3,230       23,856       5,307       39,405  

Shares Redeemed

     (20,175     (149,096     (38,011     (280,118
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,940       29,936       26,676       199,133  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     147,431     $ 1,085,904       1,825,904     $ 13,399,235  

Shares Issued for Reinvested Dividends

     4,094       30,234       29,381       216,101  

Shares Redeemed

     (1,024,694     (7,577,327     (1,970,690     (14,493,499
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (873,169     (6,461,189     (115,405     (878,163
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  321  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

High Yield Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class F(2)

        

Shares Sold

     1,594,438     $ 11,873,870       6,299,545     $ 47,021,352  

Shares Issued for Reinvested Dividends

     172,475       1,280,445       77,851       585,994  

Shares Redeemed

     (758,827     (5,638,407     (310,178     (2,332,143
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,008,086       7,515,908       6,067,218       45,275,203  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (1,836,000   $ (13,549,612     (414,876   $ (2,485,149
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Any remaining Class B shares converted to Class A shares on September 19, 2017.

        

(2)   Inception date of class was February 28, 2017.

        
Inflation Plus Fund              
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     605,267     $ 6,333,288       2,431,084     $ 26,499,504  

Shares Issued for Reinvested Dividends

     785,830       8,227,645       232,571       2,497,811  

Shares Redeemed

     (2,237,594     (23,705,282     (4,846,303     (52,818,824

Shares converted (from) Class B into Class A

                 49,994       544,142  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (846,497     (9,144,349     (2,132,654     (23,277,367
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Redeemed

         $       (435,742   $ (4,572,156

Shares converted (from) Class B into Class A

                 (51,928     (544,142
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (487,670     (5,116,298
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     127,854     $ 1,288,300       485,267     $ 5,067,603  

Shares Issued for Reinvested Dividends

     367,950       3,701,578       46,411       479,425  

Shares Redeemed

     (1,405,110     (14,260,289     (3,863,178     (40,374,593
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (909,306     (9,270,411     (3,331,500     (34,827,565
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     998,723     $ 10,796,116       2,812,028     $ 31,157,542  

Shares Issued for Reinvested Dividends

     229,645       2,443,418       67,022       731,885  

Shares Redeemed

     (1,383,109     (14,751,755     (3,333,977     (36,999,677
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (154,741     (1,512,221     (454,927     (5,110,250
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     396,584     $ 4,102,091       595,410     $ 6,364,034  

Shares Issued for Reinvested Dividends

     197,366       2,028,924       43,572       460,125  

Shares Redeemed

     (473,020     (4,874,615     (1,261,849     (13,499,912
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     120,930       1,256,400       (622,867     (6,675,753
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     182,366     $ 1,916,932       367,513     $ 4,003,160  

Shares Issued for Reinvested Dividends

     44,084       461,119       14,965       160,571  

Shares Redeemed

     (160,415     (1,692,738     (772,600     (8,408,749
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     66,035       685,313       (390,122     (4,245,018
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  322  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Inflation Plus Fund – (continued)              
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R5

        

Shares Sold

     48,719     $ 529,660       148,616     $ 1,644,261  

Shares Issued for Reinvested Dividends

     13,311       141,225       3,714       40,443  

Shares Redeemed

     (69,403     (742,703     (102,620     (1,136,688
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (7,373     (71,818     49,710       548,016  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     157,880     $ 1,708,105       2,287,752     $ 25,285,952  

Shares Issued for Reinvested Dividends

     127,899       1,363,401       147,339       1,611,890  

Shares Redeemed

     (254,131     (2,725,106     (8,615,366     (95,854,898
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     31,648       346,400       (6,180,275     (68,957,056
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

        

Shares Sold

     1,303,429     $ 13,993,571       12,536,318     $ 139,517,261  

Shares Issued for Reinvested Dividends

     532,708       5,668,012              

Shares Redeemed

     (751,915     (8,065,455     (1,810,897     (20,236,302
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,084,222       11,596,128       10,725,421       119,280,959  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (615,082   $ (6,114,558     (2,824,884   $ (28,380,332
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Any remaining Class B shares converted to Class A shares on September 19, 2017.

  

(2)   Inception date of class was February 28, 2017.

  

 

Municipal Income Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     222,171     $ 2,280,846       522,833     $ 5,286,727  

Shares Issued for Reinvested Dividends

     15,770       160,986       25,061       254,851  

Shares Redeemed

     (95,241     (974,737     (257,540     (2,602,848
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     142,700       1,467,095       290,354       2,938,730  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     24,597     $ 253,466       28,194     $ 285,081  

Shares Issued for Reinvested Dividends

     3,940       40,223       6,377       64,978  

Shares Redeemed

     (7,441     (75,811     (6,674     (68,639
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     21,096       217,878       27,897       281,420  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     16,314     $ 168,000       93,198     $ 945,792  

Shares Issued for Reinvested Dividends

     7,538       76,953       14,819       150,578  

Shares Redeemed

     (9,523     (97,875     (128,716     (1,317,242
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     14,329       147,078       (20,699     (220,872
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  323  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Municipal Income Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class F(1)

        

Shares Sold

     35,801     $ 365,959       109,935     $ 1,134,529  

Shares Issued for Reinvested Dividends

     1,577       16,097       470       4,852  

Shares Redeemed

     (21,372     (217,721     (1,214     (12,599
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     16,006       164,335       109,191       1,126,782  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     194,131     $ 1,996,386       406,743     $ 4,126,060  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Inception date of class was February 28, 2017.

        
Municipal Opportunities Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     2,227,269     $ 18,992,387       5,633,739     $ 47,940,227  

Shares Issued for Reinvested Dividends

     355,751       3,024,260       708,419       6,030,148  

Shares Redeemed

     (3,991,144     (33,966,039     (9,739,624     (82,411,622

Shares converted (from) Class B into Class A

                 5,032       43,072  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,408,124     (11,949,392     (3,392,434     (28,398,175
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       68     $ 572  

Shares Issued for Reinvested Dividends

                 647       5,446  

Shares Redeemed

                 (106,652     (903,336

Shares converted (from) Class B into Class A

                 (5,035     (43,072
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (110,972     (940,390
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     426,752     $ 3,654,142       1,104,646     $ 9,378,129  

Shares Issued for Reinvested Dividends

     91,661       779,944       197,214       1,678,823  

Shares Redeemed

     (1,486,329     (12,662,446     (4,337,066     (36,835,547
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (967,916     (8,228,360     (3,035,206     (25,778,595
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     7,948,233     $ 67,939,897       18,847,663     $ 160,253,889  

Shares Issued for Reinvested Dividends

     369,975       3,151,571       706,639       6,027,847  

Shares Redeemed

     (7,375,822     (62,980,160     (23,210,720     (197,130,306
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     942,386       8,111,308       (3,656,418     (30,848,570
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

        

Shares Sold

     1,490,729     $ 12,754,627       2,986,986     $ 25,839,441  

Shares Issued for Reinvested Dividends

     52,559       447,589       15,500       133,771  

Shares Redeemed

     (427,906     (3,643,312     (67,463     (583,487
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,115,382       9,558,904       2,935,023       25,389,725  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (318,272   $ (2,507,540     (7,260,007   $ (60,576,005
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Any remaining Class B shares converted to Class A shares on September 19, 2017.

        

(2)   Inception date of class was February 28, 2017.

        

 

 

  324  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Municipal Real Return Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     316,037     $ 2,911,495       1,745,729     $ 15,964,627  

Shares Issued for Reinvested Dividends

     125,798       1,154,080       273,869       2,515,306  

Shares Redeemed

     (1,129,076     (10,384,855     (2,758,644     (25,330,770

Shares converted (from) Class B into Class A

                 1,177       10,727  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (687,241     (6,319,280     (737,869     (6,840,110
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       2     $ 16  

Shares Issued for Reinvested Dividends

                 274       2,488  

Shares Redeemed

                 (33,822     (307,676

Shares converted (from) Class B into Class A

                 (1,188     (10,727
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (34,734     (315,899
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     23,050     $ 211,394       147,625     $ 1,345,763  

Shares Issued for Reinvested Dividends

     15,701       143,214       36,498       333,101  

Shares Redeemed

     (311,067     (2,839,392     (996,017     (9,073,717
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (272,316     (2,484,784     (811,894     (7,394,853
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     611,050     $ 5,647,927       4,147,893     $ 38,010,576  

Shares Issued for Reinvested Dividends

     60,111       553,070       116,709       1,075,533  

Shares Redeemed

     (1,506,734     (13,846,753     (2,111,604     (19,436,339
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (835,573     (7,645,756     2,152,998       19,649,770  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     29,953     $ 274,574       74,685     $ 685,451  

Shares Issued for Reinvested Dividends

     22,422       205,178       47,381       433,749  

Shares Redeemed

     (102,916     (944,624     (222,180     (2,035,218
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (50,541     (464,872     (100,114     (916,018
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

        

Shares Sold

     158,276     $ 1,459,695       686,716     $ 6,340,980  

Shares Issued for Reinvested Dividends

     10,611       97,530       4,894       45,238  

Shares Redeemed

     (194,052     (1,780,552     (26,700     (247,008
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (25,165     (223,327     664,910       6,139,210  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (1,870,836   $ (17,138,019     1,133,297     $ 10,322,100  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Any remaining Class B shares converted to Class A shares on September 19, 2017.

        

(2)   Inception date of class was February 28, 2017.

        
Municipal Short Duration Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     144,597     $ 1,441,993       306,528     $ 3,064,942  

Shares Issued for Reinvested Dividends

     6,426       63,953       9,593       95,930  

Shares Redeemed

     (158,286     (1,578,065     (315,190     (3,142,803
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (7,263     (72,119     931       18,069  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  325  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Municipal Short Duration Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class C

        

Shares Sold

     14,518     $ 144,695       48,770     $ 484,994  

Shares Issued for Reinvested Dividends

     2,544       25,312       3,422       34,253  

Shares Redeemed

     (22,186     (221,207     (95,914     (953,334
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (5,124     (51,200     (43,722     (434,087
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     62,068     $ 619,787       205,252     $ 2,052,679  

Shares Issued for Reinvested Dividends

     5,846       58,207       9,567       95,702  

Shares Redeemed

     (105,271     (1,054,657     (80,370     (807,445
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (37,357     (376,663     134,449       1,340,936  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     11,310     $ 113,026       51,646     $ 520,470  

Shares Issued for Reinvested Dividends

     479       4,773       155       1,563  

Shares Redeemed

     (10,637     (105,913     (1,113     (11,213
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,152       11,886       50,688       510,820  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (48,592   $ (488,096     142,346     $ 1,435,738  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Inception date of class was February 28, 2017.

        
Quality Bond Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     146,344     $ 1,439,144       553,795     $ 5,604,854  

Shares Issued for Reinvested Dividends

     14,817       145,499       51,254       506,316  

Shares Redeemed

     (186,095     (1,828,088     (639,805     (6,368,114
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (24,934     (243,445     (34,756     (256,944
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     58,893     $ 567,732       121,503     $ 1,217,675  

Shares Issued for Reinvested Dividends

     1,696       16,526       10,279       100,521  

Shares Redeemed

     (56,713     (553,399     (251,750     (2,487,150
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,876       30,859       (119,968     (1,168,954
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     275,527     $ 2,745,279       516,397     $ 5,162,133  

Shares Issued for Reinvested Dividends

     5,153       50,718       31,926       315,315  

Shares Redeemed

     (395,976     (3,902,408     (1,344,825     (13,411,053
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (115,296     (1,106,411     (796,502     (7,933,605
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     3,170     $ 30,887       11,245     $ 110,754  

Shares Issued for Reinvested Dividends

     188       1,838       724       7,147  

Shares Redeemed

     (8,477     (83,997     (5,830     (57,972
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (5,119     (51,272     6,139       59,929  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  326  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Quality Bond Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R4

        

Shares Sold

         $       1     $ 11  

Shares Issued for Reinvested Dividends

     13       134       61       597  

Shares Redeemed

                 (1,249     (12,277
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     13       134       (1,187     (11,669
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Issued for Reinvested Dividends

     38     $ 366       160     $ 1,582  

Shares Redeemed

                 (1,544     (15,498
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     38       366       (1,384     (13,916
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     500     $ 4,916       1,620,060     $ 16,082,853  

Shares Issued for Reinvested Dividends

     17       175       227,578       2,244,997  

Shares Redeemed

     (460     (4,591     (10,901,734     (108,444,605
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     57       500       (9,054,096     (90,116,755
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     385,232     $ 3,812,838       12,825,726     $ 127,588,765  

Shares Issued for Reinvested Dividends

     154,862       1,521,196       143,569       1,435,772  

Shares Redeemed

     (262,404     (2,578,883     (1,228,682     (12,319,232
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     277,690       2,755,151       11,740,613       116,705,305  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     136,325     $ 1,385,882       1,738,859     $ 17,263,391  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Inception date of class was February 28, 2017.

        
Short Duration Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     10,912,184     $ 106,985,274       26,838,594     $ 264,577,161  

Shares Issued for Reinvested Dividends

     553,757       5,418,599       1,017,775       10,034,949  

Shares Redeemed

     (13,921,897     (136,512,593     (28,460,431     (280,536,947

Shares converted (from) Class B into Class A

                 45,698       450,432  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (2,455,956     (24,108,720     (558,364     (5,474,405
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       13,307     $ 133,708  

Shares Issued for Reinvested Dividends

                 2,021       20,031  

Shares Redeemed

                 (210,692     (2,088,656

Shares converted (from) Class B into Class A

                 (45,414     (450,432
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (240,778     (2,385,349
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     1,331,836     $ 13,047,735       2,757,116     $ 27,177,810  

Shares Issued for Reinvested Dividends

     72,464       708,713       138,710       1,367,501  

Shares Redeemed

     (2,324,710     (22,776,160     (5,161,585     (50,851,100
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (920,410     (9,019,712     (2,265,759     (22,305,789
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  327  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Short Duration Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class I

        

Shares Sold

     9,531,986     $ 93,583,923       19,064,223     $ 188,322,614  

Shares Issued for Reinvested Dividends

     215,323       2,110,808       394,419       3,897,530  

Shares Redeemed

     (10,619,130     (104,104,331     (19,802,518     (195,728,825
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (871,821     (8,409,600     (343,876     (3,508,681
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     9,667     $ 94,235       36,855     $ 361,681  

Shares Issued for Reinvested Dividends

     970       9,465       1,769       17,395  

Shares Redeemed

     (32,305     (315,995     (37,643     (369,969
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (21,668     (212,295     981       9,107  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     7,664     $ 74,627       732     $ 7,233  

Shares Issued for Reinvested Dividends

     565       5,517       1,051       10,353  

Shares Redeemed

     (7,080     (68,980     (5,261     (51,724
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,149       11,164       (3,478     (34,138
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     87,827     $ 856,897       78,852     $ 776,242  

Shares Issued for Reinvested Dividends

     1,293       12,629       1,287       12,682  

Shares Redeemed

     (13,463     (131,459     (19,439     (191,464
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     75,657       738,067       60,700       597,460  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     549,238     $ 5,352,803       408,800     $ 4,020,600  

Shares Issued for Reinvested Dividends

     9,290       90,588       49,945       490,538  

Shares Redeemed

     (117,277     (1,141,882     (4,537,796     (44,574,541
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     441,251       4,301,509       (4,079,051     (40,063,403
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

        

Shares Sold

     2,776,987     $ 27,230,625       11,794,302     $ 116,633,349  

Shares Issued for Reinvested Dividends

     147,050       1,442,163       89,647       886,884  

Shares Redeemed

     (1,150,625     (11,298,525     (1,380,089     (13,660,925
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,773,412       17,374,263       10,503,860       103,859,308  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (1,978,386   $ (19,325,324     3,074,235     $ 30,694,110  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Any remaining Class B shares converted to Class A shares on September 19, 2017.

        

(2)   Inception date of class was February 28, 2017.

        
Strategic Income Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     1,371,284     $ 12,081,249       3,265,129     $ 28,935,626  

Issued in Merger

                 4,429,429       40,127,523  

Shares Issued for Reinvested Dividends

     741,308       6,488,120       576,470       5,062,880  

Shares Redeemed

     (1,943,038     (17,082,419     (4,005,424     (35,211,597

Shares converted (from) Class B into Class A

                 37,166       332,572  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     169,554       1,486,950       4,302,770       39,247,004  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  328  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Strategic Income Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class B(1)

        

Shares Sold

         $       128     $ 1,382  

Shares Issued for Reinvested Dividends

                 5,450       47,315  

Shares Redeemed

                 (219,542     (1,943,428

Shares converted (from) Class B into Class A

                 (37,084     (332,572
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (251,048     (2,227,303
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     405,834     $ 3,582,935       775,562     $ 6,904,594  

Issued in Merger

                 879,703       7,995,271  

Shares Issued for Reinvested Dividends

     294,439       2,589,129       264,057       2,319,846  

Shares Redeemed

     (983,855     (8,683,143     (2,211,076     (19,506,706
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (283,582     (2,511,079     (291,754     (2,286,995
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     2,396,468     $ 21,163,365       7,918,792     $ 70,702,971  

Issued in Merger

                 444,149       4,037,178  

Shares Issued for Reinvested Dividends

     325,996       2,862,369       199,843       1,771,013  

Shares Redeemed

     (2,672,275     (23,535,522     (2,891,768     (25,863,941
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     50,189       490,212       5,671,016       50,647,221  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     7,074     $ 62,656       10,498     $ 92,311  

Issued in Merger

                 6,717       60,732  

Shares Issued for Reinvested Dividends

     1,378       12,040       1,142       9,989  

Shares Redeemed

     (9,792     (86,968     (12,280     (105,173
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,340     (12,272     6,077       57,859  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     5,711     $ 50,121       19,498     $ 175,467  

Issued in Merger

                 62,760       568,454  

Shares Issued for Reinvested Dividends

     821       7,185       741       6,453  

Shares Redeemed

     (30,512     (273,074     (25,324     (224,242
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (23,980     (215,768     57,675       526,132  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     39,679     $ 348,647       6,615     $ 59,381  

Issued in Merger

                 121,631       1,101,282  

Shares Issued for Reinvested Dividends

     1,487       13,015       2,173       19,057  

Shares Redeemed

     (51,805     (459,351     (14,385     (128,782
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (10,639     (97,689     116,034       1,050,938  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Sold

     42     $ 375           $  

Shares Issued for Reinvested Dividends

     58       506       58       509  

Shares Redeemed

           (1            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     100       880       58       509  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  329  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Strategic Income Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class Y

        

Shares Sold

     219,883     $ 1,910,829       1,724,634     $ 15,022,461  

Issued in Merger

                 4,976       45,036  

Shares Issued for Reinvested Dividends

     4,369       38,132       451,178       3,885,223  

Shares Redeemed

     (64,917     (561,714     (20,852,824     (182,600,748
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     159,335       1,387,247       (18,672,036     (163,648,028
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

        

Shares Sold

     1,535,421     $ 13,568,805       24,283,923     $ 215,837,454  

Issued in Merger

                 1,047       9,518  

Shares Issued for Reinvested Dividends

     790,042       6,936,730       391,846       3,521,055  

Shares Redeemed

     (4,242,827     (37,820,708     (4,710,795     (42,736,013
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,917,364     (17,315,173     19,966,021       176,632,014  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (1,857,727   $ (16,786,692     10,904,813     $ 99,999,351  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Any remaining Class B shares converted to Class A shares on September 19, 2017.

        

(2)   Inception date of class was February 28, 2017.

        
Total Return Bond Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     8,586,435     $ 88,371,065       18,163,358     $ 188,141,716  

Shares Issued for Reinvested Dividends

     1,278,250       13,136,144       1,823,225       18,889,233  

Shares Redeemed

     (7,297,244     (74,950,042     (20,792,172     (214,657,185

Shares converted (from) Class B into Class A

                 55,634       573,348  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,567,441       26,557,167       (749,955     (7,052,888
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       12,689     $ 130,934  

Shares Issued for Reinvested Dividends

                 3,240       33,069  

Shares Redeemed

                 (383,740     (3,934,500

Shares converted (from) Class B into Class A

                 (56,080     (573,348
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (423,891     (4,343,845
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     309,158     $ 3,194,414       804,426     $ 8,350,803  

Shares Issued for Reinvested Dividends

     48,285       497,236       105,962       1,099,083  

Shares Redeemed

     (745,494     (7,688,892     (2,285,659     (23,662,252
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (388,051     (3,997,242     (1,375,271     (14,212,366
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     2,334,542     $ 24,089,017       18,750,633     $ 193,708,102  

Shares Issued for Reinvested Dividends

     55,286       568,375       403,178       4,180,130  

Shares Redeemed

     (1,546,891     (15,930,471     (26,836,919     (280,361,346
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     842,937       8,726,921       (7,683,108     (82,473,114
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  330  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Total Return Bond Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R3

        

Shares Sold

     31,575     $ 330,262       171,287     $ 1,804,987  

Shares Issued for Reinvested Dividends

     6,006       62,884       12,533       132,172  

Shares Redeemed

     (60,262     (637,533     (190,499     (2,008,904
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (22,681     (244,387     (6,679     (71,745
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     92,776     $ 971,422       190,198     $ 2,001,668  

Shares Issued for Reinvested Dividends

     21,215       221,923       34,655       365,094  

Shares Redeemed

     (270,767     (2,818,475     (319,521     (3,355,591
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (156,776     (1,625,130     (94,668     (988,829
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     4,135     $ 43,100       13,751     $ 144,975  

Shares Issued for Reinvested Dividends

     3,037       31,716       3,924       41,344  

Shares Redeemed

     (6,794     (71,404     (10,172     (105,172
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     378       3,412       7,503       81,147  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Sold

     27,804     $ 285,809       105,192     $ 1,110,306  

Shares Issued for Reinvested Dividends

     2,432       25,330       1,175       12,470  

Shares Redeemed

     (1,298     (13,377     (4,459     (47,702
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     28,938       297,762       101,908       1,075,074  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

   

Shares Sold

     4,670,447     $ 48,760,872       11,186,504     $ 116,784,565  

Shares Issued for Reinvested Dividends

     921,988       9,614,434       1,891,675       19,839,698  

Shares Redeemed

     (3,062,406     (31,718,738     (68,621,216     (718,275,784
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,530,029       26,656,568       (55,543,037     (581,651,521
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

 

   

Shares Sold

     10,424,202     $ 107,018,690       93,173,588     $ 965,607,858  

Shares Issued for Reinvested Dividends

     2,134,816       21,924,613       1,170,410       12,241,553  

Shares Redeemed

     (5,203,246     (53,084,148     (4,708,465     (49,215,444
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     7,355,772       75,859,155       89,635,533       928,633,967  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     12,757,987     $ 132,234,226       23,868,335     $ 238,995,880  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2017.

 

World Bond Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     5,170,003     $ 54,264,312       11,785,185     $ 121,604,974  

Shares Redeemed

     (5,380,662     (56,460,852     (26,554,215     (273,871,576
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (210,659     (2,196,540     (14,769,030     (152,266,602
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  331  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

World Bond Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class C

        

Shares Sold

     368,574     $ 3,808,550       861,475     $ 8,799,167  

Shares Redeemed

     (1,684,453     (17,406,672     (6,119,429     (62,517,040
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,315,879     (13,598,122     (5,257,954     (53,717,873
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     25,153,891     $ 265,511,118       168,305,112     $ 1,738,828,328  

Shares Issued for Reinvested Dividends

     14,481       152,200              

Shares Redeemed

     (37,668,836     (397,841,552     (221,085,661     (2,298,327,137
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (12,500,464     (132,178,234     (52,780,549     (559,498,809
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     17,640     $ 184,194       58,471     $ 603,734  

Shares Redeemed

     (113,943     (1,191,204     (34,893     (360,377
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (96,303     (1,007,010     23,578       243,357  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     8,160     $ 85,719       24,807     $ 255,370  

Shares Redeemed

     (26,027     (273,492     (79,720     (822,780
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (17,867     (187,773     (54,913     (567,410
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     84,734     $ 895,573       167,311     $ 1,729,850  

Shares Issued for Reinvested Dividends

     32       332              

Shares Redeemed

     (32,022     (338,399     (78,183     (812,982
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     52,744       557,506       89,128       916,868  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Sold

     344,085     $ 3,652,946       90,913     $ 947,663  

Shares Issued for Reinvested Dividends

     35       365              

Shares Redeemed

     (54,635     (579,132     (55,178     (571,080
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     289,485       3,074,179       35,735       376,583  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     8,116,080     $ 85,866,064       28,754,002     $ 299,232,482  

Shares Issued for Reinvested Dividends

     9,393       99,007              

Shares Redeemed

     (5,837,057     (61,767,889     (36,903,790     (382,734,621
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,288,416       24,197,182       (8,149,788     (83,502,139
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     20,952,978     $ 221,397,966       126,436,442     $ 1,320,942,588  

Shares Issued for Reinvested Dividends

     33,831       355,902              

Shares Redeemed

     (8,862,080     (93,675,005     (8,880,802     (92,990,212
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     12,124,729       128,078,863       117,555,640       1,227,952,376  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     614,202     $ 6,740,051       36,691,847     $ 379,936,351  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Commenced operations on February 28, 2017.

        

 

 

  332  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

13. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $400 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the six-month period ended April 30, 2018, none of the Funds had borrowings under this facility.

 

14. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings.

HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that, among other things, added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. A bench trial on the issue of liability was held in November 2016. On February 28, 2017, the court granted judgment for HIFSCO and HFMC as to all claims. On March 23, 2017, plaintiffs appealed to the United States Court of Appeals for the Third Circuit.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.

In July 2007, the Floating Rate Fund and more than 60 other lenders (known collectively as the “Transeastern Lenders”) accepted the payoff of a guarantee from Tousa, Inc. (“Tousa”), a Florida homebuilder. In order to fund the payoff, Tousa borrowed money from certain new lenders and secured the loan by granting liens to the new lenders on the assets of certain Tousa subsidiaries (the “Subsidiaries”). In January 2008, Tousa filed petitions for relief under Chapter11 of the U.S.Bankruptcy Code. In July 2008, a committee of creditors of the Subsidiaries (the “Committee”) brought suit in the Bankruptcy Court of the Southern District of Florida (the “Bankruptcy Court”) against the Transeastern Lenders alleging that the Subsidiaries had received no benefit in return for the liens on their assets, that the Subsidiaries were coborrowers on the loan from the new lenders, and that the Transeastern Lenders received the value of the liens when the Transeastern Lenders accepted the payoff. The Subsidiaries sought the avoidance of their liens and the return of the value of those liens to the bankruptcy estate. On October 13, 2009, the Bankruptcy Court ruled in favor of the Committee, avoided the liens, and ordered the Transeastern Lenders to return the payoff amount to the bankruptcy estate. The Transeastern Lenders, together with the Fund, appealed the decision to the U.S. District Court for the Southern District of Florida (the “District Court”). On February 11, 2011, the District Court ruled in favor of the Transeastern Lenders (including the Fund) and quashed the Bankruptcy Court’s opinion. The Committee appealed to the U.S. Circuit Court of Appeals for the Eleventh Circuit (the “Eleventh Circuit”), which reinstated the Bankruptcy Court opinion, but remanded

 

 

  333  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

back to the District Court on the question of remedies. The District Court then in turn remanded one issue back to the Bankruptcy Court for a report and recommendation. On April 1, 2016, the Bankruptcy Court issued its report and recommendation, which was unfavorable in many respects to the Transeastern Lenders. On March 8, 2017, the District Court accepted the report and recommendation and ordered the Transeastern Lenders to disgorge and return the payoff amount, plus prejudgment interest. The Transeastern Lenders appealed the District Court’s decision to the Eleventh Circuit and entered into settlement negotiations. On December 19, 2017, the parties to the Tousa matter entered into a settlement agreement, which was approved by the Bankruptcy Court in January 2018. As part of that settlement agreement, the Fund paid $1,972,739.72, which represents a portion of the proceeds it received as part of the loan guarantee payments. As part of the settlement agreement, the Floating Rate Fund was released from any further claims in this matter.

 

15. Indemnifications:

Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

 

16. Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the six-month period ended April 30, 2018, events and transactions subsequent to April 30, 2018, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. The following subsequent events requiring financial statement adjustment or disclosure have been identified.

At a meeting held February 6-7, 2018, the Board of Directors of The Hartford Mutual Funds II, Inc. and The Hartford Mutual Funds, Inc. approved an Agreement and Plan of Reorganization that provides for the reorganization of the Municipal Real Return Fund with and into the Municipal Opportunities Fund (the “Reorganization”). The Board of Directors of The Hartford Mutual Funds II, Inc. has called a special Meeting of Shareholders of the Municipal Real Return Fund to be held on or about June 28, 2018, for the purpose of seeking approval of the Reorganization by the Shareholders of the Municipal Real Return Fund. If approved, the Reorganization is expected to occur on or about July 16, 2018.

At a meeting held on May 1-2, 2018, the Board of Directors of The Hartford Mutual Funds, Inc. approved an extension of the contractual operating expense caps that are currently in effect for the Municipal Opportunities Fund through May 31, 2019.

Effective October 1, 2018, Class C shares automatically convert to Class A shares of the same Fund after ten years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least ten years. Effective October 1, 2018, Class C shares held in an account directly through the Funds’ transfer agent for which no financial intermediary is specified or Hartford Funds Distributors, LLC is listed as the dealer of record will periodically be converted to Class A shares. Effective October 1, 2018, each Fund no longer accepts direct purchases of Class C shares by accounts for which no broker-dealer or other financial intermediary is specified. Any such direct purchase received by the Funds’ transfer agent for Class C shares for such accounts will automatically be invested in Class A shares. For more information on the above referenced changes, please see the Funds’ most recent prospectus.

 

 

  334  

 


Hartford Fixed Income Funds

 

 

 

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

 

 

  335  

 


THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

CUSTOMER PRIVACY NOTICE

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

 


 

 

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes: a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

 

If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Law Department, Privacy Law, One Hartford Plaza, Hartford, CT 06155, or at CorporatePrivacyOffice@thehartford.com.

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of March 2018), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Business Management Group, Inc.; Cervus Claim Solutions, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life, Ltd.; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HIMCO Distribution Services Company; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex R, LLC; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; Northern Homelands Company; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; The Hartford International Asset Management Company Limited; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2018


 

 

 

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced herein are sub-advised by Wellington Management Company LLP. HFD and HFMC are not affiliated with the Funds’ sub-adviser.

MFSAR-FI18    6/18    206767    Printed in U.S.A.

 

LOGO


LOGO

 

 


LOGO

A MESSAGE FROM THE PRESIDENT

Dear Shareholders:

Thank you for investing in Hartford Funds. The following is the Funds’ Semi-Annual Report, covering the period from November 1, 2017 through April 30, 2018.

Market Review

While U.S. stocks, as measured by the S&P 500 Index (the “Index”),1 saw a 21.8%

 

return as of 2017 year end, U.S. equities have experienced a nearly flat return of 0.4% along with increased volatility year-to-date as of April 30.

The Index has experienced more than 20 days with swings of 1% or more this year, compared to eight days for all of 2017. Rising interest rates, inflation anxiety, and concerns surrounding U.S. tariffs and trade policies have contributed to the return of volatility.

In the six-month period that ended April 30, 2018, the U.S. Federal Reserve (Fed) continued its cycle of interest-rate increases by raising rates twice, each time by 0.25%. As of the end of April, short-term rates range from 1.5% to 1.75%. At the time of this writing, expectations were for a continued gradual increase throughout 2018. Central banks overseas are also expected to begin removing accommodative policies by raising interest rates, which may impact global markets.

Going forward, politics both at home and abroad are likely to continue playing a key role in driving market movements. In December, the first significant overhaul of the U.S. tax code in more than 30 years was signed into law. Geopolitical tensions continue to persist around U.S. engagement with Syria and North Korea, heightening market uncertainty. In Europe, uncertainty remains with respect to Britain’s “Brexit” undertaking to leave the European Union, which could influence markets or cause an uptick in volatility.

We encourage you to maintain a strong relationship with your financial advisor, who can help guide you through shifting markets confidently. He or she can help you proactively build a portfolio that takes market uncertainty into account, along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of funds as you work toward those goals.

Thank you again for investing in Hartford Funds. For the most up-to-date information on our funds, please take advantage of all the resources available at hartfordfunds.com.

 

LOGO

James Davey

President

Hartford Funds

 

1  S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance is not indicative of future results.


Hartford Schroders Funds

Table of Contents

 

Fund Performance and Summary

     2  

Expense Examples

     20  

Financial Statements:

  

Schedules of Investments:

  

Hartford Schroders Emerging Markets Debt and Currency Fund

     25  

Hartford Schroders Emerging Markets Equity Fund

     31  

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

     35  

Hartford Schroders Global Strategic Bond Fund

     41  

Hartford Schroders International Multi-Cap Value Fund

     54  

Hartford Schroders International Stock Fund

     65  

Hartford Schroders Tax-Aware Bond Fund

     69  

Hartford Schroders US Small Cap Opportunities Fund

     75  

Hartford Schroders US Small/Mid Cap Opportunities Fund

     79  

Statements of Assets and Liabilities

     84  

Statements of Operations

     92  

Statements of Changes in Net Assets

     98  

Financial Highlights

     102  

Notes to Financial Statements

     111  

How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records

     150  

Quarterly Portfolio Holdings Information

     150  


Fund Performance and Summary

Hartford Schroders Emerging Markets Debt and Currency Fund inception 12/15/2011

 

(sub-advised by Schroder Investment Management North America Inc. and its secondary sub-adviser, Schroder Investment Management North America Limited)   Investment objective – The Fund seeks to generate positive total returns over the long term regardless of market conditions.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      Since
Inception2
 

Class A3

     1.98%        2.96%        1.40%        1.74%  

Class A4

     -2.57%        -1.67%        0.46%        1.01%  

Class C3

     1.68%        2.27%        1.33%        1.76%  

Class C4

     0.69%        1.28%        1.33%        1.76%  

Class I3

     2.12%        3.30%        1.63%        2.00%  

Class Y3

     2.20%        3.38%        1.65%        2.01%  

Class F3

     2.12%        3.39%        1.65%        2.01%  

Class SDR3

     2.20%        3.47%        1.73%        2.07%  

3-Month USD Fixed LIBOR

     0.69%        1.31%        0.59%        0.56%  

 

1  Not Annualized
2  Inception: 12/15/2011
3  Without sales charge
4  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may

exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Performance prior to 10/24/16 for Class A and Class I shares reflects the historical performance, fees and expenses of the then-existing Advisor and Investor Class shares, respectively, of the Schroder Absolute Return EMD and Currency Fund (the “Predecessor Fund”), which commenced operations on 12/15/11. Class C and Class Y shares commenced operations on 10/24/16. Performance prior to 10/24/16 for Class C and Class Y shares reflects the performance, fees and expenses of the Predecessor Fund’s Investor Class shares. Performance prior to 10/24/16 for Class SDR shares reflects the performance, fees and expenses of the then-existing Class R6 shares of the Predecessor Fund and, prior to 12/30/14, the inception date of the then-existing Class R6 shares, the Investor Class shares of the Predecessor Fund. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

3-Month USD Fixed LIBOR (reflects no deduction for fees, expenses or taxes) gives an indication of the interest rate at which a panel of selected banks borrow U.S. dollar funds from one another with a maturity of three months.

The 3-Month USD Fixed LIBOR reflects the returns of the ICE BofAML US Dollar 3-Month Deposit Offered Rate Constant Maturity.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  2  

 


Hartford Schroders Emerging Markets Debt and Currency Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Emerging Markets Debt and Currency Fund Class A

     1.41%        1.50%  

Emerging Markets Debt and Currency Fund Class C

     2.16%        2.34%  

Emerging Markets Debt and Currency Fund Class I

     1.13%        1.13%  

Emerging Markets Debt and Currency Fund Class Y

     1.06%        1.15%  

Emerging Markets Debt and Currency Fund Class F

     1.01%        1.09%  

Emerging Markets Debt and Currency Fund Class SDR

     1.01%        1.09%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. The Fund may invest in a smaller number of issuers, so it may be more exposed to risks and volatility than a more broadly diversified Fund.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

  

Corporate Bonds

     2.1

Foreign Government Obligations

     38.9  

U.S. Government Securities

     2.7  
  

 

 

 

Total

     43.7
  

 

 

 

Short-Term Investments

     55.6  

Other Assets & Liabilities

     0.7  
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  3  

 


Fund Performance and Summary

Hartford Schroders Emerging Markets Equity Fund inception 03/31/2006

 

(sub-advised by Schroder Investment Management North America Inc. and its secondary sub-adviser, Schroder Investment Management North America Limited)   Investment objective – The Fund seeks capital appreciation.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     3.39%        21.59%        4.91%        2.51%  

Class A3

     -2.27%        14.93%        3.72%        1.94%  

Class C2

     2.99%        20.70%        4.86%        2.59%  

Class C3

     1.99%        19.70%        4.86%        2.59%  

Class I2

     3.43%        21.91%        5.15%        2.73%  

Class R32

     3.31%        21.63%        5.06%        2.69%  

Class R42

     3.35%        21.60%        5.07%        2.69%  

Class R52

     3.47%        21.95%        5.16%        2.73%  

Class Y2

     3.54%        22.01%        5.20%        2.75%  

Class F2

     3.56%        22.07%        5.17%        2.74%  

Class SDR2

     3.56%        22.11%        5.25%        2.78%  

MSCI Emerging Markets Index (Net)

     4.80%        21.71%        4.74%        2.17%  

 

1 Not Annualized
2  Without sales charge
3  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may

exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Performance prior to 10/24/16 for Class A and Class I shares reflects the historical performance, fees and expenses of the then-existing Advisor and Investor Class shares, respectively, of the Schroder Emerging Market Equity Fund (the “Predecessor Fund”). Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16. Performance prior to 10/24/16 for Class C, Class R3, Class R4, Class R5, and Class Y shares reflects the performance, fees and expenses of the Predecessor Fund’s Investor Class shares. Performance prior to 10/24/16 for Class SDR shares reflects the performance, fees and expenses of the then-existing Class R6 shares of the Predecessor Fund and, prior to 12/30/14, the inception date of the then-existing Class R6 shares, the Investor Class shares of the Predecessor Fund. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

MSCI Emerging Markets Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across emerging market countries.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  4  

 


Hartford Schroders Emerging Markets Equity Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Emerging Markets Equity Fund Class A

     1.50%        1.50%  

Emerging Markets Equity Fund Class C

     2.26%        2.26%  

Emerging Markets Equity Fund Class I

     1.23%        1.23%  

Emerging Markets Equity Fund Class R3

     1.81%        1.82%  

Emerging Markets Equity Fund Class R4

     1.51%        1.52%  

Emerging Markets Equity Fund Class R5

     1.21%        1.22%  

Emerging Markets Equity Fund Class Y

     1.11%        1.11%  

Emerging Markets Equity Fund Class F

     1.10%        1.10%  

Emerging Markets Equity Fund Class SDR

     1.10%        1.10%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. Small- and mid-cap securities can have greater risks and volatility than large-cap securities. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur. The consideration of certain ESG factors may limit the number of investment opportunities available to the fund, which may lead it to underperform funds that are not subject to such criteria.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     10.1

Consumer Staples

     6.4  

Energy

     9.8  

Financials

     28.4  

Health Care

     0.6  

Industrials

     2.1  

Information Technology

     30.9  

Materials

     5.6  

Real Estate

     0.1  

Telecommunication Services

     2.0  

Utilities

     1.1  
  

 

 

 

Total

     97.1
  

 

 

 

Short-Term Investments

     2.7  

Other Assets & Liabilities

     0.2  
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

Composition by Currency

as of April 30, 2018

 

Description    Percentage of
Net Assets
 

Brazilian Real

     2.8

British Pound

     0.2  

Chilean Peso

     0.4  

Chinese Yuan

     1.0  

Egyptian Pound

     0.2  

Euro

     1.3  

Hong Kong Dollar

     23.2  

Hungarian Forint

     1.9  

Indian Rupee

     5.4  

Polish Zloty

     3.3  

Singapore Dollar

     0.2  

South African Rand

     4.6  

South Korean Won

     19.3  

Taiwanese Dollar

     9.4  

Thai Baht

     2.3  

Turkish Lira

     0.9  

United Arab Emirates Dirham

     0.1  

United States Dollar

     23.3  

Other Assets & Liabilities

     0.2  
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  5  

 


Fund Performance and Summary

Hartford Schroders Emerging Markets Multi-Sector Bond Fund inception 06/25/2013

 

(sub-advised by Schroder Investment Management North America Inc.)   Investment objective – The Fund seeks to provide a return of long-term capital growth and income.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      Since
Inception2
 

Class A3

     -0.42%        4.10%        3.90%  

Class A4

     -4.90%        -0.57%        2.92%  

Class C3

     -0.98%        3.18%        3.76%  

Class C4

     -1.93%        2.21%        3.76%  

Class I3

     -0.30%        4.44%        4.12%  

Class R33

     -0.66%        3.94%        3.97%  

Class R43

     -0.38%        4.18%        4.06%  

Class R53

     -0.41%        4.30%        4.09%  

Class Y3

     -0.37%        4.30%        4.12%  

Class F3

     -0.27%        4.42%        4.11%  

Class SDR3

     -0.26%        4.42%        4.21%  

33.4% JP Morgan EMBI Global Diversified Index/ 33.3% JP Morgan GBI Emerging Markets Global Diversified Index/ 33.3% JP Morgan CEMBI Broad Diversified Index

     0.41%        3.83%        4.10%  

JP Morgan EMBI Global Diversified Index

     -2.41%        1.27%        6.25%  

JP Morgan GBI Emerging Markets Global Diversified Index

     5.14%        8.38%        0.52%  

JP Morgan CEMBI Broad Diversified Index

     -1.44%        1.83%        5.39%  

 

1  Not Annualized
2  Inception: 06/25/2013
3  Without sales charge
4  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when

redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2018, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Performance prior to 10/24/16 for Class A and Class I shares reflects the historical performance, fees and expenses of the then-existing Advisor and Investor Class shares, respectively, of the Schroder Emerging Markets Multi-Sector Bond Fund (the “Predecessor Fund”), which commenced operations on 6/25/13. Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16. Performance prior to 10/24/16 for Class C, Class R3, Class R4, Class R5, and Class Y shares reflects the performance, fees and expenses of the Predecessor Fund’s Investor Class shares. Performance prior to 10/24/16 for Class SDR shares reflects the historical performance, fees and expenses of the then-existing Class R6 shares of the Predecessor Fund and, prior to 12/30/14, the inception date of the then-existing Class R6 shares, the Investor Class shares of the Predecessor Fund. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

33.4% JP Morgan EMBI Global Diversified Index/ 33.3% JP Morgan GBI Emerging Markets Global Diversified Index/ 33.3% JP Morgan CEMBI Broad Diversified Index is calculated by Hartford Funds Management Company, LLC.

 

 

 

  6  

 


Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

JP Morgan EMBI Global Diversified Index (reflects no deduction for fees, expenses or taxes) is a uniquely weighted index that tracks total returns for U.S. dollar denominated Brady bonds, Eurobonds, traded loans and local market debt instruments issued by sovereign and quasi-sovereign entities.

JP Morgan GBI Emerging Markets Global Diversified Index (reflects no deduction for fees, expenses or taxes) is a comprehensive global local emerging markets index that consists of regularly traded, liquid fixed-rate, domestic-currency government bonds to which international investors can gain exposure.

JP Morgan CEMBI Broad Diversified Index (reflects no deduction for fees, expenses or taxes) tracks total returns of U.S. dollar denominated debt instruments issued by corporate entities in Emerging Markets countries.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

Operating Expenses*    Net      Gross  

Emerging Markets Multi-Sector Bond Fund Class A

     1.15%        1.17%  

Emerging Markets Multi-Sector Bond Fund Class C

     1.90%        2.12%  

Emerging Markets Multi-Sector Bond Fund Class I

     0.90%        0.92%  

Emerging Markets Multi-Sector Bond Fund Class R3

     1.45%        1.59%  

Emerging Markets Multi-Sector Bond Fund Class R4

     1.15%        1.29%  

Emerging Markets Multi-Sector Bond Fund Class R5

     0.85%        0.99%  

Emerging Markets Multi-Sector Bond Fund Class Y

     0.80%        0.93%  

Emerging Markets Multi-Sector Bond Fund Class F

     0.75%        0.87%  

Emerging Markets Multi-Sector Bond Fund Class SDR

     0.75%        0.87%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and price than other securities. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability. The Fund may invest in a smaller

number of issuers and focus on investments in particular geographic regions or countries, so it may be more exposed to risks and volatility than a more broadly diversified Fund.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

  

Corporate Bonds

     38.8

Foreign Government Obligations

     52.0  
  

 

 

 

Total

     90.8
  

 

 

 

Short-Term Investments

     7.0  

Other Assets & Liabilities

     2.2  
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  7  

 


Fund Performance and Summary

Hartford Schroders Global Strategic Bond Fund inception 06/23/2014

 

(sub-advised by Schroder Investment Management North America Inc. and its secondary sub-adviser, Schroder Investment Management North America Limited)   Investment objective – The Fund seeks total return over the long term.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      Since
Inception2
 

Class A3

     1.39%        1.84%        0.28%  

Class A4

     -3.20%        -2.79%        -0.91%  

Class C3

     1.17%        1.17%        0.19%  

Class C4

     0.17%        0.17%        0.19%  

Class I3

     1.41%        1.96%        0.51%  

Class R33

     1.50%        1.95%        0.45%  

Class R43

     1.41%        1.96%        0.48%  

Class R53

     1.51%        1.96%        0.51%  

Class Y3

     1.53%        2.20%        0.57%  

Class F3

     1.55%        2.22%        0.57%  

Class SDR3

     1.45%        2.13%        0.65%  

3-Month USD Fixed LIBOR

     0.69%        1.31%        0.68%  

 

1  Not Annualized
2  Inception: 06/23/2014
3  Without sales charge
4  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Performance prior to 10/24/16 for Class A and Class I shares reflects the historical performance, fees and expenses of the then-existing Advisor and Investor Class shares, respectively, of the Schroder Global Strategic Bond Fund (the “Predecessor Fund”), which commenced operations on 6/23/14. Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16. Performance prior to 10/24/16 for Class C, Class R3, Class R4, Class R5, and Class Y shares reflects the performance, fees and expenses of the Predecessor Fund’s Investor Class shares. Performance prior to 10/24/16 for Class SDR shares reflects the historical performance, fees and expenses of the then-existing Class R6 shares of the Predecessor Fund and, prior to 12/19/14, the inception date of the then-existing Class R6 shares, the Investor Class shares of the Predecessor Fund. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

3-Month USD Fixed LIBOR (reflects no deduction for fees, expenses or taxes) gives an indication of the interest rate at which a panel of selected banks borrow U.S. dollar funds from one another with a maturity of three months.

The 3-Month USD Fixed LIBOR reflects the returns of the ICE BofAML US Dollar 3-Month Deposit Offered Rate Constant Maturity.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  8  

 


Hartford Schroders Global Strategic Bond Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Global Strategic Bond Fund Class A

     1.05%        1.33%  

Global Strategic Bond Fund Class C

     1.87%        2.13%  

Global Strategic Bond Fund Class I

     0.80%        1.08%  

Global Strategic Bond Fund Class R3

     1.42%        1.60%  

Global Strategic Bond Fund Class R4

     1.12%        1.30%  

Global Strategic Bond Fund Class R5

     0.82%        1.00%  

Global Strategic Bond Fund Class Y

     0.77%        0.94%  

Global Strategic Bond Fund Class F

     0.65%        0.88%  

Global Strategic Bond Fund Class SDR

     0.65%        0.88%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The fund seeks to achieve its investment objective by allocating assets among different asset classes and/or specialist portfolio managers. There is no guarantee a fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. •Convertible securities are subject to the risks of both debt and equity securities. •Loans can be difficult to value and highly illiquid; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks. •The value of inflation-protected securities (IPS) generally fluctuates with changes in real interest rates, and the market for IPS may be less developed or liquid, and more volatile, than other securities markets. •Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. •Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. •Mortgage related- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. •Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. •Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •The fund may invest in a smaller number of issuers, so it may be more exposed to risks and volatility than a more broadly diversified fund. •Privately placed, restricted (Rule 144A) securities may be more difficult to sell and price than other securities.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     10.4

Corporate Bonds

     48.0  

Foreign Government Obligations

     28.2  

U.S. Government Agencies

     1.3  

U.S. Government Securities

     9.0  
  

 

 

 

Total

     96.9
  

 

 

 

Short-Term Investments

     0.4  

Purchased Options

     1.4  

Other Assets & Liabilities

     1.3  
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  9  

 


Fund Performance and Summary

Hartford Schroders International Multi-Cap Value Fund inception 08/30/2006

 

(sub-advised by Schroder Investment Management North America Inc. and its secondary sub-adviser, Schroder Investment Management North America Limited)   Investment objective – The Fund seeks long-term capital appreciation.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     3.24%        12.06%        6.06%        4.11%  

Class A3

     -2.42%        5.91%        4.88%        3.51%  

Class C2

     2.86%        11.17%        6.02%        4.19%  

Class C3

     1.86%        10.17%        6.02%        4.19%  

Class I2

     3.39%        12.27%        6.36%        4.35%  

Class R32

     3.04%        11.64%        6.15%        4.25%  

Class R42

     3.22%        11.96%        6.26%        4.30%  

Class R52

     3.28%        12.25%        6.33%        4.34%  

Class Y2

     3.41%        12.33%        6.40%        4.37%  

Class F2

     3.43%        12.45%        6.39%        4.37%  

Class SDR2

     3.33%        12.37%        6.42%        4.38%  

MSCI All Country World ex USA Index (Net)

     3.47%        15.91%        5.46%        2.26%  

MSCI All Country World ex USA Value Index (Net)

     3.80%        14.44%        4.50%        1.71%  

 

1 Not Annualized
2  Without sales charge
3  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Performance prior to 10/24/16 for Class A and Class I shares reflects the historical performance, fees and expenses of the then-existing Advisor and Investor Class shares, respectively, of the Schroder International Multi-Cap Value Fund (the “Predecessor Fund”). Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16. Performance prior to 10/24/16 for Class C, Class R3, Class R4, Class R5, and Class Y shares reflects the performance, fees and expenses of the Predecessor Fund’s Investor Class shares. Performance prior to 10/24/16 for Class SDR shares reflects the historical performance, fees and expenses of the then-existing Class R6 shares of the Predecessor Fund and, prior to 12/30/14, the inception date of the then-existing Class R6 shares, the Investor Class shares of the Predecessor Fund. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

MSCI All Country World ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets (excluding the United States) and emerging market countries.

MSCI All Country World ex USA Value Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities exhibiting overall value style characteristics across developed (excluding the U.S.) and emerging market countries. The value investment style characteristics for index construction are defined using three variables: book value to price, 12-month forward earnings to price and dividend yield.

You cannot invest directly in an index.

 

 

 

  10  

 


Hartford Schroders International Multi-Cap Value Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

Operating Expenses*    Net      Gross  

International Multi-Cap Value Fund Class A

     1.16%        1.17%  

International Multi-Cap Value Fund Class C

     1.91%        1.91%  

International Multi-Cap Value Fund Class I

     0.87%        0.87%  

International Multi-Cap Value Fund Class R3

     1.51%        1.51%  

International Multi-Cap Value Fund Class R4

     1.21%        1.21%  

International Multi-Cap Value Fund Class R5

     0.90%        0.90%  

International Multi-Cap Value Fund Class Y

     0.80%        0.80%  

International Multi-Cap Value Fund Class F

     0.76%        0.79%  

International Multi-Cap Value Fund Class SDR

     0.76%        0.79%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The fund seeks to achieve its investment objective by allocating assets among different asset classes. There is no guarantee a fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •Small- and mid-cap securities can have greater risks and volatility than large-cap securities. •Different investment styles may go in and out favor, which may cause a fund to underperform the broader stock market. •The main risk of real estate related securities is that the value of the underlying real estate may decrease in value. •The fund may focus on investments in particular geographic regions or countries, so it may be more exposed to risks and volatility than a more broadly diversified fund.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     11.3

Consumer Staples

     6.7  

Energy

     9.1  

Financials

     17.9  

Health Care

     7.3  

Industrials

     10.7  

Information Technology

     6.3  

Materials

     10.8  

Real Estate

     2.3  

Telecommunication Services

     8.7  

Utilities

     2.8  
  

 

 

 

Total

     93.9
  

 

 

 

Short-Term Investments

     7.3  

Other Assets & Liabilities

     (1.2
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  11  

 


Fund Performance and Summary

Hartford Schroders International Stock Fund inception 12/19/1985

 

(sub-advised by Schroder Investment Management North America Inc. and its secondary sub-adviser, Schroder Investment Management North America Limited)   Investment objective – The Fund seeks long-term capital appreciation through investment in securities markets outside the United States.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     1.49%        15.58%        6.17%        3.01%  

Class A3

     -4.07%        9.19%        4.97%        2.43%  

Class C2

     1.07%        14.62%        6.13%        3.12%  

Class C3

     0.07%        13.62%        6.13%        3.12%  

Class I2

     1.65%        15.87%        6.43%        3.27%  

Class R32

     1.55%        15.67%        6.37%        3.24%  

Class R42

     1.54%        15.64%        6.40%        3.25%  

Class R52

     1.60%        15.88%        6.46%        3.28%  

Class Y2

     1.64%        15.92%        6.48%        3.29%  

Class F2

     1.64%        16.03%        6.47%        3.28%  

Class SDR2

     1.63%        16.01%        6.52%        3.31%  

MSCI All Country World ex USA Index (Net)

     3.47%        15.91%        5.46%        2.26%  

MSCI EAFE Index (Net)

     3.41%        14.51%        5.90%        2.43%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Performance prior to 10/24/16 for Class A shares reflects the historical performance, fees and expenses of the then-existing Advisor Class shares of the Schroder International Alpha Fund (the “Predecessor Fund”). Class C, Class R3, Class R4, Class R5 and Class Y shares commenced operations on 10/24/16. Performance prior to 10/24/16 for Class C, Class I, Class R3, Class R4, Class R5, and Class Y shares reflects the performance, fees and expenses of the Predecessor Fund’s Investor Class shares. Performance prior to 10/24/16 for Class SDR shares reflects the historical performance, fees and expenses of the then-existing Class R6 shares of the Predecessor Fund and, prior to 12/30/14, the inception date of the then-existing Class R6 shares, the Investor Class shares of the Predecessor Fund. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

Effective 3/31/18, the Fund changed its benchmark from the MSCI EAFE Index (Net) to the MSCI All Country World ex USA Index (Net). Hartford Funds Management Company, LLC, the investment manager, believes that the MSCI All Country World ex USA Index (Net) better reflects the Fund’s revised investment strategy.

MSCI All Country World ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets (excluding the United States) and emerging market countries.

MSCI EAFE Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) (Europe, Australasia, Far East) is designed to capture large and mid cap representation across developed market countries, excluding the U.S. and Canada.

 

 

 

  12  

 


Hartford Schroders International Stock Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

Operating Expenses*    Net      Gross  

International Stock Fund Class A

     1.20%        1.26%  

International Stock Fund Class C

     1.95%        2.11%  

International Stock Fund Class I

     0.91%        0.91%  

International Stock Fund Class R3

     1.50%        1.58%  

International Stock Fund Class R4

     1.20%        1.28%  

International Stock Fund Class R5

     0.90%        0.98%  

International Stock Fund Class Y

     0.85%        0.92%  

International Stock Fund Class F

     0.80%        0.86%  

International Stock Fund Class SDR

     0.80%        0.86%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. Small- and mid-cap securities can have greater risks and volatility than large-cap securities. The consideration of certain ESG factors may limit the number of investment opportunities available to the Fund, which may lead it to underperform Funds that are not subject to such criteria.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     16.3

Consumer Staples

     9.7  

Energy

     4.4  

Financials

     20.8  

Health Care

     8.7  

Industrials

     10.7  

Information Technology

     12.8  

Materials

     8.1  

Telecommunication Services

     6.1  
  

 

 

 

Total

     97.6
  

 

 

 

Short-Term Investments

     2.0  

Other Assets & Liabilities

     0.4  
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  13  

 


Fund Performance and Summary

Hartford Schroders Tax-Aware Bond Fund inception 10/03/2011

 

(sub-advised by Schroder Investment Management North America Inc.)   Investment objective – The Fund seeks total return on an after-tax basis.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Year      Since
Inception2
 

Class A3

     -1.53%        0.46%        2.58%        4.41%  

Class A4

     -5.94%        -4.10%        1.63%        3.69%  

Class C3

     -1.86%        -0.29%        2.51%        4.43%  

Class C4

     -2.84%        -1.27%        2.51%        4.43%  

Class I3

     -1.39%        0.72%        2.85%        4.69%  

Class Y3

     -1.42%        0.70%        2.84%        4.68%  

Class F3

     -1.39%        0.71%        2.84%        4.68%  

Class SDR3

     -1.40%        0.72%        2.83%        4.67%  

Bloomberg Barclays Municipal Bond Index

     -0.97%        1.56%        2.44%        3.41%  

 

1  Not Annualized
2  Inception: 10/03/2011
3  Without sales charge
4  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on April 30, 2018,

which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Performance prior to 10/24/16 for Class A shares reflects the historical performance, fees and expenses of the then-existing Advisor Class shares of the Schroder Broad Tax-Aware Value Bond Fund (the “Predecessor Fund”) and, prior to 12/30/14, the inception date of the then-existing Advisor Class shares, the Investor Class shares of the Predecessor Fund, adjusted to reflect the distribution fees of the Predecessor Fund’s Advisor Class shares. Class C, Class Y and Class SDR shares commenced operations on 10/24/16. Performance prior to 10/24/16 for Class C, Class I, Class Y and Class SDR shares reflects the performance, fees and expenses of the Predecessor Fund’s Investor Class shares which commenced operations on 10/3/11. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16. Performance for the Fund prior to 6/14/13 reflects performance of the Predecessor Fund’s predecessor, which commenced operations on 10/3/11.

Bloomberg Barclays Municipal Bond Index (reflects no deduction for fees, expenses or taxes) is designed to cover the USD-denominated long-term tax exempt bond market.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  14  

 


Hartford Schroders Tax-Aware Bond Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Tax-Aware Bond Fund Class A

     0.72%        0.86%  

Tax-Aware Bond Fund Class C

     1.60%        1.61%  

Tax-Aware Bond Fund Class I

     0.47%        0.59%  

Tax-Aware Bond Fund Class Y

     0.55%        0.61%  

Tax-Aware Bond Fund Class F

     0.47%        0.55%  

Tax-Aware Bond Fund Class SDR

     0.47%        0.55%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Mortgage related- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions; these risks may be magnified if the Fund focuses its assets in municipal securities of issuers in a few select states. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

  

Corporate Bonds

     5.9

Municipal Bonds

     83.2  

U.S. Government Securities

     9.7  
  

 

 

 

Total

     98.8
  

 

 

 

Short-Term Investments

     4.4  

Other Assets & Liabilities

     (3.2
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  15  

 


Fund Performance and Summary

Hartford Schroders US Small Cap Opportunities Fund inception 08/06/1993

 

(sub-advised by Schroder Investment Management North America Inc.)   Investment objective – The Fund seeks capital appreciation.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     0.63%        8.72%        11.64%        8.77%  

Class A3

     -4.91%        2.73%        10.38%        8.16%  

Class C2

     0.28%        7.92%        11.61%        8.90%  

Class C3

     -0.64%        6.93%        11.61%        8.90%  

Class I2

     0.81%        9.12%        11.98%        9.08%  

Class R32

     0.55%        8.66%        11.83%        9.01%  

Class R42

     0.79%        8.96%        11.91%        9.05%  

Class R52

     0.84%        9.09%        11.96%        9.07%  

Class Y2

     0.86%        9.18%        11.99%        9.08%  

Class F2

     0.87%        9.18%        12.00%        9.09%  

Class SDR2

     0.86%        9.16%        12.03%        9.10%  

Russell 2000 Index

     3.27%        11.54%        11.74%        9.49%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may

exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Performance prior to 10/24/16 for Class A shares reflects the historical performance, fees and expenses of the then-existing Advisor Class shares of the Schroder U.S. Opportunities Fund (the “Predecessor Fund”). Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16. Performance prior to 10/24/16 for Class C, Class I, Class R3, Class R4, Class R5, and Class Y shares reflects the performance, fees and expenses of the Predecessor Fund’s Investor Class shares. Performance prior to 10/24/16 for Class SDR shares reflects the historical performance, fees and expenses of the then-existing Class R6 shares of the Predecessor Fund and, prior to 9/28/15, the inception date of the then-existing Class R6 shares, the Investor Class shares of the Predecessor Fund. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

Russell 2000 Index (reflects no deduction for fees, expenses or taxes) is an index comprised of 2,000 of the smallest U.S.-domiciled company common stocks based on a combination of their market capitalization and current index membership.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  16  

 


Hartford Schroders US Small Cap Opportunities Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

US Small Cap Opportunities Fund Class A

     1.43%        1.52%  

US Small Cap Opportunities Fund Class C

     2.18%        2.25%  

US Small Cap Opportunities Fund Class I

     1.14%        1.14%  

US Small Cap Opportunities Fund Class R3

     1.73%        1.80%  

US Small Cap Opportunities Fund Class R4

     1.43%        1.50%  

US Small Cap Opportunities Fund Class R5

     1.13%        1.20%  

US Small Cap Opportunities Fund Class Y

     1.08%        1.09%  

US Small Cap Opportunities Fund Class F

     1.03%        1.08%  

US Small Cap Opportunities Fund Class SDR

     1.03%        1.08%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Small-cap securities can have greater risks and volatility than large-cap securities The main risk of real estate related securities is that the value of the underlying real estate may decrease in value.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     15.4

Consumer Staples

     1.8  

Energy

     3.6  

Financials

     19.1  

Health Care

     9.0  

Industrials

     15.3  

Information Technology

     15.9  

Materials

     4.5  

Real Estate

     5.4  

Utilities

     1.9  
  

 

 

 

Total

     91.9
  

 

 

 

Short-Term Investments

     10.7  

Other Assets & Liabilities

     (2.6
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  17  

 


Fund Performance and Summary

Hartford Schroders US Small/Mid Cap Opportunities Fund inception 03/31/2006

 

(sub-advised by Schroder Investment Management North America Inc.)   Investment objective – The Fund seeks capital appreciation.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     0.28%        6.70%        12.42%        9.07%  

Class A3

     -5.21%        0.86%        11.16%        8.46%  

Class C2

     -0.15%        5.89%        12.35%        9.18%  

Class C3

     -1.13%        4.89%        12.35%        9.18%  

Class I2

     0.40%        6.95%        12.71%        9.36%  

Class R32

     0.06%        6.32%        12.49%        9.25%  

Class R42

     0.24%        6.65%        12.60%        9.30%  

Class R52

     0.41%        6.98%        12.69%        9.35%  

Class Y2

     0.38%        7.01%        12.72%        9.36%  

Class F2

     0.47%        7.10%        12.74%        9.37%  

Class SDR2

     0.40%        7.09%        12.79%        9.40%  

Russell 2500 Index

     3.63%        11.72%        11.53%        9.73%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may

exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Performance prior to 10/24/16 for Class A and Class I shares reflects the historical performance, fees and expenses of the then-existing Advisor and Investor Class shares, respectively, of the Schroder U.S. Small and Mid Cap Opportunities Fund (the “Predecessor Fund”). Class C, Class R3, Class R4, Class R5, and Class Y shares commenced operations on 10/24/16. Performance prior to 10/24/16 for Class C, Class R3, Class R4, Class R5, and Class Y shares reflects the performance, fees and expenses of the Predecessor Fund’s Investor Class shares. Performance prior to 10/24/16 for Class SDR shares reflects the historical performance, fees and expenses of the then-existing Class R6 shares of the Predecessor Fund and, prior to 12/30/14, the inception date of the then-existing Class R6 shares, the Investor Class shares of the Predecessor Fund. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. The returns would be different if the Fund’s fees and expenses were reflected for periods prior to 10/24/16.

Russell 2500 Index (reflects no deduction for fees, expenses or taxes) measures the performance of the small to mid-cap segment of the U.S. equity universe, commonly referred to as “smid” cap. The Russell 2500 Index is a subset of the Russell 3000 Index and includes approximately 2,500 of the smallest securities based on a combination of their market capitalization and current index membership.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  18  

 


Hartford Schroders US Small/Mid Cap Opportunities Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

US Small/Mid Cap Opportunities Fund Class A

     1.32%        1.32%  

US Small/Mid Cap Opportunities Fund Class C

     2.10%        2.10%  

US Small/Mid Cap Opportunities Fund Class I

     1.05%        1.05%  

US Small/Mid Cap Opportunities Fund Class R3

     1.66%        1.69%  

US Small/Mid Cap Opportunities Fund Class R4

     1.36%        1.39%  

US Small/Mid Cap Opportunities Fund Class R5

     1.06%        1.09%  

US Small/Mid Cap Opportunities Fund Class Y

     1.01%        1.03%  

US Small/Mid Cap Opportunities Fund Class F

     0.96%        0.97%  

US Small/Mid Cap Opportunities Fund Class SDR

     0.96%        0.97%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Small- and mid-cap securities can have greater risks and volatility than large-cap securities The main risk of real estate related securities is that the value of the underlying real estate may decrease in value.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     11.7

Consumer Staples

     2.4  

Energy

     3.0  

Financials

     19.8  

Health Care

     8.6  

Industrials

     20.1  

Information Technology

     13.3  

Materials

     4.7  

Real Estate

     6.3  

Utilities

     2.9  
  

 

 

 

Total

     92.8
  

 

 

 

Short-Term Investments

     11.0  

Other Assets & Liabilities

     (3.8
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  19  

 


Hartford Schroders Funds

Expense Examples (Unaudited)

 

 

 

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of November 1, 2017 through April 30, 2018. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratios below.

Actual Expenses

The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During Period” to estimate the expenses you paid on your account during this period.

Hypothetical Example for Comparison Purposes

The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) and CDSC. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses for a class of a Fund are equal to the class’ annualized expense ratio multiplied by average account value over the period, multiplied by 181/365 (to reflect the one-half year period).

Hartford Schroders Emerging Markets Debt and Currency Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,019.80     $     7.01     $     1,000.00     $     1,017.85     $     7.00       1.40     181       365  

Class C

  $ 1,000.00     $ 1,016.80     $ 9.20     $ 1,000.00     $ 1,015.67     $ 9.20       1.84     181       365  

Class I

  $ 1,000.00     $ 1,021.20     $ 5.41     $ 1,000.00     $ 1,019.44     $ 5.41       1.08     181       365  

Class Y

  $ 1,000.00     $ 1,022.00     $ 5.26     $ 1,000.00     $ 1,019.59     $ 5.26       1.05     181       365  

Class F

  $ 1,000.00     $ 1,021.20     $ 5.01     $ 1,000.00     $ 1,019.84     $ 5.01       1.00     181       365  

Class SDR

  $ 1,000.00     $ 1,022.00     $ 5.01     $ 1,000.00     $ 1,019.84     $ 5.01       1.00     181       365  

 

 

  20  

 


Hartford Schroders Funds

Expense Examples (Unaudited) – (continued)

 

 

 

Hartford Schroders Emerging Markets Equity Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,033.90     $ 7.36     $ 1,000.00     $ 1,017.56     $ 7.30       1.46     181       365  

Class C

  $ 1,000.00     $ 1,029.90     $     10.97     $     1,000.00     $     1,013.98     $     10.89       2.18     181       365  

Class I

  $ 1,000.00     $ 1,034.30     $ 6.15     $ 1,000.00     $ 1,018.75     $ 6.11       1.22     181       365  

Class R3

  $ 1,000.00     $ 1,033.10     $ 8.12     $ 1,000.00     $ 1,016.81     $ 8.05       1.61     181       365  

Class R4

  $ 1,000.00     $ 1,033.50     $ 7.46     $ 1,000.00     $ 1,017.46     $ 7.40       1.48     181       365  

Class R5

  $ 1,000.00     $ 1,034.70     $ 6.05     $ 1,000.00     $ 1,018.84     $ 6.01       1.20     181       365  

Class Y

  $ 1,000.00     $ 1,035.40     $ 5.50     $ 1,000.00     $ 1,019.39     $ 5.46       1.09     181       365  

Class F

  $ 1,000.00     $ 1,035.60     $ 5.45     $ 1,000.00     $ 1,019.44     $ 5.41       1.08     181       365  

Class SDR

  $ 1,000.00     $ 1,035.60     $ 5.45     $ 1,000.00     $ 1,019.44     $ 5.41       1.08     181       365  

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     995.80     $     5.25     $     1,000.00     $     1,019.54     $     5.31       1.06     181       365  

Class C

  $ 1,000.00     $ 990.20     $ 9.18     $ 1,000.00     $ 1,015.57     $ 9.30       1.86     181       365  

Class I

  $ 1,000.00     $ 997.00     $ 3.96     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Class R3

  $ 1,000.00     $ 993.40     $ 6.52     $ 1,000.00     $ 1,018.25     $ 6.61       1.32     181       365  

Class R4

  $ 1,000.00     $ 996.20     $ 4.50     $ 1,000.00     $ 1,020.28     $ 4.56       0.91     181       365  

Class R5

  $ 1,000.00     $ 995.90     $ 4.21     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class Y

  $ 1,000.00     $ 996.30     $ 3.81     $ 1,000.00     $ 1,020.98     $ 3.86       0.77     181       365  

Class F

  $ 1,000.00     $ 997.40     $ 3.71     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class SDR

  $ 1,000.00     $ 997.30     $ 3.71     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

 

 

  21  

 


Hartford Schroders Funds

Expense Examples (Unaudited) – (continued)

 

 

 

Hartford Schroders Global Strategic Bond Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,013.90     $     4.99     $     1,000.00     $     1,019.84     $     5.01       1.00     181       365  

Class C

  $ 1,000.00     $ 1,011.70     $ 7.63     $ 1,000.00     $ 1,017.21     $ 7.65       1.53     181       365  

Class I

  $ 1,000.00     $ 1,014.10     $ 3.90     $ 1,000.00     $ 1,020.93     $ 3.91       0.78     181       365  

Class R3

  $ 1,000.00     $ 1,015.00     $ 4.40     $ 1,000.00     $ 1,020.43     $ 4.41       0.88     181       365  

Class R4

  $ 1,000.00     $ 1,014.10     $ 4.05     $ 1,000.00     $ 1,020.78     $ 4.06       0.81     181       365  

Class R5

  $ 1,000.00     $ 1,015.10     $ 3.85     $ 1,000.00     $ 1,020.98     $ 3.86       0.77     181       365  

Class Y

  $ 1,000.00     $ 1,015.30     $ 3.50     $ 1,000.00     $ 1,021.32     $ 3.51       0.70     181       365  

Class F

  $ 1,000.00     $ 1,015.50     $ 3.20     $ 1,000.00     $ 1,021.62     $ 3.21       0.64     181       365  

Class SDR

  $ 1,000.00     $ 1,014.50     $ 3.20     $ 1,000.00     $ 1,021.62     $ 3.21       0.64     181       365  

Hartford Schroders International Multi-Cap Value Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,032.40     $     5.59     $     1,000.00     $     1,019.29     $     5.56       1.11     181       365  

Class C

  $ 1,000.00     $ 1,028.60     $ 9.20     $ 1,000.00     $ 1,015.72     $ 9.15       1.83     181       365  

Class I

  $ 1,000.00     $ 1,033.90     $ 4.14     $ 1,000.00     $ 1,020.73     $ 4.11       0.82     181       365  

Class R3

  $ 1,000.00     $ 1,030.40     $ 7.25     $ 1,000.00     $ 1,017.65     $ 7.20       1.44     181       365  

Class R4

  $ 1,000.00     $ 1,032.20     $ 5.84     $ 1,000.00     $ 1,019.04     $ 5.81       1.16     181       365  

Class R5

  $ 1,000.00     $ 1,032.80     $ 4.28     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class Y

  $ 1,000.00     $ 1,034.10     $ 3.88     $ 1,000.00     $ 1,020.98     $ 3.86       0.77     181       365  

Class F

  $ 1,000.00     $ 1,034.30     $ 3.78     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class SDR

  $ 1,000.00     $ 1,033.30     $ 3.78     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

 

 

  22  

 


Hartford Schroders Funds

Expense Examples (Unaudited) – (continued)

 

 

 

Hartford Schroders International Stock Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,014.90     $     5.90     $     1,000.00     $     1,018.94     $     5.91       1.18     181       365  

Class C

  $ 1,000.00     $ 1,010.70     $ 9.27     $ 1,000.00     $ 1,015.57     $ 9.30       1.86     181       365  

Class I

  $ 1,000.00     $ 1,016.50     $ 4.20     $ 1,000.00     $ 1,020.63     $ 4.21       0.84     181       365  

Class R3

  $ 1,000.00     $ 1,015.50     $ 5.15     $ 1,000.00     $ 1,019.69     $ 5.16       1.03     181       365  

Class R4

  $ 1,000.00     $ 1,015.40     $ 4.90     $ 1,000.00     $ 1,019.94     $ 4.91       0.98     181       365  

Class R5

  $ 1,000.00     $ 1,016.00     $ 4.50     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

Class Y

  $ 1,000.00     $ 1,016.40     $ 4.15     $ 1,000.00     $ 1,020.68     $ 4.16       0.83     181       365  

Class F

  $ 1,000.00     $ 1,016.40     $ 4.00     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Class SDR

  $ 1,000.00     $ 1,016.30     $ 4.00     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Hartford Schroders Tax-Aware Bond Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     984.70     $     3.49     $     1,000.00     $     1,021.27     $     3.56       0.71     181       365  

Class C

  $ 1,000.00     $ 981.40     $ 7.52     $ 1,000.00     $ 1,017.21     $ 7.65       1.53     181       365  

Class I

  $ 1,000.00     $ 986.10     $ 2.27     $ 1,000.00     $ 1,022.51     $ 2.31       0.46     181       365  

Class Y

  $ 1,000.00     $ 985.80     $ 2.41     $ 1,000.00     $ 1,022.37     $ 2.46       0.49     181       365  

Class F

  $ 1,000.00     $ 986.00     $ 2.27     $ 1,000.00     $ 1,022.51     $ 2.31       0.46     181       365  

Class SDR

  $ 1,000.00     $ 986.10     $ 2.27     $ 1,000.00     $ 1,022.51     $ 2.31       0.46     181       365  

 

 

  23  

 


Hartford Schroders Funds

Expense Examples (Unaudited) – (continued)

 

 

 

Hartford Schroders US Small Cap Opportunities Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,006.30     $ 6.72     $ 1,000.00     $ 1,018.10     $ 6.76       1.35     181       365  

Class C

  $ 1,000.00     $ 1,002.80     $     10.43     $     1,000.00     $     1,014.38     $     10.49       2.10     181       365  

Class I

  $ 1,000.00     $ 1,008.10     $ 5.13     $ 1,000.00     $ 1,019.69     $ 5.16       1.03     181       365  

Class R3

  $ 1,000.00     $ 1,005.50     $ 7.81     $ 1,000.00     $ 1,017.01     $ 7.85       1.57     181       365  

Class R4

  $ 1,000.00     $ 1,007.90     $ 5.63     $ 1,000.00     $ 1,019.19     $ 5.66       1.13     181       365  

Class R5

  $ 1,000.00     $ 1,008.40     $ 5.23     $ 1,000.00     $ 1,019.59     $ 5.26       1.05     181       365  

Class Y

  $ 1,000.00     $ 1,008.60     $ 4.73     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class F

  $ 1,000.00     $ 1,008.70     $ 4.73     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class SDR

  $ 1,000.00     $ 1,008.60     $ 4.73     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Hartford Schroders US Small/Mid Cap Opportunities Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,002.80     $     6.21     $     1,000.00     $     1,018.60     $     6.26       1.25     181       365  

Class C

  $ 1,000.00     $ 998.50     $ 9.91     $ 1,000.00     $ 1,014.88     $ 9.99       2.00     181       365  

Class I

  $ 1,000.00     $ 1,004.00     $ 4.82     $ 1,000.00     $ 1,019.98     $ 4.86       0.97     181       365  

Class R3

  $ 1,000.00     $ 1,000.60     $ 7.94     $ 1,000.00     $ 1,016.86     $ 8.00       1.60     181       365  

Class R4

  $ 1,000.00     $ 1,002.40     $ 6.45     $ 1,000.00     $ 1,018.35     $ 6.51       1.30     181       365  

Class R5

  $ 1,000.00     $ 1,004.10     $ 4.97     $ 1,000.00     $ 1,019.84     $ 5.01       1.00     181       365  

Class Y

  $ 1,000.00     $ 1,003.80     $ 4.62     $ 1,000.00     $ 1,020.18     $ 4.66       0.93     181       365  

Class F

  $ 1,000.00     $ 1,004.70     $ 4.47     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

Class SDR

  $ 1,000.00     $ 1,004.00     $ 4.47     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

 

 

  24  

 


Hartford Schroders Emerging Markets Debt and Currency Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 2.1%  
            Mexico - 2.1%  
   

Petroleos Mexicanos

 
  MXN       11,345,100    

7.19%, 09/12/2024(1)

  $ 545,882  
    13,900,000    

7.47%, 11/12/2026

    656,359  
     

 

 

 
        1,202,241  
     

 

 

 
   

Total Corporate Bonds
(cost $1,167,660)

  $ 1,202,241  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 38.9%  
            Argentina - 2.3%  
  ARS       540,000    

Argentina Bonar Bonds
BADLAR + 3.250%, 26.09%, 03/01/2020(2)

  $ 26,910  
    2,500,000    

Argentina POM Politica Monetaria
28.88%, 06/21/2020(3)

    126,898  
   

Argentine Bonos del Tesoro

 
    8,750,000    

15.50%, 10/17/2026

    396,039  
    3,200,000    

16.00%, 10/17/2023

    143,089  
    13,140,000    

18.20%, 10/03/2021

    610,300  
     

 

 

 
        1,303,236  
     

 

 

 
            Brazil - 6.4%  
   

Brazil Notas do Tesouro Nacional

 
  BRL       675,535    

6.00%, 08/15/2050(4)

    213,667  
    1,330,000    

10.00%, 01/01/2019

    388,459  
    3,872,000    

10.00%, 01/01/2023

    1,148,142  
    3,991,000    

10.00%, 01/01/2025

    1,171,335  
    2,160,000    

10.00%, 01/01/2027

    628,599  
  $       170,000    

Brazilian Government International Bond
5.63%, 01/07/2041

    161,586  
     

 

 

 
        3,711,788  
     

 

 

 
            Ecuador - 0.3%  
    200,000    

Ecuador Government International Bond
9.63%, 06/02/2027(1)

    196,000  
     

 

 

 
            Ghana - 1.4%  
   

Ghana Government Bond

 
  GHS       700,000    

16.50%, 03/22/2021

    155,418  
    780,000    

18.25%, 07/25/2022

    185,622  
    1,770,000    

19.00%, 11/02/2026

    447,684  
     

 

 

 
        788,724  
     

 

 

 
            Hungary - 4.8%  
   

Hungary Government Bond

 
  HUF       550,340,000    

2.50%, 06/22/2018

    2,125,728  
    10,000,000    

5.50%, 12/20/2018

    39,826  
    154,000,000    

6.50%, 06/24/2019

    636,124  
     

 

 

 
        2,801,678  
     

 

 

 
            Indonesia - 2.7%  
   

Indonesia Treasury Bond

 
  IDR       3,043,000,000    

6.13%, 05/15/2028

    205,601  
    3,253,000,000    

7.00%, 05/15/2027

    235,572  
    3,053,000,000    

7.50%, 05/15/2038

    219,443  
    1,850,000,000    

8.38%, 09/15/2026

    143,812  
    4,590,000,000    

8.75%, 05/15/2031

    370,334  
    4,700,000,000    

8.75%, 02/15/2044

    385,121  
     

 

 

 
        1,559,883  
     

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 38.9% - (continued)  
            Mexico - 3.3%  
   

Mexican Bonos

 
  MXN       15,000,000    

5.75%, 03/05/2026

  $ 721,934  
    11,400,000    

7.50%, 06/03/2027

    609,858  
    7,643,100    

7.75%, 11/13/2042

    412,813  
    3,249,100    

8.50%, 11/18/2038

    189,077  
     

 

 

 
        1,933,682  
     

 

 

 
            Poland - 6.9%  
  PLN       11,440,000    

Poland Government Bond
2.50%, 07/25/2018

    3,267,221  
    2,500,000    

Republic of Poland Government Bond
3.25%, 07/25/2019

    728,664  
     

 

 

 
        3,995,885  
     

 

 

 
            Russia - 4.3%  
   

Russian Federal Bond - OFZ

 
  RUB       49,000,000    

7.00%, 08/16/2023

    786,358  
    13,500,000    

7.10%, 10/16/2024

    215,884  
    30,500,000    

7.60%, 04/14/2021

    497,532  
    22,000,000    

7.60%, 07/20/2022

    359,833  
    38,486,000    

8.15%, 02/03/2027

    650,988  
     

 

 

 
        2,510,595  
     

 

 

 
            South Africa - 5.0%  
   

Republic of South Africa Government Bond

 
  ZAR       6,200,000    

6.50%, 02/28/2041

    377,073  
    5,100,000    

7.00%, 02/28/2031

    356,775  
    12,108,808    

8.25%, 03/31/2032

    931,965  
    7,990,000    

8.50%, 01/31/2037

    615,281  
    3,200,000    

8.75%, 01/31/2044

    248,553  
    2,450,000    

10.50%, 12/21/2026

    224,205  
    2,300,000    

Republic of South Africa Government International Bond
6.25%, 03/31/2036

    141,372  
     

 

 

 
        2,895,224  
     

 

 

 
            Supranational - 1.5%  
   

International Finance Corp.

 
  INR       52,880,000    

6.30%, 11/25/2024

    779,097  
    5,000,000    

8.25%, 06/10/2021

    77,959  
     

 

 

 
        857,056  
     

 

 

 
   

Total Foreign Government Obligations
(cost $21,440,909)

  $ 22,553,751  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 2.7%  
            United States - 2.7%  
            U.S. Treasury Bonds - 1.6%  
  $       985,000    

U.S. Treasury Bonds
2.75%, 08/15/2047

  $ 919,282  
     

 

 

 
            U.S. Treasury Notes - 1.1%  
    685,000    

U.S. Treasury Notes
2.25%, 11/15/2027

    645,880  
     

 

 

 
   

Total U.S. Government Securities
(cost $1,589,032)

  $ 1,565,162  
     

 

 

 
   

Total Long-Term Investments
(cost $24,197,601)

  $ 25,321,154  
     

 

 

 
     
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  25  

 


Hartford Schroders Emerging Markets Debt and Currency Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 55.6%  
            Foreign Government Obligations - 1.1%  
  MXN       12,000,000    

Mexico Cetes
7.04%, 08/16/2018

  $ 627,281  
     

 

 

 
            Other Investment Pools & Funds - 7.1%  
    4,116,024    

Morgan Stanley Institutional Liquidity, Funds Treasury Portfolio, Institutional Class,
1.56%(5)

    4,116,024  
     

 

 

 
            U.S. Treasury - 47.4%  
            U.S. Treasury Bills - 47.4%  
    2,000,000    

1.41%, 05/31/2018(6)

    1,997,648  
    2,000,000    

1.57%, 07/19/2018(6)

    1,992,303  
    800,000    

1.75%, 08/09/2018(6)

    795,892  
    5,600,000    

1.79%, 08/16/2018(6)

    5,568,253  
    3,000,000    

1.81%, 08/30/2018(6)(7)

    2,981,184  
    4,000,000    

1.83%, 09/27/2018(6)(7)

    3,968,379  
    5,750,000    

1.84%, 09/13/2018(6)(7)

    5,709,516  
    1,000,000    

1.93%, 10/04/2018(6)

    991,615  
    3,500,000    

1.97%, 10/18/2018(6)

    3,467,688  
     

 

 

 
        27,472,478  
     

 

 

 
   

Total Short-Term Investments
(cost $32,206,032)

  $ 32,215,783  
     

 

 

 
   

Total Investments
(cost $56,403,633)

    99.3    $ 57,536,937  
   

Other Assets and Liabilities

    0.7      429,090  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 57,966,027  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  26  

 


Hartford Schroders Emerging Markets Debt and Currency Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group 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)  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $741,882, which represented 1.3% of total net assets.

 

(2)  Variable rate security; the rate reported is the coupon rate in effect at April 30, 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)  The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

(5)  Current yield as of period end.

 

(6) The rate shown represents current yield to maturity.

 

(7)  All or a portion of the security was pledged as collateral against open forward foreign currency exchange contracts.

 

Foreign Currency Contracts Outstanding at April 30, 2018  
Amount and Description
of Currency to be
Purchased
   Amount and Description
of Currency to be
Sold
 

Counterparty

  Settlement
Date
  Appreciation     Depreciation  
  163,000,000    

CLP

     270,002    

USD

  JPM   06/01/18   $     $ (4,277
  501,000,000    

CLP

     832,835    

USD

  JPM   06/01/18           (16,098
  393,000,000    

CLP

     667,289    

USD

  UBS   06/01/18           (26,616
  1,950,000,000    

COP

     675,910    

USD

  MSC   05/21/18         18,211        
  1,100,000,000    

COP

     385,356    

USD

  BOA   05/22/18     6,197        
  1,975,000,000    

COP

     706,809    

USD

  CBK   06/05/18           (3,921
  1,435,000,000    

COP

     517,147    

USD

  CBK   06/05/18           (6,441
  1,300,000,000    

COP

     476,627    

USD

  UBS   06/05/18           (13,967
  685,000,000    

COP

     245,625    

USD

  JPM   06/28/18           (1,994
  21,430,000    

CZK

     1,038,995    

USD

  BOA   05/21/18           (26,757
  13,700,000    

CZK

     678,890    

USD

  SSG   05/21/18           (31,776
  25,600,000    

CZK

     1,251,831    

USD

  JPM   06/29/18           (39,928
  1,003,000    

EUR

     1,242,016    

USD

  JPM   06/29/18           (25,136
  460,000    

GBP

     654,175    

USD

  SSG   06/26/18           (19,113
  375,000    

GBP

     538,587    

USD

  MSC   06/26/18           (20,873
  1,240,000    

GBP

     1,771,464    

USD

  SSG   06/26/18           (59,556
  47,400,000    

HUF

     187,394    

USD

  CBK   06/27/18           (4,255
  9,095,000    

INR

     139,099    

USD

  JPM   05/21/18           (3,152
  103,720,995    

INR

     1,583,817    

USD

  JPM   06/29/18           (39,564
  175,500,000    

JPY

     1,647,121    

USD

  MSC   06/22/18           (35,842
  150,000,000    

JPY

     1,427,586    

USD

  CBK   06/22/18           (50,425
  1,240,000,000    

KRW

     1,173,187    

USD

  UBS   06/28/18           (10,153
  10,800,000    

MXN

     591,590    

USD

  SSG   06/06/18           (17,525
  12,500,000    

MXN

     690,608    

USD

  UBS   06/06/18           (26,181
  2,650,000    

MYR

     678,965    

USD

  UBS   05/21/18           (4,068
  580,000    

MYR

     148,966    

USD

  SSG   05/22/18           (1,258
  6,680,000    

MYR

     1,727,214    

USD

  UBS   06/29/18           (27,771
  33,200,000    

PHP

     628,252    

USD

  UBS   06/27/18     11,446        
  2,550,000    

RON

     675,908    

USD

  SSG   06/28/18               (15,206
  13,000,000    

RUB

     225,783    

USD

  UBS   06/01/18           (20,173
  735,000    

SGD

     558,083    

USD

  JPM   05/07/18           (3,709
  21,000,000    

THB

     666,053    

USD

  UBS   05/24/18           (206
  16,400,000    

THB

     524,453    

USD

  UBS   06/08/18           (4,239
  18,400,000    

THB

     592,587    

USD

  JPM   06/08/18           (8,932

 

The accompanying notes are an integral part of these financial statements.

 

 

  27  

 


Hartford Schroders Emerging Markets Debt and Currency Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018  
Amount and Description
of Currency to be
Purchased
   Amount and Description
of Currency to be
Sold
 

Counterparty

  Settlement
Date
    Appreciation     Depreciation  
  2,600,000    

TRY

     663,133    

USD

  CBK     06/04/18     $     $ (30,236
  2,550,000    

TRY

     635,364    

USD

  CBK     06/25/18             (18,363
  1,264,004    

USD

     4,355,000    

BRL

  UBS     06/28/18       27,987        
  709,323    

USD

     2,450,000    

BRL

  CBK     06/28/18       13,974        
  290,577    

USD

     175,000,000    

CLP

  BOA     06/01/18       5,290        
  696,677    

USD

     1,950,000,000    

COP

  JPM     05/21/18       2,556        
  287,438    

USD

     810,000,000    

COP

  UBS     05/22/18             (888
  588,878    

USD

     12,200,000    

CZK

  CBK     05/21/18       12,616        
  589,906    

USD

     480,000    

EUR

  CBK     06/22/18       7,886        
  518,488    

USD

     423,000    

EUR

  UBS     06/29/18       5,288        
  123,844    

USD

     100,000    

EUR

  CBK     06/29/18       2,520        
  588,059    

USD

     420,000    

GBP

  CBK     06/26/18       8,219        
  587,338    

USD

     420,000    

GBP

  BOA     06/26/18       7,498        
  591,833    

USD

     150,000,000    

HUF

  CBK     06/25/18       12,360        
  188,477    

USD

     47,400,000    

HUF

  CBK     06/27/18       5,339        
  390,481    

USD

     5,400,000,000    

IDR

  UBS     06/29/18       4,916        
  602,068    

USD

     8,500,000,000    

IDR

  MSC     06/29/18             (4,839
  136,459    

USD

     9,095,000    

INR

  CBK     05/21/18       512        
  447,962    

USD

     30,000,000    

INR

  CBK     06/29/18       1,306        
  347,140    

USD

     23,400,000    

INR

  JPM     06/29/18             (1,252
  593,921    

USD

     64,000,000    

JPY

  JPM     06/22/18       6,332        
  582,653    

USD

     63,200,000    

JPY

  MSC     06/22/18       2,409        
  593,879    

USD

     11,200,000    

MXN

  JPM     06/06/18             (1,448
  589,881    

USD

     11,200,000    

MXN

  MSC     06/06/18             (5,446
  780,355    

USD

     15,000,000    

MXN

  JPM     06/06/18             (16,958
  588,838    

USD

     2,300,000    

MYR

  MSC     05/21/18       3,079        
  149,910    

USD

     580,000    

MYR

  MSC     05/22/18       2,202        
  876,131    

USD

     3,000,000    

PLN

  MSC     06/25/18       20,627        
  697,573    

USD

     2,400,000    

PLN

  CBK     06/25/18       13,170        
  725,289    

USD

     2,500,000    

PLN

  CBK     06/25/18       12,369        
  191,224    

USD

     650,000    

PLN

  CBK     06/25/18       5,865        
  1,263,415    

USD

     72,400,000    

RUB

  MSC     06/01/18       118,329        
  584,935    

USD

     18,400,000    

THB

  UBS     06/08/18       1,280        
  637,091    

USD

     2,600,000    

TRY

  MSC     06/04/18       4,194        
  610,445    

USD

     2,550,000    

TRY

  BOA     06/25/18             (6,556
  1,300,065    

USD

     15,800,000    

ZAR

  CBK     06/06/18       38,909        
  182,670    

USD

     2,180,000    

ZAR

  JPM     06/06/18       8,663        
  8,600,000    

ZAR

     693,431    

USD

  JPM     06/06/18             (6,980
            

 

 

   

 

 

 
  Total                $     391,549     $     (662,078)  
            

 

 

   

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  28  

 


Hartford Schroders Emerging Markets Debt and Currency Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

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
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

TRY

   Turkish Lira

USD

   United States Dollar

ZAR

   South African Rand
Index Abbreviations:

BADLAR

   Buenos Aires Deposits of Large Amount Rate Index
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  29  

 


Hartford Schroders Emerging Markets Debt and Currency Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total     Level 1(1)      Level 2(1)     Level 3(1)  

Assets

         

Corporate Bonds

   $ 1,202,241     $      $ 1,202,241     $  

Foreign Government Obligations

     22,553,751              22,553,751        

U.S. Government Securities

     1,565,162              1,565,162        

Short-Term Investments

     32,215,783       4,116,024        28,099,759        

Foreign Currency Contracts(2)

     391,549              391,549        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     57,928,486     $     4,116,024      $     53,812,462     $     —  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (662,078   $      $ (662,078   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (662,078   $      $ (662,078   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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.

 

The accompanying notes are an integral part of these financial statements.

 

 

  30  

 


Hartford Schroders Emerging Markets Equity Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.7%  
      Argentina - 0.5%  
  641,948    

BBVA Banco Frances S.A. ADR

  $ 14,283,343  
   

 

 

 
      Brazil - 7.2%  
  1,921,081    

Banco Bradesco S.A. ADR

    18,826,594  
  3,034,844    

CCR S.A.

    10,361,023  
  626,600    

Equatorial Energia S.A.

    12,726,247  
  1,858,847    

Itau Unibanco Holding S.A. ADR

    27,009,047  
  2,241,600    

Klabin S.A.

    13,584,485  
  328,900    

Light S.A.

    1,646,753  
  2,619,000    

Lojas Renner S.A.

    24,379,308  
  510,993    

Pagseguro Digital Ltd. Class A*

    16,980,297  
  1,836,487    

Petroleo Brasileiro S.A. ADR*

    25,035,716  
  571,600    

Raia Drogasil S.A.

    11,222,496  
  1,199,006    

Telefonica Brasil S.A. ADR

    16,929,965  
  2,036,750    

Vale S.A. ADR

    28,188,620  
  2,226,510    

WEG S.A.

    11,300,339  
   

 

 

 
      218,190,890  
   

 

 

 
      Chile - 1.2%  
  237,283    

Banco Santander Chile ADR

    7,837,458  
  1,638,527    

Enel Americas S.A. ADR

    18,597,281  
  1,191,992    

SACI Falabella

    11,533,288  
   

 

 

 
      37,968,027  
   

 

 

 
      China - 27.6%  
  829,705    

Alibaba Group Holding Ltd. ADR*

    148,135,531  
  4,187,000    

Anhui Conch Cement Co., Ltd. Class H

    26,133,062  
  103,738,320    

China Construction Bank Corp. Class H

    108,682,334  
  10,042,000    

China Mengniu Dairy Co., Ltd.

    32,373,300  
  10,265,200    

China Pacific Insurance Group Co., Ltd. Class H

    45,297,018  
  66,547,600    

China Petroleum & Chemical Corp. Class H

    64,807,967  
  28,377,000    

CNOOC Ltd.

    48,005,739  
  8,050,000    

Guangzhou Automobile Group Co., Ltd. Class H

    14,745,305  
  21,438,000    

Industrial & Commercial Bank of China Ltd. Class H

    18,820,014  
  394,319    

iQIYI, Inc. ADR*(1)

    7,109,572  
  3,624,953    

Midea Group Co., Ltd. Class A

    29,418,751  
  353,178    

New Oriental Education & Technology Group, Inc. ADR

    31,729,511  
  13,364,000    

PICC Property & Casualty Co., Ltd. Class H

    23,923,815  
  2,585,000    

Shenzhou International Group Holdings Ltd.

    28,218,469  
  4,046,400    

Tencent Holdings Ltd.

    198,932,689  
  2,852,000    

Zhuzhou CRRC Times Electric Co., Ltd. Class H

    15,120,941  
   

 

 

 
      841,454,018  
   

 

 

 
      Egypt - 0.6%  
  970,991    

Commercial International Bank Egypt S.A.E.

    5,161,569  
  2,371,981    

Commercial International Bank Egypt S.A.E. GDR

    12,168,263  
   

 

 

 
      17,329,832  
   

 

 

 
      Greece - 1.3%  
  5,931,717    

Alpha Bank A.E.*

    15,670,456  
  1,281,276    

Hellenic Telecommunications Organization S.A.

    18,653,310  
  14,780,798    

National Bank of Greece S.A.*

    6,144,921  
   

 

 

 
      40,468,687  
   

 

 

 
      Hong Kong - 2.7%  
  6,923,200    

AIA Group Ltd.

    61,874,005  
  5,028,000    

China Resources Beer Holdings Co., Ltd.

    21,655,235  
   

 

 

 
      83,529,240  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.7% - (continued)  
      Hungary - 1.9%  
  1,272,312    

MOL Hungarian Oil & Gas plc

  $ 14,702,548  
  754,476    

OTP Bank Nyrt

    32,897,687  
  542,057    

Richter Gedeon Nyrt

    10,945,514  
   

 

 

 
      58,545,749  
   

 

 

 
      India - 5.4%  
  1,492,765    

HDFC Bank Ltd.

    45,044,642  
  1,261,188    

Hindustan Unilever Ltd.

    28,406,351  
  2,282,566    

Infosys Ltd.

    40,908,829  
  3,647,029    

ITC Ltd.

    15,340,770  
  189,542    

Maruti Suzuki India Ltd.

    24,941,608  
  144,405    

UltraTech Cement Ltd.

    8,861,653  
   

 

 

 
      163,503,853  
   

 

 

 
      Luxembourg - 0.8%  
  1,164,777    

PLAY Communications S.A.(2)

    9,803,078  
  333,633    

Ternium S.A. ADR

    13,235,221  
   

 

 

 
      23,038,299  
   

 

 

 
      Mexico - 0.3%  
  1,719,770    

Cemex S.A.B. de C.V. ADR*

    10,679,772  
   

 

 

 
      Pakistan - 0.4%  
  3,442,700    

Habib Bank Ltd.

    5,799,893  
  2,996,800    

United Bank Ltd.

    5,214,645  
   

 

 

 
      11,014,538  
   

 

 

 
      Peru - 0.7%  
  98,455    

Credicorp Ltd.

    22,889,803  
   

 

 

 
      Poland - 3.0%  
  1,067,587    

Bank Polska Kasa Opieki S.A.

    35,429,900  
  2,542,529    

Powszechna Kasa Oszczednosci Bank Polski S.A.*

    30,185,282  
  2,014,326    

Powszechny Zaklad Ubezpieczen S.A.

    24,488,169  
   

 

 

 
      90,103,351  
   

 

 

 
      Russia - 6.2%  
  1,139,905    

LUKOIL PJSC ADR

    75,981,179  
  523,481    

Mail.Ru Group Ltd. GDR*

    16,591,543  
  536,985    

Polymetal International plc

    5,389,964  
  106,680    

Polyus PJSC GDR(2)

    3,365,754  
  4,680,532    

Sberbank of Russia PJSC ADR

    69,207,530  
  698,380    

X5 Retail Group N.V. GDR*

    19,873,855  
   

 

 

 
      190,409,825  
   

 

 

 
      South Africa - 4.6%  
  1,260,578    

AVI Ltd.

    11,529,763  
  1,686,539    

Barclays Africa Group Ltd.

    24,703,199  
  4,183,876    

FirstRand Ltd.

    22,406,860  
  963,271    

Foschini Group Ltd.

    16,573,528  
  239,256    

Naspers Ltd. Class N

    58,287,436  
  253,052    

Tiger Brands Ltd.

    7,908,731  
   

 

 

 
      141,409,517  
   

 

 

 
      South Korea - 18.9%  
  88,210    

Amorepacific Corp.

    28,700,145  
  126,526    

CJ CGV Co., Ltd.

    8,782,275  
  949,164    

DGB Financial Group, Inc.

    10,608,491  
  825,398    

Hana Financial Group, Inc.

    36,675,062  
  322,207    

Hyundai Motor Co.

    48,056,457  
  147,329    

Korea Kolmar Co., Ltd.

    11,236,223  
  44,659    

Korea Zinc Co., Ltd.

    18,074,729  
  110,508    

LG Chem Ltd.

    36,990,200  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  31  

 


Hartford Schroders Emerging Markets Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.7% - (continued)  
      South Korea - 18.9% - (continued)  
  13,546    

Medy-Tox, Inc.

  $ 8,803,894  
  38,999    

NAVER Corp.

    26,006,184  
  75,676    

NCSoft Corp.

    25,364,549  
  87,311    

Samsung Electronics Co., Ltd.*(3)(4)(5)

    216,409,622  
  845,085    

Shinhan Financial Group Co., Ltd.

    37,628,814  
  28,458    

SK Holdings Co., Ltd.

    7,789,779  
  127,257    

SK Hynix, Inc.

    10,007,997  
  238,091    

SK Innovation Co., Ltd.

    43,629,284  
   

 

 

 
      574,763,705  
   

 

 

 
      Taiwan - 9.4%  
  6,178,036    

ASE Industrial Holding, Co., Ltd.

    16,767,657  
  22,651,489    

Cathay Financial Holding Co., Ltd.

    40,631,220  
  691,000    

Ennoconn Corp.

    11,181,637  
  1,368,000    

Far EasTone Telecommunications Co., Ltd.

    3,619,353  
  2,232,000    

Formosa Plastics Corp.

    7,832,620  
  14,057,213    

Hon Hai Precision Industry Co., Ltd.

    39,098,474  
  202,000    

Largan Precision Co., Ltd.

    23,494,258  
  18,806,139    

Taiwan Semiconductor Manufacturing Co., Ltd.*

    143,252,715  
   

 

 

 
      285,877,934  
   

 

 

 
      Thailand - 2.5%  
  1,766,800    

Bangkok Bank PCL NVDR

    10,757,349  
  1,545,475    

Kasikornbank PCL

    9,812,282  
  5,163,125    

Kasikornbank PCL NVDR

    31,838,864  
  1,569,000    

PTT Exploration & Production PCL

    6,661,787  
  11,197,000    

Thai Beverage PCL(1)

    7,198,396  
  3,355,300    

Thai Oil PCL NVDR

    9,988,531  
   

 

 

 
      76,257,209  
   

 

 

 
      Turkey - 0.9%  
  1,007,726    

KOC Holding AS

    3,404,468  
  410,841    

Tupras Turkiye Petrol Rafinerileri AS

    10,502,006  
  3,670,632    

Turkcell Iletisim Hizmetleri AS

    12,638,631  
   

 

 

 
      26,545,105  
   

 

 

 
      United Arab Emirates - 0.6%  
  672,036    

DP World Ltd.

    14,952,801  
  3,044,691    

Emaar Properties PJSC

    4,799,357  
   

 

 

 
      19,752,158  
   

 

 

 
 

Total Common Stocks
(cost $2,063,212,523)

  $ 2,948,014,855  
   

 

 

 
PREFERRED STOCKS - 0.4%  
      South Korea - 0.4%  
  119,042    

Hyundai Motor Co.
3.94%

  $ 12,769,604  
   

 

 

 
 

Total Preferred Stocks
(cost $10,590,799)

  $ 12,769,604  
   

 

 

 
 

Total Long-Term Investments
(cost $2,073,803,322)

  $ 2,960,784,459  
   

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 2.7%  
      Other Investment Pools & Funds - 2.5%  
  77,070,938    

Morgan Stanley Institutional Liquidity, Funds Treasury Portfolio, Institutional Class,
1.56%(6)

  $ 77,070,938  
   

 

 

 
      Securities Lending Collateral - 0.2%  
  276,260    

Citibank NA DDCA,
1.50%, 5/1/2018(6)

    276,260  
  2,939,950    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(6)

    2,939,950  
  2,308,990    

Invesco Government & Agency Portfolio,
1.60%(6)

    2,308,990  
   

 

 

 
      5,525,200  
   

 

 

 
 

Total Short-Term Investments
(cost $82,596,138)

  $ 82,596,138  
   

 

 

 
 

Total Investments
(cost $2,156,399,460)

    99.8    $ 3,043,380,597  
 

Other Assets and Liabilities

    0.2      5,180,344  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 3,048,560,941  
   

 

 

    

 

 

 
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  32  

 


Hartford Schroders Emerging Markets Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group 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)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(2)  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $13,168,832, which represented 0.4% of total net assets.

 

(3)  Investment valued using significant unobservable inputs.

 

(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 April 30, 2018, the aggregate fair value of this security was $216,409,622, which represented 7.1% 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.

 

(5)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of this security was $216,409,622, which represented 7.1% of total net assets.

 

(6)  Current yield as of period end.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

GDR

   Global Depositary Receipt

NVDR

   Non-Voting Depositary Receipt

PJSC

   Private Joint Stock Company

 

The accompanying notes are an integral part of these financial statements.

 

 

  33  

 


Hartford Schroders Emerging Markets Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

           

Common Stocks

           

Argentina

   $ 14,283,343      $ 14,283,343      $      $  

Brazil

     218,190,890        218,190,890                

Chile

     37,968,027        26,434,739        11,533,288         

China

     841,454,018        186,974,614        654,479,404         

Egypt

     17,329,832        17,329,832                

Greece

     40,468,687               40,468,687         

Hong Kong

     83,529,240               83,529,240         

Hungary

     58,545,749               58,545,749         

India

     163,503,853               163,503,853         

Luxembourg

     23,038,299        13,235,221        9,803,078         

Mexico

     10,679,772        10,679,772                

Pakistan

     11,014,538        11,014,538                

Peru

     22,889,803        22,889,803                

Poland

     90,103,351               90,103,351         

Russia

     190,409,825        3,365,754        187,044,071         

South Africa

     141,409,517        11,529,763        129,879,754         

South Korea

     574,763,705               358,354,083        216,409,622  

Taiwan

     285,877,934        16,767,657        269,110,277         

Thailand

     76,257,209        6,661,787        69,595,422         

Turkey

     26,545,105               26,545,105         

United Arab Emirates

     19,752,158        19,752,158                

Preferred Stocks

     12,769,604               12,769,604         

Short-Term Investments

     82,596,138        82,596,138                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     3,043,380,597      $     661,706,009      $     2,165,264,966      $     216,409,622  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, investments valued at $79,176,171 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $32,388,701 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation factor and investment valued at $206,560,983 were transfered from Level 2 to Level 3 due to the unavailability of active market pricing.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2018:

 

     Common
Stocks
     Total  

Beginning balance

   $      $  

Purchases

     7,896,842        7,896,842  

Sales

             

Accrued discounts/(premiums)

             

Total realized gain/(loss)

             

Net change in unrealized appreciation/depreciation

     1,951,797        1,951,797  

Transfers into Level 3

     206,560,983        206,560,983  

Transfers out of Level 3

             
  

 

 

    

 

 

 

Ending balance

   $     216,409,622      $     216,409,622  
  

 

 

    

 

 

 

The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at April 30, 2018 was $1,951,797.

 

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

The accompanying notes are an integral part of these financial statements.

 

 

  34  

 


Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 38.8%  
            Austria - 0.6%  
  $       750,000    

ESAL GmbH
6.25%, 02/05/2023(1)(2)

  $ 714,375  
     

 

 

 
            Bermuda - 0.9%  
    1,325,000    

Digicel Group Ltd.
7.13%, 04/01/2022(1)

    1,077,517  
     

 

 

 
            Brazil - 1.6%  
    907,000    

Banco do Brasil S.A.
10 year CMT + 7.327%, 9.25%, 04/15/2023(1)(3)(4)

    967,950  
    900,000    

Light Servicos de Electricidade S.A.
7.25%, 05/03/2023(1)(5)

    907,875  
     

 

 

 
        1,875,825  
     

 

 

 
            British Virgin Islands - 1.9%  
    565,000    

China Railway Xunjie Co., Ltd.
3.25%, 07/28/2026(6)

    522,712  
    600,000    

Talent Yield Investments Ltd.
4.50%, 04/25/2022(1)

    607,671  
    930,000    

Top Wise Excellence Enterprise Co., Ltd.
6.00%, 03/16/2020(6)

    915,849  
    320,000    

Yingde Gases Investment Ltd.
6.25%, 01/19/2023(1)

    304,142  
     

 

 

 
        2,350,374  
     

 

 

 
            British Virgin Islands - 0.5%  
    595,000    

CLP Power Hong Kong Financing Ltd.
4.75%, 03/19/2020(6)

    610,193  
     

 

 

 
            Canada - 0.8%  
    945,000    

Canacol Energy Ltd.
7.25%, 05/03/2025(1)(5)

    936,968  
     

 

 

 
            Cayman Islands - 4.1%  
    880,000    

361 Degrees International Ltd.
7.25%, 06/03/2021(6)

    892,528  
    305,000    

Alibaba Group Holding Ltd.
3.13%, 11/28/2021

    302,910  
    640,000    

China SCE Property Holdings Ltd.
5.88%, 03/10/2022(6)

    592,545  
    800,000    

CSN Islands XII Corp.
7.00%, 06/23/2018(1)(3)

    635,600  
    965,000    

Gol Finance, Inc.
7.00%, 01/31/2025(1)

    927,018  
    1,045,000    

Times China Holdings Ltd.
6.25%, 01/17/2021(6)

    1,017,830  
    615,000    

Yuzhou Properties Co., Ltd.
6.38%, 03/06/2021(6)

    601,823  
     

 

 

 
        4,970,254  
     

 

 

 
            Chile - 0.4%  
    455,000    

Cencosud S.A.
6.63%, 02/12/2045(1)(2)

    483,235  
     

 

 

 
            China - 0.5%  
   

Bank of China Ltd.

 
    425,000    

2.38%, 02/14/2020(6)

    417,421  
    227,000    

3.88%, 06/30/2025(6)

    224,779  
     

 

 

 
        642,200  
     

 

 

 
            Colombia - 1.3%  
    1,115,000    

Credivalores-Crediservicios SAS
9.75%, 07/27/2022(1)(2)

    1,131,725  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 38.8% - (continued)  
            Colombia - 1.3% - (continued)  
  COP       1,298,000,000    

Empresa de Telecomunicaciones de Bogota
7.00%, 01/17/2023(1)

  $ 382,013  
     

 

 

 
        1,513,738  
     

 

 

 
            Hong Kong - 1.4%  
  $       1,185,000    

Beijing State-Owned Assets Management Hong Kong Co., Ltd.
4.13%, 05/26/2025(6)

    1,151,344  
    540,000    

CRCC Yuxiang Ltd.
3.50%, 05/16/2023(6)

    526,648  
     

 

 

 
        1,677,992  
     

 

 

 
            Indonesia - 0.7%  
    915,000    

ABM Investama Tbk PT
7.13%, 08/01/2022(1)

    895,185  
     

 

 

 
            Ireland - 0.5%  
    569,000    

C&W Senior Financing Designated Activity Co.
6.88%, 09/15/2027(1)

    563,879  
     

 

 

 
            Luxembourg - 2.2%  
    225,000    

CSN Resources S.A.
7.63%, 02/13/2023(1)

    214,313  
    400,000    

Hidrovias International Finance S.a.r.l.
5.95%, 01/24/2025(1)

    390,000  
    985,000    

JSL Europe S.A.
7.75%, 07/26/2024(1)(2)

    992,387  
    780,000    

Minerva Luxembourg S.A.
6.50%, 09/20/2026(1)

    737,100  
    345,000    

Rumo Luxembourg S.a.r.l.
7.38%, 02/09/2024(1)

    366,217  
     

 

 

 
        2,700,017  
     

 

 

 
            Mauritius - 0.7%  
    910,000    

Azure Power Energy Ltd.
5.50%, 11/03/2022(1)

    889,616  
     

 

 

 
            Mexico - 4.7%  
    1,125,000    

Alfa S.A.B. de C.V.
6.88%, 03/25/2044(1)

    1,151,066  
    750,000    

Alpha Holding S.A. de C.V.
10.00%, 12/19/2022(1)

    729,000  
    485,000    

Axtel S.A.B. de C.V.
6.38%, 11/14/2024(1)

    482,575  
    580,000    

Credito Real S.A.B. de C.V. SOFOM ER
5 year CMT + 7.026%, 9.13%, 11/29/2022(1)(3)(4)

    589,425  
    200,000    

Grupo Bimbo SAB de C.V
5 year CMT + 3.280%, 5.95%, 04/17/2023(1)(3)(4)

    200,180  
    635,000    

Petroleos Mexicanos
6.35%, 02/12/2048(1)

    582,295  
    1,010,000    

TV Azteca S.A.B. de C.V.
8.25%, 08/09/2024(6)

    1,035,250  
   

Unifin Financiera S.A.B. de C.V. SOFOM ENR

 
    200,000    

7.25%, 09/27/2023(1)

    202,380  
    465,000    

7.38%, 02/12/2026(1)

    451,050  
    305,000    

5 year CMT + 6.308%, 8.88%, 01/29/2025(1)(3)(4)

    292,800  
     

 

 

 
        5,716,021  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  35  

 


Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 38.8% - (continued)  
            Netherlands - 6.2%  
  $       945,000    

Metinvest B.V.
7.75%, 04/23/2023(1)

  $ 918,729  
    1,115,000    

Nostrum Oil & Gas Finance B.V.
7.00%, 02/16/2025(1)

    1,071,515  
   

Petrobras Global Finance B.V.

 
    1,625,000    

6.00%, 01/27/2028(1)

    1,584,131  
    3,420,000    

6.88%, 01/20/2040

    3,287,475  
    510,000    

7.38%, 01/17/2027

    546,975  
     

 

 

 
        7,408,825  
     

 

 

 
            Panama - 0.9%  
    1,100,000    

AES El Salvador Trust II
6.75%, 03/28/2023(1)

    1,062,875  
     

 

 

 
            Peru - 0.3%  
    400,000    

Petroleos del Peru S.A.
5.63%, 06/19/2047(1)

    389,100  
     

 

 

 
            Singapore - 0.5%  
    585,000    

SingTel Group Treasury Pte Ltd.
4.50%, 09/08/2021(6)

    605,451  
     

 

 

 
            South Africa - 4.1%  
    4,830,000    

Eskom Holdings SOC Ltd.
6.75%, 08/06/2023(1)

    4,890,375  
     

 

 

 
            Turkey - 1.6%  
    370,000    

Akbank Turk AS
5 year USD Swap + 4.029%, 6.80%, 04/27/2028(1)(2)(4)

    364,406  
    675,000    

Petkim Petrokimya Holding AS
5.88%, 01/26/2023(1)

    646,407  
    900,000    

Turkiye Is Bankasi AS
6.13%, 04/25/2024(1)

    873,000  
     

 

 

 
        1,883,813  
     

 

 

 
            United Kingdom - 1.9%  
    1,190,000    

Marb BondCo plc
6.88%, 01/19/2025(1)

    1,118,600  
    1,115,000    

Tullow Oil plc
7.00%, 03/01/2025(1)

    1,130,387  
     

 

 

 
        2,248,987  
     

 

 

 
            United States - 0.5%  
    545,000    

Vrio Finco LLC
6.25%, 04/04/2023(1)

    549,088  
     

 

 

 
   

Total Corporate Bonds
(cost $47,694,940)

  $ 46,655,903  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 52.0%  
            Angola - 0.8%  
    870,000    

Republic of Angola
9.50%, 11/12/2025(1)

  $ 976,749  
     

 

 

 
            Argentina - 5.3%  
    1,935,000    

Argentine Republic Government International Bond
6.88%, 01/11/2048

    1,719,248  
    4,543,000    

Provincia de Buenos Aires
7.88%, 06/15/2027(1)

    4,611,145  
     

 

 

 
        6,330,393  
     

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 52.0% - (continued)  
            Bahrain - 2.0%  
   

Bahrain Government International Bond

 
  $       1,310,000    

6.75%, 09/20/2029(1)

  $ 1,207,296  
    1,195,000    

7.00%, 10/12/2028(1)

    1,139,389  
     

 

 

 
        2,346,685  
     

 

 

 
            Brazil - 2.4%  
   

Brazil Notas do Tesouro Nacional

 
  BRL       2,100,000    

10.00%, 01/01/2021

    628,257  
    7,515,000    

10.00%, 01/01/2023

    2,228,380  
     

 

 

 
        2,856,637  
     

 

 

 
            Chile - 0.3%  
  CLP       208,000,000    

Chile Government International Bond
5.50%, 08/05/2020

    352,745  
     

 

 

 
            Colombia - 0.4%  
   

Colombia Government International Bond

 
  COP       766,000,000    

4.38%, 03/21/2023

    259,828  
    582,000,000    

7.75%, 04/14/2021

    217,335  
     

 

 

 
        477,163  
     

 

 

 
            Costa Rica - 1.2%  
  $       1,720,000    

Instituto Costarricense de Electricidad
6.38%, 05/15/2043(1)

    1,481,350  
     

 

 

 
            Ecuador - 3.9%  
    4,427,000    

Ecuador Government International Bond
10.75%, 03/28/2022(1)

    4,670,485  
     

 

 

 
            Egypt - 0.7%  
    885,000    

Egypt Government International Bond
7.90%, 02/21/2048(1)

    896,932  
     

 

 

 
            Ghana - 0.7%  
    805,000    

Ghana Government International Bond
7.88%, 08/07/2023(1)

    873,184  
     

 

 

 
            Indonesia - 3.0%  
   

Indonesia Treasury Bond

 
  IDR       14,617,000,000    

5.63%, 05/15/2023

    1,015,441  
    6,853,000,000    

6.63%, 05/15/2033

    466,226  
    22,271,000,000    

7.00%, 05/15/2027

    1,612,797  
    6,772,000,000    

8.38%, 03/15/2034

    529,591  
     

 

 

 
        3,624,055  
     

 

 

 
            Jordan - 0.2%  
  $       270,000    

Jordan Government International Bond
7.38%, 10/10/2047(1)

    262,931  
     

 

 

 
            Lebanon - 3.9%  
   

Lebanon Government International Bond

 
    10,000    

6.00%, 01/27/2023(6)

    9,424  
    676,000    

6.25%, 05/27/2022

    644,406  
    1,675,000    

6.40%, 05/26/2023

    1,582,882  
    2,700,000    

6.85%, 03/23/2027(6)

    2,455,326  
     

 

 

 
        4,692,038  
     

 

 

 
            Malaysia - 1.9%  
   

Malaysia Government Bond

 
  MYR       4,225,000    

3.49%, 03/31/2020

    1,075,341  
    4,855,000    

3.89%, 03/15/2027

    1,213,328  
     

 

 

 
        2,288,669  
     

 

 

 
            Mexico - 1.1%  
  MXN       25,215,000    

Mexican Bonos
6.50%, 06/09/2022

    1,306,007  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  36  

 


Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 52.0% - (continued)  
            Nigeria - 2.0%  
   

Nigeria Government International Bond

 
  $       1,950,000    

7.14%, 02/23/2030(1)

  $ 1,993,875  
    400,000    

7.88%, 02/16/2032(1)

    430,920  
     

 

 

 
        2,424,795  
     

 

 

 
            Oman - 0.9%  
    1,185,000    

Oman Government International Bond
6.75%, 01/17/2048(1)

    1,115,557  
     

 

 

 
            Peru - 0.5%  
  PEN       1,765,000    

Peru Government Bond
6.95%, 08/12/2031

    612,950  
     

 

 

 
            Poland - 4.0%  
   

Republic of Poland Government Bond

 
  PLN       2,035,000    

2.25%, 04/25/2022

    582,000  
    7,885,000    

2.50%, 01/25/2023

    2,259,565  
    3,995,000    

2.50%, 07/25/2026

    1,099,639  
    1,725,000    

2.50%, 07/25/2027

    469,997  
    1,260,000    

5.75%, 10/25/2021

    404,689  
     

 

 

 
        4,815,890  
     

 

 

 
            Russia - 1.9%  
   

Russian Federal Bond - OFZ

 
  RUB       46,810,000    

6.70%, 05/15/2019

    744,886  
    92,015,000    

7.60%, 07/20/2022

    1,505,000  
     

 

 

 
        2,249,886  
     

 

 

 
            South Africa - 2.3%  
   

Republic of South Africa Government Bond

 
  ZAR       5,955,000    

6.50%, 02/28/2041

    362,173  
    7,450,000    

6.75%, 03/31/2021

    589,246  
    2,230,000    

8.75%, 01/31/2044

    173,210  
    6,360,000    

10.50%, 12/21/2026

    582,018  
    17,820,000    

Republic of South Africa Government International Bond
6.25%, 03/31/2036

    1,095,322  
     

 

 

 
        2,801,969  
     

 

 

 
            Tajikistan - 2.0%  
  $       2,540,000    

Republic of Tajikistan International Bond
7.13%, 09/14/2027(1)(2)

    2,352,421  
     

 

 

 
            Thailand - 2.6%  
   

Thailand Government Bond

 
  THB       42,225,000    

2.00%, 12/17/2022

    1,343,482  
    58,980,000    

2.13%, 12/17/2026

    1,820,103  
     

 

 

 
        3,163,585  
     

 

 

 
            Turkey - 4.0%  
   

Turkey Government Bond

 
  TRY       2,140,000    

8.50%, 09/14/2022

    449,378  
    1,130,000    

8.80%, 09/27/2023

    237,428  
    2,175,000    

9.20%, 09/22/2021

    475,201  
    5,715,000    

9.40%, 07/08/2020

    1,290,134  
    525,000    

10.50%, 08/11/2027

    117,612  
   

Turkey Government International Bond

 
  $       910,000    

4.25%, 04/14/2026

    822,032  
    1,675,000    

5.75%, 05/11/2047

    1,462,680  
     

 

 

 
        4,854,465  
     

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 52.0% - (continued)  
            Ukraine - 4.0%  
  $       4,775,000    

Ukraine Government International Bond
7.75%, 09/01/2023(1)

  $ 4,813,391  
     

 

 

 
   

Total Foreign Government Obligations
(cost $63,868,817)

  $ 62,640,932  
     

 

 

 
   

Total Long-Term Investments
(cost $111,563,757)

  $ 109,296,835  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 7.0%  
            Other Investment Pools & Funds - 0.6%  
    710,685    

Morgan Stanley Institutional Liquidity, Funds Treasury Portfolio, Institutional Class,
1.56%(7)

    710,685  
     

 

 

 
            Securities Lending Collateral - 3.1%  
    186,679    

Citibank NA DDCA,
1.50%, 5/1/2018(7)

    186,679  
    1,986,632    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(7)

    1,986,632  
    1,560,269    

Invesco Government & Agency Portfolio,
1.60%(7)

    1,560,269  
     

 

 

 
        3,733,580  
     

 

 

 
            U.S. Treasury Bills - 3.3%  
    4,000,000    

U.S. Treasury Bills
1.55%, 05/17/2018(7)

    3,997,242  
     

 

 

 
   

Total Short-Term Investments
(cost $8,441,507)

  $ 8,441,507  
     

 

 

 
   

Total Investments
(cost $120,005,264)

    97.8    $ 117,738,342  
   

Other Assets and Liabilities

    2.2      2,661,053  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 120,399,395  
     

 

 

    

 

 

 
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  37  

 


Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group 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 April 30, 2018, the aggregate value of these securities was $60,229,795, which represented 50.0% of total net assets.

 

(2)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(3) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(4)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(5)  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $1,840,365 at April 30, 2018.

 

(6) These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $11,579,123, which represented 9.6% of total net assets.

 

(7)  Current yield as of period end.

 

Foreign Currency Contracts Outstanding at April 30, 2018  
Amount and Description
of Currency to be
Purchased
  Amount and Description
of Currency to be
Sold
 

Counterparty

  Settlement
Date
    Appreciation     Depreciation  
  5,100,000    

BRL

    1,537,766    

USD

  UBS     05/08/18     $     $ (83,218
  3,230,000    

BRL

    978,936    

USD

  UBS     06/25/18             (61,943
  6,000,000,000    

COP

    2,058,319    

USD

  CBK     05/07/18       77,608        
  5,381,000,000    

COP

    1,927,983    

USD

  UBS     06/29/18             (14,192
  38,800,000    

MXN

    2,040,634    

USD

  UBS     05/07/18       31,761        
  38,800,000    

MXN

    2,043,815    

USD

  CBK     05/07/18       28,580        
  23,300,000    

MXN

    1,292,092    

USD

  CBK     05/07/18             (47,587
  23,000,000    

MXN

    1,270,083    

USD

  JPM     06/04/18             (47,166
  22,800,000    

MXN

    1,253,552    

USD

  SSG     07/03/18             (46,617
  1,543,350    

USD

    5,100,000    

BRL

  UBS     05/08/18       88,802        
  919,704    

USD

    3,230,000    

BRL

  UBS     06/25/18       2,711        
  2,086,231    

USD

    6,000,000,000    

COP

  CBK     05/07/18             (49,696
  1,971,785    

USD

    5,381,000,000    

COP

  UBS     06/29/18       57,994        
  2,052,289    

USD

    38,800,000    

MXN

  SSG     05/07/18             (20,106
  1,221,862    

USD

    23,300,000    

MXN

  JPM     05/07/18             (22,643
  2,047,247    

USD

    38,800,000    

MXN

  SSG     05/07/18             (25,148
  1,201,701    

USD

    23,000,000    

MXN

  SSG     06/04/18             (21,217
  1,227,584    

USD

    22,800,000    

MXN

  SSG     07/03/18       20,649        
  944,714    

USD

    11,850,000    

ZAR

  JPM     07/24/18       4,557        
  11,850,000    

ZAR

    950,398    

USD

  JPM     07/24/18             (10,241
           

 

 

   

 

 

 
  Total               $     312,662     $     (449,774
           

 

 

   

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  38  

 


Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

CBK

   Citibank NA

JPM

   JP Morgan Chase & Co.

SSG

   State Street Global Markets LLC

UBS

   UBS AG
Currency Abbreviations:

BRL

   Brazilian Real

CLP

   Chilean Peso

COP

   Colombian Peso

IDR

   Indonesian Rupiah

MXN

   Mexican Peso

MYR

   Malaysian Ringgit

PEN

   Peruvian Sol

PLN

   Polish Zloty

RUB

   Russian Ruble

THB

   Thai Baht

TRY

   Turkish Lira

USD

   United States Dollar

ZAR

   South African Rand
Other Abbreviations:

DDCA

   Dollars on Deposit in Custody Account

 

The accompanying notes are an integral part of these financial statements.

 

 

  39  

 


Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total     Level 1(1)      Level 2(1)     Level 3(1)  

Assets

         

Corporate Bonds

   $ 46,655,903     $      $ 46,655,903     $  

Foreign Government Obligations

     62,640,932              62,640,932        

Short-Term Investments

     8,441,507       4,444,265        3,997,242        

Foreign Currency Contracts(2)

     312,662              312,662        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     118,051,004     $     4,444,265      $     113,606,739     $     —  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (449,774   $      $ (449,774   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (449,774   $      $ (449,774   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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.

 

The accompanying notes are an integral part of these financial statements.

 

 

  40  

 


Hartford Schroders Global Strategic Bond Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 10.4%  
            Cayman Islands - 0.9%  
  $       581,580    

ECAF I Ltd.
3.47%, 06/15/2040(1)

  $ 575,746  
     

 

 

 
            United Kingdom - 0.5%  
  GBP       109,887    

Alba plc
3 mo. GBP LIBOR + 0.170%,
0.78%, 03/17/2039(2)(3)

    145,035  
    56,457    

EMF-UK plc
3 mo. GBP LIBOR + 0.980%,
1.58%, 03/13/2046(2)(3)

    77,562  
    37,786    

Eurohome UK Mortgages plc
3 mo. GBP LIBOR +
0.190%, 0.80%, 09/15/2044(2)(3)

    51,597  
     

 

 

 
        274,194  
     

 

 

 
            United States - 9.0%  
  $       100,000    

Aegis Asset Backed Securities Trust Mortgage Pass- Through Certificates
1 mo. USD LIBOR +
0.450%, 2.35%, 10/25/2035(2)

    99,950  
    150,000    

American Express Credit Account Master Trust 1 mo. USD LIBOR + 0.370%,
2.27%, 12/15/2021(2)

    150,420  
    38,054    

AmeriCredit Automobile Receivables Trust
1.82%, 07/08/2020

    37,998  
    14,639    

Asset-Backed Pass-Through Certificates
1 mo. USD LIBOR + 0.720%,
2.62%, 04/25/2035(2)

    14,656  
    65,566    

Bayview Commercial Asset Trust
1 mo. USD LIBOR + 0.270%,
2.14%, 07/25/2037(1)(2)

    64,488  
    100,000    

BX Commercial Mortgage Trust
3.85%, 03/15/2037(1)(4)

    99,749  
   

Capital One Multi-Asset Execution Trust

 
    128,000    

1 mo. USD LIBOR + 0.450%,
2.35%, 02/15/2022(2)

    128,416  
    166,000    

1 mo. USD LIBOR + 0.510%,
2.41%, 09/16/2024(2)

    167,258  
    100,000    

Chase Issuance Trust 1 mo. USD LIBOR +
0.370%, 2.27%, 04/15/2021(2)

    100,251  
    410,000    

Citigroup Commercial Mortgage Trust
2.23%, 09/10/2031(1)

    395,468  
    129,942    

CLI Funding V LLC
3.22%, 06/18/2028(1)

    128,121  
    101,000    

Cold Storage Trust
1 mo. USD LIBOR + 1.000%,
2.90%, 04/15/2036(1)(2)

    101,378  
   

CWABS Revolving Home Equity Loan Trust

 
    31,678    

1 mo. USD LIBOR + 0.220%,
2.12%, 01/15/2034(2)

    31,240  
    31,861    

2.19%, 12/15/2033(2)

    31,612  
   

Fannie Mae Connecticut Avenue Securities

 
    58,801    

1 mo. USD LIBOR + 1.300%,
3.20%, 04/25/2029(2)

    59,317  
    107,088    

1 mo. USD LIBOR + 4.900%,
6.80%, 11/25/2024(2)

    122,729  
    157,688    

Flagship Credit Auto Trust
2.77%, 12/15/2020(1)

    157,725  
    87,953    

Flagstar Mortgage Trust
3.50%, 10/25/2047(1)(4)

    87,012  
    100,000    

GS Mortgage Securities Corp. II
5.20%, 02/15/2037(1)(4)

    100,036  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 10.4% -
(continued)
 
            United States - 9.0% - (continued)  
  $       350,000    

Hilton USA Trust
4.33%, 11/05/2038(1)(4)

  $ 344,762  
    139,000    

Hospitality Mortgage Trust
1 mo. USD LIBOR + 0.850%,
2.75%, 05/08/2030(1)(2)

    139,217  
    100,000    

Hyatt Hotel Portfolio Trust
4.25%, 08/09/2032(1)(4)

    100,626  
    13,991    

IndyMac INDX Mortgage Loan Trust
1 mo. USD LIBOR + 0.240%,
2.14%, 06/25/2037(2)

    13,720  
   

JP Morgan Mortgage Trust

 
    265,528    

3.00%, 05/25/2047(1)(4)

    258,869  
    74,624    

3.50%, 10/25/2046(1)(4)

    74,058  
    55,967    

3.50%, 08/25/2047(1)(4)

    55,403  
    96,959    

3.50%, 11/25/2048(1)(4)

    95,982  
    93,643    

Nationstar Home Equity Loan Trust
1 mo. USD LIBOR + 0.230%,
2.13%, 03/25/2037(2)

    92,767  
   

One Market Plaza Trust

 
    130,000    

4.02%, 02/10/2032(1)

    129,125  
    100,000    

4.15%, 02/10/2032(1)

    98,536  
   

OneMain Financial Issuance Trust

 
    90,051    

3.19%, 03/18/2026(1)

    90,176  
    295,000    

3.66%, 02/20/2029(1)

    297,650  
    250,000    

Residential Asset Mortgage Products, Inc.
1 mo. USD LIBOR + 0.220%,
2.12%, 12/25/2036(2)

    241,378  
    72,330    

SACO I Trust
1 mo. USD LIBOR + 0.460%,
2.36%, 04/25/2036(2)

    70,970  
   

Santander Drive Auto Receivables Trust

 
    18,766    

2.46%, 06/15/2020

    18,759  
    50,958    

2.65%, 08/17/2020

    50,962  
    98,346    

SASCO Mortgage Loan Trust
1 mo. USD LIBOR + 0.825%,
2.72%, 12/25/2034(2)

    98,041  
    100,000    

Structured Asset Investment Loan Trust 1 mo. USD LIBOR + 0.720%,
2.62%, 07/25/2035(2)

    98,434  
    83,750    

TAL Advantage V LLC
3.55%, 11/20/2038(1)

    83,127  
   

Towd Point Mortgage Trust

 
    86,786    

2.50%, 02/25/2057(1)(4)

    87,188  
    79,641    

2.75%, 10/25/2056(1)(4)

    78,438  
    120,926    

2.75%, 04/25/2057(1)(4)

    119,164  
    86,708    

2.75%, 07/25/2057(1)(4)

    85,387  
    93,822    

2.75%, 10/25/2057(1)(4)

    92,193  
    94,038    

Triton Container Finance IV LLC
3.62%, 08/20/2042(1)

    92,645  
    99,167    

Triton Container Finance V LLC
3.95%, 03/20/2043(1)

    98,865  
    240,000    

Waldorf Astoria Boca Raton Trust
1 mo. USD LIBOR + 1.350%,
3.25%, 06/15/2029(1)(2)

    240,160  
    35,179    

WaMu Mortgage Pass-Through Certificates Trust 1 mo. USD LIBOR + 0.320%,
2.22%, 08/25/2045(2)

    35,165  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  41  

 


Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 10.4% -
(continued)
 
            United States - 9.0% - (continued)  
  $       100,000    

Worldwide Plaza Trust
3.53%, 11/10/2036(1)

  $ 98,193  
     

 

 

 
        5,557,784  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $6,457,105)

  $ 6,407,724  
     

 

 

 
     
CORPORATE BONDS - 48.0%  
            Australia - 0.7%  
  GBP       250,000    

BHP Billiton Finance Ltd.
5 year GBP Swap + 4.817%,
6.50%, 10/22/2077(2)(3)

    395,801  
  $       40,000    

Boral Finance Pty Ltd.
3.00%, 11/01/2022(1)

    38,611  
     

 

 

 
        434,412  
     

 

 

 
            Bermuda - 0.4%  
    200,000    

Fly Leasing Ltd.
5.25%, 10/15/2024

    193,500  
    35,000    

IHS Markit Ltd.
4.00%, 03/01/2026(1)

    33,524  
     

 

 

 
        227,024  
     

 

 

 
            Canada - 1.7%  
    155,000    

Bank of Montreal
3.80%, 12/15/2032(4)

    145,996  
    50,000    

Bank of Nova Scotia
4.65%, 10/12/2022(4)(5)

    47,125  
    110,000    

Cenovus Energy, Inc.
5.40%, 06/15/2047

    109,587  
    100,000    

Enbridge, Inc.
3 mo. USD LIBOR + 3.890%,
6.00%, 01/15/2077(2)

    97,125  
  GBP       450,000    

Royal Bank of Canada
3 mo. GBP LIBOR + 0.400%,
1.01%, 09/14/2021(2)(3)

    620,257  
    28,000    

Valeant Pharmaceuticals International, Inc.
5.50%, 11/01/2025(1)

    27,860  
     

 

 

 
        1,047,950  
     

 

 

 
            France - 2.4%  
    500,000    

Altice France S.A.
7.38%, 05/01/2026(1)

    484,375  
    593,000    

Banque Federative du Credit Mutuel S.A.
2.20%, 07/20/2020(1)

    579,933  
    200,000    

BNP Paribas S.A.
3.38%, 01/09/2025(1)

    191,453  
    250,000    

BPCE S.A.
3.00%, 05/22/2022(1)

    243,210  
     

 

 

 
        1,498,971  
     

 

 

 
            Germany - 1.7%  
    100,000    

Deutsche Bank AG
3.95%, 02/27/2023

    98,534  
  GBP       700,000    

Deutsche Pfandbriefbank AG
3 mo. GBP LIBOR + 0.550%,
1.33%, 01/13/2020(2)

    968,026  
     

 

 

 
        1,066,560  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 48.0% - (continued)  
            Ireland - 0.3%  
  $       65,000    

Johnson Controls International plc
4.50%, 02/15/2047

  $ 64,499  
    110,000    

Shire Acquisitions Investments Ireland DAC
2.40%, 09/23/2021

    105,525  
     

 

 

 
        170,024  
     

 

 

 
            Italy - 3.2%  
   

Enel S.p.A.

 
  $ GBP       250,000    

5 year GBP Swap + 5.662%,
7.75%, 09/10/2075(2)(3)

    388,918  
  $       360,000    

5 year USD Swap + 5.880%,
8.75%, 09/24/2073(1)(2)

    425,700  
  EUR       400,000    

EVOCA S.p.A.
7.00%, 10/15/2023(1)

    509,607  
    100,000    

Sisal Group S.p.A.
7.00%, 07/31/2023(3)

    128,119  
  GBP       150,000    

Telecom Italia S.p.A. /Milano
6.38%, 06/24/2019

    217,775  
  $       354,000    

Wind Tre S.p.A.
5.00%, 01/20/2026(1)

    297,148  
     

 

 

 
        1,967,267  
     

 

 

 
            Luxembourg - 0.7%  
  EUR       180,000    

Allergan Funding SCS
3 mo. EURIBOR + 0.350%,
0.02%, 06/01/2019(2)

    217,687  
  $       200,000    

ARD Finance S.A.
7.13%, 09/15/2023(6)

    204,500  
     

 

 

 
        422,187  
     

 

 

 
            Mexico - 0.9%  
    200,000    

Mexico City Airport Trust
5.50%, 07/31/2047

    177,750  
   

Petroleos Mexicanos

 
    132,000    

6.35%, 02/12/2048(1)

    121,044  
    270,000    

6.50%, 03/13/2027

    279,615  
     

 

 

 
        578,409  
     

 

 

 
            Netherlands - 2.8%  
    250,000    

Cooperatieve Rabobank UA
4.63%, 12/01/2023

    255,805  
  GBP       220,000    

Koninklijke KPN N.V.
5 year GBP Swap + 5.505%,
6.88%, 03/14/2073(2)(3)

    327,104  
  $       200,000    

Mondelez International Holdings Netherlands B.V.
1.63%, 10/28/2019(1)

    196,040  
    421,000    

Petrobras Global Finance B.V.
7.38%, 01/17/2027

    451,523  
    50,000    

Teva Pharmaceutical Finance Netherlands B.V.
2.20%, 07/21/2021

    45,116  
    500,000    

Ziggo Secured Finance B.V.
5.50%, 01/15/2027(1)

    471,250  
     

 

 

 
        1,746,838  
     

 

 

 
            Spain - 0.2%  
    150,000    

Telefonica Emisiones SAU
4.67%, 03/06/2038

    148,765  
     

 

 

 
            Sweden - 2.2%  
  EUR       100,000    

Intrum Justitia AB
3 Mo. EUR LIBOR + 0.262%,
2.63%, 07/15/2022(1)(2)

    120,886  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  42  

 


Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 48.0% - (continued)  
            Sweden - 2.2% - (continued)  
  $       1,215,000    

Nordea Bank AB
3 mo. USD LIBOR + 0.620%,
2.92%, 09/30/2019(1)(2)

  $ 1,223,568  
     

 

 

 
        1,344,454  
     

 

 

 
            Switzerland - 0.8%  
    501,000    

UBS AG
2.49%, 12/01/2020(1)(4)

    501,673  
     

 

 

 
            United Kingdom - 5.2%  
   

Aviva plc

 
  EUR       122,000    

EUR LIBOR + 3.48%,
3.88%, 07/03/2044(2)(3)

    160,800  
  GBP       220,000    

6 mo. GBP LIBOR + 1.88%,
5.90%, 07/27/2020(2)(5)

    319,911  
  $       51,000    

Ensco plc
5.75%, 10/01/2044

    35,445  
  EUR       800,000    

HSBC Holdings plc
3 Mo. EUR LIBOR + 0.700%,
0.37%, 09/27/2022(2)(3)

    976,114  
  GBP       100,000    

Iceland Bondco plc
4.63%, 03/15/2025(1)

    125,796  
  GBP       300,000    

Investec plc
4.50%, 05/05/2022(3)

    445,595  
    300,000    

Jerrold Finco plc
6.25%, 09/15/2021(1)

    424,161  
   

Royal Bank of Scotland Group plc

 
  $       200,000    

3.88%, 09/12/2023

    196,690  
  EUR       300,000    

5.25%, 06/30/2018(3)

    367,475  
  $       205,000    

Standard Chartered plc
3.89%, 03/15/2024(1)(4)

    202,307  
     

 

 

 
        3,254,294  
     

 

 

 
            United States - 24.8%  
    80,000    

Abbott Laboratories
4.75%, 11/30/2036

    84,705  
    13,000    

AbbVie, Inc.
2.90%, 11/06/2022

    12,656  
    22,000    

Aetna, Inc.
2.80%, 06/15/2023

    21,004  
    30,000    

Aflac, Inc.
4.00%, 10/15/2046

    28,561  
    10,000    

Altria Group, Inc.
2.85%, 08/09/2022

    9,744  
    45,000    

Amazon.com, Inc.
2.80%, 08/22/2024(1)

    43,311  
    170,000    

American Axle & Manufacturing, Inc.
6.50%, 04/01/2027

    169,099  
    104,000    

American International Group, Inc.
3.30%, 03/01/2021

    103,708  
    150,000    

American Tower Corp.
4.00%, 06/01/2025

    148,071  
    170,000    

Amgen, Inc.
2.65%, 05/11/2022

    164,845  
    28,000    

Amphenol Corp.
3.20%, 04/01/2024

    26,945  
    75,000    

Anadarko Petroleum Corp.
6.60%, 03/15/2046

    92,045  
   

Analog Devices, Inc.

 
    70,000    

2.95%, 01/12/2021

    69,471  
    75,000    

3.13%, 12/05/2023

    72,761  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 48.0% - (continued)  
            United States - 24.8% - (continued)  
   

Andeavor

 
  $       25,000    

3.80%, 04/01/2028

  $ 24,065  
    35,000    

4.50%, 04/01/2048

    32,930  
   

Anheuser-Busch InBev Worldwide, Inc.

 
    25,000    

3.05%, 01/12/2024(4)

    25,396  
    240,000    

4.38%, 04/15/2038

    237,169  
   

AT&T, Inc.

 
    130,000    

4.30%, 02/15/2030(1)

    125,837  
    45,000    

4.50%, 03/09/2048

    40,201  
    85,000    

5.15%, 03/15/2042

    84,497  
    50,000    

AXA Equitable Holdings, Inc.
3.90%, 04/20/2023(1)

    49,830  
   

Bank of America Corp.

 
    72,000    

3 mo. USD LIBOR + 1.090%,
3.00%, 12/20/2023(1)

    69,871  
    26,000    

3 mo. USD LIBOR + 1.040%,
3.42%, 12/20/2028(1)

    24,416  
    115,000    

3 mo. USD LIBOR + 1.512%,
3.71%, 04/24/2028(2)

    110,582  
    110,000    

3 mo. USD LIBOR + 1.990%,
4.44%, 01/20/2048(2)

    110,235  
    125,000    

3 mo. USD LIBOR +
3.705%, 6.25%, 09/05/2024(2)(5)

    130,312  
    30,000    

Barrick North America Finance LLC
5.70%, 05/30/2041

    33,820  
    235,000    

BAT Capital Corp.
3.22%, 08/15/2024(1)

    223,293  
    120,000    

BB&T Corp.
2.85%, 10/26/2024

    114,379  
    120,000    

Becton Dickinson and Co.
3.36%, 06/06/2024

    115,452  
    53,000    

Boston Properties L.P.
3.20%, 01/15/2025

    50,369  
    25,000    

Bunge Ltd. Finance Corp.
3.00%, 09/25/2022

    24,061  
    40,000    

Burlington Northern Santa Fe LLC
4.15%, 04/01/2045

    40,097  
    175,000    

BWAY Holding Co.
5.50%, 04/15/2024(1)

    175,875  
    140,000    

Caesars Resort Collection LLC / CRC Finco, Inc.
5.25%, 10/15/2025(1)

    133,700  
    50,000    

Campbell Soup Co.
3.65%, 03/15/2023

    49,653  
    450,000    

Capital One Financial Corp.
2.50%, 05/12/2020

    443,148  
    25,000    

Cardinal Health, Inc.
3.08%, 06/15/2024

    23,661  
   

CBL & Associates L.P.

 
    24,000    

4.60%, 10/15/2024

    19,084  
    11,000    

5.95%, 12/15/2026

    8,821  
   

CCO Holdings LLC / CCO Holdings Capital Corp.

 
    125,000    

5.00%, 02/01/2028(1)

    115,423  
    118,000    

5.88%, 04/01/2024(1)

    119,640  
    45,000    

Charter Communications Operating LLC / Charter Communications Operating Capital
4.91%, 07/23/2025

    45,723  
    26,000    

Cheniere Corpus Christi Holdings LLC
5.13%, 06/30/2027

    25,350  
    195,000    

Citigroup, Inc.
3 mo. USD LIBOR + 1.563%,
3.89%, 01/10/2028(2)

    189,540  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  43  

 


Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 48.0% - (continued)  
            United States - 24.8% - (continued)  
  $       125,000    

CommScope Technologies LLC
5.00%, 03/15/2027(1)

  $ 119,687  
    125,000    

Community Health Systems, Inc.
6.25%, 03/31/2023

    114,063  
    145,000    

Concho Resources, Inc.
3.75%, 10/01/2027

    139,358  
    120,000    

Continental Resources, Inc.
4.38%, 01/15/2028(1)

    117,975  
   

Cox Communications, Inc.

 
    22,000    

3.15%, 08/15/2024(1)

    20,933  
    20,000    

4.60%, 08/15/2047(1)

    18,820  
   

Crown Castle International Corp.

 
    145,000    

3.20%, 09/01/2024

    137,836  
    15,000    

3.70%, 06/15/2026

    14,265  
    150,000    

CrownRock L.P. / CrownRock Finance, Inc.
5.63%, 10/15/2025(1)

    148,125  
    200,000    

CSC Holdings LLC
5.50%, 04/15/2027(1)

    191,960  
    75,000    

CVS Health Corp.
5.05%, 03/25/2048

    76,192  
   

CyrusOne L.P. / CyrusOne Finance Corp.

 
    30,000    

5.00%, 03/15/2024

    30,075  
    30,000    

5.38%, 03/15/2027

    30,000  
   

Devon Energy Corp.

 
    75,000    

5.00%, 06/15/2045

    78,045  
    50,000    

5.85%, 12/15/2025

    55,667  
    123,000    

Digital Realty Trust L.P.
3.70%, 08/15/2027

    116,865  
    100,000    

DISH DBS Corp.
7.75%, 07/01/2026

    90,938  
    75,000    

Dollar Tree, Inc.
3.06%, 04/17/2020(4)

    75,215  
   

Dow Chemical Co.

 
    40,000    

4.63%, 10/01/2044

    40,081  
    21,000    

9.40%, 05/15/2039

    32,915  
    20,000    

Duke Energy Corp.
2.65%, 09/01/2026

    18,127  
    17,000    

Duke Realty L.P.
3.38%, 12/15/2027

    15,855  
    70,000    

Ecolab, Inc.
3.70%, 11/01/2046

    63,065  
    125,000    

Eldorado Resorts, Inc.
6.00%, 04/01/2025

    123,906  
    66,000    

EMD Finance LLC
2.95%, 03/19/2022(1)

    64,694  
   

Energy Transfer Partners L.P.

 
    78,000    

4.05%, 03/15/2025

    75,551  
    55,000    

5.30%, 04/15/2047

    51,337  
    120,000    

6.63%, 02/15/2028(4)(5)

    113,484  
    45,000    

Enterprise Products Operating LLC
5.38%, 02/15/2078(4)

    42,553  
    300,000    

EP Energy LLC / Everest Acquisition Finance, Inc.
9.38%, 05/01/2024(1)

    229,500  
    185,000    

EQT Corp.
3.90%, 10/01/2027

    176,196  
    20,000    

FedEx Corp.
3.40%, 02/15/2028

    19,158  
    35,000    

Fidelity National Information Services, Inc.
4.50%, 08/15/2046

    34,136  
    250,000    

First Republic Bank
4.63%, 02/13/2047

    253,448  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 48.0% - (continued)  
            United States - 24.8% - (continued)  
  $       80,000    

Fortive Corp.
4.30%, 06/15/2046

  $ 78,116  
    30,000    

General Electric Co.
3 mo. USD LIBOR + 3.33%,
5.00%, 01/21/2021(2)(5)

    29,700  
    40,000    

General Mills, Inc.
3.36%, 10/17/2023(4)

    40,456  
    60,000    

General Motors Financial Co., Inc.
4.38%, 09/25/2021

    61,344  
    142,000    

Glencore Funding LLC
4.13%, 05/30/2023(1)

    141,475  
    170,000    

Golden Nugget, Inc.
6.75%, 10/15/2024(1)

    172,550  
    175,000    

Goldman Sachs Group, Inc.
5.00%, 11/10/2022(4)(5)

    168,112  
    195,000    

Goldman Sachs Group, Inc.
3 mo. USD LIBOR + 0.990%,
2.91%, 07/24/2023(2)

    188,252  
    50,000    

H&E Equipment Services, Inc.
5.63%, 09/01/2025

    50,250  
    110,000    

Hewlett Packard Enterprise Co.
3.60%, 10/15/2020

    110,788  
    53,000    

Hexcel Corp.
3.95%, 02/15/2027

    51,866  
    65,000    

Home Depot, Inc.
4.25%, 04/01/2046

    66,053  
    25,000    

Hubbell, Inc.
3.50%, 02/15/2028

    23,966  
    40,000    

Ingersoll-Rand Global Holding Co., Ltd.
2.90%, 02/21/2021

    39,708  
    116,000    

JC Penney Corp., Inc.
5.88%, 07/01/2023(1)(7)

    111,615  
   

JP Morgan Chase & Co.

 
    280,000    

3.09%, 04/23/2024(4)

    280,242  
    400,000    

3 mo. USD LIBOR + 0.900%,
3.26%, 04/25/2023(2)

    404,880  
    50,000    

3 mo. USD LIBOR + 3.330%,
6.13%, 04/30/2024(2)(5)

    52,000  
    130,000    

Kansas City Southern Co.
4.70%, 05/01/2048

    129,854  
    20,000    

Keysight Technologies, Inc.
4.60%, 04/06/2027

    20,191  
    100,000    

Kinder Morgan, Inc.
4.30%, 06/01/2025

    99,964  
   

Kroger Co.

 
    65,000    

4.45%, 02/01/2047

    59,407  
    25,000    

5.15%, 08/01/2043

    25,186  
    55,000    

M&T Bank Corp.
3 mo. USD LIBOR + 3.520%,
5.13%, 11/01/2026(2)(5)

    54,758  
    70,000    

Markel Corp.
3.50%, 11/01/2027

    65,991  
    115,000    

Martin Marietta Materials, Inc.
4.25%, 12/15/2047

    103,749  
    45,000    

Medtronic, Inc.
3.15%, 03/15/2022

    44,898  
    60,000    

MetLife, Inc.
6.40%, 12/15/2066

    65,400  
    45,000    

Microsoft Corp.
4.10%, 02/06/2037

    46,725  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  44  

 


Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 48.0% - (continued)  
            United States - 24.8% - (continued)  
  $       30,000    

MidAmerican Energy Co.
3.95%, 08/01/2047

  $ 29,751  
    100,000    

Moody’s Corp.
2.63%, 01/15/2023

    95,799  
   

Morgan Stanley

 
  EUR       550,000    

3 Mo. EUR LIBOR + 0.700%,
0.37%, 11/08/2022(2)

    669,609  
  $       89,000    

3.88%, 01/27/2026

    87,718  
    84,000    

Mosaic Co.
3.25%, 11/15/2022

    81,186  
    115,000    

Motorola Solutions, Inc.
4.60%, 02/23/2028

    114,079  
    140,000    

MPLX L.P.
4.50%, 04/15/2038

    135,392  
    125,000    

MPT Operating Partnership L.P. / MPT Finance Corp.
5.00%, 10/15/2027

    118,437  
    125,000    

Multi-Color Corp.
4.88%, 11/01/2025(1)

    116,563  
    75,000    

Mylan, Inc.
4.55%, 04/15/2028(1)

    72,912  
    30,000    

Nabors Industries, Inc.
5.50%, 01/15/2023

    29,384  
    20,000    

NetApp, Inc.
2.00%, 09/27/2019

    19,737  
    90,000    

Netflix, Inc.
4.88%, 04/15/2028(1)

    84,938  
   

Newell Brands, Inc.

 
    30,000    

3.85%, 04/01/2023

    29,763  
    65,000    

4.20%, 04/01/2026

    63,825  
    30,000    

Noble Energy, Inc.
5.05%, 11/15/2044

    31,085  
    55,000    

Norfolk Southern Corp.
4.15%, 02/28/2048

    53,506  
    85,000    

Nucor Corp.
4.40%, 05/01/2048

    84,444  
    30,000    

Packaging Corp. of America
2.45%, 12/15/2020

    29,395  
    250,000    

PNC Bank NA
2.95%, 02/23/2025

    238,074  
    80,000    

Progressive Corp. (The)
5.38%, 03/15/2023(4)(5)

    80,300  
    137,000    

Prudential Financial, Inc.
4.50%, 09/15/2047(4)

    129,979  
    70,000    

Qualitytech L.P. / QTS Finance Corp.
4.75%, 11/15/2025(1)

    65,975  
   

Roper Technologies, Inc.

 
    25,000    

2.80%, 12/15/2021

    24,440  
    60,000    

3.80%, 12/15/2026

    58,852  
    177,000    

S&P Global, Inc.
3.30%, 08/14/2020

    177,296  
   

Sabine Pass Liquefaction LLC

 
    110,000    

4.20%, 03/15/2028

    106,888  
    30,000    

5.63%, 03/01/2025

    31,961  
    50,000    

salesforce.com, Inc.
3.25%, 04/11/2023

    49,594  
    115,000    

SBA Communications Corp.
4.88%, 09/01/2024

    110,544  
    65,000    

Scientific Games International, Inc.
5.00%, 10/15/2025(1)

    62,787  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 48.0% - (continued)  
            United States - 24.8% - (continued)  
   

Sempra Energy

 
  $       20,000    

3.40%, 02/01/2028

  $ 18,890  
    65,000    

3.80%, 02/01/2038

    60,154  
    130,000    

Sherwin-Williams Co.
3.45%, 06/01/2027

    122,851  
    64,000    

Smithfield Foods, Inc.
2.70%, 01/31/2020(1)

    63,003  
   

SunTrust Banks, Inc.

 
    55,000    

2.70%, 01/27/2022

    53,561  
    185,000    

5.13%, 12/15/2027(4)(5)

    177,137  
    155,000    

SUPERVALU, Inc.
6.75%, 06/01/2021

    155,000  
    95,000    

T-Mobile USA, Inc.
6.00%, 04/15/2024

    99,513  
    115,000    

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
5.00%, 01/15/2028(1)

    106,375  
    125,000    

Tenet Healthcare Corp.
5.13%, 05/01/2025(1)

    121,562  
    40,000    

Texas Instruments, Inc.
4.15%, 05/15/2048(8)

    39,822  
    300,000    

U.S. Bank NA
2.68%, 04/26/2021(4)

    300,177  
    115,000    

United Rentals North America, Inc.
4.88%, 01/15/2028

    108,963  
    50,000    

Valero Energy Corp.
4.90%, 03/15/2045

    52,315  
    65,000    

Ventas Realty L.P.
3.13%, 06/15/2023

    62,950  
   

Verizon Communications, Inc.

 
    26,000    

2.63%, 08/15/2026

    23,340  
    27,000    

3.38%, 02/15/2025

    26,088  
    86,000    

4.27%, 01/15/2036

    80,644  
    155,000    

VOC Escrow Ltd.
5.00%, 02/15/2028(1)

    149,962  
    60,000    

Vornado Realty L.P.
3.50%, 01/15/2025

    56,973  
    69,000    

Voya Financial, Inc.
4.70%, 01/23/2048(1)(4)

    62,271  
    65,000    

Vulcan Materials Co.
4.70%, 03/01/2048(1)

    62,670  
    271,000    

Walmart, Inc.
3.63%, 12/15/2047

    254,452  
    165,000    

Williams Partners L.P.
4.00%, 09/15/2025

    160,387  
    91,000    

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
5.25%, 05/15/2027(1)

    88,070  
     

 

 

 
        15,372,220  
     

 

 

 
   

Total Corporate Bonds
(cost $30,001,059)

  $ 29,781,048  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 28.2%  
            Argentina - 1.4%  
  $       641,000    

Argentine Republic Government International Bond 5.88%, 01/11/2028

  $ 587,156  
    266,000    

Provincia de Cordoba
7.13%, 08/01/2027(1)

    257,623  
     

 

 

 
        844,779  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  45  

 


Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 28.2% - (continued)  
            Brazil - 2.9%  
   

Brazil Notas do Tesouro Nacional

 
  BRL       1,900,000    

10.00%, 01/01/2023

  $ 563,396  
    2,840,000    

10.00%, 01/01/2027

    826,491  
  $       406,000    

Brazilian Government International Bond
5.63%, 02/21/2047

    382,046  
     

 

 

 
        1,771,933  
     

 

 

 
            France - 2.1%  
  EUR       1,000,000    

French Republic Government Bond OAT
2.00%, 05/25/2048(1)(3)

    1,312,086  
     

 

 

 
            Indonesia - 1.3%  
   

Indonesia Treasury Bond

 
  IDR       6,000,000,000    

6.13%, 05/15/2028

    405,391  
    5,555,000,000    

7.00%, 05/15/2027

    402,276  
     

 

 

 
        807,667  
     

 

 

 
            Mexico - 0.7%  
  MXN       8,500,000    

Mexican Bonos
7.50%, 06/03/2027

    454,718  
     

 

 

 
            South Africa - 2.6%      
   

Republic of South Africa Government Bond

 
  ZAR       7,320,000    

6.50%, 02/28/2041

    445,190  
    9,565,000    

8.75%, 01/31/2044

    742,942  
    5,780,000    

8.75%, 02/28/2048

    449,685  
     

 

 

 
        1,637,817  
     

 

 

 
            Spain - 13.5%  
   

Spain Government Bond

 
  EUR       5,300,000    

1.40%, 04/30/2028(1)(3)

    6,469,856  
    1,483,000    

2.70%, 10/31/2048(1)(3)

    1,924,313  
     

 

 

 
        8,394,169  
     

 

 

 
            United Kingdom - 3.7%  
  $       266,000    

Bank of England Euro Note
2.50%, 03/05/2021(1)

    263,749  
  GBP       1,580,000    

United Kingdom Gilt
1.50%, 07/22/2047(3)

    2,014,900  
     

 

 

 
        2,278,649  
     

 

 

 
   

Total Foreign Government Obligations
(cost $17,864,627)

  $ 17,501,818  
     

 

 

 
     
U.S. GOVERNMENT AGENCIES - 1.3%  
            United States - 1.3%  
            Mortgage-Backed Agencies - 1.3%  
            FHLMC - 1.3%  
  $       243,268    

1 mo. USD LIBOR + 0.380%,
2.26%, 05/25/2022(2)

  $ 243,495  
    116,792    

1 mo. USD LIBOR + 2.6%,
4.50%, 12/25/2027(2)

    119,388  
    147,092    

1 mo. USD LIBOR + 2.800%,
4.70%, 05/25/2028(2)

    151,296  
    18,588    

1 mo. USD LIBOR + 2.85%,
4.75%, 04/25/2028(2)

    19,282  
    250,000    

1 mo. USD LIBOR + 3.3%,
5.20%, 10/25/2027(2)

    278,542  
     

 

 

 
        812,003  
     

 

 

 
        812,003  
     

 

 

 
   

Total U.S. Government Agencies
(cost $813,296)

  $ 812,003  
     

 

 

 
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT SECURITIES - 9.0%  
            United States - 9.0%      
            U.S. Treasury Notes - 9.0%      
  $       1,931,796    

0.13%, 07/15/2026(9)

  $ 1,844,628  
    3,751,420    

0.38%, 01/15/2027(9)

    3,634,343  
    26,100    

2.25%, 08/15/2027

    24,649  
    25,000    

2.25%, 11/15/2027

    23,572  
    25,000    

2.75%, 02/15/2028

    24,608  
     

 

 

 
        5,551,800  
     

 

 

 
        5,551,800  
     

 

 

 
   

Total U.S. Government Securities
(cost $5,593,456)

  $ 5,551,800  
     

 

 

 
   

Total Long-Term Investments
(cost $60,729,543)

  $ 60,054,393  
     

 

 

 
SHORT-TERM INVESTMENTS - 0.4%  
            Other Investment Pools & Funds - 0.2%  
  $       143,223    

Morgan Stanley Institutional Liquidity, Funds Treasury Portfolio, Institutional Class,
1.56%(9)

    143,223  
     

 

 

 
            Securities Lending Collateral - 0.2%  
    5,700    

Citibank NA DDCA,
1.50%, 5/1/2018(10)

    5,700  
    60,659    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(10)

    60,659  
    47,641    

Invesco Government & Agency Portfolio,
1.60%(10)

    47,641  
     

 

 

 
        114,000  
     

 

 

 
   

Total Short-Term Investments
(cost $257,223)

  $ 257,223  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $60,986,766)

    97.3    $ 60,311,616  
   

Total Purchased Options
(cost $865,107)

    1.4    $ 878,851  
     

 

 

    

 

 

 
   

Total Investments
(cost $61,851,873)

    98.7    $ 61,190,467  
   

Other Assets and Liabilities

    1.3      820,384  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 62,010,851  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  46  

 


Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group 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 April 30, 2018, the aggregate value of these securities was $24,390,878, which represented 39.3% of total net assets.

 

(2)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 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 April 30, 2018, the aggregate value of these securities was $15,805,532, which represented 25.5% 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)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(8)  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 $39,822 at April 30, 2018.

 

(9)  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

(10)  Current yield as of period end.

 

OTC Option Contracts Outstanding at April 30, 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/GBP Put

     BNP        1.26 GBP per EUR        10/12/18        2,510,000        EUR        2,510,000      $ 27,840      $ 60,816      $ (32,976

EUR Call/USD Put

     BCLY        1.23 USD per EUR        05/31/18        2,000,000        EUR        2,000,000        5,548        35,575        (30,027
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

                    4,510,000      $ 33,388      $ 96,391      $ (63,003
                 

 

 

    

 

 

    

 

 

    

 

 

 

Puts

                          

EUR Put/USD Call

     BCLY        1.21 USD per EUR        07/31/18        5,120,000        EUR        5,120,000      $ 66,590      $ 66,893      $ (303

JPY Put/USD Call

     CITI        1.21 USD per EUR        05/31/18        2,000,000        EUR        2,000,000        17,423        5,267        12,156  

JPY Put/USD Call

     JPM        19.14 USD per USD        07/24/18        2,510,000        USD        2,510,000        80,739        75,044        5,695  

USD Put/ ZAR Call

     CBK        11.75 ZAR per USD        08/21/18        2,450,000        USD        2,450,000        9,976        79,931        (69,955

USD Put/MXN Call

     BCLY        19.20 MXN per USD        10/15/18        3,600,000        USD        3,600,000        129,636        122,760        6,876  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

                    15,680,000      $ 304,364      $ 349,895      $ (45,531
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

 

        20,190,000      $     337,752      $     446,286      $     (108,534
                 

 

 

    

 

 

    

 

 

    

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  47  

 


Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

OTC Option Contracts Outstanding at April 30, 2018 - (continued)  

Description

   Counter-
party
     Exercise Price/
FX Rate/Rate
     Expiration
Date
     Number of
Contracts
    Notional
Amount
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Written option contracts:

                      

Calls

                      

EUR Call/USD Put

     BCLY        1.27 USD per EUR        05/31/18        (2,000,000)       EUR        (2,000,000   $ (330   $ (12,224   $ 11,894  

EUR Put/USD Call

     BCLY        1.24 EUR        07/31/18        (5,120,000)       EUR        (5,120,000     (41,982     (42,173     191  

USD Call/JPY Put

     JPM        20.00 JPY per USD        07/24/18        (2,510,000)       USD        (2,510,000     (26,252     (37,319     11,067  

USD Call/MXN Put

     BCLY        21.00 MXN per USD        10/15/18        (3,600,000)       USD        (3,600,000     (42,484     (147,600     105,116  

USD Call/ZAR Put

     CBK        12.40 ZAR per USD        08/21/18        (2,450,000)       USD        (2,450,000     (93,817     (63,969     (29,848

USD Put/MXN Put

     BNP        1.30 EUR        10/12/18        (2,510,000)       EUR        (2,510,000     (9,236     (23,396     14,160  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

                   (18,190,000   $ (214,101   $ (326,681   $ 112,580  
                

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

                      

Puts

                      

EUR Put/USD Call

     GSC        1.21 USD per EUR        05/31/18        (2,000,000)       EUR        (2,000,000   $ (17,423   $ (19,325   $ 1,902  

EUR Put/USD Call

     BCLY        1.17 EUR        07/31/18        (5,120,000)       EUR        (5,120,000     (17,251     (17,330     79  

EUR Put/USD Put

     BNP        1.22 EUR        10/12/18        (2,510,000)       EUR        (2,510,000     (46,120     (24,295     (21,825

USD Put/MXN Call

     JPM        18.20 USD        07/24/18        (2,510,000)       USD        (2,510,000     (24,865     (23,192     (1,673

USD Put/ZAR Call

     CBK        10.85 ZAR per USD        08/21/18        (2,450,000)       USD        (2,450,000     (744     (16,011     15,267  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

                   (14,590,000   $     (106,403   $     (100,153   $ (6,250
                

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

 

                (32,780,000   $ (320,504   $ (426,834   $     106,330  
                

 

 

   

 

 

   

 

 

   

 

 

 

 

OTC Swaption Contracts Outstanding at April 30, 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

                            

10 year USD-LBOR-BBA Interest Rate Swap terminating 01/25/29

     MSCI        288.00     Receive        01/23/19        USD        15,300,000        15,300,000      $ 383,161      $ 260,883      $ 122,278  

10 year USD-LBOR-BBA Interest Rate Swap terminating 05/02/29

     MSCI        305.00     Receive        04/30/19        USD        7,000,000        7,000,000        157,938        157,938        0  
                   

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

                      22,300,000      $     541,099      $     418,821      $     122,278  
                   

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased swaption contracts

 

                22,300,000      $ 541,099      $ 418,821      $ 122,278  
                   

 

 

    

 

 

    

 

 

    

 

 

 

 

Futures Contracts Outstanding at April 30, 2018  

Description

  

 

     Number of
Contracts
     Expiration
Date
     Current
Notional Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

Australian 10-Year Bond Future

        39        06/15/2018         $ 3,755,094      $ (10,811

Euro BUXL 30-Year Bond Future

        9        06/07/2018           1,777,418        21,726  

Euro-Bund Future

        19        06/07/2018           3,642,193        13,973  

U.S. Treasury 10-Year Note Future

        1        06/20/2018           119,625        (1,393

U.S. Treasury 5-Year Note Future

        67        06/29/2018           7,605,023        (42,849
                 

 

 

 

Total

                  $ (19,354)  
                 

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  48  

 


Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2018 - (continued)  

Description

  

 

     Number of
Contracts
     Expiration
Date
     Current
Notional Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Short position contracts:

                 

90-Day Euro Future

        373        12/16/2019         $     90,480,475      $ 126,582  

Canadian Government 10-Year Bond Future

        39        06/20/2018           3,992,796        4,099  

Euro-BTP Future

        1        06/07/2018           167,868        (3,455

Euro-Bund Future

        65        06/07/2018           12,460,134        (5,978

Euro-OAT Future

        19        06/07/2018           3,529,077        7,198  

Long Gilt Future

        34        06/27/2018           5,722,719        (15,209

U.S. Treasury 10-Year Note Future

        46        06/20/2018           5,502,750        26,717  

U.S. Treasury 2-Year Note Future

        5        06/29/2018           1,060,234        2,255  

U.S. Treasury 5-Year Note Future

        38        06/29/2018           4,313,297        15,937  

U.S. Treasury Long Bond Future

        26        06/20/2018           3,739,938        (27,085
                 

 

 

 

Total

                  $ 131,061  
                 

 

 

 

Total futures contracts

                  $     111,707  
                 

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 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     $ 2,100     $     $ (6,680   $ (8,780

Standard Chartered Bank

  CBK     EUR       470,000       (1.00%)—       09/20/20       Quarterly       11,582             (8,929     (20,511

Wendel S.A.

  BNP     EUR       150,000       (5.00%)—       06/20/21       Quarterly             (18,557     (5,976     12,581  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

          $ 13,682     $ (18,557   $ (21,585   $ (16,710
             

 

 

   

 

 

   

 

 

   

 

 

 

Total single-name issues

 

    $ 13,682     $ (18,557   $ (21,585   $ (16,710
             

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

          $     13,682     $     (18,557   $     (21,585   $     (16,710
             

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 April 30, 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.IG.5

  USD     2,777,910       (5.00 %)      06/20/23       Quarterly     $ (157,299   $ (204,169   $ (46,870

ITRAXX.EUR.5

  EUR     4,322,000       (5.00 %)      06/20/23       Quarterly       (506,683     (569,818     (63,135
           

 

 

   

 

 

   

 

 

 

Total

 

      $ (663,982   $ (773,987   $ (110,005
           

 

 

   

 

 

   

 

 

 

Total

 

      $     (663,982   $     (773,987   $     (110,005
           

 

 

   

 

 

   

 

 

 

 

(a)  The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

 

The accompanying notes are an integral part of these financial statements.

 

 

  49  

 


Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 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)
 
3 Mo. CAD CDOR      2.32% Fixed          CAD        9,900,000          02/16/21        Semi-Annual        $      $ (134    $ 1,548      $ 1,682  
3 Mo. CAD CDOR      2.31% Fixed          CAD        9,900,000          02/23/21        Semi-Annual                        (1,919      (1,919
2.86% Fixed      3 Mo. USD LIBOR          USD        9,458,500          03/01/28        Semi-Annual                 (51,757      63,173        114,930  
3M LIBOR      2.86% Fixed          USD        3,520,000          04/17/28        Quarterly                        (31,249      (31,249
0.00% Fixed      6M EURIBOR          EUR        5,200,000          04/26/23        Semi-Annual                        (612      (612
0.43% Fixed      6M EURIBOR          EUR        5,200,000          04/26/23        Annual                        (15,535      (15,535
1.56% Fixed      6M LIBOR          GBP        4,600,000          04/17/28        Semi-Annual          121               (3,278      (3,399
CPRUNSA      3.20% Fixed          GBP        2,125,000          04/15/23        Maturity                               0  
CPRUNSA      3.19% Fixed          GBP        2,125,000          04/15/23        Maturity                               0  
CPRUNSA      3.19% Fixed          GBP        1,062,500          04/15/23        Maturity                               0  
2.03% Fixed      CPURNSA          USD        3,930,000          11/27/22        Maturity                        54,971        54,971  
2.03% Fixed      CPURNSA          USD        2,150,000          11/27/22        Maturity          916               29,972        29,056  
2.14% Fixed      CPURNSA          USD        1,550,000          02/15/23        Maturity                        13,059        13,059  
2.14% Fixed      CPURNSA          USD        1,550,000          02/15/23        Maturity                        12,686        12,686  
2.15% Fixed      CPURNSA          USD        1,550,000          02/15/23        Maturity                        12,125        12,125  
2.22% Fixed      CPURNSA          USD        1,500,000          03/15/23        Maturity                        5,615        5,615  
2.23% Fixed      CPURNSA          USD        3,175,000          03/16/23        Maturity                        10,165        10,165  
2.23% Fixed      CPURNSA          USD        3,175,000          03/19/23        Maturity                        9,587        9,587  
2.23% Fixed      CPURNSA          USD        2,500,000          03/20/23        Maturity                        7,534        7,534  
2.23% Fixed      CPURNSA          USD        1,250,000          03/21/23        Maturity                        3,693        3,693  
2.23% Fixed      CPURNSA          USD        1,250,000          03/21/23        Maturity                        3,633        3,633  
2.28% Fixed      CPURNSA          USD        3,000,000          03/09/23        Maturity                        4,319        4,319  
2.28% Fixed      CPURNSA          USD        1,500,000          03/09/23        Maturity                        2,196        2,196  
1.40% Fixed      HICP          EUR        2,450,000          04/15/23        Maturity                               0  
1.40% Fixed      HICP          EUR        2,450,000          04/15/23        Maturity                               0  
1.40% Fixed      HICP          EUR        1,225,000          04/15/23        Maturity                               0  
                       

 

 

    

 

 

    

 

 

    

 

 

 
Total                         $     1,037      $     (51,891    $     181,683      $     232,537  
                       

 

 

    

 

 

    

 

 

    

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018  
Amount and Description
of Currency to be
Purchased
  

Amount and Description
of Currency to be
Sold

  Counterparty   Settlement
Date
  Appreciation     Depreciation  
  57,606,900     ARS    2,790,762   USD   BOA   05/16/18   $     $ (29,386
  180,000     AUD    139,835   USD   CBK   05/16/18           (4,318
  1,250,000     AUD    948,325   USD   CBK   05/16/18           (7,235
  4,897,812     BRL    1,412,287   USD   JPM   05/03/18           (14,652
  2,058,400     BRL    613,112   USD   BCLY   05/03/18           (25,729
  8,161,200     BRL    2,466,886   USD   JPM   05/03/18           (138,014
  8,161,200     BRL    2,347,432   USD   JPM   06/04/18           (25,726
  7,004     CAD    5,575   USD   UBS   05/16/18           (118
  100,000     CAD    78,651   USD   BNP   05/16/18           (741
  1,572,896     CAD    1,228,110   USD   UBS   05/16/18           (2,662
  1,723,344,400     COP    629,847   USD   JPM   05/16/18           (16,389
  101,119,300     CZK    4,919,558   USD   UBS   05/16/18               (144,526
  70,201     EUR    86,954   USD   MSC   05/16/18           (2,079
  110,000     EUR    135,747   USD   JPM   05/16/18           (2,753
  1,027,500     EUR    1,256,809   USD   UBS   05/16/18           (14,523
  300,000     GBP    412,191   USD   SSG   05/16/18         1,130        
  325,000     GBP    448,465   USD   JPM   05/16/18           (700
  63,377     GBP    89,688   USD   BCLY   05/16/18           (2,371
  190,000     GBP    268,879   USD   BCLY   05/16/18           (7,108
  1,314,020,000     IDR    95,320   USD   BCLY   05/16/18           (1,036
  53,078,679,184     IDR    3,843,774   USD   JPM   05/16/18           (35,266
  10,144,782     JPY    94,961   USD   JPM   05/16/18           (2,061
  20,700,000     JPY    193,470   USD   CIBC   05/16/18           (3,913
  271,077,900     JPY    2,489,627   USD   UBS   05/16/18           (7,271

 

The accompanying notes are an integral part of these financial statements.

 

 

  50  

 


Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description
of Currency to be
Purchased
    

Amount and Description
of Currency to be
Sold

    Counterparty     Settlement
Date
    Appreciation     Depreciation  
  798,875,612       JPY      7,472,790     USD       BNP       05/16/18     $     $ (157,204
  1,740,000       NOK      220,269     USD       CSFB       05/16/18             (3,249
  81,312,768       NOK      10,413,633     USD       SSG       05/16/18             (271,972
  32,584,100       PHP      624,097     USD       JPM       05/16/18       5,049        
  32,287,600       PHP      619,367     USD       JPM       05/16/18       4,054        
  8,326,800       PLN      2,438,359     USD       SSG       05/16/18             (65,581
  4,651,200       TRY      1,129,862     USD       BCLY       05/16/18       9,178        
  500,000       TRY      119,679     USD       CIBC       05/16/18       2,766        
  10,963,217       USD      14,326,227     AUD       SSG       05/16/18       177,407        
  205,786       USD      270,000     AUD       JPM       05/16/18       2,511        
  85,231       USD      110,740     AUD       BNP       05/16/18       1,858        
  53,702       USD      69,260     AUD       JPM       05/16/18       1,558        
  1,480,462       USD      4,897,812     BRL       JPM       05/03/18       82,827        
  2,353,287       USD      8,161,200     BRL       JPM       05/03/18       24,415        
  599,505       USD      2,058,400     BRL       BCLY       05/03/18       12,122        
  1,408,773       USD      4,897,812     BRL       JPM       06/04/18       15,439        
  1,253,745       USD      1,579,900     CAD       UBS       05/16/18       22,840        
  612,044       USD      1,713,262,900     COP       BCLY       05/16/18       2,174        
  3,700       USD      10,081,500     COP       JPM       05/16/18       111        
  6,970,176       USD      5,648,418     EUR       UBS       05/16/18       141,025        
  5,182,650       USD      4,214,729     EUR       UBS       05/16/18       86,883        
  1,919,580       USD      1,555,569     EUR       UBS       05/16/18       38,838        
  1,313,002       USD      1,064,016     EUR       UBS       05/16/18       26,565        
  920,714       USD      744,515     EUR       UBS       05/16/18       20,567        
  456,183       USD      368,882     EUR       UBS       05/16/18       10,190        
  222,369       USD      180,201     EUR       UBS       05/16/18       4,499        
  147,597       USD      120,000     EUR       BCLY       05/16/18       2,513        
  128,867       USD      104,002     EUR       UBS       05/17/18       3,115        
  9,414,780       USD      6,666,133     GBP       SSG       05/16/18       230,600        
  1,869,647       USD      1,305,000     GBP       SSG       05/16/18       71,700        
  2,683,270       USD      1,896,103     GBP       BCLY       05/16/18       70,939        
  1,869,540       USD      1,321,089     GBP       BCLY       05/16/18       49,426        
  251,373       USD      180,000     GBP       CBK       05/16/18       3,380        
  113,275       USD      80,000     GBP       BNP       05/16/18       3,056        
  467,498       USD      339,116     GBP       BNP       05/16/18       286        
  424,825       USD      308,161     GBP       BNP       05/16/18       260        
  335,672       USD      243,491     GBP       BNP       05/16/18       205        
  111,724       USD      81,043     GBP       BNP       05/16/18       68        
  307,260       USD      223,073     GBP       CBK       05/16/18             (77
  368,687       USD      267,670     GBP       CBK       05/16/18             (92
  308,929       USD      215,427     GBP       JPM       05/17/18       12,112        
  861,409       USD      11,895,192,000     IDR       JPM       05/16/18       7,903        
  618,098       USD      8,539,029,000     IDR       JPM       05/16/18       5,405        
  618,086       USD      8,619,212,600     IDR       JPM       05/16/18             (361
  94,701       USD      10,144,782     JPY       JPM       05/16/18       1,802        
  1,488,304       USD      27,438,225     MXN       JPM       05/16/18       25,023        
  485,219       USD      8,817,909     MXN       BNP       05/16/18       14,959        
  3,457,862       USD      100,966,100     TWD       BCLY       05/16/18       41,558        
  1,680,219       USD      20,408,777     ZAR       BCLY       05/16/18       46,649        
  2,210,000       ZAR      176,638     USD       BCLY       05/16/18       256        
  28,757,800       ZAR      2,360,321     USD       BCLY       05/16/18             (58,475
            

 

 

   

 

 

 
  Total                $     1,285,221     $     (1,045,588)  
            

 

 

   

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  51  

 


Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

BCLY

   Barclays

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBK

   Citibank NA

CIBC

   Canadian Imperial Bank of Commerce

CITI

   Citigroup Global Markets, Inc.

CSFB

   Credit Suisse First Boston Corp.

GSC

   Goldman Sachs & Co.

JPM

   JP Morgan Chase & Co.

MSCI

   Morgan Stanley Capital International

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

NOK

   Norwegian Krone

PHP

   Philippine Peso

PLN

   Polish Zloty

TRY

   Turkish Lira

TWD

   Taiwanese Dollar

USD

   United States Dollar

ZAR

   South African Rand
Index Abbreviations:

CDX.NA.IG

   Credit Derivatives North American Investment Grade

CPURNSA

   Consumer Price All Urban Non-Seasonally Adjusted

ITRAXX.EUR

   Markit iTraxx - Europe
Other Abbreviations:

CDOR

   Canadian Dollar Offered Rate

DDCA

   Dollars on Deposit in Custody Account

EURIBOR

   Euro Interbank Offered Rate

FHLMC

   Federal Home Loan Mortgage Corp.

HICP

   Harmonised Index of Consumer Prices

LIBOR

   London Interbank Offered Rate

OTC

   Over-the-Counter
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  52  

 


Hartford Schroders Global Strategic Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total     Level 1(1)     Level 2(1)     Level 3(1)  

Assets

        

Asset & Commercial Mortgage Backed Securities

   $ 6,407,724     $     $ 6,407,724     $  

Corporate Bonds

     29,781,048             29,781,048        

Foreign Government Obligations

     17,501,818             17,501,818        

U.S. Government Agencies

     812,003             812,003        

U.S. Government Securities

     5,551,800             5,551,800        

Short-Term Investments

     257,223       257,223              

Purchased Options

     878,851             878,851        

Foreign Currency Contracts(2)

     1,285,221             1,285,221        

Futures Contracts(2)

     218,487       218,487              

Swaps - Credit Default(2)

     12,581             12,581        

Swaps - Interest Rate(2)

     285,251             285,251        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 62,992,007     $ 475,710     $ 62,516,297     $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (1,045,588   $     $ (1,045,588   $  

Futures Contracts(2)

     (106,780     (106,780            

Swaps - Credit Default(2)

     (139,296           (139,296      

Swaps - Interest Rate(2)

     (52,714           (52,714      

Written Options

     (320,504           (320,504      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     (1,664,882   $     (106,780   $     (1,558,102   $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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.

 

The accompanying notes are an integral part of these financial statements.

 

 

  53  

 


Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3%  
      Australia - 4.1%  
  78,431    

ASX Ltd.

  $ 3,448,044  
  22,416    

BGP Holdings plc(1)(2)(3)

     
  196,728    

BHP Billiton Ltd.

    4,589,516  
  517,962    

BHP Billiton plc

    11,044,197  
  121,747    

BT Investment Management Ltd.

    836,420  
  302,951    

BWP Trust REIT

    712,042  
  424,898    

Charter Hall Group REIT

    1,880,512  
  162,304    

Coca-Cola Amatil Ltd.

    1,132,900  
  61,175    

Collection House Ltd.

    65,399  
  103,838    

Computershare Ltd.

    1,320,980  
  7,355    

DWS Ltd.

    6,894  
  797,759    

Fortescue Metals Group Ltd.

    2,706,687  
  439,683    

IPH Ltd.

    1,205,766  
  244,870    

Karoon Gas Australia Ltd.*

    232,443  
  181,750    

Macquarie Group Ltd.

    14,801,402  
  222,513    

Medusa Mining Ltd.*

    93,291  
  249,089    

OZ Minerals Ltd.

    1,718,956  
  2,646,937    

Perseus Mining Ltd.*

    909,071  
  252,531    

Platinum Asset Management Ltd.

    1,071,200  
  177,322    

Qantas Airways Ltd.

    766,878  
  640,987    

Resolute Mining Ltd.

    547,418  
  316,136    

Retail Food Group Ltd.(4)

    218,963  
  399,421    

Sandfire Resources NL

    2,363,917  
  464,358    

Santos Ltd.*

    2,138,745  
  877,399    

South32 Ltd.

    2,434,800  
  158,712    

Super Retail Group Ltd.

    858,087  
  3,028,445    

Telstra Corp. Ltd.

    7,200,498  
  525,694    

Woodside Petroleum Ltd.

    12,739,400  
   

 

 

 
      77,044,426  
   

 

 

 
      Austria - 0.3%  
  9,690    

Agrana Beteiligungs AG

    1,133,333  
  14,747    

EVN AG

    302,388  
  50,080    

OMV AG

    3,101,706  
  43,807    

Raiffeisen Bank International AG*

    1,478,751  
   

 

 

 
      6,016,178  
   

 

 

 
      Belgium - 0.4%  
  48,730    

Ageas

    2,606,690  
  141,302    

AGFA-Gevaert N.V.*

    503,769  
  138,376    

Proximus SADP

    4,240,416  
  1,755    

Sofina S.A.

    306,360  
   

 

 

 
      7,657,235  
   

 

 

 
      Brazil - 1.5%  
  170,300    

Alupar Investimento S.A.

    846,347  
  165,379    

Banco BTG Pactual S.A.

    1,056,515  
  425,900    

CCR S.A.

    1,454,032  
  287,500    

Cia de Saneamento Basico do Estado de Sao Paulo ADR

    2,869,250  
  50,200    

Cia de Saneamento de Minas Gerais-COPASA

    722,220  
  780,500    

Cielo S.A.

    4,277,689  
  380,300    

EDP - Energias do Brasil S.A.

    1,507,869  
  229,200    

Engie Brasil Energia S.A.

    2,420,104  
  81,600    

Grendene S.A.

    636,597  
  238,900    

Multiplus S.A.

    1,950,371  
  324,200    

Petroleo Brasileiro S.A. ADR*

    4,418,330  
  156,800    

QGEP Participacoes S.A.

    571,573  
  396,400    

Qualicorp S.A.

    2,755,292  
  80,700    

Smiles Fidelidade S.A.

    1,658,598  
  360,400    

Transmissora Alianca de Energia Eletrica S.A.

    2,190,259  
   

 

 

 
      29,335,046  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      Cambodia - 0.0%  
  170,000    

NagaCorp Ltd.

  $ 175,968  
   

 

 

 
      Canada - 5.0%  
  314,700    

Advantage Oil & Gas Ltd.*

    1,002,471  
  489,400    

Athabasca Oil Corp.*(4)

    579,375  
  300,600    

BCE, Inc.

    12,757,268  
  218,700    

Birchcliff Energy Ltd.

    792,052  
  131,400    

Bonavista Energy Corp.

    161,698  
  7,800    

Canfor Pulp Products, Inc.

    109,654  
  175,000    

Cardinal Energy Ltd.(4)

    706,024  
  231,700    

Cenovus Energy, Inc.

    2,320,699  
  258,900    

Centerra Gold, Inc.*

    1,580,884  
  392,000    

CI Financial Corp.

    8,249,418  
  19,700    

Cogeco Communications, Inc.

    1,049,634  
  14,600    

Cogeco, Inc.

    748,222  
  89,800    

Corus Entertainment, Inc. Class B

    447,619  
  110,000    

Crescent Point Energy Corp.

    963,823  
  250,100    

Crew Energy, Inc.*

    508,401  
  200    

E-L Financial Corp. Ltd.

    125,387  
  248,700    

Eldorado Gold Corp.*(4)

    236,313  
  62,100    

Enbridge Income Fund Holdings, Inc.(4)

    1,328,140  
  87,800    

Ensign Energy Services, Inc.

    420,554  
  121,800    

Genworth MI Canada, Inc.(4)

    3,936,835  
  26,900    

George Weston Ltd.

    2,203,833  
  67,100    

Gluskin Sheff + Associates, Inc.

    811,607  
  33,400    

Goldcorp, Inc.

    443,270  
  95,600    

Hudbay Minerals, Inc.

    667,886  
  161,800    

Husky Energy, Inc.

    2,263,272  
  85,200    

IGM Financial, Inc.

    2,615,158  
  364,500    

Imperial Oil Ltd.

    11,335,710  
  49,900    

Linamar Corp.

    2,796,297  
  96,600    

Magna International, Inc.

    5,705,189  
  36,400    

Manulife Financial Corp.

    686,921  
  128,785    

Medical Facilities Corp.(4)

    1,415,286  
  78,900    

Metro, Inc.

    2,503,513  
  1,300    

Morguard Real Estate Investment Trust REIT

    13,476  
  235,300    

Nevsun Resources Ltd.

    656,080  
  64,400    

Norbord, Inc.

    2,659,362  
  190,300    

Pengrowth Energy Corp.*(4)

    170,447  
  226,400    

Precision Drilling Corp.*

    807,595  
  498,100    

Surge Energy, Inc.

    927,185  
  203,100    

Teck Resources Ltd. Class B

    5,098,262  
  78,680    

Teranga Gold Corp.*

    300,270  
  53,600    

TORC Oil & Gas Ltd.

    303,912  
  168,900    

Tourmaline Oil Corp.

    3,176,864  
  204,100    

Transcontinental, Inc. Class A

    4,298,348  
  46,800    

West Fraser Timber Co., Ltd.

    3,170,058  
  74,500    

Westshore Terminals Investment Corp.

    1,286,393  
   

 

 

 
      94,340,665  
   

 

 

 
      Cayman Islands - 0.0%  
  56,000    

Chlitina Holding Ltd.

    365,265  
   

 

 

 
      Chile - 0.4%  
  2,912,022    

Aguas Andinas S.A. Class A

    1,935,287  
  392,700    

Enel Americas S.A. ADR

    4,457,145  
  9,589,945    

Enel Chile S.A.

    1,194,052  
  137,700    

Enel Chile S.A. ADR

    856,494  
   

 

 

 
      8,442,978  
   

 

 

 
      China - 4.4%  
  5,524,000    

Agricultural Bank of China Ltd. Class H

    3,114,497  
  621,500    

Anhui Conch Cement Co., Ltd. Class H

    3,879,077  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  54  

 


Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      China - 4.4% - (continued)  
  1,890,000    

BAIC Motor Corp. Ltd. Class H(5)

  $ 1,824,420  
  7,780,000    

Bank of China Ltd. Class H

    4,223,226  
  30,000    

Baoye Group Co., Ltd. Class H*

    19,924  
  2,982,000    

Beijing Capital International Airport Co., Ltd. Class H

    4,061,404  
  47,600    

Changyou.com Ltd. ADR

    905,828  
  5,136,000    

China BlueChemical Ltd. Class H

    1,349,873  
  3,150,000    

China Communications Services Corp. Ltd. Class H

    1,977,631  
  4,115,000    

China Construction Bank Corp. Class H

    4,311,115  
  1,258,000    

China Oriental Group Co., Ltd.(4)

    901,475  
  4,414,000    

China Petroleum & Chemical Corp. Class H

    4,298,613  
  1,139,000    

China Shenhua Energy Co., Ltd. Class H

    2,793,805  
  306,000    

China Shineway Pharmaceutical Group Ltd.

    627,504  
  80,000    

China Taifeng Beddings Holdings Ltd.*(1)(2)(3)

     
  2,872,000    

CNOOC Ltd.

    4,858,600  
  1,270,500    

Dali Foods Group Co. Ltd.(5)

    879,509  
  2,636,000    

Dongfeng Motor Group Co., Ltd. Class H

    2,914,978  
  258,800    

Fuyao Glass Industry Group Co., Ltd.
Class H(5)

    889,515  
  1,284,000    

Guangzhou Automobile Group Co., Ltd. Class H

    2,351,922  
  1,093,000    

Haitian International Holdings Ltd.

    2,908,803  
  347,500    

Hengan International Group Co., Ltd.

    3,090,435  
  4,970,000    

Industrial & Commercial Bank of China Ltd. Class H

    4,363,069  
  1,308,000    

Jiangsu Expressway Co., Ltd. Class H

    1,793,429  
  6,273,000    

Lonking Holdings Ltd.

    2,850,583  
  1,264,000    

Maanshan Iron & Steel Co., Ltd. Class H*

    620,439  
  56,000    

On-Bright Electronics, Inc.

    451,970  
  772,000    

Shenzhen Expressway Co., Ltd. Class H

    783,399  
  7,256,000    

Sihuan Pharmaceutical Holdings Group Ltd.

    1,753,688  
  477,000    

Sinopec Engineering Group Co., Ltd. Class H

    491,788  
  1,225,500    

Sinotruk Hong Kong Ltd.(4)

    1,435,826  
  586,000    

Tianneng Power International Ltd.

    845,537  
  2,733,000    

Want Want China Holdings Ltd.

    2,415,070  
  2,625,000    

Weichai Power Co., Ltd. Class H

    3,038,824  
  122,000    

Xingda International Holdings Ltd.

    43,576  
  3,261,300    

Yangzijiang Shipbuilding Holdings Ltd.

    2,847,904  
  28,000    

Yirendai Ltd. ADR(4)

    987,560  
  33,900    

YY, Inc. ADR*

    3,267,621  
  2,168,000    

Zhejiang Expressway Co., Ltd. Class H

    2,226,361  
   

 

 

 
      82,398,798  
   

 

 

 
      Denmark - 1.3%  
  51,317    

Bakkafrost P/F

    2,944,425  
  298,983    

Novo Nordisk A/S Class B

    14,060,547  
  34,693    

Pandora A/S

    3,854,011  
  156,722    

Scandinavian Tobacco Group AS Class A(5)

    2,621,474  
  80,953    

Spar Nord Bank A/S

    924,547  
   

 

 

 
      24,405,004  
   

 

 

 
      Egypt - 0.2%  
  1,495,570    

Centamin plc

    3,231,677  
   

 

 

 
      Finland - 1.0%  
  122,395    

Kone Oyj Class B

    6,078,793  
  189,331    

Nokian Renkaat Oyj

    7,575,481  
  46,808    

Orion Oyj Class B

    1,419,717  
  47,819    

Technopolis Oyj

    223,673  
  9,744    

Tieto Oyj

    349,024  
  112,746    

UPM-Kymmene Oyj

    4,022,957  
   

 

 

 
      19,669,645  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      France - 5.1%  
  12,675    

Amundi S.A.(5)

  $ 1,077,942  
  238,929    

AXA S.A.

    6,833,043  
  105,805    

BNP Paribas S.A.

    8,168,067  
  54,792    

Cie Generale des Etablissements Michelin SCA

    7,705,008  
  90,477    

Coface S.A.*

    1,146,305  
  45,467    

Danone S.A.

    3,683,090  
  64,280    

Engie S.A.

    1,127,566  
  21,704    

Faurecia S.A.

    1,772,324  
  9,355    

FFP

    1,131,969  
  12,570    

IPSOS

    478,553  
  118,863    

Metropole Television S.A.

    2,926,504  
  3,077    

MGI Coutier

    106,220  
  80,131    

Neopost S.A.

    2,162,196  
  68,769    

Peugeot S.A.(4)

    1,693,339  
  124,026    

Publicis Groupe S.A.

    9,274,653  
  151,030    

Sanofi

    11,940,773  
  106,531    

Schneider Electric SE

    9,656,436  
  26,857    

Societe BIC S.A.

    2,738,925  
  178,007    

Societe Generale S.A.

    9,742,100  
  210,597    

TOTAL S.A.

    13,236,377  
   

 

 

 
      96,601,390  
   

 

 

 
      Gabon - 0.0%  
  655    

Total Gabon

    123,348  
   

 

 

 
      Georgia - 0.0%  
  13,246    

BGEO Group plc

    633,210  
   

 

 

 
      Germany - 2.5%  
  49,926    

BASF SE

    5,194,471  
  30,908    

Bayer AG

    3,694,110  
  31,051    

Continental AG

    8,269,957  
  89,708    

Covestro AG(5)

    8,151,301  
  411,221    

Deutsche Bank AG

    5,621,940  
  23,525    

Deutsche EuroShop AG

    845,500  
  55,189    

Deutsche Lufthansa AG

    1,604,080  
  117,467    

Fresenius SE & Co. KGaA

    8,945,613  
  150,624    

ProSiebenSat.1 Media SE

    5,464,345  
   

 

 

 
      47,791,317  
   

 

 

 
      Greece - 0.1%  
  19,388    

Hellenic Petroleum S.A.

    197,271  
  37,354    

JUMBO S.A.

    683,745  
  142,374    

Piraeus Bank S.A.*

    601,391  
   

 

 

 
      1,482,407  
   

 

 

 
      Hong Kong - 3.2%  
  606,000    

Allied Properties HK Ltd.

    120,755  
  221,016    

Asian Citrus Holdings Ltd.*(1)(2)(3)

    12,165  
  163,000    

Beijing Enterprises Holdings Ltd.

    814,167  
  510,000    

China Lumena New Materials Corp.*(1)(2)(3)

     
  423,000    

China Mobile Ltd.

    4,029,705  
  4,148,000    

China Resources Cement Holdings Ltd.

    4,351,576  
  1,010,000    

China Resources Gas Group Ltd.

    3,714,380  
  25,000    

Chong Hing Bank Ltd.

    50,535  
  676,000    

CK Asset Holdings Ltd.

    5,835,884  
  153,000    

CK Infrastructure Holdings Ltd.

    1,207,538  
  810,000    

CSI Properties Ltd.

    52,341  
  401,200    

Dah Sing Banking Group Ltd.

    952,717  
  111,600    

Dah Sing Financial Holdings Ltd.

    745,228  
  285,000    

Emperor Entertainment Hotel Ltd.

    64,092  
  1,352,000    

First Pacific Co., Ltd.

    692,318  
  424,000    

Giordano International Ltd.

    259,096  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  55  

 


Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      Hong Kong - 3.2% - (continued)  
  2,098,000    

Guangdong Investment Ltd.

  $ 3,247,351  
  144,000    

Hang Lung Group Ltd.

    434,954  
  1,277,000    

Hang Lung Properties Ltd.

    3,022,114  
  6,811    

Hanison Construction Holdings Ltd.

    1,238  
  135,917    

Henderson Land Development Co., Ltd.

    861,789  
  26,400    

Jardine Matheson Holdings Ltd.

    1,598,618  
  581,500    

Kerry Properties Ltd.

    2,779,872  
  623,500    

Kingboard Chemical Holdings Ltd.

    2,536,579  
  10,020    

Lai Sun Development Co., Ltd.

    15,481  
  777,000    

NWS Holdings Ltd.

    1,532,098  
  68,000    

Qingling Motors Co., Ltd. Class H

    21,737  
  72,400    

Seaspan Corp.

    556,756  
  855,000    

Shanghai Industrial Holdings Ltd.

    2,242,057  
  1,528,000    

Sino Land Co., Ltd.

    2,637,595  
  20,000    

Soundwill Holdings Ltd.

    35,576  
  113,000    

Sun Hung Kai Properties Ltd.

    1,819,801  
  164,000    

Swire Pacific Ltd. Class A

    1,620,535  
  567,600    

Swire Properties Ltd.

    2,014,689  
  41,000    

TAI Cheung Holdings Ltd.

    45,238  
  374,000    

Wharf Holdings Ltd.

    1,244,244  
  374,000    

Wharf Real Estate Investment Co., Ltd.

    2,804,157  
  201,000    

Wheelock & Co., Ltd.

    1,491,261  
  3,376,000    

Xinyi Glass Holdings Ltd.

    4,853,335  
  28,000    

Yuexiu Transport Infrastructure Ltd.

    21,113  
   

 

 

 
      60,340,685  
   

 

 

 
      Hungary - 0.6%  
  494,252    

MOL Hungarian Oil & Gas plc

    5,711,464  
  128,980    

OTP Bank Nyrt

    5,623,961  
   

 

 

 
      11,335,425  
   

 

 

 
      India - 0.5%  
  252,100    

Infosys Ltd. ADR

    4,454,607  
  53,900    

Tata Motors Ltd. ADR*

    1,353,968  
  49,600    

Vedanta Ltd. ADR

    878,912  
  517,500    

Wipro Ltd. ADR(4)

    2,473,650  
   

 

 

 
      9,161,137  
   

 

 

 
      Indonesia - 0.9%  
  17,597,200    

Adaro Energy Tbk PT

    2,304,373  
  6,019,300    

Bank Negara Indonesia Persero Tbk PT

    3,465,406  
  1,206,600    

Bank Pembangunan Daerah Jawa Timur Tbk PT

    61,856  
  6,709,900    

Bank Rakyat Indonesia Persero Tbk PT

    1,547,091  
  6,519,500    

Bukit Asam Tbk PT

    1,507,214  
  1,837,000    

Panin Financial Tbk PT*

    31,036  
  7,986,000    

Perusahaan Perkebunan London Sumatra Indonesia Tbk PT

    722,194  
  15,708,300    

Telekomunikasi Indonesia Persero Tbk PT

    4,286,393  
  1,069,900    

United Tractors Tbk PT

    2,610,431  
   

 

 

 
      16,535,994  
   

 

 

 
      Ireland - 0.1%  
  200,354    

Bank of Ireland Group plc

    1,797,456  
   

 

 

 
      Isle of Man - 0.2%  
  274,921    

Playtech plc

    3,066,497  
   

 

 

 
      Israel - 1.6%  
  735,168    

Bank Hapoalim BM

    5,020,767  
  657,794    

Bank Leumi Le-Israel BM

    3,880,754  
  2,350,685    

Bezeq The Israeli Telecommunication Corp. Ltd.

    2,966,646  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      Israel - 1.6% - (continued)  
  63,824    

Clal Insurance Enterprises Holdings Ltd.*

  $ 998,338  
  10,220    

FIBI Holdings Ltd.

    256,006  
  40,999    

First International Bank Of Israel Ltd.

    845,171  
  267,725    

Harel Insurance Investments & Financial Services Ltd.

    1,943,399  
  185,182    

Israel Chemicals Ltd.

    827,552  
  759,420    

Israel Discount Bank Ltd. Class A*

    2,102,767  
  43,100    

Ituran Location and Control Ltd.

    1,351,185  
  23,753    

Kerur Holdings Ltd.

    656,830  
  20,804    

Menora Mivtachim Holdings Ltd.

    232,923  
  1,392,284    

Migdal Insurance & Financial Holding Ltd.

    1,362,804  
  341,544    

Phoenix Holdings Ltd.*

    1,746,789  
  20,289    

Taro Pharmaceutical Industries Ltd.*

    2,069,072  
  213,300    

Teva Pharmaceutical Industries Ltd. ADR

    3,835,134  
   

 

 

 
      30,096,137  
   

 

 

 
      Italy - 1.2%  
  685,671    

A2A S.p.A.

    1,378,709  
  87,361    

ASTM S.p.A.

    2,402,220  
  19,022    

Banca IFIS S.p.A

    749,426  
  317,672    

Eni S.p.A.

    6,209,980  
  511,091    

Mediobanca Banca di Credito Finanziario S.p.A.

    6,193,153  
  172,688    

Societa Cattolica di Assicurazioni S.c.r.l.

    1,838,592  
  210,524    

Sogefi S.p.A.*

    824,244  
  87,696    

UniCredit S.p.A.

    1,901,242  
  57,888    

Vittoria Assicurazioni S.p.A.

    822,089  
   

 

 

 
      22,319,655  
   

 

 

 
      Japan - 15.4%  
  25,300    

ADEKA Corp.

    449,265  
  19,400    

Aica Kogyo Co., Ltd.

    729,430  
  5,800    

Aichi Bank Ltd.

    277,164  
  1,300    

Aichi Steel Corp.

    56,109  
  15,800    

Ajis Co., Ltd.

    453,420  
  3,000    

Akita Bank Ltd.

    82,056  
  3,400    

Amiyaki Tei Co., Ltd.

    166,982  
  34,800    

Aozora Bank Ltd.

    1,403,888  
  34,500    

Arakawa Chemical Industries Ltd.

    629,133  
  2,200    

Arcland Sakamoto Co., Ltd.

    34,710  
  104,500    

Asahi Glass Co., Ltd.

    4,336,873  
  940,400    

Astellas Pharma, Inc.

    13,754,511  
  1,900    

Atsugi Co., Ltd.

    21,416  
  172,000    

Awa Bank Ltd.

    1,123,084  
  1,500    

Bando Chemical Industries Ltd.

    18,002  
  44,900    

Bank of Kyoto Ltd.

    2,699,186  
  21,000    

BML, Inc.

    531,500  
  208,600    

Bridgestone Corp.

    8,720,021  
  300    

C Uyemura & Co., Ltd.

    20,486  
  1,000    

Central Automotive Products Ltd.

    15,509  
  93,300    

Central Japan Railway Co.

    18,695,865  
  229,000    

Chiba Bank Ltd.

    1,847,667  
  3,100    

Corona Corp.

    36,557  
  247,900    

Daicel Corp.

    2,860,332  
  7,000    

Daiichi Jitsugyo Co., Ltd.

    213,923  
  125,300    

Daikyonishikawa Corp.

    2,252,126  
  1,800    

Dainichi Co., Ltd.

    13,262  
  26,900    

Dainichiseika Color & Chemicals Manufacturing Co., Ltd.

    1,101,758  
  79,000    

Daiwa House Industry Co., Ltd.

    2,888,338  
  407,000    

Daiwa Securities Group, Inc.

    2,496,756  
  48,300    

DIC Corp.

    1,639,057  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  56  

 


Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      Japan - 15.4% - (continued)  
  6,000    

Eidai Co., Ltd.

  $ 29,920  
  23,900    

First Bank of Toyama Ltd.

    108,251  
  53,700    

FJ Next Co., Ltd.

    419,465  
  2,400    

Fuji Kosan Co., Ltd.

    13,418  
  8,400    

Fujikura Kasei Co., Ltd.

    52,060  
  7,200    

Fujimori Kogyo Co., Ltd.

    243,950  
  1,600    

Fujishoji Co., Ltd.

    18,957  
  2,800    

Fujitsu Frontech Ltd.

    41,360  
  1,100    

FuKoKu Co., Ltd.

    10,072  
  14,200    

G-Tekt Corp.

    274,314  
  31,800    

Geo Holdings Corp.

    519,654  
  770,400    

GungHo Online Entertainment, Inc.

    2,323,673  
  117,000    

Gunma Bank Ltd.

    682,833  
  237,400    

Hachijuni Bank Ltd.

    1,253,704  
  37,600    

Hamakyorex Co., Ltd.

    1,310,607  
  215,200    

Haseko Corp.

    3,385,012  
  158,500    

Hazama Ando Corp.

    1,273,533  
  2,800    

HI-LEX Corp.

    72,835  
  76,000    

Hokuetsu Kishu Paper Co., Ltd.

    473,519  
  28,100    

Idemitsu Kosan Co., Ltd.

    1,097,752  
  10,500    

Imasen Electric Industrial

    117,178  
  24,200    

Inaba Denki Sangyo Co., Ltd.

    1,037,951  
  87,900    

Isuzu Motors Ltd.

    1,341,731  
  280,200    

ITOCHU Corp.

    5,603,556  
  1,400    

Iwatsu Electric Co., Ltd.

    10,560  
  381,800    

Iyo Bank Ltd.

    3,017,650  
  16,800    

Jafco Co., Ltd.

    736,815  
  3,900    

Japan Foundation Engineering Co., Ltd.

    14,368  
  62,400    

Japan Petroleum Exploration Co., Ltd.

    1,623,797  
  477,700    

Japan Post Bank Co., Ltd.

    6,488,961  
  168,600    

JXTG Holdings, Inc.

    1,099,063  
  14,100    

Kaga Electronics Co., Ltd.

    348,704  
  386,000    

Kajima Corp.

    3,718,756  
  50,900    

Kaken Pharmaceutical Co., Ltd.

    3,009,995  
  6,200    

Kanamoto Co., Ltd.

    211,855  
  633,800    

KDDI Corp.

    17,013,470  
  69,700    

Keihin Corp.

    1,376,858  
  119,000    

Kinden Corp.

    2,075,464  
  2,000    

Koatsu Gas Kogyo Co., Ltd.

    17,614  
  91,000    

Kuraray Co., Ltd.

    1,515,528  
  1,900    

Kyodo Printing Co., Ltd.

    58,096  
  31,200    

Kyokuto Kaihatsu Kogyo Co., Ltd.

    493,333  
  77,000    

Maeda Road Construction Co., Ltd.

    1,661,468  
  900    

Maezawa Kyuso Industries Co., Ltd.

    15,785  
  151,600    

Marubeni Corp.

    1,138,448  
  79,800    

Mazda Motor Corp.

    1,109,532  
  3,100    

Mitani Corp.

    147,145  
  412,700    

Mitsubishi Chemical Holdings Corp.

    3,903,978  
  87,800    

Mitsubishi Corp.

    2,421,133  
  105,800    

Mitsubishi Gas Chemical Co., Inc.

    2,479,471  
  1,800    

Mitsubishi Research Institute, Inc.

    63,142  
  216,300    

Mitsubishi UFJ Financial Group, Inc.

    1,449,500  
  14,000    

Mitsuboshi Belting Ltd.

    159,689  
  206,000    

Mitsui & Co., Ltd.

    3,712,775  
  36,600    

Mitsui Chemicals, Inc.

    1,049,182  
  17,500    

Mitsui Sugar Co., Ltd.

    699,070  
  42,100    

Mixi, Inc.

    1,383,694  
  341    

Mori Trust Sogo Reit, Inc. REIT

    508,707  
  3,900    

Murakami Corp.

    110,628  
  2,600    

Natoco Co., Ltd.

    33,510  
  248,500    

NHK Spring Co., Ltd.

    2,746,086  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      Japan - 15.4% - (continued)  
  4,000    

Nichireki Co., Ltd.

  $ 43,911  
  10,868    

Nichirin Co., Ltd.

    265,089  
  33,000    

Nippo Corp.

    756,852  
  2,900    

Nippon Road Co., Ltd.

    144,624  
  393,100    

Nippon Telegraph & Telephone Corp.

    18,654,621  
  46,600    

Nishio Rent All Co., Ltd.

    1,383,557  
  11,600    

Nittetsu Mining Co., Ltd.

    706,868  
  57,900    

Nitto Denko Corp.

    4,304,565  
  26,900    

NOF Corp.

    802,650  
  1,327,500    

Nomura Holdings, Inc.

    7,645,805  
  80,300    

Nomura Real Estate Holdings, Inc.

    1,987,136  
  614,100    

NTT DOCOMO, Inc.

    15,864,661  
  191,000    

Obayashi Corp.

    2,199,596  
  3,500    

Okinawa Cellular Telephone Co.

    130,280  
  103,000    

Okura Industrial Co., Ltd.

    573,876  
  2,800    

Pack Corp.

    106,031  
  36,000    

Piolax, Inc.

    1,008,432  
  46,700    

Press Kogyo Co., Ltd.

    269,122  
  48,400    

San-In Godo Bank Ltd.

    455,053  
  2,000    

Sanko Metal Industrial Co., Ltd.

    64,677  
  13,700    

Sansei Technologies, Inc.

    176,508  
  28,400    

Secom Co., Ltd.

    2,130,675  
  29,200    

Sekisui Jushi Corp.

    635,802  
  676,100    

Seven Bank Ltd.

    2,269,980  
  19,100    

Shikoku Chemicals Corp.

    270,333  
  70,600    

Shinnihon Corp.

    783,162  
  132,200    

Shinsei Bank Ltd.

    2,058,298  
  37,600    

Shionogi & Co., Ltd.

    1,932,328  
  178,000    

Shizuoka Bank Ltd.

    1,805,065  
  75,700    

Showa Corp.

    1,137,839  
  81,600    

Sinko Industries Ltd.

    1,322,458  
  25,400    

Stanley Electric Co., Ltd.

    917,939  
  37,700    

Studio Alice Co., Ltd.

    845,933  
  95,200    

Subaru Corp.

    3,195,518  
  665,000    

Sumitomo Chemical Co., Ltd.

    3,804,897  
  151,300    

Sumitomo Corp.

    2,715,916  
  5,200    

Sumitomo Densetsu Co., Ltd.

    110,342  
  40,900    

Sumitomo Mitsui Financial Group, Inc.

    1,704,640  
  33,600    

Sumitomo Seika Chemicals Co., Ltd.

    1,608,457  
  83,800    

Suzuki Motor Corp.

    4,504,068  
  1,200    

T&K Toka Co., Ltd.

    14,696  
  22,700    

Tachi-S Co., Ltd.

    411,402  
  48,200    

Taiheiyo Cement Corp.

    1,820,030  
  71,600    

Taisei Corp.

    3,862,529  
  55,000    

Teijin Ltd.

    1,034,047  
  258,200    

Toagosei Co., Ltd.

    3,047,077  
  113,800    

Tokyo Steel Manufacturing Co., Ltd.

    949,654  
  4,400    

Tokyo Tekko Co., Ltd.

    68,765  
  161,700    

Tosoh Corp.

    2,860,203  
  36,100    

Towa Bank Ltd.

    481,640  
  191,000    

Toyo Ink SC Holdings Co., Ltd.

    1,180,423  
  151,500    

Toyota Boshoku Corp.

    3,180,437  
  44,400    

TPR Co., Ltd.

    1,345,067  
  75,800    

TS Tech Co., Ltd.

    3,066,835  
  218,000    

Tsubakimoto Chain Co.

    1,889,045  
  94,700    

Ube Industries Ltd.

    2,884,958  
  47,800    

Ulvac, Inc.

    2,557,021  
  102,900    

Unipres Corp.

    2,422,857  
  3,100    

Utoc Corp.

    13,327  
  92,000    

Wakita & Co., Ltd.

    972,070  
  129,000    

Yamanashi Chuo Bank Ltd.

    569,930  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  57  

 


Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      Japan - 15.4% - (continued)  
  28,600    

Yamato Kogyo Co., Ltd.

  $ 843,090  
  22,900    

Yamazen Corp.

    231,456  
  18,500    

Yuasa Trading Co., Ltd.

    591,317  
  28,400    

Zenkoku Hosho Co., Ltd.

    1,171,997  
  272,300    

Zeon Corp.

    3,516,562  
   

 

 

 
      291,181,520  
   

 

 

 
      Luxembourg - 0.2%  
  521,250    

L’Occitane International S.A.

    968,216  
  32,692    

RTL Group S.A.

    2,690,207  
   

 

 

 
      3,658,423  
   

 

 

 
      Malaysia - 0.8%  
  48,400    

AFFIN Bank Bhd

    30,974  
  674,400    

AMMB Holdings Bhd

    666,075  
  125,900    

British American Tobacco Malaysia Bhd

    786,173  
  1,577,600    

Genting Bhd

    3,582,717  
  35,200    

Lingkaran Trans Kota Holdings Bhd

    48,895  
  91,700    

Padini Holdings Bhd

    99,331  
  3,887,000    

Petronas Chemicals Group Bhd

    8,350,788  
  365,700    

Petronas Gas Bhd

    1,654,633  
  513,900    

Westports Holdings Bhd

    434,178  
   

 

 

 
      15,653,764  
   

 

 

 
      Mexico - 0.5%  
  388,000    

Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand ADR

    2,844,040  
  1,303,700    

Gentera S.A.B. de C.V.(4)

    1,037,269  
  391,000    

Grupo Aeroportuario del Centro Norte S.A.B. de C.V.

    2,062,456  
  2,147    

Grupo Aeroportuario del Pacifico S.A.B. de C.V. ADR

    223,653  
  364,500    

Grupo Financiero Banorte S.A.B. de C.V. Series O

    2,279,532  
  979,700    

Grupo Financiero Inbursa S.A.B. de C.V.

    1,630,733  
  50    

Urbi Desarrollos Urbanos S.A.B. de C.V.*

    17  
   

 

 

 
      10,077,700  
   

 

 

 
      Monaco - 0.1%  
  223,800    

Costamare, Inc.(4)

    1,519,602  
   

 

 

 
      Netherlands - 0.9%  
  18,625    

Aegon N.V.

    136,499  
  29,519    

Euronext N.V.(5)

    2,116,045  
  37,309    

Koninklijke Vopak N.V.

    1,839,899  
  138,725    

NN Group N.V.

    6,648,353  
  173,008    

Royal Dutch Shell plc Class A

    6,042,922  
  34,107    

Royal Dutch Shell plc Class B

    1,217,580  
   

 

 

 
      18,001,298  
   

 

 

 
      New Zealand - 0.2%  
  380,823    

SKY Network Television Ltd.

    608,682  
  1,057,697    

Trade Me Group Ltd.

    3,456,796  
   

 

 

 
      4,065,478  
   

 

 

 
      Norway - 1.6%  
  262,243    

Austevoll Seafood ASA

    3,156,162  
  279,842    

DNO ASA*

    518,207  
  680,111    

Leroy Seafood Group ASA

    4,988,825  
  117,907    

Salmar ASA

    5,494,623  
  100,425    

SpareBank 1 Nord Norge

    740,620  
  454,956    

Telenor ASA

    10,069,950  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      Norway - 1.6% - (continued)  
  159,614    

TGS Nopec Geophysical Co. ASA

  $ 5,033,254  
   

 

 

 
      30,001,641  
   

 

 

 
      Philippines - 0.1%  
  9,375,100    

DMCI Holdings, Inc.

    1,992,771  
  474,850    

Metropolitan Bank & Trust Co.

    777,739  
   

 

 

 
      2,770,510  
   

 

 

 
      Poland - 0.4%  
  41,373    

Enea S.A.

    122,557  
  96,711    

Polski Koncern Naftowy ORLEN S.A.

    2,463,218  
  2,665,654    

Polskie Gornictwo Naftowe i Gazownictwo S.A.

    4,678,587  
   

 

 

 
      7,264,362  
   

 

 

 
      Russia - 1.4%  
  762,404    

Gazprom PJSC ADR

    3,518,106  
  67,918    

Globaltrans Investment plc GDR

    714,497  
  72,507    

LUKOIL PJSC ADR

    4,829,391  
  320,900    

Mobile TeleSystems PJSC ADR

    3,369,450  
  36,630    

Novatek PJSC GDR

    4,652,610  
  193,509    

RusHydro PJSC ADR

    220,123  
  59,346    

Severstal PJSC GDR

    944,531  
  630,174    

Surgutneftegas OJSC ADR

    2,953,218  
  70,554    

Tatneft PJSC ADR

    4,531,656  
   

 

 

 
      25,733,582  
   

 

 

 
      Singapore - 1.8%  
  14,100    

Boustead Projects Ltd.

    8,401  
  1,080,200    

CapitaLand Ltd.

    3,045,998  
  19,400    

China Yuchai International Ltd.

    403,714  
  299,100    

First Resources Ltd.

    380,325  
  2,342,000    

IGG, Inc.

    3,522,124  
  100,800    

Jardine Cycle & Carriage Ltd.

    2,593,465  
  532,300    

M1 Ltd.

    725,003  
  734,200    

Mapletree Industrial Trust REIT

    1,120,574  
  268,500    

SATS Ltd.

    1,115,723  
  7,089,900    

Singapore Telecommunications Ltd.

    18,838,565  
  329,187    

UMS Holdings Ltd.

    263,957  
  49,000    

UOL Group Ltd.

    323,627  
  245,300    

Wing Tai Holdings Ltd.

    375,841  
  386,400    

Yanlord Land Group Ltd.

    492,725  
   

 

 

 
      33,210,042  
   

 

 

 
      South Africa - 1.7%  
  97,576    

AECI Ltd.

    922,373  
  16,191    

Assore Ltd.

    399,300  
  36,461    

Astral Foods Ltd.

    898,903  
  47,671    

AVI Ltd.

    436,018  
  316,792    

Barclays Africa Group Ltd.

    4,640,139  
  160,453    

Exxaro Resources Ltd.

    1,423,214  
  321,500    

Harmony Gold Mining Co., Ltd. ADR

    652,645  
  212,232    

Impala Platinum Holdings Ltd.*(4)

    378,005  
  117,348    

Kumba Iron Ore Ltd.

    2,506,841  
  1,265,621    

MMI Holdings Ltd.

    2,253,034  
  70,881    

Mondi plc

    1,973,119  
  190,390    

Reunert Ltd.

    1,186,131  
  678,417    

RMB Holdings Ltd.

    4,255,213  
  123,105    

Tiger Brands Ltd.

    3,847,447  
  303,896    

Truworths International Ltd.

    2,484,525  
  342,522    

Vodacom Group Ltd.

    4,285,853  
   

 

 

 
      32,542,760  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  58  

 


Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      South Korea - 4.2%  
  1,880    

CJ O Shopping Co., Ltd.

  $ 392,158  
  39,205    

Hana Financial Group, Inc.

    1,742,003  
  62,181    

Hankook Tire Co., Ltd.

    2,871,736  
  22,294    

Hanwha Chemical Corp.

    599,316  
  146,762    

Hanwha Life Insurance Co., Ltd.

    852,835  
  49,627    

Huchems Fine Chemical Corp.

    1,232,045  
  7,507    

Hyundai Home Shopping Network Corp.

    760,123  
  188,282    

Kangwon Land, Inc.

    5,079,181  
  52,214    

KB Financial Group, Inc.

    2,966,542  
  56,995    

Kortek Corp.

    885,524  
  92,993    

KT&G Corp.

    8,503,493  
  22,828    

LG Corp.

    1,726,819  
  94,327    

LG Uplus Corp.

    1,079,884  
  67,553    

Mirae Asset Life Insurance Co., Ltd.

    344,558  
  25,367    

PSK, Inc.

    544,311  
  5,138    

Samsung Electronics Co., Ltd.*(1)(2)(3)

    12,735,081  
  3,887    

Samsung Electronics Co., Ltd. GDR

    4,758,437  
  520    

Sebang Co., Ltd.

    6,457  
  79,998    

SFA Engineering Corp.

    2,418,251  
  71,992    

Shinhan Financial Group Co., Ltd.

    3,205,563  
  109,221    

SK Hynix, Inc.

    8,589,574  
  20,618    

SK Innovation Co., Ltd.

    3,778,171  
  52,525    

SK Telecom Co., Ltd.

    11,222,647  
  21,882    

Soulbrain Co., Ltd.

    1,200,680  
  50,252    

Toptec Co., Ltd.*

    1,242,749  
  42,688    

UIL Co., Ltd.

    244,762  
  30,815    

YeaRimDang Publishing Co., Ltd.*

    329,294  
   

 

 

 
      79,312,194  
   

 

 

 
      Spain - 1.5%  
  100,643    

Bolsas y Mercados Espanoles SHMSF S.A.

    3,527,385  
  7,844    

Corp. Financiera Alba S.A.

    488,150  
  43,697    

Enagas S.A.

    1,270,095  
  1,569,993    

Mapfre S.A.

    5,446,276  
  220,306    

Mediaset Espana Comunicacion S.A.(4)

    2,108,364  
  408,211    

Red Electrica Corp. S.A.

    8,503,201  
  325,785    

Repsol S.A.

    6,216,891  
   

 

 

 
      27,560,362  
   

 

 

 
      Sweden - 0.8%  
  157,295    

Axfood AB

    2,922,298  
  170,357    

Betsson AB*

    1,213,549  
  53,511    

Bure Equity AB

    573,734  
  101,485    

Industrivarden AB Class C

    2,136,728  
  150,370    

JM AB

    2,974,972  
  133,452    

Mycronic AB(4)

    1,532,239  
  162,752    

SKF AB Class B

    3,294,884  
  26,786    

Tethys Oil AB

    239,295  
   

 

 

 
      14,887,699  
   

 

 

 
      Switzerland - 4.8%  
  239,202    

ABB Ltd.

    5,577,128  
  68,409    

Adecco Group AG

    4,530,399  
  459,831    

Ferrexpo plc

    1,488,789  
  33,085    

Flughafen Zurich AG

    6,909,151  
  186,510    

Nestle S.A.

    14,448,944  
  139,789    

Novartis AG

    10,760,159  
  21,069    

Oriflame Holding AG

    998,400  
  85,214    

Roche Holding AG

    18,933,473  
  41,762    

Swiss Re AG

    3,978,633  
  27,795    

Swisscom AG*(4)

    13,331,383  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      Switzerland - 4.8% - (continued)  
  589,917    

UBS Group AG*

  $ 9,901,693  
   

 

 

 
      90,858,152  
   

 

 

 
      Taiwan - 3.5%  
  1,169,710    

Ardentec Corp.

    1,315,669  
  2,602,000    

AU Optronics Corp.

    1,072,949  
  774,000    

Catcher Technology Co., Ltd.

    8,583,791  
  490,455    

Chicony Electronics Co., Ltd.

    1,208,345  
  561,000    

Chin-Poon Industrial Co., Ltd.

    738,579  
  626,000    

China Motor Corp.

    588,948  
  1,273,000    

Chunghwa Telecom Co., Ltd.

    4,843,851  
  97,000    

Cleanaway Co., Ltd.

    622,952  
  552,000    

Co-Tech Development Corp.*

    723,909  
  28,080    

CviLux Corp.

    25,552  
  40,000    

Draytek Corp.

    38,657  
  19,000    

ECOVE Environment Corp.

    111,644  
  179,800    

Elite Advanced Laser Corp.

    629,979  
  565,000    

Elite Material Co., Ltd.

    1,384,609  
  409,000    

Far EasTone Telecommunications Co., Ltd.

    1,082,102  
  261,000    

FLEXium Interconnect, Inc.

    682,037  
  631,000    

Formosa Chemicals & Fibre Corp.

    2,318,389  
  1,328,000    

Grand Pacific Petrochemical

    1,469,332  
  397,000    

Greatek Electronics, Inc.

    718,462  
  3,559,000    

Innolux Corp.

    1,324,397  
  230,000    

ITEQ Corp.

    511,470  
  301,000    

King’s Town Bank Co., Ltd.

    360,540  
  182,000    

LCY Chemical Corp.

    269,721  
  1,292,257    

Lite-On Technology Corp.

    1,705,277  
  58,500    

Lumax International Corp. Ltd.

    117,305  
  11,000    

Microlife Corp.

    31,825  
  50,000    

Nien Made Enterprise Co., Ltd.

    444,127  
  340,000    

Novatek Microelectronics Corp.

    1,427,159  
  224,000    

Phison Electronics Corp.

    2,027,834  
  40,000    

Polytronics Technology Corp.

    81,804  
  933,000    

Pou Chen Corp.

    1,166,785  
  264,000    

Primax Electronics Ltd.

    534,015  
  620,000    

Radiant Opto-Electronics Corp.

    1,279,774  
  3,841    

Raydium Semiconductor Corp.

    7,360  
  315,000    

Ruentex Industries Ltd.*

    610,344  
  32,000    

Sirtec International Co., Ltd.

    41,575  
  371,000    

Syncmold Enterprise Corp.

    812,488  
  1,060,000    

Taiwan Cement Corp.

    1,456,678  
  111,000    

Taiwan Hon Chuan Enterprise Co., Ltd.

    193,077  
  553,000    

Taiwan Semiconductor Manufacturing Co., Ltd.*

    4,212,388  
  398,400    

Taiwan Semiconductor Manufacturing Co., Ltd. ADR

    15,318,480  
  343,000    

Thinking Electronic Industrial Co., Ltd.

    965,878  
  543,000    

Transcend Information, Inc.

    1,531,174  
  94,000    

TXC Corp.

    112,737  
  451,000    

United Integrated Services Co., Ltd.

    973,466  
   

 

 

 
      65,677,434  
   

 

 

 
      Thailand - 1.7%  
  149,800    

Advanced Info Service PCL NVDR

    986,310  
  213,300    

Bangkok Bank PCL NVDR

    1,298,700  
  479,200    

Glow Energy PCL NVDR

    1,305,335  
  5,136,400    

Krung Thai Bank PCL NVDR

    2,950,548  
  1,081,300    

PTT Exploration & Production PCL NVDR

    4,582,265  
  3,420,000    

PTT PCL NVDR

    6,099,009  
  1,264,800    

Ratchaburi Electricity Generating Holding PCL NVDR

    2,093,073  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  59  

 


Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      Thailand - 1.7% - (continued)  
  362,900    

Siam Cement PCL NVDR

  $ 5,367,959  
  1,383,600    

Siam Commercial Bank PCL NVDR

    5,731,048  
  530,600    

Thai Oil PCL NVDR

    1,579,565  
  6,023,300    

TMB Bank PCL NVDR

    448,723  
   

 

 

 
      32,442,535  
   

 

 

 
      Turkey - 0.9%  
  336,191    

Aygaz A.S.

    1,115,643  
  2,516,097    

Emlak Konut Gayrimenkul Yatirim Ortakligi AS REIT*

    1,507,682  
  1,718,840    

Enka Insaat ve Sanayi AS

    2,068,248  
  304,614    

Eregli Demir ve Celik Fabrikalari T.A.S.

    760,389  
  309,721    

Soda Sanayii A.S.

    368,653  
  365,127    

TAV Havalimanlari Holding AS

    1,965,325  
  140,862    

Tekfen Holding A.S.

    533,055  
  1,572,598    

Turkiye Garanti Bankasi A.S.

    3,561,038  
  451,430    

Turkiye Halk Bankasi AS

    923,622  
  1,397,406    

Turkiye Is Bankasi AS

    2,117,442  
  1,982,685    

Turkiye Sinai Kalkinma Bankasi A.S.

    684,750  
  413,277    

Turkiye Vakiflar Bankasi TAO

    608,091  
  1,095,860    

Yapi ve Kredi Bankasi A.S.*

    1,073,233  
   

 

 

 
      17,287,171  
   

 

 

 
      United Kingdom - 15.3%  
  508,205    

Acacia Mining plc

    1,007,490  
  120,473    

Aggreko plc

    1,211,666  
  596,695    

Anglo American plc

    14,039,786  
  362,190    

Antofagasta plc

    4,839,191  
  322,513    

Ashmore Group plc

    1,822,012  
  466,457    

Babcock International Group plc

    4,708,263  
  3,483,265    

Barclays plc

    9,931,138  
  456,201    

Barratt Developments plc

    3,498,174  
  84,585    

Berkeley Group Holdings plc

    4,735,404  
  222,912    

British American Tobacco plc

    12,226,161  
  127,165    

Britvic plc

    1,256,953  
  515,764    

BT Group plc

    1,770,277  
  158,767    

Burberry Group plc

    3,987,080  
  179,798    

Cairn Energy plc*

    559,604  
  146,348    

Capita plc

    385,930  
  1,816,067    

Centrica plc

    3,845,274  
  207,363    

Close Brothers Group plc

    4,366,059  
  82,441    

Crest Nicholson Holdings plc

    552,770  
  33,170    

Daily Mail & General Trust plc

    308,121  
  1,035,193    

Debenhams plc(4)

    328,925  
  26,497    

Dialog Semiconductor plc*

    564,083  
  47,699    

Dignity plc

    716,429  
  49,445    

Fiat Chrysler Automobiles N.V.*

    1,098,607  
  35,725    

Galliford Try plc

    450,079  
  636,000    

GlaxoSmithKline plc

    12,756,352  
  36,644    

Greggs plc

    612,581  
  213,767    

Halfords Group plc

    1,114,031  
  309,153    

Hansteen Holdings plc REIT

    564,291  
  217,035    

Hikma Pharmaceuticals plc

    3,826,858  
  270,412    

IG Group Holdings plc

    3,087,697  
  277,059    

IMI plc

    4,152,566  
  531,781    

Imperial Brands plc

    19,026,920  
  567,889    

Indivior plc*

    3,516,703  
  736,256    

ITV plc

    1,531,686  
  173,563    

Jupiter Fund Management plc

    1,085,404  
  4,845,323    

Legal & General Group plc

    17,945,796  
  4,708,458    

Lloyds Banking Group plc

    4,176,152  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.3% - (continued)  
      United Kingdom - 15.3% - (continued)  
  433,034    

Marks & Spencer Group plc

  $ 1,712,234  
  107,484    

Meggitt plc

    696,319  
  24,974    

Millennium & Copthorne Hotels plc

    195,976  
  533,951    

Moneysupermarket.com Group plc

    2,199,313  
  50,569    

Next plc

    3,652,914  
  873,873    

Ophir Energy plc*

    723,039  
  70,344    

Persimmon plc

    2,627,729  
  503,854    

Prudential plc

    12,956,114  
  251,957    

QinetiQ Group plc

    796,497  
  632,643    

RELX N.V.(4)

    13,460,822  
  121,999    

Rio Tinto Ltd.

    7,260,667  
  282,159    

Rio Tinto plc

    15,379,328  
  2,742,514    

Royal Bank of Scotland Group plc*

    10,156,063  
  525,434    

Royal Mail plc

    4,190,313  
  416,261    

Smiths Group plc

    9,120,796  
  288,231    

Soco International plc

    417,050  
  94,057    

Spectris plc

    3,470,425  
  7,930    

Staffline Group plc

    106,443  
  789,083    

Standard Chartered plc

    8,288,548  
  227,592    

Subsea 7 S.A.

    3,179,852  
  378,551    

Tate & Lyle plc

    2,989,718  
  510,099    

Taylor Wimpey plc

    1,343,364  
  24,516    

Ultra Electronics Holdings plc

    475,216  
  220,373    

Unilever N.V.

    12,633,668  
  102,280    

Unilever plc

    5,737,093  
  134,870    

Victrex plc

    4,856,069  
  224,869    

William Hill plc

    904,460  
  527,018    

WPP plc

    9,043,693  
   

 

 

 
      290,180,236  
   

 

 

 
      United States - 0.9%  
  299,100    

Alacer Gold Corp.*

    496,190  
  393,300    

Argonaut Gold, Inc.*

    756,611  
  254,147    

Shire plc

    13,533,293  
  195,300    

Tahoe Resources, Inc.

    984,143  
  107,300    

Valeant Pharmaceuticals International, Inc.*

    1,937,158  
   

 

 

 
      17,707,395  
   

 

 

 
 

Total Common Stocks
(cost $1,703,402,741)

  $ 1,765,961,403  
   

 

 

 
PREFERRED STOCKS - 0.5%  
      Brazil - 0.1%  
  803,800    

AES Tiete Energia S.A., 12.66%

  $ 520,845  
  136,000    

Banco do Estado do Rio Grande do Sul S.A. Class B, 4.34%

    779,927  
  346,000    

Cia de Saneamento do Parana, 5.51%

    1,053,842  
   

 

 

 
      2,354,614  
   

 

 

 
      Germany - 0.4%  
  395,725    

Schaeffler AG, 4.39%

    6,124,487  
  3,582    

STO SE & Co. KGaA, 2.59%

    477,549  
   

 

 

 
      6,602,036  
   

 

 

 
 

Total Preferred Stocks
(cost $9,231,364)

  $ 8,956,650  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  60  

 


Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CLOSED END FUNDS - 0.1%  
      Other Investment Pools & Funds - 0.1%  
  16,716    

BB Biotech AG(4)

  $ 1,122,637  
   

 

 

 
 

Total Closed Funds
(cost $1,079,066)

  $ 1,122,637  
   

 

 

 
 

Total Long-Term Investments
(cost $1,713,713,171)

  $ 1,776,040,690  
   

 

 

 
SHORT-TERM INVESTMENTS - 7.3%  
      Other Investment Pools & Funds - 5.0%  
  94,839,948    

Morgan Stanley Institutional Liquidity, Funds Treasury Portfolio, Institutional Class, 1.56%(6)

  $ 94,839,948  
   

 

 

 
      Securities Lending Collateral - 2.3%  
  2,157,809    

Citibank NA DDCA,
1.50%, 5/1/2018(6)

    2,157,809  
  22,963,338    

Goldman Sachs Financial Sq, Government Institutional Fund,

1.60%(6)

    22,963,338  
  18,035,036    

Invesco Government & Agency Portfolio,
1.60%(6)

    18,035,036  
   

 

 

 
      43,156,183  
   

 

 

 
 

Total Short-Term Investments
(cost $137,996,131)

  $ 137,996,131  
   

 

 

 
 

Total Investments
(cost $1,851,709,302)

    101.2    $ 1,914,036,821  
 

Other Assets & Liabilities

    (1.2 )%       (22,377,784
   

 

 

    

 

 

 
 

Total Net Assets

    100.0%      $ 1,891,659,037  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  61  

 


Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

     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 April 30, 2018, the aggregate value of these securities was $12,747,246, which represented 0.7% of total net assets.

 

(3)  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of these securities was $12,747,246, which represented 0.7% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(4)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(5)  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 April 30, 2018, the aggregate value of these securities was $17,560,206, which represented 0.9% of total net assets.

 

(6)  Current yield as of period end.

 

Futures Contracts Outstanding at April 30, 2018  

Description

   Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

EAFE (mini MSCI) Index Future

     653        06/15/2018      $     66,165,225      $ (257,428
                    

 

 

 

Total futures contracts

 

   $     (257,428
                    

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018  
Amount and Description
of Currency to be
Purchased
    

Amount and Description
of Currency to be
Sold

     Counterparty      Settlement
Date
     Appreciation      Depreciation  
  16,934,179       USD      11,881,200     GBP        SSG        05/23/18      $ 559,294      $  
  12,731,119       USD      51,754,200     TRY        CBK        05/23/18        87,808         
               

 

 

    

 

 

 
  Total                   $     647,102      $     —  
               

 

 

    

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

CBK

   Citibank NA

SSG

   State Street Global Markets LLC
Currency Abbreviations:

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

DDCA

   Dollars on Deposit in Custody Account

GDR

   Global Depositary Receipt

NVDR

   Non-Voting Depositary Receipt

OJSC

   Open Joint Stock Company

PJSC

   Private Joint Stock Company

REIT

   Real Estate Investment Trust
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  62  

 


Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total     Level 1(1)     Level 2(1)      Level 3(1)  

Assets

 

Common Stocks

 

Australia

   $ 77,044,426     $ 291,256     $ 76,753,170      $  

Austria

     6,016,178       302,388       5,713,790         

Belgium

     7,657,235             7,657,235         

Brazil

     29,335,046       29,335,046               

Cambodia

     175,968             175,968         

Canada

     94,340,665       94,340,665               

Cayman Islands

     365,265             365,265         

Chile

     8,442,978       8,442,978               

China

     82,398,798       5,161,009       77,237,789         

Denmark

     24,405,004       2,621,474       21,783,530         

Egypt

     3,231,677             3,231,677         

Finland

     19,669,645             19,669,645         

France

     96,601,390       3,870,894       92,730,496         

Gabon

     123,348             123,348         

Georgia

     633,210             633,210         

Germany

     47,791,317             47,791,317         

Greece

     1,482,407             1,482,407         

Hong Kong

     60,340,685       601,994       59,726,526        12,165  

Hungary

     11,335,425             11,335,425         

India

     9,161,137       9,161,137               

Indonesia

     16,535,994             16,535,994         

Ireland

     1,797,456             1,797,456         

Isle of Man

     3,066,497             3,066,497         

Israel

     30,096,137       10,878,867       19,217,270         

Italy

     22,319,655       822,089       21,497,566         

Japan

     291,181,520             291,181,520         

Luxembourg

     3,658,423             3,658,423         

Malaysia

     15,653,764       934,399       14,719,365         

Mexico

     10,077,700       10,077,700               

Monaco

     1,519,602       1,519,602               

Netherlands

     18,001,298             18,001,298         

New Zealand

     4,065,478             4,065,478         

Norway

     30,001,641             30,001,641         

Philippines

     2,770,510             2,770,510         

Poland

     7,264,362             7,264,362         

Russia

     25,733,582       4,395,014       21,338,568         

Singapore

     33,210,042       412,115       32,797,927         

South Africa

     32,542,760       7,595,092       24,947,668         

South Korea

     79,312,194             66,577,113        12,735,081  

Spain

     27,560,362             27,560,362         

Sweden

     14,887,699             14,887,699         

Switzerland

     90,858,152             90,858,152         

Taiwan

     65,677,434       15,357,665       50,319,769         

Thailand

     32,442,535             32,442,535         

Turkey

     17,287,171       1,115,643       16,171,528         

United Kingdom

     290,180,236       7,784,722       282,395,514         

United States

     17,707,395       4,174,102       13,533,293         

Preferred Stocks

     8,956,650       2,832,163       6,124,487         

Closed End Funds

     1,122,637             1,122,637         

Short-Term Investments

     137,996,131       137,996,131               

Foreign Currency Contracts(2)

     647,102             647,102         
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $     1,914,683,923     $     360,024,145     $     1,541,912,532      $     12,747,246  
  

 

 

   

 

 

   

 

 

    

 

 

 

Liabilities

 

Futures Contracts(2)

   $ (257,428   $ (257,428   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ (257,428   $ (257,428   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  63  

 


Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

(1) For the six-month period ended April 30, 2018, investments valued at $59,693,130 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $13,083,646 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation factor; and investments valued at $9,347,677 were transferred from Level 2 to Level 3 due to the unavailability of active market pricing.

 

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended April 30, 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.

 

The accompanying notes are an integral part of these financial statements.

 

 

  64  

 


Hartford Schroders International Stock Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.8%  
      Australia - 3.3%  
  143,150    

BHP Billiton plc

  $ 3,052,303  
  455,503    

Brambles Ltd.

    3,370,346  
   

 

 

 
      6,422,649  
   

 

 

 
      Austria - 1.0%  
  40,949    

Erste Group Bank AG

    2,002,472  
   

 

 

 
      Canada - 3.6%  
  68,206    

Nutrien Ltd.

    3,104,981  
  67,703    

Toronto-Dominion Bank

    3,802,378  
   

 

 

 
      6,907,359  
   

 

 

 
      China - 7.2%  
  22,502    

Alibaba Group Holding Ltd. ADR*

    4,017,507  
  576,000    

China Pacific Insurance Group Co., Ltd. Class H

    2,541,702  
  167,022    

iQIYI, Inc. ADR*

    3,011,407  
  85,400    

Tencent Holdings Ltd.

    4,198,510  
   

 

 

 
      13,769,126  
   

 

 

 
      France - 9.1%  
  26,377    

Essilor International Cie Generale d’Optique S.A.

    3,602,798  
  47,485    

Schneider Electric SE

    4,304,248  
  98,199    

TOTAL S.A.

    6,171,973  
  129,802    

Vivendi S.A.

    3,423,104  
   

 

 

 
      17,502,123  
   

 

 

 
      Germany - 14.5%  
  13,400    

adidas AG

    3,293,309  
  34,229    

BASF SE

    3,561,302  
  34,067    

Bayer AG

    4,071,673  
  39,233    

Bayerische Motoren Werke AG

    4,361,999  
  13,647    

Continental AG

    3,634,669  
  163,755    

Deutsche Telekom AG

    2,866,304  
  98,589    

Infineon Technologies AG

    2,524,440  
  16,715    

Linde AG*

    3,702,962  
   

 

 

 
      28,016,658  
   

 

 

 
      Hong Kong - 3.8%  
  556,200    

AIA Group Ltd.

    4,970,869  
  63,228    

Jardine Strategic Holdings Ltd.

    2,392,885  
   

 

 

 
      7,363,754  
   

 

 

 
      India - 1.6%  
  103,312    

HDFC Bank Ltd.

    3,117,471  
   

 

 

 
      Indonesia - 0.6%  
  706,500    

Bank Central Asia Tbk PT

    1,117,175  
   

 

 

 
      Italy - 1.7%  
  858,935    

Intesa Sanpaolo S.p.A.

    3,267,350  
   

 

 

 
      Japan - 14.6%  
  68,700    

Bridgestone Corp.

    2,871,838  
  105,300    

KDDI Corp.

    2,826,630  
  5,100    

Keyence Corp.

    3,109,874  
  166,000    

Kubota Corp.

    2,798,845  
  9,900    

Nintendo Co., Ltd.

    4,159,744  
  132,200    

Recruit Holdings Co., Ltd.

    3,048,130  
  196,200    

Sekisui Chemical Co., Ltd.

    3,470,793  
  52,700    

Shiseido Co., Ltd.

    3,419,229  
  6,500    

SMC Corp.

    2,469,953  
   

 

 

 
      28,175,036  
   

 

 

 
      Luxembourg - 1.2%  
  125,378    

Tenaris S.A.

    2,349,739  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.8% - (continued)  
      Norway - 2.7%  
  156,345    

DNB ASA

  $ 2,923,861  
  369,027    

Norsk Hydro ASA

    2,304,925  
   

 

 

 
      5,228,786  
   

 

 

 
      Singapore - 2.1%  
  384,600    

Oversea-Chinese Banking Corp. Ltd.

    3,972,373  
   

 

 

 
      Spain - 1.7%  
  392,223    

Banco Bilbao Vizcaya Argentaria S.A.

    3,173,889  
   

 

 

 
      Sweden - 2.1%  
  139,361    

Elekta AB Class B

    1,580,051  
  125,549    

SKF AB Class B

    2,541,716  
   

 

 

 
      4,121,767  
   

 

 

 
      Switzerland - 6.7%  
  14,829    

Lonza Group AG*

    3,623,197  
  79,550    

Nestle S.A.

    6,162,745  
  190,074    

UBS Group AG*

    3,190,371  
   

 

 

 
      12,976,313  
   

 

 

 
      Taiwan - 1.9%  
  486,000    

Taiwan Semiconductor Manufacturing Co., Ltd.*

    3,702,026  
   

 

 

 
      Thailand - 0.9%  
  263,700    

Kasikornbank PCL NVDR

    1,626,129  
   

 

 

 
      United Kingdom - 13.3%  
  55,069    

AstraZeneca plc

    3,854,957  
  589,175    

Aviva plc

    4,280,750  
  119,505    

Burberry Group plc

    3,001,102  
  140,333    

Diageo plc

    5,006,330  
  52,470    

Reckitt Benckiser Group plc

    4,116,165  
  1,482,318    

Vodafone Group plc

    4,325,716  
  16,271    

Whitbread plc

    958,956  
   

 

 

 
      25,543,976  
   

 

 

 
      United States - 3.2%  
  1,653    

Booking Holdings, Inc.*

    3,600,234  
  550,500    

Samsonite International S.A.

    2,483,137  
   

 

 

 
      6,083,371  
   

 

 

 
 

Total Common Stocks
(cost $150,315,807)

  $ 186,439,542  
   

 

 

 
PREFERRED STOCKS - 0.8%  
      Brazil - 0.8%  
$ 114,500    

Telefonica Brasil S.A.*

  $ 1,606,112  
   

 

 

 
 

Total Preferred Stocks
(cost $1,385,055)

  $ 1,606,112  
   

 

 

 
 

Total Long-Term Investments
(cost $151,700,862)

  $ 188,045,654  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  65  

 


Hartford Schroders International Stock Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 2.0%  
      Other Investment Pools & Funds - 2.0%  
  3,898,097    

Morgan Stanley Institutional Liquidity, Funds Treasury Portfolio, Institutional Class,
1.56%(1)

  $ 3,898,097  
   

 

 

 
 

Total Short-Term Investments
(cost $3,898,097)

  $ 3,898,097  
   

 

 

 
 

Total Investments
(cost $155,598,959)

    99.6    $ 191,943,751  
 

Other Assets and Liabilities

    0.4      730,374  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 192,674,125  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  66  

 


Hartford Schroders International Stock Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

     Other than the industry classifications “Other Investment Pools & Funds,” equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

     For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

* Non-income producing.

 

(1)  Current yield as of period end.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:

ADR

   American Depositary Receipt

NVDR

   Non-Voting Depositary Receipt

 

The accompanying notes are an integral part of these financial statements.

 

 

  67  

 


Hartford Schroders International Stock Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

           

Common Stocks

 

Australia

   $ 6,422,649      $      $ 6,422,649      $  

Austria

     2,002,472               2,002,472         

Canada

     6,907,359        6,907,359                

China

     13,769,126        7,028,914        6,740,212         

France

     17,502,123               17,502,123         

Germany

     28,016,658               28,016,658         

Hong Kong

     7,363,754               7,363,754         

India

     3,117,471               3,117,471         

Indonesia

     1,117,175               1,117,175         

Italy

     3,267,350               3,267,350         

Japan

     28,175,036               28,175,036         

Luxembourg

     2,349,739               2,349,739         

Norway

     5,228,786               5,228,786         

Singapore

     3,972,373               3,972,373         

Spain

     3,173,889               3,173,889         

Sweden

     4,121,767               4,121,767         

Switzerland

     12,976,313               12,976,313         

Taiwan

     3,702,026               3,702,026         

Thailand

     1,626,129               1,626,129         

United Kingdom

     25,543,976        958,956        24,585,020         

United States

     6,083,371        3,600,234        2,483,137         

Preferred Stocks

     1,606,112        1,606,112                

Short-Term Investments

     3,898,097        3,898,097                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     191,943,751      $     23,999,672      $     167,944,079      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the six-month period ended April 30, 2018, investments valued at $3,955,028 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; there were no transfers from Level 2 to Level 1 and there were no transfers in and out of Level 3.

 

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

The accompanying notes are an integral part of these financial statements.

 

 

  68  

 


Hartford Schroders Tax-Aware Bond Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 5.9%  
            Agriculture - 0.2%  
   

Reynolds American, Inc.

 

  $       182,000    

5.70%, 08/15/2035

  $ 200,893  
    256,000    

5.85%, 08/15/2045

    288,030  
     

 

 

 
        488,923  
     

 

 

 
            Commercial Banks - 1.7%  
    580,000    

Bank of America NA
6.00%, 10/15/2036

    706,581  
    1,183,000    

Barclays plc
4.38%, 01/12/2026

    1,168,078  
   

Citigroup, Inc.

 

    8,000    

6.88%, 06/01/2025

    9,348  
    1,430,000    

8.13%, 07/15/2039

    2,071,106  
     

 

 

 
        3,955,113  
     

 

 

 
            Insurance - 0.4%  
    730,000    

Aflac, Inc.
6.45%, 08/15/2040

    911,357  
     

 

 

 
            Oil & Gas - 1.7%  
    990,000    

Marathon Petroleum Corp.
4.75%, 09/15/2044

    977,109  
    1,845,000    

Noble Energy, Inc.
3.90%, 11/15/2024

    1,836,461  
    1,232,000    

Petroleos Mexicanos
6.35%, 02/12/2048(1)

    1,129,744  
     

 

 

 
        3,943,314  
     

 

 

 
            Pharmaceuticals - 0.7%  
    1,605,000    

CVS Health Corp.
4.30%, 03/25/2028

    1,587,571  
     

 

 

 
            Pipelines - 1.2%  
    791,000    

Energy Transfer Partners L.P.
5.20%, 02/01/2022

    821,959  
    900,000    

Enterprise Products Operating LLC
5.10%, 02/15/2045

    954,287  
    997,000    

Kinder Morgan Energy Partners L.P.
5.80%, 03/15/2035

    1,055,733  
     

 

 

 
        2,831,979  
     

 

 

 
   

Total Corporate Bonds
(cost $12,231,854)

  $ 13,718,257  
     

 

 

 
     
MUNICIPAL BONDS - 83.2%  
            Alabama - 0.2%  
  $       580,000    

Alabama Housing Finance Auth
1.35%, 01/01/2020(2)

  $ 573,910  
     

 

 

 
            Arizona - 2.0%  
   

City of Phoenix Civic Improvement Corp.

 

    350,000    

5.00%, 07/01/2026

    411,135  
    350,000    

5.00%, 07/01/2027

    415,579  
    460,000    

5.00%, 07/01/2028

    543,729  
    2,360,000    

Salt River, AZ, Project Agricultural Improvement & Power Dist
5.00%, 01/01/2039

    2,410,504  
   

Scottsdale, AZ, Municipal Property Corp.

 

    100,000    

5.00%, 07/01/2030

    118,225  
    600,000    

5.00%, 07/01/2034

    720,528  
     

 

 

 
        4,619,700  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 83.2% - (continued)  
            California - 11.8%  
  $       2,515,000    

Bay Area, CA, Toll Auth Bridge Rev
5.00%, 04/01/2043

  $ 2,851,281  
    220,000    

California Educational Facs Auth
5.25%, 04/01/2040

    284,119  
    585,000    

California Health Facs Financing Auth
5.00%, 11/01/2027

    707,961  
    1,980,000    

California Public Finance Auth
1.45%, 12/01/2019(2)

    1,976,238  
   

California State Communities DA Rev

 

    475,000    

1.25%, 08/01/2019(2)

    474,316  
    700,000    

2.63%, 11/01/2033(2)

    698,005  
    500,000    

California State, GO
6.00%, 11/01/2039

    530,270  
    20,000    

East Side, CA, Union High School Dist GO
5.25%, 02/01/2024

    23,100  
    2,000,000    

Escondido, CA, Union High School Dist GO
0.00%, 08/01/2041(3)

    765,520  
    50,000    

Hacienda La Puente, CA, USD GO
5.00%, 08/01/2019

    52,046  
    75,000    

Los Angeles, CA, Department of Water & Power
5.00%, 07/01/2039

    76,525  
    60,000    

Los Angeles, CA, USD GO
5.00%, 07/01/2019

    62,299  
    1,000,000    

Merced Union High School Dist GO, CA
0.00%, 08/01/2034(3)

    547,700  
    4,675,000    

Moreno Valley, CA, USD GO
0.00%, 08/01/2025(3)

    3,767,536  
    2,820,000    

Mount San Antonio, CA, Community College Dist GO
0.00%, 04/01/2022(3)

    2,583,543  
    315,000    

Murrieta Valley, CA, USD Public FA GO
0.00%, 09/01/2020(3)

    299,823  
    200,000    

North Orange County, CA, Community College Dist GO
0.00%, 08/01/2028(3)

    147,852  
    50,000    

Orange, CA, Redevelopment Agency
5.00%, 09/01/2022

    55,773  
    300,000    

Rialto, CA, USD GO
0.00%, 08/01/2029(3)

    204,645  
    345,000    

Riverside County, CA, Transportation Commission
5.25%, 06/01/2039

    396,567  
    2,580,000    

Sacramento, CA, Municipal Utility Dist
5.00%, 08/15/2041

    2,861,014  
    1,075,000    

San Diego, CA, Community College Dist GO
5.00%, 08/01/2043

    1,206,354  
    1,595,000    

San Francisco, CA, Public Utilities Commission Water Rev
5.00%, 11/01/2041

    1,727,178  
    315,000    

San Joaquin County, CA, Transportation Auth
6.00%, 03/01/2036

    350,050  
    100,000    

Southern California Metropolitan Water Dist
5.75%, 07/01/2021

    106,192  
    3,710,000    

State of California GO
5.00%, 08/01/2046

    4,207,808  
    525,000    

University of California
5.00%, 05/15/2038

    582,277  
     

 

 

 
        27,545,992  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  69  

 


Hartford Schroders Tax-Aware Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 83.2% - (continued)  
            Colorado - 0.2%  
  $       420,000    

Univ. of Colorado
5.00%, 06/01/2028

  $ 510,119  
     

 

 

 
            Connecticut - 1.4%  
    320,000    

Connecticut State Health & Educational Facs Auth
5.00%, 07/01/2040

    321,722  
    290,000    

Norwalk, CT, Housing Auth
1.25%, 08/01/2018(2)

    289,753  
    2,420,000    

State of Connecticut, Special Tax Rev.
5.00%, 01/01/2021

    2,586,520  
     

 

 

 
        3,197,995  
     

 

 

 
            District of Columbia - 1.2%  
    1,910,000    

Dist. of Columbia Housing Finance Agcy.
2.00%, 09/01/2021(2)

    1,895,752  
    230,000    

District of Columbia Water & Sewer Auth
5.00%, 10/01/2044

    251,859  
    600,000    

District of Columbia, GO
5.00%, 06/01/2032

    697,074  
     

 

 

 
        2,844,685  
     

 

 

 
            Florida - 2.2%  
    1,840,000    

Miami-Dade County, FL, Transit System
5.00%, 07/01/2042

    1,985,967  
    1,945,000    

Miami-Dade County, FL, Water & Sewer System Rev
5.00%, 10/01/2042

    2,113,029  
    1,120,000    

Pinellas County Housing Finance Auth
1.85%, 01/01/2022(2)

    1,111,085  
     

 

 

 
        5,210,081  
     

 

 

 
            Georgia - 5.1%  
    2,740,000    

Burke County, GA, DA Rev
1.85%, 12/01/2049(2)

    2,717,915  
   

Georgia Municipal Association, Inc.

 

    50,000    

5.00%, 12/01/2026

    58,130  
    35,000    

5.00%, 12/01/2027

    41,173  
    25,000    

5.00%, 12/01/2028

    29,250  
    80,000    

5.00%, 12/01/2029

    93,235  
    55,000    

5.00%, 12/01/2030

    63,851  
    55,000    

5.00%, 12/01/2032

    63,357  
    35,000    

5.00%, 12/01/2033

    40,162  
    55,000    

5.00%, 12/01/2034

    62,722  
    75,000    

Georgia State Road & Tollway Auth
5.00%, 10/01/2021

    82,336  
    3,945,000    

Main Street, GA, Natural Gas, Inc.
4.00%, 08/01/2048(2)(4)

    4,186,473  
    420,000    

Metropolitan Atlanta, GA, Rapid Transit Auth
5.25%, 07/01/2029

    519,876  
    3,930,000    

Northwest Georgia Consolidated Housing Auth
1.70%, 12/01/2020(2)

    3,865,627  
     

 

 

 
        11,824,107  
     

 

 

 
            Illinois - 2.8%  
   

Champaign County Community Unit School Dist. No 4 Champaign

 

    235,000    

5.00%, 01/01/2027

    267,475  
    475,000    

5.00%, 01/01/2029

    538,203  
    390,000    

Chicago, IL, Metropolitan Water Reclamation Dist GO
5.25%, 12/01/2032

    463,472  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 83.2% - (continued)  
            Illinois - 2.8% - (continued)  
  $       1,060,000    

Chicago, IL, O’Hare International Airport
5.25%, 01/01/2032

  $ 1,234,582  
    1,145,000    

Chicago, IL, Transit Auth
5.00%, 06/01/2025

    1,281,553  
    135,000    

City of Chicago, IL, GO
5.25%, 01/01/2020

    141,392  
    520,000    

Illinois State Finance Auth Rev
5.00%, 11/15/2023

    584,527  
   

Metropolitan Pier & Exposition Auth, IL

 

    80,000    

0.00%, 06/15/2020(3)

    74,592  
    330,000    

5.00%, 06/15/2050

    343,721  
    1,350,000    

Railsplitter, IL, Tobacco Settlement Auth
5.00%, 06/01/2022

    1,473,552  
     

 

 

 
        6,403,069  
     

 

 

 
            Iowa - 1.5%  
    2,840,000    

Iowa Finance Auth
5.00%, 08/01/2028

    3,407,262  
     

 

 

 
            Maryland - 0.7%  
    1,255,000    

Washington Suburban Sanitary Commission
5.00%, 06/01/2027

    1,507,318  
     

 

 

 
            Massachusetts - 4.8%  
   

Commonwealth of Massachusetts, GO

 

    1,685,000    

5.00%, 01/01/2035

    1,950,522  
    155,000    

5.25%, 08/01/2022

    174,130  
    250,000    

5.25%, 09/01/2024

    290,968  
   

Massachusetts Bay Transportation Auth

 

    190,000    

5.25%, 07/01/2030

    237,477  
    45,000    

5.25%, 07/01/2031

    56,390  
   

Massachusetts Health & Educational Facs Auth

 

    175,000    

1.71%, 07/01/2027(2)

    175,000  
    165,000    

5.50%, 07/01/2032

    215,206  
    3,570,000    

Massachusetts Housing Finance Agcy.
1.90%, 02/01/2021(2)

    3,532,122  
    2,170,000    

Massachusetts School Building Auth
5.00%, 10/15/2041

    2,338,652  
    2,150,000    

Massachusetts Water Res. Auth
1.77%, 08/01/2037(2)

    2,150,000  
     

 

 

 
        11,120,467  
     

 

 

 
            Michigan - 0.9%  
   

Michigan Finance Auth

 

    385,000    

5.00%, 12/01/2022

    427,639  
    480,000    

5.00%, 08/01/2023

    540,413  
   

Southgate, MI, Community School Dist GO

 

    255,000    

5.00%, 05/01/2024

    288,028  
    350,000    

5.00%, 05/01/2025

    398,384  
    320,000    

State of Michigan
5.00%, 03/15/2027

    376,041  
     

 

 

 
        2,030,505  
     

 

 

 
            Minnesota - 0.6%  
    1,355,000    

Housing & Redev. Auth of The City of State Paul Minnesota
1.25%, 08/01/2020(2)

    1,335,705  
     

 

 

 
            Nevada - 0.6%  
    1,490,000    

Nevada Housing Division
1.20%, 02/01/2019(2)

    1,487,527  
     

 

 

 
            New Jersey - 3.0%  
    1,430,000    

Garden State, NJ, Preservation Trust
5.75%, 11/01/2028

    1,687,243  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  70  

 


Hartford Schroders Tax-Aware Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 83.2% - (continued)  
            New Jersey - 3.0% - (continued)  
  $       485,000    

New Jersey Housing & Mortgage Finance Agcy.
1.35%, 02/01/2020(2)

  $ 481,537  
   

New Jersey St Econ Dev Auth Re Njsdev

 

    285,000    

5.00%, 06/15/2027

    312,058  
    565,000    

5.00%, 06/15/2028

    616,364  
   

New Jersey Transportation Trust Fund Auth

 

    360,000    

5.00%, 06/15/2019

    371,038  
    100,000    

5.25%, 12/15/2022

    109,997  
    685,000    

5.50%, 12/15/2022

    763,336  
   

New Jersey Turnpike Auth

 

    1,000,000    

5.00%, 01/01/2023

    1,120,145  
    605,000    

5.00%, 01/01/2029

    715,304  
    740,000    

Tobacco Settlement Financing Corp.
5.00%, 06/01/2029

    841,668  
     

 

 

 
        7,018,690  
     

 

 

 
            New Mexico - 0.3%  
    690,000    

County of Bernalillo, NM
1.40%, 03/01/2020(2)

    685,142  
     

 

 

 
            New York - 6.3%  
    610,000    

Metropolitan Transportation Auth, NY
5.00%, 11/15/2021

    670,201  
    1,565,000    

New York City, NY, Transitional Finance Auth
5.00%, 02/01/2034

    1,728,715  
    6,335,000    

New York State Dormitory Auth
5.00%, 02/15/2030

    7,408,212  
    1,840,000    

New York State Dormitory Auth Rev
5.00%, 10/01/2047

    2,368,393  
   

New York State Environmental Facs Corp.

 

    860,000    

5.00%, 06/15/2026

    1,021,947  
    1,255,000    

5.00%, 06/15/2035

    1,455,009  
     

 

 

 
        14,652,477  
     

 

 

 
            North Carolina - 5.1%  
    2,005,000    

Durham Housing Auth
1.80%, 01/01/2021(2)

    1,984,188  
    7,480,000    

Fayetteville Metropolitan Housing Auth
1.95%, 01/01/2022(2)

    7,361,218  
   

Raleigh, NC, Combined Enterprise System Rev

 

    30,000    

5.00%, 03/01/2020

    31,693  
    50,000    

5.00%, 03/01/2021

    54,149  
   

Wake County, NC, GO

 

    875,000    

5.00%, 03/01/2024

    1,004,220  
    1,250,000    

5.00%, 03/01/2027

    1,502,787  
     

 

 

 
        11,938,255  
     

 

 

 
            Ohio - 4.8%  
    340,000    

Cincinnati, OH, City School Dist GO
5.25%, 12/01/2021

    376,128  
    1,205,000    

City of Columbus OH
5.00%, 04/01/2028

    1,441,758  
    1,660,000    

Ohio Housing Finance Agcy.
1.25%, 09/01/2020(2)

    1,643,716  
   

Ohio State University

 

    5,000    

5.00%, 12/01/2021

    5,490  
    115,000    

5.00%, 12/01/2030

    139,798  
    125,000    

5.00%, 12/01/2031

    152,113  
   

Ohio Turnpike & Infrastructure Commission

 

    2,500,000    

0.00%, 02/15/2036(3)

    1,255,550  
    2,355,000    

0.00%, 02/15/2037(3)

    1,131,530  
    1,680,000    

0.00%, 02/15/2038(3)

    765,845  
    1,395,000    

0.00%, 02/15/2041(3)

    552,043  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 83.2% - (continued)  
            Ohio - 4.8% - (continued)  
   

State of Ohio

 

  $       965,000    

5.00%, 08/01/2027

  $ 1,155,115  
    2,110,000    

5.00%, 12/15/2027

    2,522,611  
     

 

 

 
        11,141,697  
     

 

 

 
            Oklahoma - 0.7%  
    1,615,000    

Oklahoma Housing Finance Agcy.
0.85%, 07/01/2019(2)

    1,612,723  
     

 

 

 
            Oregon - 0.2%  
    425,000    

State of Oregon Department of Transportation
5.00%, 11/15/2026

    506,213  
     

 

 

 
            Pennsylvania - 6.3%  
    635,000    

Commonwealth Financing Auth
5.00%, 06/01/2032

    713,010  
    1,295,000    

Geisinger, PA, Health System Auth
5.00%, 02/15/2032

    1,481,843  
    1,400,000    

Pennsylvania Convention Center Auth
6.00%, 09/01/2019

    1,443,890  
   

Pennsylvania Housing Finance Agcy.

 

    5,960,000    

1.65%, 11/01/2020(2)

    5,896,168  
    1,895,000    

1.85%, 12/01/2019(2)

    1,890,641  
   

Pennsylvania Turnpike Commission

 

    240,000    

5.00%, 12/01/2026

    277,642  
    705,000    

5.00%, 12/01/2027

    821,635  
    445,000    

5.00%, 12/01/2028

    513,014  
    1,250,000    

Pittsburgh Housing Auth, PA
1.40%, 10/01/2021(2)

    1,236,312  
   

Reading, PA, School Dist GO

 

    85,000    

5.00%, 03/01/2021

    91,010  
    50,000    

5.00%, 03/01/2023

    55,269  
    70,000    

5.00%, 03/01/2024

    78,309  
    70,000    

5.00%, 03/01/2025

    79,140  
    55,000    

5.00%, 03/01/2026

    62,747  
    50,000    

5.00%, 03/01/2027

    57,580  
     

 

 

 
        14,698,210  
     

 

 

 
            South Carolina - 0.7%  
    75,000    

Charleston, SC, Waterworks & Sewer
System Rev
5.00%, 01/01/2041

    80,766  
    1,345,000    

SCAGO, SC, Educational Facs Corp.
Pickens School Dist
5.00%, 12/01/2025

    1,537,537  
     

 

 

 
        1,618,303  
     

 

 

 
            Tennessee - 2.5%  
    1,175,000    

Chattanooga Health Educational & Housing Fac. Board
1.75%, 12/01/2020(2)

    1,165,565  
    2,010,000    

Knoxville’s Community Dev. Corp., TN
1.20%, 02/01/2020

    1,970,925  
    630,000    

Memphis Health Educational & Housing Fac. Board
1.80%, 12/01/2020(2)

    628,142  
   

Metropolitan Gov’t Nashville & Davidson County Health & Educational Facs Bd

 

    1,760,000    

1.75%, 12/01/2020(2)

    1,745,867  
    345,000    

1.80%, 12/01/2020(2)

    343,451  
     

 

 

 
        5,853,950  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  71  

 


Hartford Schroders Tax-Aware Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 83.2% - (continued)  
            Texas - 10.3%  
   

Aldine, TX, Independent School Dist.

 

  $       1,715,000    

5.00%, 02/15/2026

  $ 2,007,322  
    815,000    

5.00%, 02/15/2027

    966,321  
    2,375,000    

Arlington, TX, Higher Education Finance Corp.
5.00%, 12/01/2047

    2,648,054  
    2,020,000    

Burleson, TX, Independent School Dist.
5.00%, 02/01/2047

    2,296,841  
    210,000    

Dallas Area, TX, Rapid Transit
5.25%, 12/01/2030

    259,951  
    100,000    

Fort Bend, TX, ISD GO
4.75%, 08/15/2034

    100,791  
    370,000    

Frisco, TX, ISD GO
5.00%, 08/15/2041

    394,524  
   

Harris County Cultural Education Facs. Finance Corp.

 

    430,000    

5.00%, 11/15/2027

    510,668  
    450,000    

5.00%, 11/15/2028

    530,698  
    430,000    

5.00%, 11/15/2029

    505,147  
    320,000    

Harris County, TX
5.00%, 08/15/2040

    331,581  
    45,000    

Harris County, TX, Flood Control Dist
5.00%, 10/01/2024

    48,049  
    100,000    

Harris County, TX, GO
5.00%, 10/01/2018

    101,353  
    1,180,000    

Houston, TX, Independent School Dist.
5.00%, 02/15/2025

    1,361,448  
    460,000    

Lower Colorado River Auth, TX
5.00%, 05/15/2022

    487,683  
    100,000    

North East, TX, ISD GO
5.25%, 02/01/2027

    120,610  
   

North Texas Tollway Auth Rev

 

    525,000    

5.00%, 01/01/2024

    595,082  
    160,000    

6.00%, 01/01/2028

    164,098  
    5,000    

6.10%, 01/01/2028

    5,140  
    680,000    

Texas State Affordable Housing Corp.
1.90%, 12/01/2020(2)

    676,634  
    4,610,000    

Texas State Water Dev Board
5.00%, 10/15/2028(4)

    5,532,784  
   

University of Texas

 

    705,000    

5.00%, 08/15/2022

    786,216  
    450,000    

5.00%, 08/15/2027

    541,872  
    340,000    

5.00%, 08/15/2028

    407,544  
    450,000    

5.00%, 08/15/2029

    537,345  
    880,000    

5.00%, 05/15/2035

    1,016,127  
    480,000    

5.25%, 07/01/2028

    590,544  
    460,000    

Washington County, TX, Housing Corp.
1.50%, 01/01/2020(2)

    457,221  
     

 

 

 
        23,981,648  
     

 

 

 
            Utah - 0.8%  
    1,580,000    

State of Utah
5.00%, 07/01/2027

    1,905,970  
     

 

 

 
            Virginia - 4.0%  
    820,000    

City of Alexandria VA, GO
5.00%, 07/01/2027

    987,682  
    1,990,000    

County of Fairfax VA
5.00%, 10/01/2027

    2,403,124  
    3,225,000    

Newport News Redev. & Housing Auth, VA
1.20%, 04/01/2019

    3,190,331  
    2,355,000    

Virginia Public Building Auth
5.00%, 08/01/2029

    2,801,908  
     

 

 

 
        9,383,045  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 83.2% - (continued)  
            Washington - 1.0%  
   

Washington State Housing Finance Commission

 

  $       1,815,000    

1.35%, 04/01/2019

  $ 1,803,874  
    460,000    

1.40%, 11/01/2019

    456,150  
     

 

 

 
        2,260,024  
     

 

 

 
            West Virginia - 0.5%  
   

West Virginia Commissioner of Highways

 

    360,000    

5.00%, 09/01/2026

    419,926  
    560,000    

5.00%, 09/01/2027

    661,533  
     

 

 

 
        1,081,459  
     

 

 

 
            Wisconsin - 0.7%  
   

Wisconsin Health & Educational Facs Auth

 

    825,000    

5.00%, 04/01/2032

    944,171  
    650,000    

5.00%, 04/01/2033

    741,182  
     

 

 

 
        1,685,353  
     

 

 

 
   

Total Municipal Bonds
(cost $190,216,627)

  $ 193,641,601  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 9.7%  
            U.S. Treasury Securities - 9.7%  
            U.S. Treasury Notes - 9.7%  
  $       14,800,000    

2.25%, 02/29/2020

  $ 14,741,031  
    3,000,000    

2.25%, 02/15/2021

    2,971,406  
    5,000,000    

2.63%, 02/28/2023

    4,964,649  
     

 

 

 
        22,677,086  
     

 

 

 
        22,677,086  
     

 

 

 
   

Total U.S. Government Securities
(cost $22,673,117)

  $ 22,677,086  
     

 

 

 
   

Total Long-Term Investments
(cost $225,121,598)

  $ 230,036,944  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 4.4%  
            Other Investment Pools & Funds - 4.4%  
  $       10,256,368    

Morgan Stanley Institutional Liquidity, Funds Treasury Portfolio, Institutional Class, 1.56%(5)

  $ 10,256,368  
 
   

Total Short-Term Investments
(cost $10,256,368)

  $ 10,256,368  
     

 

 

 
   

Total Investments
(cost $235,377,966)

    103.2    $ 240,293,312  
   

Other Assets & Liabilities

    (3.2 )%       (7,473,232
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 232,820,080  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  72  

 


Hartford Schroders Tax-Aware Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group 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 April 30, 2018, the aggregate value of this security was $1,129,744, which represented 0.5% 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.

 

(4)  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $9,697,439 at April 30, 2018.

 

(5)  Current yield as of period end.

 

Futures Contracts Outstanding at April 30, 2018  

Description

  

 

     Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Short position contracts:

 

U.S. Treasury 10-Year Note Future

        20        06/20/2018      $     2,392,500      $ (10,354
              

 

 

 

Total futures contracts

 

   $     (10,354
              

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:

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

   Unified School District

VA

   Veterans Administration

 

The accompanying notes are an integral part of these financial statements.

 

 

  73  

 


Hartford Schroders Tax-Aware Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total     Level 1(1)     Level 2(1)      Level 3(1)  

Assets

 

Corporate Bonds

   $ 13,718,257     $     $ 13,718,257      $  

Municipal Bonds

     193,641,601             193,641,601         

U.S. Government Securities

     22,677,086             22,677,086         

Short-Term Investments

     10,256,368       10,256,368               
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $     240,293,312     $ 10,256,368     $     230,036,944      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

Liabilities

 

Futures Contracts(2)

   $ (10,354   $ (10,354   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ (10,354   $     (10,354   $      $     —  
  

 

 

   

 

 

   

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 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.

 

The accompanying notes are an integral part of these financial statements.

 

 

  74  

 


Hartford Schroders US Small Cap Opportunities Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 90.7%  
      Automobiles & Components - 1.3%  
  36,141    

Gentherm, Inc.*

  $ 1,221,566  
  22,673    

Standard Motor Products, Inc.

    1,028,220  
   

 

 

 
      2,249,786  
   

 

 

 
      Banks - 12.1%  
  35,861    

CenterState Bank Corp.

    1,039,252  
  38,965    

Chemical Financial Corp.

    2,138,789  
  5,512    

First Citizens BancShares, Inc. Class A

    2,382,782  
  97,657    

First Horizon National Corp.

    1,787,123  
  37,629    

First Merchants Corp.

    1,621,057  
  91,578    

First Midwest Bancorp, Inc.

    2,226,261  
  43,865    

Heritage Financial Corp.

    1,302,790  
  21,783    

Lakeland Financial Corp.

    1,035,128  
  37,436    

Simmons First National Corp. Class A

    1,130,567  
  17,638    

Union Bankshares Corp.

    666,893  
  60,632    

United Community Banks, Inc.

    1,935,980  
  23,478    

Univest Corp. of Pennsylvania

    674,993  
  23,834    

Westamerica Bancorp

    1,330,176  
  37,209    

Western Alliance Bancorp*

    2,194,587  
   

 

 

 
      21,466,378  
   

 

 

 
      Capital Goods - 10.6%  
  11,852    

Dycom Industries, Inc.*

    1,230,949  
  26,913    

EnPro Industries, Inc.

    2,022,512  
  23,917    

ESCO Technologies, Inc.

    1,335,764  
  15,316    

Fortune Brands Home & Security, Inc.

    837,632  
  45,467    

Franklin Electric Co., Inc.

    1,864,147  
  22,871    

Generac Holdings, Inc.*

    1,029,424  
  37,376    

Hexcel Corp.

    2,484,383  
  12,127    

IDEX Corp.

    1,620,895  
  21,330    

Maxar Technologies Ltd.

    966,462  
  63,445    

REV Group, Inc.

    1,145,182  
  18,838    

Simpson Manufacturing Co., Inc.

    1,030,062  
  47,709    

Univar, Inc.*

    1,314,860  
  14,558    

Valmont Industries, Inc.

    2,068,692  
   

 

 

 
      18,950,964  
   

 

 

 
      Commercial & Professional Services - 2.6%  
  50,534    

Advanced Disposal Services, Inc.*

    1,113,769  
  22,886    

ASGN, Inc.*

    1,845,298  
  57,526    

Covanta Holding Corp.

    857,138  
  5,081    

Exponent, Inc.

    438,998  
  16,826    

Knoll, Inc.

    320,872  
   

 

 

 
      4,576,075  
   

 

 

 
      Consumer Durables & Apparel - 5.3%  
  36,954    

Brunswick Corp.

    2,212,806  
  13,151    

Cavco Industries, Inc.*

    2,240,273  
  4,873    

Helen of Troy Ltd.*

    434,428  
  27,444    

Oxford Industries, Inc.

    2,114,286  
  49,142    

Steven Madden Ltd.

    2,371,101  
   

 

 

 
      9,372,894  
   

 

 

 
      Consumer Services - 5.6%  
  37,488    

Cheesecake Factory, Inc.(1)

    1,947,502  
  48,182    

Extended Stay America, Inc.

    943,403  
  2,477    

Graham Holdings Co. Class B

    1,493,755  
  13,853    

Jack in the Box, Inc.

    1,242,614  
  49,954    

PlayAGS, Inc.*

    1,129,460  
  30,680    

Red Rock Resorts, Inc. Class A

    926,229  
  46,182    

ServiceMaster Global Holdings, Inc.*

    2,336,809  
   

 

 

 
      10,019,772  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 90.7% - (continued)  
      Diversified Financials - 1.4%  
  79,274    

Compass Diversified Holdings

  $ 1,228,747  
  74,102    

Golub Capital BDC, Inc.

    1,333,836  
   

 

 

 
      2,562,583  
   

 

 

 
      Energy - 3.6%  
  40,738    

Centennial Resource Development, Inc. Class A*

    753,653  
  1,270    

Jagged Peak Energy, Inc.*

    18,199  
  83,855    

ProPetro Holding Corp.*(1)

    1,534,546  
  25,136    

Ring Energy, Inc.*

    420,274  
  54,907    

Solaris Oilfield Infrastructure, Inc. Class A*

    1,032,252  
  180,207    

SRC Energy, Inc.*

    1,989,485  
  27,410    

World Fuel Services Corp.

    588,493  
   

 

 

 
      6,336,902  
   

 

 

 
      Food & Staples Retailing - 0.9%  
  48,449    

Performance Food Group Co.*

    1,572,170  
   

 

 

 
      Food, Beverage & Tobacco - 0.9%  
  48,662    

Darling Ingredients, Inc.*

    834,067  
  26,655    

Hain Celestial Group, Inc.*

    776,460  
   

 

 

 
      1,610,527  
   

 

 

 
      Health Care Equipment & Services - 3.4%  
  3,234    

Cooper Cos., Inc.

    739,648  
  19,008    

DENTSPLY SIRONA, Inc.

    956,863  
  51,446    

K2M Group Holdings, Inc.*

    982,619  
  10,240    

Masimo Corp.*

    918,835  
  24,314    

Patterson Cos., Inc.

    566,030  
  40,407    

Sientra, Inc.*

    532,564  
  14,172    

Teladoc, Inc.*

    609,396  
  7,637    

West Pharmaceutical Services, Inc.

    673,660  
   

 

 

 
      5,979,615  
   

 

 

 
      Insurance - 4.4%  
  25,005    

AMERISAFE, Inc.

    1,482,796  
  75,040    

Brown & Brown, Inc.

    2,043,339  
  70,412    

National General Holdings Corp.

    1,814,517  
  17,096    

ProAssurance Corp.

    808,641  
  11,764    

Reinsurance Group of America, Inc.

    1,757,542  
   

 

 

 
      7,906,835  
   

 

 

 
      Materials - 4.5%  
  45,629    

Ardagh Group S.A.

    927,181  
  31,074    

Ashland Global Holdings, Inc.

    2,056,478  
  121,152    

Graphic Packaging Holding Co.

    1,732,474  
  63,970    

Pretium Resources, Inc.*(1)

    430,518  
  23,636    

Steel Dynamics, Inc.

    1,059,129  
  86,129    

Valvoline, Inc.

    1,746,696  
   

 

 

 
      7,952,476  
   

 

 

 
      Media - 1.0%  
  38,980    

Hemisphere Media Group, Inc.*

    424,882  
  181,545    

MDC Partners, Inc. Class A*

    1,370,665  
   

 

 

 
      1,795,547  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 5.6%  
  11,155    

Akorn, Inc.*

    160,967  
  15,080    

Bio-Techne Corp.

    2,275,723  
  51,985    

Catalent, Inc.*

    2,137,103  
  39,401    

Evolus, Inc.*

    269,897  
  30,569    

Flexion Therapeutics, Inc.*(1)

    761,779  
  24,433    

Intra-Cellular Therapies, Inc.*

    425,623  
  21,742    

Pacira Pharmaceuticals, Inc.*

    719,660  
  6,586    

Puma Biotechnology, Inc.*

    419,857  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  75  

 


Hartford Schroders US Small Cap Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 90.7% - (continued)  
      Pharmaceuticals, Biotechnology & Life Sciences - 5.6% -
(continued)
 
  35,462    

Repligen Corp.*

  $ 1,312,094  
  38,696    

Syneos Health, Inc.*

    1,474,318  
   

 

 

 
      9,957,021  
   

 

 

 
      Real Estate - 5.4%  
  40,615    

Columbia Property Trust, Inc. REIT

    867,536  
  26,788    

Douglas Emmett, Inc. REIT

    998,389  
  16,766    

Equity LifeStyle Properties, Inc. REIT

    1,494,857  
  59,220    

Gramercy Property Trust REIT

    1,391,670  
  13,301    

HFF, Inc. Class A, REIT

    467,397  
  54,710    

Kennedy-Wilson Holdings, Inc. REIT

    1,036,754  
  10,287    

Mid-America Apartment Communities, Inc. REIT

    940,849  
  67,207    

Terreno Realty Corp. REIT

    2,496,740  
   

 

 

 
      9,694,192  
   

 

 

 
      Retailing - 2.2%  
  22,142    

Asbury Automotive Group, Inc.*

    1,484,621  
  35,189    

Caleres, Inc.

    1,151,736  
  87,711    

Hudson Ltd. Class A*

    1,300,754  
   

 

 

 
      3,937,111  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.3%  
  68,269    

Entegris, Inc.

    2,198,262  
  43,232    

Integrated Device Technology, Inc.*

    1,203,147  
  68,253    

ON Semiconductor Corp.*

    1,507,026  
  29,689    

Versum Materials, Inc.

    1,044,459  
   

 

 

 
      5,952,894  
   

 

 

 
      Software & Services - 9.8%  
  61,868    

Acxiom Corp.*

    1,607,331  
  15,706    

Cadence Design Systems, Inc.*

    629,182  
  44,825    

Carbonite, Inc.*

    1,394,058  
  50,077    

CoreLogic, Inc.*

    2,478,812  
  32,223    

CSG Systems International, Inc.

    1,378,822  
  20,184    

EPAM Systems, Inc.*

    2,308,040  
  12,733    

Fortinet, Inc.*

    704,899  
  24,099    

Leidos Holdings, Inc.

    1,547,879  
  15,545    

Match Group, Inc.*(1)

    732,480  
  26,463    

PTC, Inc.*

    2,179,228  
  32,981    

WNS Holdings Ltd. ADR*

    1,613,760  
  20,144    

Yelp, Inc.*

    903,458  
   

 

 

 
      17,477,949  
   

 

 

 
      Technology Hardware & Equipment - 2.8%  
  11,533    

Arrow Electronics, Inc.*

    861,977  
  84,655    

Ciena Corp.*

    2,179,866  
  34,582    

Fabrinet*

    975,558  
  15,328    

Novanta, Inc.*

    901,286  
   

 

 

 
      4,918,687  
   

 

 

 
      Transportation - 2.1%  
  7,737    

Allegiant Travel Co.

    1,239,854  
  24,259    

Ryder System, Inc.

    1,635,785  
  23,068    

Spirit Airlines, Inc.*

    823,989  
   

 

 

 
      3,699,628  
   

 

 

 
      Utilities - 1.9%  
  23,159    

IDACORP, Inc.

    2,153,787  
  18,724    

Vectren Corp.

    1,315,736  
   

 

 

 
      3,469,523  
   

 

 

 
 

Total Common Stocks
(cost $123,407,591)

  $ 161,459,529  
   

 

 

 
Shares or Principal Amount   Market Value  
EXCHANGE-TRADED FUNDS - 1.2%  
      Other Investment Pools & Funds - 1.2%  
  13,923    

iShares Russell 2000 ETF

  $ 2,134,674  
   

 

 

 
 

Total Exchange-Traded Funds
(cost $2,147,298)

  $ 2,134,674  
   

 

 

 
 

Total Long-Term Investments
(cost $125,554,889)

  $ 163,594,203  
   

 

 

 
SHORT-TERM INVESTMENTS - 10.7%  
      Other Investment Pools & Funds - 9.2%  
  16,470,204    

Morgan Stanley Institutional Liquidity, Funds Treasury Portfolio, Institutional Class,
1.56%(2)

  $ 16,470,204  
   

 

 

 
      Securities Lending Collateral - 1.5%  
  132,603    

Citibank NA DDCA,
1.50%, 5/1/2018(2)

    132,603  
  1,411,156    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(2)

    1,411,156  
  1,108,300    

Invesco Government & Agency Portfolio,
1.60%(2)

    1,108,300  
   

 

 

 
      2,652,059  
   

 

 

 
 

Total Short-Term Investments
(cost $19,122,263)

  $ 19,122,263  
   

 

 

 
 

Total Investments
(cost $144,677,152)

    102.6    $ 182,716,466  
 

Other Assets and Liabilities

    (2.6 )%       (4,617,821
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 178,098,645  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  76  

 


Hartford Schroders US Small Cap Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group 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)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(2) Current yield as of period end.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

ETF

   Exchange-Traded Fund

REIT

   Real Estate Investment Trust

 

The accompanying notes are an integral part of these financial statements.

 

 

  77  

 


Hartford Schroders US Small Cap Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 2,249,786      $ 2,249,786      $      $  

Banks

     21,466,378        21,466,378                

Capital Goods

     18,950,964        18,950,964                

Commercial & Professional Services

     4,576,075        4,576,075                

Consumer Durables & Apparel

     9,372,894        9,372,894                

Consumer Services

     10,019,772        10,019,772                

Diversified Financials

     2,562,583        2,562,583                

Energy

     6,336,902        6,336,902                

Food & Staples Retailing

     1,572,170        1,572,170                

Food, Beverage & Tobacco

     1,610,527        1,610,527                

Health Care Equipment & Services

     5,979,615        5,979,615                

Insurance

     7,906,835        7,906,835                

Materials

     7,952,476        7,952,476                

Media

     1,795,547        1,795,547                

Pharmaceuticals, Biotechnology & Life Sciences

     9,957,021        9,957,021                

Real Estate

     9,694,192        9,694,192                

Retailing

     3,937,111        3,937,111                

Semiconductors & Semiconductor Equipment

     5,952,894        5,952,894                

Software & Services

     17,477,949        17,477,949                

Technology Hardware & Equipment

     4,918,687        4,918,687                

Transportation

     3,699,628        3,699,628                

Utilities

     3,469,523        3,469,523                

Exchange-Traded Funds

     2,134,674        2,134,674                

Short-Term Investments

     19,122,263        19,122,263                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     182,716,466      $     182,716,466      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

The accompanying notes are an integral part of these financial statements.

 

 

  78  

 


Hartford Schroders US Small/Mid Cap Opportunities Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 90.0%  
      Automobiles & Components - 0.6%  
  115,403    

BorgWarner, Inc.

  $ 5,647,823  
   

 

 

 
      Banks - 8.6%  
  247,889    

CenterState Bank Corp.

    7,183,823  
  170,093    

Chemical Financial Corp.

    9,336,405  
  188,490    

Commerce Bancshares, Inc.

    11,972,885  
  84,970    

East West Bancorp, Inc.

    5,660,701  
  24,003    

FCB Financial Holdings, Inc. Class A*

    1,387,373  
  520,635    

First Horizon National Corp.

    9,527,620  
  25,747    

First Republic Bank

    2,391,124  
  203,979    

United Community Banks, Inc.

    6,513,049  
  107,217    

Webster Financial Corp.

    6,453,391  
  49,097    

Westamerica Bancorp

    2,740,104  
  193,472    

Western Alliance Bancorp*

    11,410,979  
  153,166    

Zions Bancorporation

    8,385,839  
   

 

 

 
      82,963,293  
   

 

 

 
      Capital Goods - 13.2%  
  152,880    

AGCO Corp.

    9,582,518  
  234,243    

Allison Transmission Holdings, Inc.

    9,133,135  
  99,004    

Carlisle Cos., Inc.

    10,665,701  
  52,887    

Dycom Industries, Inc.*

    5,492,844  
  209,091    

Fortune Brands Home & Security, Inc.

    11,435,187  
  515,258    

GrafTech International Ltd.*

    8,233,823  
  217,115    

Hexcel Corp.

    14,431,634  
  65,972    

IDEX Corp.

    8,817,817  
  70,306    

Lennox International, Inc.

    13,595,071  
  110,252    

Maxar Technologies Ltd.

    4,995,518  
  91,583    

MSC Industrial Direct Co., Inc. Class A

    7,916,435  
  58,088    

Nordson Corp.

    7,470,117  
  107,006    

Owens Corning

    7,007,823  
  63,293    

Valmont Industries, Inc.

    8,993,935  
   

 

 

 
      127,771,558  
   

 

 

 
      Commercial & Professional Services - 4.5%  
  425,151    

KAR Auction Services, Inc.

    22,103,600  
  85,861    

Rollins, Inc.

    4,165,976  
  127,275    

Stericycle, Inc.*

    7,472,315  
  49,020    

Verisk Analytics, Inc.*

    5,218,179  
  63,742    

Waste Connections, Inc.

    4,608,547  
   

 

 

 
      43,568,617  
   

 

 

 
      Consumer Durables & Apparel - 2.0%  
  187,232    

Brunswick Corp.

    11,211,452  
  51,334    

PVH Corp.

    8,196,500  
   

 

 

 
      19,407,952  
   

 

 

 
      Consumer Services - 4.5%  
  490,572    

Aramark

    18,342,487  
  311,435    

Extended Stay America, Inc.

    6,097,897  
  11,014    

Graham Holdings Co. Class B

    6,641,993  
  249,644    

ServiceMaster Global Holdings, Inc.*

    12,631,987  
   

 

 

 
      43,714,364  
   

 

 

 
      Diversified Financials - 2.6%  
  43,947    

Affiliated Managers Group, Inc.

    7,245,103  
  239,228    

Ares Capital Corp.

    3,837,217  
  83,444    

Raymond James Financial, Inc.

    7,489,099  
  337,540    

Santander Consumer USA Holdings, Inc.

    6,227,613  
   

 

 

 
      24,799,032  
   

 

 

 
      Energy - 3.0%  
  48,855    

Core Laboratories N.V.(1)

    5,982,295  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 90.0% - (continued)  
      Energy - 3.0% - (continued)  
  719,495    

Gulfport Energy Corp.*

  $ 6,691,303  
  226,012    

Newfield Exploration Co.*

    6,735,158  
  313,818    

Parsley Energy, Inc. Class A*

    9,423,954  
   

 

 

 
      28,832,710  
   

 

 

 
      Food & Staples Retailing - 0.9%  
  278,746    

Performance Food Group Co.*

    9,045,308  
   

 

 

 
      Food, Beverage & Tobacco - 0.7%  
  213,390    

Hain Celestial Group, Inc.*

    6,216,051  
   

 

 

 
      Health Care Equipment & Services - 5.5%  
  36,513    

Cooper Cos., Inc.

    8,350,888  
  288,508    

DENTSPLY SIRONA, Inc.

    14,523,493  
  126,072    

Henry Schein, Inc.*

    9,581,472  
  165,704    

K2M Group Holdings, Inc.*

    3,164,946  
  35,260    

Masimo Corp.*

    3,163,880  
  59,335    

Universal Health Services, Inc. Class B

    6,776,057  
  87,629    

West Pharmaceutical Services, Inc.

    7,729,754  
   

 

 

 
      53,290,490  
   

 

 

 
      Household & Personal Products - 0.8%  
  104,705    

Spectrum Brands Holdings, Inc.(1)

    7,549,231  
   

 

 

 
      Insurance - 5.8%  
  194,768    

Arthur J Gallagher & Co.

    13,631,812  
  308,016    

Brown & Brown, Inc.

    8,387,276  
  115,219    

ProAssurance Corp.

    5,449,859  
  90,002    

Reinsurance Group of America, Inc.

    13,446,299  
  41,484    

RenaissanceRe Holdings Ltd.

    5,643,483  
  110,358    

Torchmark Corp.

    9,572,453  
   

 

 

 
      56,131,182  
   

 

 

 
      Materials - 4.7%  
  141,447    

Ashland Global Holdings, Inc.

    9,360,962  
  628,839    

Graphic Packaging Holding Co.

    8,992,398  
  60,249    

Reliance Steel & Aluminum Co.

    5,297,092  
  237,592    

Sealed Air Corp.

    10,418,409  
  62,541    

Steel Dynamics, Inc.

    2,802,462  
  419,835    

Valvoline, Inc.

    8,514,254  
   

 

 

 
      45,385,577  
   

 

 

 
      Media - 1.7%  
  3,315    

Cable One, Inc.

    2,105,423  
  103,812    

GCI Liberty, Inc. Class A*

    4,630,015  
  930,413    

TEGNA, Inc.

    9,834,465  
   

 

 

 
      16,569,903  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 3.1%  
  72,501    

Akorn, Inc.*

    1,046,189  
  335,389    

Catalent, Inc.*

    13,787,842  
  121,031    

Intra-Cellular Therapies, Inc.*

    2,108,360  
  122,993    

Pacira Pharmaceuticals, Inc.*

    4,071,068  
  98,813    

PerkinElmer, Inc.

    7,248,922  
  19,314    

Puma Biotechnology, Inc.*

    1,231,268  
   

 

 

 
      29,493,649  
   

 

 

 
      Real Estate - 6.3%  
  48,929    

Alexandria Real Estate Equities, Inc. REIT

    6,095,086  
  418,452    

Brixmor Property Group, Inc. REIT

    6,230,750  
  116,723    

Douglas Emmett, Inc. REIT

    4,350,266  
  151,489    

Equity LifeStyle Properties, Inc. REIT

    13,506,759  
  184,033    

Gramercy Property Trust REIT

    4,324,776  
  174,497    

Lamar Advertising Co. Class A, REIT

    11,117,204  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  79  

 


Hartford Schroders US Small/Mid Cap Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 90.0% - (continued)  
      Real Estate - 6.3% - (continued)  
  79,040    

Mid-America Apartment Communities, Inc. REIT

  $ 7,228,998  
  51,388    

SBA Communications Corp. REIT*

    8,233,899  
   

 

 

 
      61,087,738  
   

 

 

 
      Retailing - 2.9%  
  193,380    

Advance Auto Parts, Inc.

    22,132,341  
  108,558    

Nordstrom, Inc.

    5,488,692  
   

 

 

 
      27,621,033  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 2.0%  
  262,447    

Integrated Device Technology, Inc.*

    7,303,900  
  44,556    

Microchip Technology, Inc.

    3,727,555  
  387,626    

ON Semiconductor Corp.*

    8,558,782  
   

 

 

 
      19,590,237  
   

 

 

 
      Software & Services - 8.4%  
  118,204    

Cadence Design Systems, Inc.*

    4,735,252  
  242,787    

CoreLogic, Inc.*

    12,017,957  
  54,757    

Gartner, Inc.*

    6,641,477  
  95,522    

Genpact Ltd.

    3,046,197  
  172,932    

Leidos Holdings, Inc.

    11,107,422  
  125,579    

Match Group, Inc.*(1)

    5,917,282  
  109,902    

PTC, Inc.*

    9,050,430  
  477,563    

Sabre Corp.

    9,856,900  
  77,948    

Synopsys, Inc.*

    6,665,333  
  98,214    

VeriSign, Inc.*

    11,532,288  
   

 

 

 
      80,570,538  
   

 

 

 
      Technology Hardware & Equipment - 2.9%  
  164,801    

Arrow Electronics, Inc.*

    12,317,227  
  333,123    

Ciena Corp.*

    8,577,917  
  122,584    

Dolby Laboratories, Inc. Class A

    7,332,975  
   

 

 

 
      28,228,119  
   

 

 

 
      Transportation - 2.4%  
  101,101    

Kirby Corp.*

    8,623,915  
  87,956    

Ryder System, Inc.

    5,930,873  
  229,944    

Spirit Airlines, Inc.*

    8,213,600  
   

 

 

 
      22,768,388  
   

 

 

 
      Utilities - 2.9%  
  207,877    

Alliant Energy Corp.

    8,928,317  
  81,750    

IDACORP, Inc.

    7,602,750  
  264,837    

NiSource, Inc.

    6,459,374  
  98,903    

Westar Energy, Inc.

    5,358,565  
   

 

 

 
      28,349,006  
   

 

 

 
 

Total Common Stocks
(cost $798,996,811)

  $ 868,601,799  
   

 

 

 
   
EXCHANGE-TRADED FUNDS - 2.8%  
      Other Investment Pools & Funds - 2.8%  
  103,927    

iShares Russell 2000 ETF

  $ 15,934,087  
  50,784    

iShares Russell Mid-Cap ETF

    10,465,059  
   

 

 

 
      26,399,146  
   

 

 

 
 

Total Exchange-Traded Funds
(cost $25,190,208)

  $ 26,399,146  
   

 

 

 
 

Total Long-Term Investments
(cost $824,187,019)

  $ 895,000,945  
   

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 11.0%  
      Other Investment Pools & Funds - 9.1%  
  88,221,001    

Morgan Stanley Institutional Liquidity, Funds Treasury Portfolio, Institutional Class,
1.56%(2)

  $ 88,221,001  
   

 

 

 
      Securities Lending Collateral - 1.9%  
  920,998    

Citibank NA DDCA,
1.50%, 5/1/2018(2)

    920,998  
  9,801,226    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(2)

    9,801,226  
  7,697,725    

Invesco Government & Agency Portfolio,
1.60%(2)

    7,697,725  
   

 

 

 
      18,419,949  
   

 

 

 
 

Total Short-Term Investments
(cost $106,640,950)

  $ 106,640,950  
   

 

 

 
 

Total Investments
(cost $930,827,969)

    103.8    $ 1,001,641,895  
 

Other Assets and Liabilities

    (3.8 )%       (36,798,462
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 964,843,433  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  80  

 


Hartford Schroders US Small/Mid Cap Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group 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)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(2)  Current yield as of period end.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:

DDCA

   Dollars on Deposit in Custody Account

ETF

   Exchange-Traded Fund

REIT

   Real Estate Investment Trust

 

The accompanying notes are an integral part of these financial statements.

 

 

  81  

 


Hartford Schroders US Small/Mid Cap Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 5,647,823      $ 5,647,823      $      $  

Banks

     82,963,293        82,963,293                

Capital Goods

     127,771,558        127,771,558                

Commercial & Professional Services

     43,568,617        43,568,617                

Consumer Durables & Apparel

     19,407,952        19,407,952                

Consumer Services

     43,714,364        43,714,364                

Diversified Financials

     24,799,032        24,799,032                

Energy

     28,832,710        28,832,710                

Food & Staples Retailing

     9,045,308        9,045,308                

Food, Beverage & Tobacco

     6,216,051        6,216,051                

Health Care Equipment & Services

     53,290,490        53,290,490                

Household & Personal Products

     7,549,231        7,549,231                

Insurance

     56,131,182        56,131,182                

Materials

     45,385,577        45,385,577                

Media

     16,569,903        16,569,903                

Pharmaceuticals, Biotechnology & Life Sciences

     29,493,649        29,493,649                

Real Estate

     61,087,738        61,087,738                

Retailing

     27,621,033        27,621,033                

Semiconductors & Semiconductor Equipment

     19,590,237        19,590,237                

Software & Services

     80,570,538        80,570,538                

Technology Hardware & Equipment

     28,228,119        28,228,119                

Transportation

     22,768,388        22,768,388                

Utilities

     28,349,006        28,349,006                

Exchange-Traded Funds

     26,399,146        26,399,146                

Short-Term Investments

     106,640,950        106,640,950                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,001,641,895      $     1,001,641,895      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

The accompanying notes are an integral part of these financial statements.

 

 

  82  

 


[This page is intentionally left blank]

 

 

  83  

 


Hartford Schroders Funds

Statements of Assets and Liabilities

April 30, 2018 (Unaudited)

 

 

 

     Hartford
Schroders
Emerging
Markets Debt
and Currency
Fund
    Hartford
Schroders
Emerging
Markets Equity
Fund
    Hartford
Schroders
Emerging
Markets Multi-
Sector Bond
Fund
 

Assets:

      

Investments in securities, at market value

   $ 57,536,937     $ 3,043,380,597     $ 117,738,342  

Cash

                 619,770  

Cash collateral due from broker on futures contracts

                 43,324  

Foreign currency

     551,795       1,743,191       39,825  

Unrealized appreciation on OTC swap contracts

                  

Unrealized appreciation on foreign currency contracts

     391,549             312,662  

Receivables:

      

Investment securities sold

     868,372       11,154,210       8,051,721  

Fund shares sold

     3,547       10,987,638       1,302,865  

Dividends and interest

     564,144       5,523,272       1,804,139  

Securities lending income

           2,349       2,876  

Tax reclaims

     40,158             25,467  

Variation margin on futures contracts

                  

OTC swap contracts premiums paid

                  

Other assets

     38,251       2,200,943       70,197  
  

 

 

   

 

 

   

 

 

 

Total assets

     59,994,753       3,074,992,200       130,011,188  
  

 

 

   

 

 

   

 

 

 

Liabilities:

      

Unrealized depreciation on foreign currency contracts

     662,078             449,774  

Bank overdraft

     1,265,201       5,030        

Obligation to return securities lending collateral

           5,525,200       3,733,580  

Unrealized depreciation on OTC swap contracts

                  

Payables:

      

Investment securities purchased

           6,874,602       5,292,776  

Fund shares redeemed

     26,709       8,824,492       44,798  

Investment management fees

     46,402       2,548,787       70,335  

Transfer agent fees

     8,486       402,182       1,392  

Accounting services fees

     684       45,138       1,809  

Board of Directors’ fees

     344       6,893       122  

Variation margin on centrally cleared swap contracts

                  

Foreign taxes

     8,812       1,893,952       8,805  

Distribution fees

     167       2,956       169  

Written options

                  

Accrued expenses

     9,843       302,027       8,233  

OTC swap contracts premiums received

                  
  

 

 

   

 

 

   

 

 

 

Total liabilities

     2,028,726       26,431,259       9,611,793  
  

 

 

   

 

 

   

 

 

 

Net assets

   $ 57,966,027     $ 3,048,560,941     $ 120,399,395  
  

 

 

   

 

 

   

 

 

 

Summary of Net Assets:

      

Capital stock and paid-in-capital

   $ 56,820,840     $ 2,389,981,475     $ 123,573,610  

Undistributed (distributions in excess of) net investment income

     1,014,545       (328,353     378,945  

Accumulated net realized gain (loss)

     (693,340     (227,424,845     (1,124,398

Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency

     823,982       886,332,664       (2,428,762
  

 

 

   

 

 

   

 

 

 

Net assets

   $ 57,966,027     $     3,048,560,941     $     120,399,395  
  

 

 

   

 

 

   

 

 

 

Shares authorized

         360,000,000       680,000,000       500,000,000  
  

 

 

   

 

 

   

 

 

 

Par value

   $ 0.0001     $ 0.0001     $ 0.0001  
  

 

 

   

 

 

   

 

 

 

Class A:   Net asset value per share

   $ 10.36     $ 16.67     $ 9.53  
  

 

 

   

 

 

   

 

 

 

         Maximum offering price per share

   $ 10.85     $ 17.64     $ 9.98  
  

 

 

   

 

 

   

 

 

 

         Shares outstanding

     269,893       3,254,049       296,963  
  

 

 

   

 

 

   

 

 

 

         Net Assets

   $ 2,794,886     $ 54,257,597     $ 2,829,407  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  84  

 


Hartford Schroders Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

    
    
Hartford
Schroders
Global Strategic
Bond Fund
 
$ 61,190,467  
   
  1,753,540  
  83,618  
  12,581  
  1,285,221  
  230,919  
  140  
  523,574  
  219  
  16,628  
  843,902  
  13,682  
  83,707  

 

 

 
  66,038,198  

 

 

 
  1,045,588  
   
  114,000  
  29,291  
  2,417,747  
   
  33,830  
  764  
  923  
  219  
  41,579  
   
  35  
  320,504  
  4,310  
  18,557  

 

 

 
  4,027,347  

 

 

 
$ 62,010,851  

 

 

 
$ 66,152,290  
  213,039  
  (4,249,526
 
    
(104,952

 

 

 
$ 62,010,851  

 

 

 
      500,000,000  

 

 

 
$ 0.0001  

 

 

 
$ 9.18  

 

 

 
$ 9.61  

 

 

 
  57,851  

 

 

 
$ 530,907  

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  85  

 


Hartford Schroders Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

     Hartford
Schroders
Emerging
Markets Debt
and Currency
Fund
     Hartford
Schroders
Emerging
Markets Equity
Fund
     Hartford
Schroders
Emerging
Markets Multi-
Sector Bond
Fund
 

Class C:   Net asset value per share

   $ 10.27      $ 16.49      $ 9.48  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,925        422,477        52,098  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 19,775      $ 6,964,880      $ 493,638  
  

 

 

    

 

 

    

 

 

 

Class I:    Net asset value per share

   $ 10.36      $ 16.65      $ 9.52  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     4,449,036        112,116,021        2,894,240  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 46,082,832      $ 1,866,770,732      $ 27,542,453  
  

 

 

    

 

 

    

 

 

 

Class R3: Net asset value per share

   $      $ 16.60      $ 9.52  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

            3,494        3,727  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $      $ 57,994      $ 35,460  
  

 

 

    

 

 

    

 

 

 

Class R4: Net asset value per share

   $      $ 16.62      $ 9.52  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

            8,985        1,129  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $      $ 149,329      $ 10,744  
  

 

 

    

 

 

    

 

 

 

Class R5: Net asset value per share

   $      $ 16.65      $ 9.51  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

            21,658        1,132  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $      $ 360,699      $ 10,766  
  

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 10.36      $ 16.67      $ 9.51  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,012        7,364,602        68,515  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 10,484      $ 122,788,772      $ 651,692  
  

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 10.36      $ 16.65      $ 9.51  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,015        10,656,691        3,187,163  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 10,510      $ 177,398,653      $ 30,322,245  
  

 

 

    

 

 

    

 

 

 

Class SDR:  Net asset value per share

   $ 10.39      $ 16.68      $ 9.53  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     870,828        49,153,705        6,141,325  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 9,047,540      $ 819,812,285      $ 58,502,990  
  

 

 

    

 

 

    

 

 

 

Cost of investments

   $     56,403,633      $     2,156,399,460      $     120,005,264  

Cost of foreign currency

   $ 569,051      $ 1,762,801      $ 40,050  

Proceeds of written option contracts

   $      $      $  

(1) Includes Investment in securities on loan, at value

   $      $ 5,168,533      $ 3,654,794  

 

The accompanying notes are an integral part of these financial statements.

 

 

  86  

 


Hartford Schroders Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

    
    
Hartford
Schroders
Global Strategic
Bond Fund
 
$ 9.17  

 

 

 
  5,270  

 

 

 
$ 48,331  

 

 

 
$ 9.24  

 

 

 
  11,847  

 

 

 
$ 109,509  

 

 

 
$ 9.23  

 

 

 
  1,115  

 

 

 
$ 10,294  

 

 

 
$ 9.24  

 

 

 
  1,116  

 

 

 
$ 10,313  

 

 

 
$ 9.24  

 

 

 
  1,117  

 

 

 
$ 10,324  

 

 

 
$ 9.26  

 

 

 
  1,117  

 

 

 
$ 10,347  

 

 

 
$ 9.26  

 

 

 
  1,112  

 

 

 
$ 10,294  

 

 

 
$ 9.17  

 

 

 
  6,685,263  

 

 

 
$ 61,270,532  

 

 

 
$     61,851,873  
$ 86,315  
$ 426,834  
$ 111,624  

 

The accompanying notes are an integral part of these financial statements.

 

 

  87  

 


Hartford Schroders Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

     Hartford
Schroders
International
Multi-Cap Value
Fund
     Hartford
Schroders
International
Stock Fund
     Hartford
Schroders Tax-
Aware Bond
Fund
 

Assets:

 

Investments in securities, at market value

   $ 1,914,036,821      $ 191,943,751      $ 240,293,312  

Cash

     464,720                

Cash collateral due from broker on futures contracts

                    

Foreign currency

     2,969,921        83,176         

Unrealized appreciation on foreign currency contracts

     647,102                

Receivables:

 

Investment securities sold

     17,278,590        3,585,418         

Fund shares sold

     3,452,826        164,885        412,039  

Dividends and interest

     7,461,334        654,606        1,909,880  

Securities lending income

     82,295        4,490         

Tax reclaims

     1,123,695        276,092         

Variation margin on futures contracts

     2,697,548               15,494  

Other assets

     354,897        126,932        72,618  
  

 

 

    

 

 

    

 

 

 

Total assets

     1,950,569,749        196,839,350        242,703,343  
  

 

 

    

 

 

    

 

 

 

Liabilities:

 

Obligation to return securities lending collateral

     43,156,183                

Payables:

 

Investment securities purchased

     12,339,751        3,863,417        9,697,439  

Fund shares redeemed

     2,002,381        116,043        77,427  

Investment management fees

     1,068,563        117,552        87,058  

Transfer agent fees

     74,637        4,945        14,897  

Accounting services fees

     27,415        2,821        2,708  

Board of Directors’ fees

     1,625        585        693  

Foreign taxes

     199,922        42,668         

Distribution fees

     6,030        477        1,469  

Accrued expenses

     34,205        16,717        1,572  
  

 

 

    

 

 

    

 

 

 

Total liabilities

     58,910,712        4,165,225        9,883,263  
  

 

 

    

 

 

    

 

 

 

Net assets

   $ 1,891,659,037      $ 192,674,125      $ 232,820,080  
  

 

 

    

 

 

    

 

 

 

Summary of Net Assets:

 

Capital stock and paid-in-capital

   $ 1,773,186,842      $ 150,566,088      $ 227,051,466  

Undistributed (distributions in excess of) net investment income

     3,285,640        855,396        212,462  

Accumulated net realized gain (loss)

     52,681,904        4,909,887        651,160  

Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency

     62,504,651        36,342,754        4,904,992  
  

 

 

    

 

 

    

 

 

 

Net assets

   $     1,891,659,037      $     192,674,125      $     232,820,080  
  

 

 

    

 

 

    

 

 

 

Shares authorized

     680,000,000        510,000,000        360,000,000  
  

 

 

    

 

 

    

 

 

 

Par value

   $ 0.0001      $ 0.0001      $ 0.0001  
  

 

 

    

 

 

    

 

 

 

Class A:   Net asset value per share

   $ 10.28      $ 13.68      $ 10.80  
  

 

 

    

 

 

    

 

 

 

         Maximum offering price per share

   $ 10.88      $ 14.48      $ 11.31  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     6,281,795        553,745        2,084,169  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 64,555,329      $ 7,576,821      $ 22,517,238  
  

 

 

    

 

 

    

 

 

 

Class C:   Net asset value per share

   $ 10.21      $ 13.12      $ 10.80  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     2,711,757        122,136        478,856  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 27,677,332      $ 1,602,453      $ 5,170,260  
  

 

 

    

 

 

    

 

 

 

Class I:    Net asset value per share

   $ 10.27      $ 13.26      $ 10.82  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     96,001,990        8,910,302        12,231,301  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 986,110,408      $ 118,126,848      $ 132,316,006  
  

 

 

    

 

 

    

 

 

 

Class R3: Net asset value per share

   $ 10.24      $ 13.26      $  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     41,931        965         
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 429,576      $ 12,795      $  
  

 

 

    

 

 

    

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  88  

 


Hartford Schroders Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

Hartford
Schroders US
Small Cap
Opportunities
Fund
    Hartford
Schroders US
Small/Mid Cap
Opportunities
Fund
 
$ 182,716,466     $ 1,001,641,895  
        221  
  4        
         
         
  29,060       919,094  
  226,100       5,355,677  
  43,944       343,850  
  5,957       24,266  
         
         
  80,757       145,859  

 

 

   

 

 

 
  183,102,288           1,008,430,862  

 

 

   

 

 

 
  2,652,059       18,419,949  
  2,109,175       23,684,357  
  84,769       672,026  
  133,948       662,464  
  18,259       98,815  
  2,084       10,911  
  535       1,734  
         
  1,233       12,423  
  1,581       24,750  

 

 

   

 

 

 
  5,003,643       43,587,429  

 

 

   

 

 

 
$ 178,098,645     $ 964,843,433  

 

 

   

 

 

 
$ 134,601,739     $ 885,356,363  
  (419,092     211,903  
  5,876,684       8,461,241  
 
    
38,039,314

 
    70,813,926  

 

 

   

 

 

 
$     178,098,645     $ 964,843,433  

 

 

   

 

 

 
  500,000,000       500,000,000  

 

 

   

 

 

 
$ 0.0001     $ 0.0001  

 

 

   

 

 

 
$ 25.80     $ 13.81  

 

 

   

 

 

 
$ 27.30     $ 14.61  

 

 

   

 

 

 
  449,913       7,555,731  

 

 

   

 

 

 
$ 11,609,316     $ 104,336,914  

 

 

   

 

 

 
$ 26.56     $ 14.15  

 

 

   

 

 

 
  223,763       4,378,448  

 

 

   

 

 

 
$ 5,943,827     $ 61,972,585  

 

 

   

 

 

 
$ 26.94     $ 14.36  

 

 

   

 

 

 
  4,526,328       49,482,398  

 

 

   

 

 

 
$ 121,931,944     $ 710,676,043  

 

 

   

 

 

 
$ 26.83     $ 14.25  

 

 

   

 

 

 
  2,398       45,572  

 

 

   

 

 

 
$ 64,338     $ 649,374  

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  89  

 


Hartford Schroders Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

     Hartford
Schroders
International
Multi-Cap Value
Fund
     Hartford
Schroders
International
Stock Fund
     Hartford
Schroders Tax-
Aware Bond
Fund
 

Class R4: Net asset value per share

   $ 10.26      $ 13.26      $  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     64,520        966         
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 661,776      $ 12,813      $  
  

 

 

    

 

 

    

 

 

 

Class R5: Net asset value per share

   $ 10.26      $ 13.26      $  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     2,237,855        968         
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 22,966,723      $ 12,844      $  
  

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 10.27      $ 13.28      $ 10.82  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,411,872        9,002        19,800  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 14,501,169      $ 119,508      $ 214,221  
  

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 10.28      $ 13.27      $ 10.82  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     18,843,047        193,688        423,447  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 193,643,349      $ 2,569,270      $ 4,581,754  
  

 

 

    

 

 

    

 

 

 

Class SDR:  Net asset value per share

   $ 10.26      $ 13.26      $ 10.81  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     56,617,267        4,722,352        6,290,784  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 581,113,375      $ 62,640,773      $ 68,020,601  
  

 

 

    

 

 

    

 

 

 

Cost of investments

   $     1,851,709,302      $     155,598,959      $     235,377,966  

Cost of foreign currency

   $ 2,996,994      $ 82,964      $  

(1) Includes Investment in securities on loan, at value

   $ 44,304,160      $      $  

 

The accompanying notes are an integral part of these financial statements.

 

 

  90  

 


Hartford Schroders Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

Hartford
Schroders US
Small Cap
Opportunities
Fund
     Hartford
Schroders US
Small/Mid Cap
Opportunities
Fund
 
$ 26.92      $ 14.31  

 

 

    

 

 

 
  403        28,220  

 

 

    

 

 

 
$ 10,871      $ 403,927  

 

 

    

 

 

 
$ 26.93      $ 14.35  

 

 

    

 

 

 
  730        98,027  

 

 

    

 

 

 
$ 19,626      $ 1,364,003  

 

 

    

 

 

 
$ 26.95      $ 14.36  

 

 

    

 

 

 
  925,341        2,134,393  

 

 

    

 

 

 
$ 24,935,459      $ 30,648,773  

 

 

    

 

 

 
$ 26.95      $ 14.36  

 

 

    

 

 

 
  95,541        1,982,265  

 

 

    

 

 

 
$ 2,575,266      $ 28,474,301  

 

 

    

 

 

 
$ 26.99      $ 14.39  

 

 

    

 

 

 
  407,834        1,828,559  

 

 

    

 

 

 
$ 11,007,998      $ 26,317,513  

 

 

    

 

 

 
$ 144,677,152      $ 930,827,969  
$      $  
$ 2,587,861      $ 18,007,399  

 

The accompanying notes are an integral part of these financial statements.

 

 

  91  

 


Hartford Schroders Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

     Hartford
Schroders
Emerging
Markets Debt
and Currency
Fund
    Hartford
Schroders
Emerging
Markets Equity
Fund
    Hartford
Schroders
Emerging
Markets Multi-
Sector Bond
Fund
 

Investment Income:

 

Dividends

   $     $ 24,457,647     $  

Dividends from affiliated issuers

                  

Interest

     1,433,883       249,156       3,447,872  

Securities lending

           36,582       3,200  

Less: Foreign tax withheld

     (13,229     (3,354,424     (22,087
  

 

 

   

 

 

   

 

 

 

Total investment income, net

         1,420,654           21,388,961           3,428,985  
  

 

 

   

 

 

   

 

 

 

Expenses:

 

Investment management fees

     305,695       14,981,749       369,390  

Administrative services fees

 

Class R3

           33       36  

Class R4

           111       8  

Class R5

           138       5  

Transfer agent fees

 

Class A

     2,200       36,638       838  

Class C

     22       2,676       138  

Class I

     20,217       1,335,184       4,547  

Class R3

           3       3  

Class R4

           14       1  

Class R5

           20       1  

Class Y

     3       3,956       39  

Class F

           11       12  

Class SDR

     35       553       100  

Distribution fees

 

Class A

     3,610       71,205       3,415  

Class C

     94       27,363       893  

Class R3

           83       90  

Class R4

           186       13  

Custodian fees

     5,423       220,651       6,610  

Registration and filing fees

     47,031       165,673       63,592  

Accounting services fees

     4,505       265,208       9,499  

Board of Directors’ fees

     958       37,564       1,178  

Audit fees

     15,164       17,745       14,570  

Other expenses

     8,488       241,534       7,658  
  

 

 

   

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     413,445       17,408,298       482,636  

Expense waivers

     (65,324           (76,930

Distribution fee reimbursements

     (106     (280     (105
  

 

 

   

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (65,430     (280     (77,035
  

 

 

   

 

 

   

 

 

 

Total expenses, net

     348,015       17,408,018       405,601  
  

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     1,072,639       3,980,943       3,023,384  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

 

Net realized gain (loss) on investments

     517,304       37,912,395       (570,742

Less: Foreign taxes paid on realized capital gains

     (4,361           (6,328

Net realized gain (loss) on investments in affiliated issuers

                  

Net realized gain (loss) on purchased options contracts

                  

Net realized gain (loss) on futures contracts

                 40,227  

Net realized gain (loss) on written options contracts

                  

Net realized gain (loss) on swap contracts

                 (62,475

Net realized gain (loss) on foreign currency contracts

     548,159             (188,005

Net realized gain (loss) on other foreign currency transactions

     37,535       (458,726     40,576  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     1,098,637       37,453,669       (746,747
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  92  

 


Hartford Schroders Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

Hartford
Schroders
Global Strategic
Bond Fund
 
$  
  598  
  932,002  
  412  
  (7,555

 

 

 
  925,457  

 

 

 
  199,947  
  11  
  7  
  5  
  210  
  22  
  11  
  1  
  1  
  1  
  3  
   
  49  
  485  
  133  
  25  
  13  
  2,585  
  67,246  
  5,453  
  811  
  14,573  
  6,580  

 

 

 
  298,172  
  (103,358
  (74

 

 

 
  (103,432

 

 

 
  194,740  

 

 

 
  730,717  

 

 

 
  500,047  
   
  (1,030
  (270,501
  535,669  
  375,634  
  618,092  
  (91,185
  19,836  

 

 

 
      1,686,562  

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  93  

 


Hartford Schroders Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

     Hartford
Schroders
Emerging
Markets Debt
and Currency
Fund
    Hartford
Schroders
Emerging
Markets Equity
Fund
    Hartford
Schroders
Emerging
Markets Multi-
Sector Bond
Fund
 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net unrealized appreciation (depreciation) of investments

   $ (300,050   $ 47,945,224     $ (2,975,256

Net unrealized appreciation (depreciation) of investments in affiliated investment companies

                  

Net unrealized appreciation (depreciation) of purchased options contracts

                  

Net unrealized appreciation (depreciation) of futures contracts

                  

Net unrealized appreciation (depreciation) of written options contracts

                  

Net unrealized appreciation (depreciation) of swap contracts

                  

Net unrealized appreciation (depreciation) of foreign currency contracts

     (254,479           (190,327

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     (20,830     (70,423     (2,333
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     (575,359     47,874,801       (3,167,916
  

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     523,278       85,328,470           (3,914,663
  

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     1,595,917     $     89,309,413     $ (891,279
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  94  

 


Hartford Schroders Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

Hartford
Schroders
Global Strategic
Bond Fund
 
$     (1,236,297
  161  
  (77,795
  (34,302
  88,292  
  (7,710
  (204,168
  (8,234

 

 

 

 

(1,480,053

 

 

 
  206,509  

 

 

 
$ 937,226  

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  95  

 


Hartford Schroders Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

     Hartford
Schroders
International
Multi-Cap Value
Fund
    Hartford
Schroders
International
Stock Fund
    Hartford
Schroders Tax-
Aware Bond
Fund
 

Investment Income:

      

Dividends

   $ 27,101,392     $ 2,184,569     $  

Interest

     628,251       15,561       3,193,449  

Securities lending

     159,220       29,926        

Less: Foreign tax withheld

     (2,459,663     (213,033      
  

 

 

   

 

 

   

 

 

 

Total investment income, net

     25,429,200       2,017,023       3,193,449  
  

 

 

   

 

 

   

 

 

 

Expenses:

      

Investment management fees

     6,056,401       727,789       540,711  

Administrative services fees

      

Class R3

     227       13        

Class R4

     535       9        

Class R5

     9,492       6        

Transfer agent fees

      

Class A

     34,031       4,710       6,726  

Class C

     8,759       338       1,736  

Class I

     313,198       22,427       46,999  

Class R3

     21       1        

Class R4

     71       1        

Class R5

     192       1        

Class Y

     1,237       38       31  

Class F

     285       4       4  

Class SDR

     10,284       38       456  

Distribution fees

      

Class A

     77,998       8,909       27,940  

Class C

     107,601       4,610       25,421  

Class R3

     568       32        

Class R4

     892       16        

Custodian fees

     36,490       5,580       626  

Registration and filing fees

     151,605       74,533       63,298  

Accounting services fees

     148,676       17,467       16,822  

Board of Directors’ fees

     18,742       2,630       3,256  

Audit fees

     20,573       16,212       14,580  

Other expenses

     60,594       17,411       13,761  
  

 

 

   

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     7,058,472       902,775       762,367  

Expense waivers

     (310,166     (85,146     (154,486

Distribution fee reimbursements

     (112     (90     (50
  

 

 

   

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (310,278     (85,236     (154,536
  

 

 

   

 

 

   

 

 

 

Total expenses, net

     6,748,194       817,539       607,831  
  

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     18,681,006       1,199,484       2,585,618  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net realized gain (loss) on investments

     55,980,882           10,889,582       291,562  

Less: Foreign taxes paid on realized capital gains

           (6,543      

Net realized gain (loss) on futures contracts

     1,900,248             292,509  

Net realized gain (loss) on foreign currency contracts

     168,754       (271      

Net realized gain (loss) on other foreign currency transactions

     (265,584     (3,613      
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     57,784,300       10,879,155       584,071  
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net unrealized appreciation (depreciation) of investments

         (31,036,904     (8,779,169     (6,575,186

Net unrealized appreciation (depreciation) of futures contracts

     (440,044           (63,401

Net unrealized appreciation (depreciation) of foreign currency contracts

     508,092              

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     (166,380     3,805        
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     (31,135,236     (8,775,364     (6,638,587
  

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     26,649,064       2,103,791       (6,054,516
  

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $ 45,330,070     $ 3,303,275     $ (3,468,898
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  96  

 


Hartford Schroders Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

Hartford
Schroders US
Small Cap
Opportunities
Fund
    Hartford
Schroders US
Small/Mid Cap
Opportunities
Fund
 
 
$ 1,264,436     $ 5,556,337  
  86,663       453,812  
  15,321       46,968  
  (4,031     (19,841

 

 

   

 

 

 
  1,362,389       6,037,276  

 

 

   

 

 

 
 
  864,165       3,869,547  
 
  54       511  
  8       255  
  9       71  
 
  9,293       58,243  
  4,158       27,509  
  50,793       250,037  
  5       46  
  1       32  
  2       10  
  245       2,423  
  8       7  
  124       523  
 
  14,151       144,996  
  25,815       279,609  
  136       1,278  
  14       425  
  541       1,546  
  80,867       123,033  
  13,442       63,734  
  2,570       11,161  
  10,308       10,470  
  16,324       56,669  

 

 

   

 

 

 
  1,093,033       4,902,135  
  (76,578     (41,763
  (417     (1,110

 

 

   

 

 

 
  (76,995     (42,873

 

 

   

 

 

 
  1,016,038       4,859,262  

 

 

   

 

 

 
  346,351       1,178,014  

 

 

   

 

 

 
 
  6,015,298       10,441,058  
         
         
         
  172       736  

 

 

   

 

 

 
  6,015,470       10,441,794  

 

 

   

 

 

 
 
      (4,669,118     (11,289,888
         
         
         

 

 

   

 

 

 

 

(4,669,118

        (11,289,888

 

 

   

 

 

 
  1,346,352       (848,094

 

 

   

 

 

 
$ 1,692,703     $ 329,920  

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  97  

 


Hartford Schroders Funds

Statements of Changes in Net Assets

 

 

 

     Hartford Schroders Emerging
Markets Debt and Currency Fund
    Hartford Schroders Emerging
Markets Equity Fund
 
     For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 

Operations:

 

Net investment income (loss)

   $ 1,072,639     $ 2,486,536     $ 3,980,943     $ 22,495,147  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     1,098,637       (321,193     37,453,669       (1,360,628

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (575,359     743,336       47,874,801       596,652,886  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     1,595,917       2,908,679       89,309,413       617,787,405  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

 

From net investment income

 

Class A

     (96,241           (329,454     (270,156

Class C

     (558           (19,052     (1,862

Class I

     (1,915,553           (15,686,234     (9,227,775

Class R3

                 (237     (78

Class R4

                 (985     (84

Class R5

                 (113     (89

Class Y

     (380           (957,311     (91

Class F

     (383           (413,171      

Class SDR

     (328,998           (6,831,611     (5,074,710
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (2,342,113           (24,238,168     (14,574,845
  

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

 

Class A

                        

Class C

                        

Class I

                        

Class R3

                        

Class R4

                        

Class R5

                        

Class Y

                        

Class F

                        

Class SDR

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

From tax return of capital

 

Class A

                        

Class C

                        

Class I

                        

Class R3

                        

Class R4

                        

Class R5

                        

Class Y

                        

Class SDR

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from tax return of capital

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (2,342,113           (24,238,168     (14,574,845
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     6,961,923       21,777,663       715,463,412       1,320,423,954  

Issued on reinvestment of distributions

     2,245,901             13,539,981       9,850,470  

Redeemed

         (15,872,613         (43,958,839     (501,067,348     (798,931,394
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (6,664,789     (22,181,176     227,936,045       531,343,030  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (7,410,985     (19,272,497     293,007,290       1,134,555,590  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     65,377,012       84,649,509       2,755,553,651       1,620,998,061  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $ 57,966,027     $ 65,377,012     $     3,048,560,941     $     2,755,553,651  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ 1,014,545     $ 2,284,019     $ (328,353   $ 19,928,872  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  98  

 


Hartford Schroders Funds

Statements of Changes in Net Assets – (continued)

 

 

 

Hartford Schroders Emerging
Markets Multi-Sector Bond Fund
    Hartford Schroders Global
Strategic Bond Fund
 
For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the Year
Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the Year
Ended
October 31,
2017
 
$ 3,023,384     $ 3,904,688     $ 730,717     $ 1,278,196  

 

(746,747

    2,899,983       1,686,562       (2,568,773

 

(3,167,916

    (1,017,822     (1,480,053     2,666,066  

 

 

   

 

 

   

 

 

   

 

 

 
  (891,279     5,786,849       937,226       1,375,489  

 

 

   

 

 

   

 

 

   

 

 

 
  (77,345     (111,772     (866     (3,337
  (4,635     (1,789     (34     (272
  (591,165     (571,348     (141     (337
  (975     (550     (19     (283
  (314     (563     (21     (290
  (323     (581     (20     (300
  (12,810     (2,138     (23     (301
  (842,529     (447     (24      
  (1,816,670     (3,098,650     (144,857     (2,112,250

 

 

   

 

 

   

 

 

   

 

 

 
  (3,346,766     (3,787,838     (146,005     (2,117,370

 

 

   

 

 

   

 

 

   

 

 

 
     
  (34,434     (17,509            
  (1,228     (100            
  (215,230     (81,544            
  (481     (100            
  (145     (100            
  (144     (100            
  (4,340     (100            
  (343,594                  
  (769,892     (512,123            

 

 

   

 

 

   

 

 

   

 

 

 
  (1,369,488     (611,676            

 

 

   

 

 

   

 

 

   

 

 

 
     
                    (412
                    (33
                    (42
                    (35
                    (36
                    (37
                    (37
                    (260,585

 

 

   

 

 

   

 

 

   

 

 

 
                    (261,217

 

 

   

 

 

   

 

 

   

 

 

 
  (4,716,254     (4,399,514     (146,005     (2,378,587

 

 

   

 

 

   

 

 

   

 

 

 
     
  59,087,938       13,893,815       4,103,429       6,137,138  
  3,554,736       2,745,773       146,005       2,378,587  
  (11,864,454     (4,991,648     (3,095,319     (17,967,161

 

 

   

 

 

   

 

 

   

 

 

 
  50,778,220       11,647,940       1,154,115       (9,451,436

 

 

   

 

 

   

 

 

   

 

 

 
  45,170,687       13,035,275       1,945,336           (10,454,534

 

 

   

 

 

   

 

 

   

 

 

 
     
  75,228,708       62,193,433       60,065,515       70,520,049  

 

 

   

 

 

   

 

 

   

 

 

 
$     120,399,395     $     75,228,708     $     62,010,851     $ 60,065,515  

 

 

   

 

 

   

 

 

   

 

 

 
$ 378,945     $ 702,327     $ 213,039     $ (371,673

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  99  

 


Hartford Schroders Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     Hartford Schroders International
Multi-Cap Value Fund
    Hartford Schroders International
Stock Fund
 
     For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 

Operations:

 

Net investment income (loss)

   $ 18,681,006     $ 19,904,412     $ 1,199,484     $ 2,230,919  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     57,784,300       33,062,515       10,879,155       1,732,975  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (31,135,236     96,194,695       (8,775,364     35,613,719  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     45,330,070       149,161,622       3,303,275       39,577,613  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

 

From net investment income

 

Class A

     (672,616     (609,559     (67,387     (45,213

Class C

     (161,903     (80,568     (6,200     (154

Class I

     (10,365,737     (8,600,005     (1,432,922     (1,382,174

Class R3

     (1,859     (879     (128     (161

Class R4

     (8,577     (3,637     (136     (167

Class R5

     (229,600     (120,710     (153     (173

Class Y

     (129,130     (420,640     (3,965     (174

Class F

     (1,915,109     (777,241     (18,362      

Class SDR

     (6,673,249     (5,991,939     (816,782     (1,152,755
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (20,157,780     (16,605,178     (2,346,035     (2,580,971
  

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

 

Class A

     (660,020                  

Class C

     (194,348                  

Class I

     (8,387,351                  

Class R3

     (1,443                  

Class R4

     (8,985                  

Class R5

     (185,217                  

Class Y

     (97,235                  

Class F

     (1,444,263                  

Class SDR

     (5,380,618                  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

     (16,359,480                  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (36,517,260     (16,605,178     (2,346,035     (2,580,971
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     652,904,015       1,123,690,242       30,944,099       41,676,014  

Issued on reinvestment of distributions

     32,379,202       14,839,386       2,300,770       2,528,482  

Redeemed

     (162,688,063)       (343,599,544)       (42,487,293     (30,497,853
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     522,595,154       794,930,084       (9,242,424     13,706,643  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     531,407,964       927,486,528       (8,285,184     50,703,285  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     1,360,251,073       432,764,545       200,959,309       150,256,024  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     1,891,659,037     $     1,360,251,073     $     192,674,125     $     200,959,309  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ 3,285,640     $ 4,762,414     $ 855,396     $ 2,104,689  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  100  

 


Hartford Schroders Funds

Statements of Changes in Net Assets – (continued)

 

 

 

Hartford Schroders Tax-Aware
Bond Fund
    Hartford Schroders US Small
Cap Opportunities Fund
    Hartford Schroders US Small/
Mid Cap Opportunities Fund
 
For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 
         
$ 2,585,618     $ 4,126,787     $ 346,351     $ 235,564     $ 1,178,014     $ 313,968  

 

584,071

 

    281,929       6,015,470       16,476,296       10,441,794       10,984,991  

 

(6,638,587

    (427,927     (4,669,118     17,176,966       (11,289,888     66,489,483  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (3,468,898     3,980,789       1,692,703       33,888,826       329,920       77,788,442  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
         
  (208,431     (265,057           (10,422     (88     (79,721
  (25,507     (20,682           (3,055           (9,333
  (1,476,284     (2,366,420     (406,837     (501,740     (856,042     (574,780
              (88     (28           (54
              (16     (34     (107     (26
              (50     (57     (94     (44
  (2,220     (203     (87,008     (42     (23,530     (27
  (41,341     (8,412     (5,867           (27,926      
  (729,386     (1,374,814     (71,476     (28,449     (54,370     (14,249

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (2,483,169     (4,035,588     (571,342     (543,827     (962,157     (678,234

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  (21,514     (29,381     (882,548     (189,413     (1,735,953     (711,963
  (4,739     (224     (389,798     (27,933     (735,465     (35,683
  (135,869     (289,316     (10,345,766     (6,679,192     (9,085,334     (3,211,860
              (4,397     (552     (4,885     (439
              (877     (552     (3,879     (205
              (1,460     (759     (688     (272
  (202     (37     (2,111,408     (552     (174,041     (154
  (2,914           (140,024           (179,625      
  (65,771     (237,039     (2,613,400     (366,590     (362,784     (81,541

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (231,009     (555,997     (16,489,678     (7,265,543     (12,282,654     (4,042,117

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (2,714,178     (4,591,585     (17,061,020     (7,809,370     (13,244,811     (4,720,351

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  38,000,670       142,241,870       26,255,315       115,079,181       296,704,162       685,187,154  
  1,924,825       3,136,116       16,050,612       7,563,213       11,791,665       4,176,074  
  (49,435,398     (53,285,396     (55,388,971     (64,678,394         (158,462,861         (149,462,510

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (9,509,903     92,092,590       (13,083,044     57,964,000       150,032,966       539,900,718  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (15,692,979     91,481,794       (28,451,361     84,043,456       137,118,075       612,968,809  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  248,513,059       157,031,265       206,550,006       122,506,550       827,725,358       214,756,549  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     232,820,080     $     248,513,059     $     178,098,645     $     206,550,006     $ 964,843,433     $ 827,725,358  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 212,462     $ 110,013     $ (562,530   $ (194,101   $ 211,903     $ (3,954

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  101  

 


Hartford Schroders Funds

Financial Highlights

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total
from
Invest-
ment
Opera-
tions
    Dividends
from Net
Invest-
ment
Income
    Distri-
butions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio  of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio  of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets
    Portfolio
Turnover
 
Hartford Schroders Emerging Markets Debt and Currency Fund(4)  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   10.50     $ 0.16     $ 0.05     $ 0.21     $ (0.35   $     $     $ (0.35   $ 10.36       1.98 %(5)    $ 2,795       1.61 %(6)      1.40 %(6)      3.02 %(6)      58

C

    10.40       0.13       0.04       0.17       (0.30                 (0.30     10.27       1.68 (5)      20       2.44 (6)      1.84 (6)      2.59 (6)      58  

I

    10.52       0.17       0.05       0.22       (0.38                 (0.38     10.36       2.12 (5)        46,083       1.28 (6)      1.08 (6)      3.34 (6)      58  

Y

    10.52       0.17       0.06       0.23       (0.39                 (0.39     10.36       2.20 (5)      10       1.26 (6)      1.05 (6)      3.34 (6)      58  

F

    10.52       0.18       0.05       0.23       (0.39                 (0.39     10.36       2.12 (5)      11       1.20 (6)      1.00 (6)      3.41 (6)      58  

SDR

    10.55       0.18       0.05       0.23       (0.39                 (0.39     10.39       2.20 (5)      9,048       1.20 (6)      1.00 (6)      3.42 (6)      58  

For the Year Ended October 31, 2017

 

A

  $ 10.20     $ 0.29     $ 0.01     $ 0.30     $     $     $     $     $ 10.50       2.84   $ 2,921       1.48     1.40     2.80     154

C

    10.18       0.21       0.01       0.22                               10.40       2.16       16       2.37       2.15       2.07       154  

I

    10.19       0.32       0.01       0.33                               10.52       3.24       53,529       1.16       1.09       3.13       154  

Y

    10.18       0.33       0.01       0.34                               10.52       3.24       10       1.08       1.00       3.20       154  

F(7)

    10.23       0.24       0.05       0.29                               10.52       2.93 (5)      10       1.08 (6)      1.00 (6)      3.39 (6)      154  

SDR

    10.21       0.33       0.01       0.34                               10.55       3.33       8,891       1.08       1.00       3.21       154  

For the Year Ended October 31, 2016

 

A

  $ 9.35     $ 0.50     $ 0.35     $ 0.85     $     $     $     $     $   10.20       9.20   $ 3,410       1.73     1.38     5.08     163

C(8)

    10.25       0.20       (0.27     (0.07                             10.18       (0.59 )(5)      10       1.98 (6)      1.98 (6)      73.05 (6)      163  

I

    9.32       0.46       0.41       0.87                               10.19       9.33       72,080       1.47       1.12       4.66       163  

Y(8)

    10.25       0.21       (0.28     (0.07                             10.18       (0.59 )(5)      10       0.98 (6)      0.98 (6)      74.14 (6)      163  

SDR

    9.33       0.87       0.01       0.88                               10.21       9.54       9,140       1.27       0.96       8.70       163  

For the Year Ended October 31, 2015

 

A

  $ 10.15     $   0.14     $ (0.80   $   (0.66   $     $   (0.14   $   —     $   (0.14   $ 9.35       (6.59 )%    $ 5,026       1.57     1.40     1.43     207

I

    10.19       0.17       (0.80     (0.63       (0.10     (0.14           (0.24     9.32       (6.34     97,022       1.31       1.15       1.73       207  

SDR(9)

    9.78       0.13       (0.58     (0.45                             9.33       (4.60 )(5)      1,092       1.22 (6)      1.00 (6)      1.63 (6)      207  

For the Year Ended October 31, 2014

 

A

  $ 10.26     $ 0.17     $   (0.10   $ 0.07     $ (0.04   $ (0.14   $     $ (0.18   $ 10.15       0.68   $ 10,001       1.41     1.40     1.65     149

I

    10.30       0.21       (0.13     0.08       (0.05     (0.14           (0.19     10.19       0.83       257,568       1.18       1.15       2.09       149  

For the Year Ended October 31, 2013

 

A

  $ 10.01     $ 0.04     $ 0.32     $ 0.36     $ (0.11   $     $     $ (0.11   $ 10.26       3.57   $ 43,814       1.51     1.40     0.41     103

I

    10.03       0.07       0.32       0.39       (0.12                 (0.12     10.30       3.90       121,402       1.29       1.15       0.71       103  
Hartford Schroders Emerging Markets Equity Fund(4)    

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   16.23     $     $ 0.54     $ 0.54     $ (0.10   $     $     $ (0.10   $ 16.67       3.39 %(5)    $ 54,258       1.46 %(6)      1.46 %(6)      (0.01 )%(6)      13

C

    16.08         (0.05     0.53       0.48       (0.07                 (0.07     16.49       2.99 (5)      6,965       2.18 (6)      2.18 (6)      (0.65 )(6)      13  

I

    16.23       0.02       0.54       0.56       (0.14                 (0.14     16.65       3.43 (5)        1,866,771       1.22 (6)      1.22 (6)      0.22 (6)      13  

R3

    16.20             0.54       0.54       (0.14                 (0.14     16.60       3.31 (5)      58       1.80 (6)      1.61 (6)      0.03 (6)      13  

R4

    16.19             0.54       0.54       (0.11                 (0.11     16.62       3.35 (5)      149       1.50 (6)      1.48 (6)      (0.02 )(6)      13  

R5

    16.23       0.05       0.51       0.56       (0.14                 (0.14     16.65       3.47 (5)      361       1.20 (6)      1.20 (6)      0.56 (6)      13  

Y

    16.25       0.03       0.54       0.57       (0.15                 (0.15     16.67       3.54 (5)      122,789       1.09 (6)      1.09 (6)      0.39 (6)      13  

F

    16.23       0.06       0.52       0.58       (0.16                 (0.16     16.65       3.56 (5)      177,399       1.08 (6)      1.08 (6)      0.66 (6)      13  

SDR

    16.26       0.03       0.55       0.58       (0.16                 (0.16     16.68       3.56 (5)      819,812       1.08 (6)      1.08 (6)      0.37 (6)      13  

 

The accompanying notes are an integral part of these financial statements.

 

 

  102  

 


Hartford Schroders Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total
from
Invest-
ment
Opera-
tions
    Dividends
from Net
Invest-
ment
Income
    Distri-
butions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio  of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio  of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets
    Portfolio
Turnover
 
Hartford Schroders Emerging Markets Equity Fund(4) – (continued)    

For the Year Ended October 31, 2017

 

A

  $ 12.59     $ 0.10     $ 3.62     $ 3.72     $ (0.08   $     $     $ (0.08   $ 16.23       29.83   $ 53,107       1.56     1.50     0.69     33

C

    12.58       0.04       3.57       3.61       (0.11                 (0.11     16.08       29.00       3,658       2.25       2.25       0.25       33  

I

    12.59       0.14       3.61       3.75       (0.11                 (0.11     16.23       30.14       1,848,368       1.35       1.25       0.98       33  

R3

    12.58       0.10       3.62       3.72       (0.10                 (0.10     16.20       29.87       13       1.86       1.48       0.71       33  

R4

    12.58       0.16       3.56       3.72       (0.11                 (0.11     16.19       29.86       136       1.52       1.50       1.11       33  

R5

    12.58       0.13       3.63       3.76       (0.11                 (0.11     16.23       30.26       13       1.25       1.20       0.97       33  

Y

    12.58       0.26       3.53       3.79       (0.12                 (0.12     16.25       30.45       97,758       1.14       1.14       1.72       33  

F(7)

    12.98       0.16       3.09       3.25                               16.23       25.04 (5)      42,462       1.10 (6)      1.10 (6)      1.57 (6)      33  

SDR

    12.60       0.15       3.63       3.78       (0.12                 (0.12     16.26       30.32       710,039       1.10       1.10       1.10       33  

For the Year Ended October 31, 2016

 

A

  $   11.56     $ 0.08     $ 1.02 (10)    $ 1.10     $ (0.07   $     $     $ (0.07   $ 12.59       9.59   $ 38,918       1.57     1.49     0.71     47

C(8)

    12.68         (0.01       (0.09     (0.10                             12.58       (0.79 )(5)      10       2.06 (6)      2.06 (6)      (2.06 )(6)      47  

I

    11.56       0.10       1.03 (10)      1.13       (0.10                 (0.10     12.59       9.94       1,020,291       1.32       1.24       0.89       47  

R3(8)

    12.68       (0.01     (0.09     (0.10                             12.58       (0.79 )(5)      10       1.75 (6)      1.75 (6)      (1.75 )(6)      47  

R4(8)

    12.68       (0.01     (0.09     (0.10                             12.58       (0.79 )(5)      10       1.46 (6)      1.46 (6)      (1.46 )(6)      47  

R5(8)

    12.68             (0.10     (0.10                             12.58       (0.79 )(5)      10       1.17 (6)      1.17 (6)      (1.16 )(6)      47  

Y(8)

    12.68             (0.10     (0.10                             12.58       (0.79 )(5)      10       1.06 (6)      1.06 (6)      (1.06 )(6)      47  

SDR

    11.57       0.12       1.03 (10)      1.15       (0.12                 (0.12     12.60       10.10       561,740       1.18       1.10       1.05       47  

For the Year Ended October 31, 2015

 

A

  $ 13.33     $ 0.10     $ (1.83 )(10)    $ (1.73   $ (0.04   $     $     $ (0.04   $ 11.56       (13.01 )%    $ 41,116       1.57     1.49     0.76     55

I

    13.40       0.13       (1.85 )(10)      (1.72     (0.12                 (0.12     11.56       (12.88     877,480       1.33       1.24       1.05       55  

SDR(9)

    12.60       0.14       (1.17 )(10)      (1.03                             11.57       (8.17 )(5)      351,836       1.21 (6)      1.10 (6)      1.35 (6)      55  

For the Year Ended October 31, 2014

 

A

  $ 13.70     $ 0.08     $ (0.37 )(10)    $   (0.29   $   (0.08   $   —     $   —     $   (0.08   $   13.33       (2.08 )%    $ 122,722       1.50     1.49     0.61     58

I

    13.76       0.12       (0.36 )(10)      (0.24     (0.12                 (0.12     13.40       (1.77       1,135,896       1.26       1.24       0.87       58  

For the Year Ended October 31, 2013

 

A

  $ 12.85     $ 0.11     $ 0.83 (10)    $ 0.94     $ (0.09   $     $     $ (0.09   $ 13.70       7.33   $ 208,116       1.50     1.48     0.84     47

I

    12.91       0.15       0.81 (10)      0.96       (0.11                 (0.11     13.76       7.49       841,841       1.25       1.23       1.16       47  
Hartford Schroders Emerging Markets Multi-Sector Bond Fund(4)  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   9.98     $   0.27     $   (0.31   $   (0.04   $   (0.28   $   (0.13   $   —     $   (0.41   $   9.53       (0.42 )%(5)    $   2,829       1.21 %(6)      1.06 %(6)      5.44 %(6)      122

C

    9.95       0.22       (0.30     (0.08     (0.26     (0.13           (0.39     9.48       (0.98 )(5)      494       2.05 (6)      1.86 (6)      4.63 (6)      122  

I

    9.97       0.28       (0.31     (0.03     (0.29     (0.13           (0.42     9.52       (0.30 )(5)      27,542       0.94 (6)      0.80 (6)      5.72 (6)      122  

R3

    9.97       0.25       (0.30     (0.05     (0.27     (0.13           (0.40     9.52       (0.66 )(5)      35       1.62 (6)      1.32 (6)      5.20 (6)      122  

R4

    9.97       0.27       (0.31     (0.04     (0.28     (0.13           (0.41     9.52       (0.38 )(5)      11       1.31 (6)      0.91 (6)      5.61 (6)      122  

R5

    9.97       0.27       (0.31     (0.04     (0.29     (0.13           (0.42     9.51       (0.41 )(5)      11       1.01 (6)      0.85 (6)      5.62 (6)      122  

Y

    9.97       0.28       (0.31     (0.03     (0.30     (0.13           (0.43     9.51       (0.37 )(5)      652       0.91 (6)      0.77 (6)      5.71 (6)      122  

F

    9.96       0.28       (0.30     (0.02     (0.30     (0.13           (0.43     9.51       (0.27 )(5)      30,322       0.90 (6)      0.75 (6)      5.71 (6)      122  

SDR

    9.98       0.28       (0.30     (0.02     (0.30     (0.13           (0.43     9.53       (0.26 )(5)      58,503       0.90 (6)      0.75 (6)      5.76 (6)      122  

 

The accompanying notes are an integral part of these financial statements.

 

 

  103  

 


Hartford Schroders Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total
from
Invest-
ment
Opera-
tions
    Dividends
from Net
Invest-
ment
Income
    Distri-
butions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio  of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio  of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets
    Portfolio
Turnover
 
Hartford Schroders Emerging Markets Multi-Sector Bond Fund(4) – (continued)    

For the Year Ended October 31, 2017

 

       

A

  $ 9.79     $ 0.55     $ 0.27     $ 0.82     $ (0.53   $ (0.10   $     $ (0.63   $ 9.98       8.83   $ 2,472       1.15     1.03     5.65     212

C

    9.78       0.46       0.29       0.75       (0.48     (0.10           (0.58     9.95       8.01       73       2.03       1.90       4.72       212  

I

    9.78       0.57       0.28       0.85       (0.56     (0.10           (0.66     9.97       9.08       15,441       0.94       0.82       5.86       212  

R3

    9.78       0.54       0.28       0.82       (0.53     (0.10           (0.63     9.97       8.74       36       1.63       1.19       5.53       212  

R4

    9.78       0.55       0.28       0.83       (0.54     (0.10           (0.64     9.97       8.88       11       1.33       1.02       5.67       212  

R5

    9.78       0.57       0.27       0.84       (0.55     (0.10           (0.65     9.97       9.07       11       1.04       0.85       5.82       212  

Y

    9.78       0.57       0.28       0.85       (0.56     (0.10           (0.66     9.97       9.16       122       0.91       0.79       5.81       212  

F(7)

    9.70       0.39       0.30       0.69       (0.43                 (0.43     9.96       7.22 (5)      11       0.87 (6)      0.75 (6)      5.90 (6)      212  

SDR

    9.79       0.58       0.27       0.85       (0.56     (0.10           (0.66     9.98       9.16       57,054       0.87       0.75       5.93       212  

For the Year Ended October 31, 2016

 

       

A

  $ 9.04     $ 0.52     $ 0.51     $ 1.03     $ (0.28   $     $     $ (0.28   $ 9.79       11.59   $ 1,707       1.82     1.11     5.61     147

C(8)

    9.87       0.02       (0.11     (0.09                             9.78       (0.91 )(5)      10       1.73 (6)      1.73 (6)      7.72 (6)      147  

I

    9.02       0.55       0.51       1.06       (0.30                 (0.30     9.78       11.94       9,218       1.54       0.85       5.89       147  

R3(8)

    9.87       0.02       (0.11     (0.09                             9.78       (0.91 )(5)      10       1.41 (6)      1.41 (6)      8.09 (6)      147  

R4(8)

    9.87       0.02       (0.11     (0.09                             9.78       (0.91 )(5)      10       1.13 (6)      1.13 (6)      8.46 (6)      147  

R5(8)

    9.87       0.02       (0.11     (0.09                             9.78       (0.91 )(5)      10       0.84 (6)      0.84 (6)      8.46 (6)      147  

Y(8)

    9.87       0.02       (0.11     (0.09                             9.78       (0.91 )(5)      10       0.73 (6)      0.73 (6)      8.82 (6)      147  

SDR

    9.03       0.56       0.51       1.07       (0.31                 (0.31     9.79       12.04       51,219       1.36       0.71       5.99       147  

For the Year Ended October 31, 2015

 

       

A

  $ 9.97     $ 0.53     $ (1.19   $ (0.66   $ (0.18   $ (0.06   $   (0.03   $ (0.27   $ 9.04       (6.59 )%    $ 1,637       2.01     1.15     5.75     209

I

    9.96       0.53         (1.17       (0.64     (0.22     (0.06     (0.02     (0.30     9.02       (6.47     5,980       1.68       0.90       5.66       209  

SDR(9)

    9.23       0.49       (0.57     (0.08     (0.09           (0.03     (0.12     9.03       (0.87 )(5)      21,171       1.66 (6)      0.75 (6)      6.32 (6)      209  

For the Year Ended October 31, 2014

 

       

A

  $   10.14     $ 0.67     $ (0.33   $ 0.34     $ (0.47   $   (0.04   $     $ (0.51   $ 9.97       3.32   $ 2,061       1.86     1.15     6.58     380

I

    10.14       0.67       (0.32     0.35       (0.49     (0.04           (0.53     9.96       3.48       33,731       1.68       0.90       6.66       380  

For the Year Ended October 31, 2013

 

       

A(11)

  $ 10.00     $ 0.20     $ 0.11     $ 0.31     $ (0.17   $     $     $ (0.17   $   10.14       3.11 %(5)    $ 1,924       2.71 %(6)      1.15 %(6)      5.84 %(6)      76

I(11)

    10.00       0.21       0.11       0.32       (0.18                 (0.18     10.14       3.19 (5)      24,325       2.47 (6)      0.90 (6)      5.94 (6)      76  
Hartford Schroders Global Strategic Bond Fund(4)  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   9.07     $   0.10     $   0.03     $   0.13     $   (0.02   $   —     $   —     $   (0.02   $   9.18       1.39 %(5)    $   531       1.34 %(6)      1.00 %(6)      2.12 %(6)      83

C

    9.07       0.08       0.03       0.11       (0.01                 (0.01     9.17       1.17 (5)      48       2.15 (6)      1.53 (6)      1.79 (6)      83  

I

    9.13       0.12       0.01       0.13       (0.02                 (0.02     9.24       1.41 (5)      110       1.12 (6)      0.78 (6)      2.56 (6)      83  

R3

    9.12       0.10       0.03       0.13       (0.02                 (0.02     9.23       1.50 (5)      10       1.71 (6)      0.88 (6)      2.22 (6)      83  

R4

    9.13       0.11       0.02       0.13       (0.02                 (0.02     9.24       1.41 (5)      10       1.39 (6)      0.81 (6)      2.30 (6)      83  

R5

    9.12       0.11       0.03       0.14       (0.02                 (0.02     9.24       1.51 (5)      10       1.11 (6)      0.77 (6)      2.37 (6)      83  

Y

    9.14       0.11       0.03       0.14       (0.02                 (0.02     9.26       1.53 (5)      10       1.04 (6)      0.70 (6)      2.41 (6)      83  

F

    9.14       0.11       0.03       0.14       (0.02                 (0.02     9.26       1.55 (5)      10       0.98 (6)      0.64 (6)      2.46 (6)      83  

SDR

    9.05       0.11       0.03       0.14       (0.02                 (0.02     9.17       1.45 (5)      61,271       0.98 (6)      0.64 (6)      2.41 (6)      83  

 

The accompanying notes are an integral part of these financial statements.

 

 

  104  

 


Hartford Schroders Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total
from
Invest-
ment
Opera-
tions
    Dividends
from Net
Invest-
ment
Income
    Distri-
butions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio  of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio  of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets
    Portfolio
Turnover
 
Hartford Schroders Global Strategic Bond Fund(4) – (continued)    

For the Year Ended October 31, 2017

 

       

A

  $ 9.21     $ 0.15     $ 0.02     $ 0.17     $ (0.28   $     $ (0.03   $ (0.31   $ 9.07       1.85   $ 305       1.28     1.04     1.67     127

C

    9.25       0.09       0.01       0.10       (0.25           (0.03     (0.28     9.07       1.13       10       1.94       1.69       1.00       127  

I

    9.26       0.17       0.01       0.18       (0.28           (0.03     (0.31     9.13       2.03       11       1.04       0.79       1.86       127  

R3

    9.26       0.15             0.15       (0.26           (0.03     (0.29     9.12       1.82       10       1.65       1.04       1.64       127  

R4

    9.26       0.16       0.01       0.17       (0.27           (0.03     (0.30     9.13       2.02       10       1.33       0.92       1.78       127  

R5

    9.26       0.17             0.17       (0.28           (0.03     (0.31     9.12       1.91       10       1.04       0.81       1.86       127  

Y

    9.26       0.19             0.19       (0.28           (0.03     (0.31     9.14       2.14       10       0.87       0.64       2.07       127  

F(7)

    9.02       0.14       (0.02     0.12                               9.14       1.33 (5)      10       0.89 (6)      0.64 (6)      2.34 (6)      127  

SDR

    9.17       0.18       0.02       0.20       (0.28             (0.04     (0.32     9.05       2.21       59,689       0.87       0.64       2.03       127  

For the Year Ended October 31, 2016

 

       

A

  $ 9.08     $   (0.10   $ 0.27     $ 0.17     $ (0.04   $     $     $ (0.04   $ 9.21       1.92   $ 125       1.40     1.02     (1.06 )%      140

C(8)

    9.29       0.04         (0.07       (0.03       (0.01                 (0.01     9.25       (0.35 )(5)      10       1.69 (6)      1.69 (6)      16.49 (6)      140  

I

    9.10       (0.04     0.24       0.20       (0.04                 (0.04     9.26       2.24       10       1.05       0.78       (0.42     140  

R3(8)

    9.29       0.04       (0.06     (0.02     (0.01                 (0.01     9.26       (0.35 )(5)      10       1.37 (6)      1.37 (6)      15.76 (6)      140  

R4(8)

    9.29       0.04       (0.06     (0.02     (0.01                 (0.01     9.26       (0.34 )(5)      10       1.08 (6)      1.08 (6)      16.12 (6)      140  

R5(8)

    9.29       0.04       (0.06     (0.02     (0.01                 (0.01     9.26       (0.23 )(5)      10       0.80 (6)      0.80 (6)      17.59 (6)      140  

Y(8)

    9.29       0.04       (0.06     (0.02     (0.01                 (0.01     9.26       (0.23 )(5)      10       0.69 (6)      0.69 (6)      16.49 (6)      140  

SDR

    9.12       0.11       0.10       0.21       (0.16                 (0.16     9.17       2.33       70,334       1.01       0.62       1.19       140  

For the Year Ended October 31, 2015

 

       

A

  $   10.16     $ 0.03     $ (0.57   $ (0.54   $ (0.54   $     $     $ (0.54   $ 9.08       (5.51 )%    $ 471       1.40     1.04     0.35     73

I

    10.16       0.07       (0.58     (0.51     (0.55                 (0.55     9.10       (5.20     13,362       1.21       0.79       0.78       73  

SDR(12)

    9.43       0.08       (0.39     (0.31                             9.12       (3.29 )(5)      96,582       0.87 (6)      0.64 (6)      1.03 (6)      73  

For the Year Ended October 31, 2014

 

       

A(13)

  $ 10.00     $ 0.01     $ 0.15     $ 0.16     $     $     $     $     $   10.16       1.64 %(5)    $ 1,483       2.19 %(6)      1.04 %(6)      0.19 %(6)      20

I(13)

    10.00       0.02       0.15       0.17       (0.01                 (0.01     10.16       1.68 (5)      28,444       1.94 (6)      0.79 (6)      0.49 (6)      20  
Hartford Schroders International Multi-Cap Value Fund(4)  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $ 10.18     $ 0.09     $ 0.23     $ 0.32     $ (0.11   $   (0.11   $     $   (0.22   $ 10.28       3.24 %(5)    $ 64,555       1.15 %(6)      1.11 %(6)      1.79 %(6)      47

C

    10.12       0.07       0.21       0.28       (0.08     (0.11           (0.19     10.21       2.86 (5)      27,677       1.87 (6)      1.83 (6)      1.40 (6)      47  

I

    10.17       0.12       0.22       0.34       (0.13     (0.11           (0.24     10.27       3.39 (5)        986,110       0.86 (6)      0.82 (6)      2.27 (6)      47  

R3

    10.15       0.11       0.19       0.30       (0.10     (0.11           (0.21     10.24       3.04 (5)      430       1.50 (6)      1.44 (6)      2.15 (6)      47  

R4

    10.16       0.08       0.24       0.32       (0.11     (0.11           (0.22     10.26       3.22 (5)      662       1.21 (6)      1.16 (6)      1.66 (6)      47  

R5

    10.17       0.12       0.21       0.33       (0.13     (0.11           (0.24     10.26       3.28 (5)      22,967       0.89 (6)      0.85 (6)      2.33 (6)      47  

Y

    10.17       0.13       0.21       0.34       (0.13     (0.11           (0.24     10.27       3.41 (5)      14,501       0.81 (6)      0.77 (6)      2.58 (6)      47  

F

    10.18       0.13       0.21       0.34       (0.13     (0.11           (0.24     10.28       3.43 (5)      193,643       0.79 (6)      0.75 (6)      2.44 (6)      47  

SDR

    10.17       0.12       0.21       0.33       (0.13     (0.11           (0.24     10.26       3.33 (5)      581,113       0.79 (6)      0.75 (6)      2.28 (6)      47  

 

The accompanying notes are an integral part of these financial statements.

 

 

  105  

 


Hartford Schroders Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total
from
Invest-
ment
Opera-
tions
    Dividends
from Net
Invest-
ment
Income
    Distri-
butions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio  of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio  of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets
    Portfolio
Turnover
 
Hartford Schroders International Multi-Cap Value Fund(4) – (continued)    

For the Year Ended October 31, 2017

 

       

A

  $ 8.61     $ 0.20     $ 1.53     $ 1.73     $ (0.16   $     $     $ (0.16   $ 10.18       20.26   $ 58,977       1.20     1.12     2.08     63

C

    8.60       0.15       1.50       1.65       (0.13                 (0.13     10.12       19.31       15,580       1.93       1.85       1.51       63  

I

    8.60       0.24       1.52       1.76       (0.19                 (0.19     10.17       20.47       706,652       0.91       0.82       2.48       63  

R3

    8.60       0.20       1.49       1.69       (0.14                 (0.14     10.15       19.82       105       1.58       1.42       2.03       63  

R4

    8.60       0.18       1.54       1.72       (0.16                 (0.16     10.16       20.23       809       1.24       1.15       1.83       63  

R5

    8.60       0.23       1.52       1.75       (0.18                 (0.18     10.17       20.57       14,212       0.93       0.85       2.32       63  

Y

    8.60       0.21       1.56       1.77       (0.20                 (0.20     10.17       20.80       4,440       0.84       0.76       2.30       63  

F(7)

    9.13       0.17       1.02       1.19       (0.14                 (0.14     10.18       13.07 (5)      110,585       0.83 (6)      0.75 (6)      2.60 (6)      63  

SDR

    8.60       0.23       1.53       1.76       (0.19                 (0.19     10.17       20.70       448,891       0.83       0.75       2.43       63  

For the Year Ended October 31, 2016

 

       

A

  $ 8.48     $ 0.15     $ 0.17 (10)    $ 0.32     $ (0.19   $     $     $ (0.19   $ 8.61       3.88   $ 27,751       1.47     1.14     1.80     94

C(8)

    8.62               (0.02     (0.02                             8.60       (0.23 )(5)      10       1.80 (6)      1.80 (6)      (1.10 )(6)      94  

I

    8.47       0.18       0.16 (10)      0.34       (0.21                 (0.21     8.60       4.27       183,321       1.22       0.89       2.15       94  

R3(8)

    8.62             (0.02     (0.02                             8.60       (0.23 )(5)      10       1.48 (6)      1.48 (6)      (0.73 )(6)      94  

R4(8)

    8.62             (0.02     (0.02                             8.60       (0.23 )(5)      10       1.19 (6)      1.19 (6)      (0.37 )(6)      94  

R5(8)

    8.62             (0.02     (0.02                             8.60       (0.23 )(5)      10       0.91 (6)      0.91 (6)      0.73 (6)      94  

Y(8)

    8.62             (0.02     (0.02                             8.60       (0.23 )(5)      10       0.80 (6)      0.80 (6)      (6)      94  

SDR

    8.46       0.20       0.16 (10)      0.36       (0.22                 (0.22     8.60       4.44       221,643       1.06       0.75       2.37       94  

For the Year Ended October 31, 2015

 

       

A

  $ 9.46     $ 0.20     $ (0.68 )(10)    $ (0.48   $ (0.24   $ (0.26   $     $ (0.50   $ 8.48       (5.27 )%    $ 19,330       1.48     1.17     2.21     90

I

    9.46       0.22       (0.69 )(10)      (0.47     (0.26     (0.26           (0.52     8.47       (5.12     218,467       1.22       0.91       2.45       90  

SDR(9)

    8.79       0.24       (0.38     (0.14     (0.19                 (0.19     8.46       (1.62 )(5)      75,256       1.08 (6)      0.76 (6)      3.18 (6)      90  

For the Year Ended October 31, 2014

 

       

A

  $ 10.22     $ 0.26     $ (0.20 )(10)    $ 0.06     $ (0.32   $ (0.50   $     $ (0.82   $ 9.46       0.67   $ 24,498       1.51     1.30     2.66     66

I

    10.21       0.28       (0.17 )(10)      0.11       (0.36       (0.50           (0.86     9.46       1.15       213,991       1.14       0.95       2.86       66  

For the Year Ended October 31, 2013

 

       

A

  $ 8.58     $ 0.22     $ 1.75 (14)    $ 1.97     $ (0.33   $     $   —     $   (0.33   $   10.22       23.58   $ 38,501       1.78     1.30     2.32     79

I

    8.59       0.24       1.75 (10)      1.99       (0.37                 (0.37     10.21       23.84         105,501       1.43       0.95       2.58       79  
Hartford Schroders International Stock Fund(4)  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   13.62     $   0.07     $ 0.12     $   0.19     $   (0.13   $     $     $ (0.13   $ 13.68       1.49 %(5)    $ 7,577       1.27 %(6)      1.18 %(6)      0.98 %(6)      24

C

    13.11       0.06       0.08       0.14       (0.13                 (0.13     13.12       1.07 (5)      1,602       1.96 (6)      1.86 (6)      0.94 (6)      24  

I

    13.20       0.08       0.14       0.22       (0.16                 (0.16     13.26       1.65 (5)      118,127       0.93 (6)      0.84 (6)      1.24 (6)      24  

R3

    13.19       0.07       0.13       0.20       (0.13                 (0.13     13.26       1.55 (5)      13       1.61 (6)      1.03 (6)      1.10 (6)      24  

R4

    13.20       0.08       0.12       0.20       (0.14                 (0.14     13.26       1.54 (5)      13       1.31 (6)      0.98 (6)      1.16 (6)      24  

R5

    13.22       0.08       0.12       0.20       (0.16                 (0.16     13.26       1.60 (5)      13       1.01 (6)      0.90 (6)      1.22 (6)      24  

Y

    13.23       0.04       0.18       0.22       (0.17                 (0.17     13.28       1.64 (5)      120       0.92 (6)      0.83 (6)      0.58 (6)      24  

F

    13.22       0.11       0.11       0.22       (0.17                 (0.17     13.27       1.64 (5)      2,569       0.89 (6)      0.80 (6)      1.73 (6)      24  

SDR

    13.23       0.08       0.13       0.21       (0.18                 (0.18     13.26       1.63 (5)      62,641       0.89 (6)      0.80 (6)      1.24 (6)      24  

 

The accompanying notes are an integral part of these financial statements.

 

 

  106  

 


Hartford Schroders Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total
from
Invest-
ment
Opera-
tions
    Dividends
from Net
Invest-
ment
Income
    Distri-
butions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio  of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio  of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets
    Portfolio
Turnover
 
Hartford Schroders International Stock Fund(4) – (continued)    

For the Year Ended October 31, 2017

 

       

A

  $ 11.02     $ 0.12     $ 2.64     $ 2.76     $ (0.16   $     $     $ (0.16   $ 13.62       25.41   $ 5,930       1.32     1.20     0.98     53

C

    10.69       (0.02     2.60       2.58       (0.16                 (0.16     13.11       24.60       321       2.01       1.94       (0.13     53  

I

    10.69       0.14       2.55       2.69       (0.18                 (0.18     13.20       25.69       116,660       1.02       0.95       1.24       53  

R3

    10.69       0.12       2.55       2.67       (0.17                 (0.17     13.19       25.45       13       1.62       1.18       1.04       53  

R4

    10.69       0.13       2.56       2.69       (0.18                 (0.18     13.20       25.61       13       1.34       1.08       1.15       53  

R5

    10.69       0.16       2.55       2.71       (0.18                 (0.18     13.22       25.88       13       1.02       0.90       1.34       53  

Y

    10.69       0.13       2.59       2.72       (0.18                 (0.18     13.23       25.99       115       0.88       0.79       1.04       53  

F(7)

    10.87       0.04       2.31       2.35                               13.22       21.62 (5)      844       0.85 (6)      0.80 (6)      0.52 (6)      53  

SDR

    10.70       0.17       2.55       2.72       (0.19                 (0.19     13.23       25.88       77,051       0.86       0.80       1.45       53  

For the Year Ended October 31, 2016

 

       

A

  $   11.35     $ 0.12     $ (0.35 )(10)    $ (0.23   $ (0.10   $     $     $ (0.10   $ 11.02       (2.01 )%    $ 3,217       1.45     1.18     1.11     53

C(8)

    10.64         (0.01     0.06       0.05                               10.69       0.47 (5)      10       1.77 (6)      1.77 (6)      (1.77 )(6)      53  

I

    11.01       0.14         (0.33 )(10)        (0.19     (0.13                 (0.13     10.69       (1.70     82,726       1.20       0.92       1.33       53  

R3(8)

    10.64             0.05       0.05                               10.69       0.47 (5)      10       1.47 (6)      1.47 (6)      (1.47 )(6)      53  

R4(8)

    10.64             0.05       0.05                               10.69       0.47 (5)      10       1.17 (6)      1.17 (6)      (1.17 )(6)      53  

R5(8)

    10.64             0.05       0.05                               10.69       0.47 (5)      10       0.89 (6)      0.89 (6)      (0.87 )(6)      53  

Y(8)

    10.64             0.05       0.05                               10.69       0.47 (5)      10       0.78 (6)      0.78 (6)      (0.78 )(6)      53  

SDR

    11.02       0.16       (0.33 )(10)      (0.17     (0.15                 (0.15     10.70       (1.54     64,263       1.07       0.79       1.54       53  

For the Year Ended October 31, 2015

 

       

A

  $ 11.93     $ 0.05     $ (0.18   $ (0.13   $     $ (0.45   $     $ (0.45   $ 11.35       (1.08 )%    $ 3,921       1.38     1.17     0.46     45

I

    11.86       0.12       (0.23 )(10)      (0.11       (0.29       (0.45       —         (0.74       11.01       (0.89       104,237       1.19       0.95       1.02       45  

SDR(9)

    10.88       0.17       (0.03     0.14                               11.02       1.29 (5)      54,747       1.09 (6)      0.81 (6)      1.78 (6)      45  

For the Year Ended October 31, 2014

 

       

A

  $ 12.11     $ 0.26     $ (0.22 )(10)    $ 0.04     $ (0.12   $ (0.10   $     $ (0.22   $ 11.93       0.30   $ 84,474       1.31     1.23     2.17     54

I

    12.04       0.29       (0.23 )(10)      0.06       (0.14     (0.10           (0.24     11.86       0.54       98,855       1.03       0.95       2.39       54  

For the Year Ended October 31, 2013

 

       

A

  $ 9.93     $ 0.17     $ 2.09 (10)    $ 2.26     $ (0.08   $     $     $ (0.08   $ 12.11       22.91   $ 101,113       1.33     1.23     1.50     47

I

    9.87       0.14       2.14 (10)      2.28       (0.11                 (0.11     12.04       23.27       97,227       1.10       0.95       1.28       47  
Hartford Schroders Tax-Aware Bond Fund(4)  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $ 11.08     $ 0.11     $ (0.28   $ (0.17   $ (0.10   $ (0.01   $     $ (0.11   $ 10.80       (1.53 )%(5)    $ 22,517       0.85 %(6)      0.71 %(6)      1.95 %(6)      78

C

    11.07       0.06       (0.27     (0.21     (0.05     (0.01           (0.06     10.80       (1.86 )(5)      5,170       1.61 (6)      1.53 (6)      1.14 (6)      78  

I

    11.10       0.12       (0.27     (0.15     (0.12     (0.01           (0.13     10.82       (1.39 )(5)      132,316       0.61 (6)      0.46 (6)      2.20 (6)      78  

Y

    11.10       0.12       (0.28     (0.16     (0.11     (0.01           (0.12     10.82       (1.42 )(5)      214       0.57 (6)      0.49 (6)      2.19 (6)      78  

F

    11.10       0.12       (0.27     (0.15     (0.12     (0.01           (0.13     10.82       (1.39 )(5)      4,582       0.54 (6)      0.46 (6)      2.23 (6)      78  

SDR

    11.09       0.12       (0.27     (0.15     (0.12     (0.01           (0.13     10.81       (1.40 )(5)      68,021       0.54 (6)      0.46 (6)      2.20 (6)      78  

For the Year Ended October 31, 2017

 

       

A

  $ 11.19     $ 0.20     $ (0.07   $ 0.13     $ (0.20   $ (0.04   $     $ (0.24   $ 11.08       1.20   $ 22,948       0.86     0.71     1.83     72

C

    11.20       0.11       (0.07     0.04       (0.13     (0.04           (0.17     11.07       0.40       4,712       1.58       1.50       0.96       72  

I

    11.21       0.23       (0.07     0.16       (0.23     (0.04           (0.27     11.10       1.45       147,851       0.58       0.46       2.10       72  

Y

    11.20       0.23       (0.07     0.16       (0.22     (0.04           (0.26     11.10       1.53       10       0.54       0.46       2.08       72  

F(7)

    10.93       0.14       0.17       0.31       (0.14                 (0.14     11.10       2.85 (5)      2,377       0.53 (6)      0.46 (6)      1.96 (6)      72  

SDR

    11.20       0.23       (0.07     0.16       (0.23     (0.04           (0.27     11.09       1.46       70,615       0.54       0.46       2.12       72  

 

The accompanying notes are an integral part of these financial statements.

 

 

  107  

 


Hartford Schroders Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total
from
Invest-
ment
Opera-
tions
    Dividends
from Net
Invest-
ment
Income
    Distri-
butions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio  of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio  of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets
    Portfolio
Turnover
 
Hartford Schroders Tax-Aware Bond Fund(4) – (continued)    

For the Year Ended October 31, 2016

 

       

A

  $ 10.84     $ 0.25     $ 0.35     $ 0.60     $ (0.25   $     $     $ (0.25   $ 11.19       5.61   $ 8,648       0.90     0.70     2.22     42

C(8)

    11.23             (0.01     (0.01     (0.02                 (0.02     11.20       (0.10 )(5)      10       1.46 (6)      1.45 (6)      1.47 (6)      42  

I

    10.84       0.28       0.37       0.65       (0.28                 (0.28     11.21       6.02       82,088       0.66       0.45       2.55       42  

Y(8)

    11.23       0.01       (0.02     (0.01     (0.02                 (0.02     11.20       (0.08 )(5)      10       0.46 (6)      0.45 (6)      2.56 (6)      42  

SDR(8)

    11.23       0.01       (0.02     (0.01     (0.02                 (0.02     11.20       (0.08 )(5)      66,275       0.47 (6)      0.46 (6)      4.71 (6)      42  

For the Year Ended October 31, 2015

 

       

A(9)

  $ 10.93     $ 0.25     $ (0.10   $ 0.15     $ (0.24   $     $     $ (0.24   $ 10.84       1.42 %(5)    $ 1,039       1.01 %(6)      0.71 %(6)      2.77 %(6)      36

I

    11.09       0.32       (0.10     0.22       (0.32     (0.15           (0.47     10.84       2.00       105,036       0.70       0.46       2.93       36  

For the Year Ended October 31, 2014

 

       

I

  $ 10.20     $ 0.36     $ 1.01     $ 1.37     $ (0.36   $ (0.12   $     $ (0.48   $ 11.09       13.85   $ 96,342       0.68     0.46     3.45     27

For the Period Ended October 31, 2013

 

       

I(15)

  $ 10.03     $ 0.10     $ 0.17     $ 0.27     $ (0.10   $     $     $ (0.10   $ 10.20       2.69 %(5)    $ 95,457       0.73 %(6)      0.46 %(6)      3.86 %(6)      8

For the Year Ended July 31, 2013

 

       

I

  $ 10.93     $ 0.37     $ (0.90   $ (0.53   $ (0.36   $ (0.01   $     $ (0.37   $ 10.03       (5.05 )%    $   100,671       0.67     0.46     3.39     18
Hartford Schroders US Small Cap Opportunities Fund(4)  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   27.97     $     $ 0.19     $ 0.19     $     $ (2.36   $     $ (2.36   $ 25.80       0.63 %(5)    $ 11,609       1.44 %(6)      1.35 %(6)      0.03 %(6)      22

C

    28.82         (0.10       0.20         0.10             (2.36           (2.36     26.56       0.28 (5)      5,944       2.19 (6)      2.10 (6)      (0.72 )(6)      22  

I

    29.14       0.05       0.20       0.25         (0.09       (2.36       —         (2.45       26.94       0.81 (5)        121,932       1.11 (6)      1.03 (6)      0.38 (6)      22  

R3

    29.06       (0.02     0.19       0.17       (0.04     (2.36           (2.40     26.83       0.55 (5)      64       1.75 (6)      1.57 (6)      (0.17 )(6)      22  

R4

    29.08       0.04       0.20       0.24       (0.04     (2.36           (2.40     26.92       0.79 (5)      11       1.45 (6)      1.13 (6)      0.28 (6)      22  

R5

    29.11       0.05       0.20       0.25       (0.07     (2.36           (2.43     26.93       0.84 (5)      20       1.15 (6)      1.05 (6)      0.36 (6)      22  

Y

    29.14       0.06       0.20       0.26       (0.09     (2.36           (2.45     26.95       0.86 (5)      24,935       1.03 (6)      0.95 (6)      0.45 (6)      22  

F

    29.15       0.06       0.19       0.25       (0.09     (2.36           (2.45     26.95       0.87 (5)      2,575       1.03 (6)      0.95 (6)      0.42 (6)      22  

SDR

    29.19       0.08       0.18       0.26       (0.10     (2.36           (2.46     26.99       0.86 (5)      11,008       1.03 (6)      0.95 (6)      0.58 (6)      22  

For the Year Ended October 31, 2017

 

       

A

  $ 23.78     $ (0.07   $ 5.71     $ 5.64     $ (0.07   $ (1.38   $     $ (1.45   $ 27.97       24.43   $ 17,379       1.41     1.35     (0.25 )%      69

C

    24.66       (0.27     5.90       5.63       (0.09     (1.38           (1.47     28.82       23.50       4,426       2.14       2.08       (1.00     69  

I

    24.67       0.05       5.90       5.95       (0.10     (1.38           (1.48     29.14       24.85       124,651       1.05       1.00       0.20       69  

R3

    24.67       (0.07     5.91       5.84       (0.07     (1.38           (1.45     29.06       24.36       54       1.76       1.38       (0.27     69  

R4

    24.67       (0.01     5.88       5.87       (0.08     (1.38           (1.46     29.08       24.51       11       1.46       1.22       (0.03     69  

R5

    24.67       0.04       5.88       5.92       (0.10     (1.38           (1.48     29.11       24.72       20       1.25       1.05       0.13       69  

Y

    24.67       (0.05     6.00       5.95       (0.10     (1.38           (1.48     29.14       24.86       26,227       1.04       0.95       (0.17     69  

F(7)

    26.78       0.02       2.35       2.37                               29.15       8.85 (5)      1,256       1.00 (6)      0.96 (6)      0.10 (6)      69  

SDR

    24.71       0.05       5.91       5.96       (0.10     (1.38           (1.48     29.19       24.86       32,525       1.00       0.95       0.17       69  

For the Year Ended October 31, 2016

 

       

A

  $ 24.46     $ 0.03     $ 1.14 (10)    $ 1.17     $     $ (1.85   $     $ (1.85   $ 23.78       5.33   $ 2,579       1.65     1.41     0.12     51

C(8)

    24.96       (0.01     (0.29     (0.30                             24.66       (1.20 )(5)      10       1.90 (6)      1.90 (6)      (1.70 )(6)      51  

I

    25.25       0.08       1.19 (10)      1.27             (1.85           (1.85     24.67       5.58       113,072       1.41       1.16       0.33       51  

R3(8)

    24.96       (0.01     (0.28     (0.29                             24.67       (1.16 )(5)      10       1.59 (6)      1.59 (6)      (1.39 )(6)      51  

R4(8)

    24.96             (0.29     (0.29                             24.67       (1.16 )(5)      10       1.31 (6)      1.31 (6)      (1.10 )(6)      51  

R5(8)

    24.96             (0.29     (0.29                             24.67       (1.16 )(5)      10       1.02 (6)      1.02 (6)      (0.80 )(6)      51  

Y(8)

    24.96             (0.29     (0.29                             24.67       (1.16 )(5)      10       0.91 (6)      0.91 (6)      (0.70 )(6)      51  

SDR

    25.25       0.12       1.19 (10)      1.31             (1.85           (1.85     24.71       5.74       6,806       1.26       1.02       0.50       51  

 

The accompanying notes are an integral part of these financial statements.

 

 

  108  

 


Hartford Schroders Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total
from
Invest-
ment
Opera-
tions
    Dividends
from Net
Invest-
ment
Income
    Distri-
butions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio  of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio  of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets
    Portfolio
Turnover
 
Hartford Schroders US Small Cap Opportunities Fund(4) – (continued)    

For the Year Ended October 31, 2015

 

       

A

  $ 26.66     $ (0.11   $ 0.93     $ 0.82     $     $ (3.02   $     $ (3.02   $ 24.46       3.50   $ 937       1.66     1.58     (0.46 )%      49

I

    27.36       (0.05     0.96 (10)      0.91             (3.02           (3.02     25.25       3.76       128,250       1.39       1.31       (0.18     49  

SDR(16)

    23.83       (0.02     1.44       1.42                               25.25       5.96 (5)      21       1.90 (6)      1.05 (6)      (0.95 )(6)      49  

For the Year Ended October 31, 2014

 

       

A

  $ 29.09     $ (0.13   $ 2.34     $ 2.21     $     $ (4.64   $     $ (4.64   $ 26.66       9.17   $ 856       1.59     1.59     (0.48 )%      66

I

    29.65       (0.04     2.40 (10)      2.36       (0.01     (4.64           (4.65     27.36       9.57       138,855       1.24       1.24       (0.13     66  

For the Year Ended October 31, 2013

 

       

A

  $ 23.84     $ (0.04   $ 7.20     $ 7.16     $     $ (1.91   $     $ (1.91   $ 29.09       32.58   $ 1,137       1.57     1.57     (0.16 )%      74

I

    24.20       0.01       7.36 (10)      7.37       (0.01     (1.91           (1.92     29.65       33.03       143,507       1.26       1.26       0.04       74  
Hartford Schroders US Small/Mid Cap Opportunities Fund(4)  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $ 13.97     $ 0.01     $ 0.03 (17)    $ 0.04     $     $ (0.20   $     $ (0.20   $ 13.81       0.28 %(5)    $ 104,337       1.26 %(6)      1.25 %(6)      0.09 %(6)      16

C

    14.37       (0.05     0.03 (17)      (0.02           (0.20           (0.20     14.15       (0.15 )(5)      61,973       2.01 (6)      2.00 (6)      (0.67 )(6)      16  

I

    14.52       0.03       0.03 (17)      0.06       (0.02     (0.20           (0.22     14.36       0.40 (5)      710,676       0.98 (6)      0.97 (6)      0.35 (6)      16  

R3

    14.43       (0.02     0.04 (17)      0.02             (0.20           (0.20     14.25       0.06 (5)      649       1.63 (6)      1.60 (6)      (0.27 )(6)      16  

R4

    14.48             0.04 (17)      0.04       (0.01     (0.20           (0.21     14.31       0.24 (5)      404       1.33 (6)      1.30 (6)      0.02 (6)      16  

R5

    14.51       0.01       0.05 (17)      0.06       (0.02     (0.20           (0.22     14.35       0.41 (5)      1,364       1.02 (6)      1.00 (6)      0.07 (6)      16  

Y

    14.53       0.02       0.04 (17)      0.06       (0.03     (0.20           (0.23     14.36       0.38 (5)      30,649       0.94 (6)      0.93 (6)      0.31 (6)      16  

F

    14.53       0.03       0.03 (17)      0.06       (0.03     (0.20           (0.23     14.36       0.47 (5)      28,474       0.91 (6)      0.90 (6)      0.39 (6)      16  

SDR

    14.56       0.03       0.03 (17)      0.06       (0.03     (0.20           (0.23     14.39       0.40 (5)      26,318       0.91 (6)      0.90 (6)      0.43 (6)      16  

For the Year Ended October 31, 2017

 

       

A

  $   11.98     $   (0.02   $ 2.22     $ 2.20     $ (0.02   $ (0.19   $     $ (0.21   $ 13.97       18.57   $ 116,594       1.28     1.27     (0.12 )%      54

C

    12.41       (0.13     2.31       2.18       (0.03     (0.19           (0.22     14.37       17.75       48,121       2.04       2.02       (0.94     54  

I

    12.42       0.02       2.30       2.32       (0.03     (0.19           (0.22     14.52       18.91       620,850       1.02       1.01       0.15       54  

R3

    12.41       (0.07     2.30       2.23       (0.02     (0.19           (0.21     14.43       18.28       425       1.64       1.60       (0.49     54  

R4

    12.42       (0.04     2.31       2.27       (0.02     (0.19           (0.21     14.48       18.52       274       1.39       1.30       (0.28     54  

R5

    12.42       0.02       2.29       2.31       (0.03     (0.19           (0.22     14.51       18.82       56       1.14       1.00       0.18       54  

Y

    12.42       0.02       2.31       2.33       (0.03     (0.19           (0.22     14.53       19.00       11,479       0.96       0.94       0.16       54  

F(7)

    13.63       0.01       0.89       0.90                               14.53       6.60 (5)      8,436       0.91 (6)      0.90 (6)      0.14 (6)      54  

SDR

    12.44       0.03       2.31       2.34         (0.03       (0.19       —         (0.22       14.56       19.06       21,490       0.91       0.90       0.24       54  

For the Year Ended October 31, 2016

 

       

A

  $ 12.36     $ 0.02     $ 0.89 (10)    $ 0.91     $     $ (1.29   $     $ (1.29   $ 11.98       8.40   $ 32,399       1.67     1.26     0.15     72

C(8)

    12.49       (0.01       (0.07       (0.08                             12.41       (0.64 )(5)      10       1.86 (6)      1.86 (6)      (1.49 )(6)      72  

I

    12.74       0.05       0.92 (10)      0.97             (1.29           (1.29     12.42       8.68         177,197       1.44       1.01       0.45       72  

R3(8)

    12.49             (0.08     (0.08                             12.41       (0.64 )(5)      10       1.54 (6)      1.54 (6)      (1.18 )(6)      72  

R4(8)

    12.49             (0.07     (0.07                             12.42       (0.56 )(5)      10       1.25 (6)      1.25 (6)      (0.89 )(6)      72  

R5(8)

    12.49             (0.07     (0.07                             12.42       (0.56 )(5)      10       0.97 (6)      0.97 (6)      (0.57 )(6)      72  

Y(8)

    12.49             (0.07     (0.07                             12.42       (0.56 )(5)      10       0.86 (6)      0.86 (6)      (0.49 )(6)      72  

SDR

    12.76       0.06       0.92 (10)      0.98       (0.01     (1.29           (1.30     12.44       8.77       5,111       1.33       0.43       0.47       72  

For the Year Ended October 31, 2015

 

       

A

  $ 13.56     $ (0.03   $ 0.85 (10)    $ 0.82     $     $ (2.02   $     $ (2.02   $ 12.36       7.00   $ 5,541       1.85     1.30     (0.21 )%      56

I

    13.89       0.01       0.86 (10)      0.87             (2.02           (2.02     12.74       7.23       50,126       1.60       1.05       0.05       56  

SDR(9)

    12.36             0.40       0.40                               12.76       3.24 (5)      1,935       1.51 (6)      0.90 (6)      0.03 (6)      56  

 

The accompanying notes are an integral part of these financial statements.

 

 

  109  

 


Hartford Schroders Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total
from
Invest-
ment
Opera-
tions
    Dividends
from Net
Invest-
ment
Income
    Distri-
butions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio  of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio  of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets
    Portfolio
Turnover
 
Hartford Schroders US Small/Mid Cap Opportunities Fund(4) – (continued)    

For the Year Ended October 31, 2014

 

       

A

  $   15.12     $   (0.03   $   1.57 (10)    $   1.54     $     $ (3.10   $     $ (3.10   $ 13.56       12.65   $ 5,756       1.63     1.30     (0.25 )%      62

I

    15.39             1.61       1.61         (0.01       (3.10       —         (3.11       13.89       12.97         59,840       1.38       1.05             62  

For the Year Ended October 31, 2013

 

       

A

  $ 12.15     $ (0.04   $ 3.76     $ 3.72     $     $ (0.75   $     $ (0.75   $ 15.12       32.52   $ 6,766       1.59     1.30     (0.27 )%      72

I

    12.33             3.81 (10)      3.81             (0.75           (0.75     15.39       32.80       67,890       1.35       1.05       0.02       72  

 

(1) Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.
(2) Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.
(3) Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(4)  Prior to October 24, 2016 this Fund operated under a different name. Effective before the opening of business on October 24, 2016, the Advisor, Investor, and R6 share classes were redesignated as Class A, I, and SDR, respectively.
(5)  Not annualized.
(6)  Annualized.
(7)  Commenced operations on February 28, 2017.
(8)  Commenced operations on October 24, 2016.
(9)  Commenced operations on December 30, 2014.
(10)  Includes redemption fees. Amount was less than $0.01 per share.
(11)  Commenced operations on June 25, 2013.
(12)  Commenced operations on December 19, 2014.
(13)  Commenced operations on June 23, 2014.
(14)  Includes redemption fees of $0.01 per share.
(15)  For the Period August 1, 2013 to October 31, 2013.
(16)  Commenced operations on September 28, 2015.
(17)  Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the Fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.

 

The accompanying notes are an integral part of these financial statements.

 

 

  110  

 


Hartford Schroders Funds

Notes to Financial Statements

April 30, 2018 (Unaudited)

 

 

 

1. Organization:

The Hartford Mutual Funds II, Inc. (the “Company”) is an open-end registered management investment company comprised of thirteen series, as of April 30, 2018. Financial statements of each series of the Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds II, Inc.:

Hartford Schroders Emerging Markets Debt and Currency Fund (the “Emerging Markets Debt and Currency Fund”)

Hartford Schroders Emerging Markets Equity Fund (the “Emerging Markets Equity Fund”)

Hartford Schroders Emerging Markets Multi-Sector Bond Fund (the “Emerging Markets Multi-Sector Bond Fund”)

Hartford Schroders Global Strategic Bond Fund (the “Global Strategic Bond Fund”)

Hartford Schroders International Multi-Cap Value Fund (the “International Multi-Cap Value Fund”)

Hartford Schroders International Stock Fund (the “International Stock Fund”)

Hartford Schroders Tax-Aware Bond Fund (the “Tax-Aware Bond Fund”)

Hartford Schroders US Small Cap Opportunities Fund (the “US Small Cap Opportunities Fund”)

Hartford Schroders US Small/Mid Cap Opportunities Fund (the “US Small/Mid Cap Opportunities Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. The Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund, except Emerging Markets Debt and Currency Fund, Emerging Markets Multi-Sector Bond Fund and Global Strategic Bond Fund, is a diversified open-end management investment company. Emerging Markets Debt and Currency Fund, Emerging Markets Multi-Sector Bond Fund and Global Strategic Bond Fund, are non-diversified open-end management investment companies. Each Fund applies specialized accounting and reporting standards under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.

Each Fund has registered for sale Class A, Class T, Class C, Class I, Class Y, Class F and Class SDR shares. As of April 30, 2018, Class T shares have not commenced operations. In addition, each Fund, except Emerging Markets Debt and Currency Fund and Tax-Aware Bond Fund, has registered for sale Class R3, Class R4 and Class R5 shares. Each Fund’s Class A shares are sold with a front-end sales charge of up to 5.50%, except Emerging Markets Debt and Currency Fund, Emerging Markets Multi-Sector Bond Fund, Global Strategic Bond Fund and Tax-Aware Bond Fund for which Class A shares are sold with front-end sales charge of up to 4.50%. Class T shares of each Fund have a front-end sales charge of up to 2.50%. Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Classes I, R3, R4, R5, Y, F and SDR shares are sold without a sales charge.

 

2. Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

 

  a) Determination of Net Asset Value – The net asset value (“NAV”) of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Fund after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

 

  b)

Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker

 

 

  111  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

  quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available.

In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Company’s Board of Directors in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if a Fund were to sell the investment at approximately the time at which a Fund determines its NAV.

Fixed income investments (other than short-term obligations and senior floating rate interests), non-exchange traded derivatives and centrally cleared swaps held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the Company’s Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange-traded options, futures and options on futures are valued at the settlement price or last trade price determined by the relevant exchange as of the NYSE Close. If a last trade price is not available, the value will be the mean of the bid and ask prices as of the NYSE Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the bid price as of the NYSE Close. In the case of options privately negotiated in the over-the-counter market (“OTC options”) and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the NYSE is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund as determined in accordance with its valuation procedures. Such open-end mutual funds may use fair value pricing as disclosed in their prospectus.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with procedures established by the Company’s Board of Directors.

U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value 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.

 

 

  112  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

    Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange-traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.
    Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Directors of the Company generally reviews and approves the “Procedures for Valuation of Portfolio Investments” at least once a year. These procedures define how investments are to be valued, including the formation and activities of a Valuation Committee. The Valuation Committee is responsible for determining in good faith the fair value of investments when the value cannot be obtained from primary pricing services or alternative sources or if the valuation of an investment as provided by the primary pricing service or alternative source is believed not to reflect the investment’s fair value as of the Valuation Date. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors of the Company. The Audit Committee receives quarterly written reports which include details of all fair-valued investments, including the reason for the fair valuation, and an indication, when possible, of the accuracy of the valuation by disclosing the next available reliable public price quotation or the disposition price of such investments (the “lookback” test). The Board of Directors of the Company then must consider for ratification all of the fair value determinations made during the previous quarter.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.

Hartford Schroders Emerging Market Equity Fund Level 3 Holdings on April 30, 2018

Quantitative Information about Level 3 Fair Value Measurements:

 

Security Type /Valuation Technique*

    

Unobservable Input

     Input Value(s)
Range
       Fair Value at
April 30, 2018
 

Common Stock

              

Cost

    

Trade Price

       $2,478.61        $ 216,409,622  
              

 

 

 

Total

               $ 216,409,622  
              

 

 

 

 

  * The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

 

  c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and

 

 

  113  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage related and other asset backed securities are included in interest income in the Statements of Operations, as applicable.

 

  d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which a Fund invests. A Fund may also be subject to taxes withheld on foreign dividends from securities in which a Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.

 

  e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

 

  f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

 

  g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of Emerging Markets Debt and Currency Fund, Emerging Markets Equity Fund, International Stock Fund, US Small Cap Opportunities Fund and US Small/Mid Cap Opportunities Fund is to pay dividends from net investment income and realized gains, if any, at least once a year. The policy of Global Strategic Bond Fund and Tax-Aware Bond Fund is to pay dividends from net investment income, if any, monthly, and realized gains, if any, at least once a year. The policy of Emerging Markets Multi-Sector Bond Fund and International Multi-Cap Value Fund is to pay dividends from net investment income, if any, quarterly, and realized gains, if any, at least once a year.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

 

3. Securities and Other Investments:

 

  a)

Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses

 

 

  114  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

  than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of April 30, 2018.

 

  b) Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of April 30, 2018.

In connection with a Fund’s ability to purchase investments on a when-issued or forward commitment basis, the Fund may enter into to-be announced (“TBA”) commitments. TBA commitments are forward agreements for the purchase or sale of mortgage-backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. These transactions are excluded from a Fund’s portfolio turnover rate. See each Fund’s Schedule of Investments, if applicable, for TBA commitments as of April 30, 2018.

 

  c) Mortgage-Related and Other Asset-Backed Securities – A Fund may invest in mortgage-related and other asset-backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage-backed securities, stripped mortgage-backed securities, asset-backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage-related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset-backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage-related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage-related securities is guaranteed by the full faith and credit of the United States Government. Mortgage-related and other asset-backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund’s Schedule of Investments, if applicable, for mortgage-related and other asset-backed securities as of April 30, 2018.

 

  d) Inflation Indexed Bonds – A Fund may invest in inflation indexed bonds. Inflation indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation indexed bond will be included as interest income on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund’s Schedule of Investments, if applicable, for inflation indexed bonds as of April 30, 2018.

 

4. Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The

 

 

  115  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

 

  a) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

During the six-month period ended April 30, 2018, Emerging Markets Debt and Currency Fund, Emerging Markets Multi-Sector Bond Fund, Global Strategic Bond Fund and International Multi-Cap Value Fund had used Foreign Currency Contracts.

 

  b) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the six-month period ended April 30, 2018, Emerging Markets Multi-Sector Bond Fund, Global Strategic Bond Fund, International Multi-Cap Value Fund, Tax-Aware Bond Fund, US Small Cap Opportunities Fund and US Small/Mid Cap Opportunities Fund had used Futures Contracts.

 

  c)

Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either OTC options or executed in a registered exchange (“exchange-traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and, for written put options, a value equal to the exercise price. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swap, investment or currency transaction to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put

 

 

  116  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

  and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.

During the six-month period ended April 30, 2018, Global Strategic Bond Fund had used Options Contracts.

 

  d) Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified, future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.

Swaps are valued based on custom valuations furnished by an independent pricing service. Swaps for which prices are not available from an independent pricing service are valued in accordance with procedures established by the Company’s Board of Directors. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swap. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.

Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).

A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.

Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.

Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit

 

 

  117  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.

During the six-month period ended April 30, 2018, Emerging Markets Multi-Sector Bond Fund and Global Strategic Bond Fund had used Credit Default Swaps.

Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.

If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.

During the six-month period ended April 30, 2018, Global Strategic Bond Fund had used Interest Rate Swaps.

 

  e) Additional Derivative Instrument Information:

Emerging Markets Debt and Currency Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on foreign currency contracts

   $      $ 391,549      $      $      $      $      $ 391,549  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     391,549      $     —      $      $     —      $     —      $ 391,549  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on foreign currency contracts

   $      $ 662,078      $      $      $      $      $ 662,078  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 662,078      $      $     —      $     —      $      $     662,078  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  118  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Emerging Markets Debt and Currency Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

        

Net realized gain (loss) on foreign currency contracts

   $      $ 548,159     $      $      $      $      $ 548,159  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     548,159     $      $     —      $      $     —      $     548,159  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of foreign currency contracts

   $      $ (254,479   $      $      $      $      $ (254,479
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ (254,479   $     —      $      $     —      $      $ (254,479
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Foreign Currency Contracts Purchased at Contract Amount

   $     32,175,688  

Foreign Currency Contracts Sold at Contract Amount

   $ 17,966,057  

Emerging Markets Multi-Sector Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on foreign currency contracts

   $      $ 312,662      $      $      $      $      $ 312,662  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $     312,662      $     —      $      $     —      $     —      $     312,662  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on foreign currency contracts

   $      $ 449,774      $      $      $      $      $ 449,774  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $ 449,774      $      $     —      $      $      $ 449,774  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

          

Net realized gain (loss) on futures contracts

   $     40,227      $     $     $      $      $      $     40,227  

Net realized gain (loss) on swap contracts

          —                  (62,475                          (62,475

Net realized gain (loss) on foreign currency contracts

                (188,005                                    (188,005
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 40,227      $ (188,005   $ (62,475   $      $     —      $     —      $ (210,253
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of foreign currency contracts

   $      $ (190,327   $     $      $      $      $ (190,327
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ (190,327   $     $     —      $      $      $ (190,327
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  119  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Emerging Markets Multi-Sector Bond Fund – (continued)

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Short at Number of Contracts

     (49

Swap Contracts at Notional Amount

   $ 4,150,000  

Foreign Currency Contracts Purchased at Contract Amount

   $     12,540,174  

Foreign Currency Contracts Sold at Contract Amount

   $ 12,797,815  

Global Strategic Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Investments in securities, at value (purchased options), market value

   $ 541,099      $ 337,752      $      $      $      $      $     878,851  

Unrealized appreciation on futures contracts(1)

     218,487                                           218,487  

Unrealized appreciation on foreign currency contracts

            1,285,221                                    1,285,221  

Unrealized appreciation on swap
contracts(2)

     285,251               12,581                             297,832  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,044,837      $     1,622,973      $     12,581      $      $     —      $     —      $     2,680,391  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 106,780      $      $      $      $      $      $ 106,780  

Unrealized depreciation on foreign currency contracts

            1,045,588                                    1,045,588  

Written options, market value

            320,504                                    320,504  

Unrealized depreciation on swap
contracts(2)

     52,714               139,296                             192,010  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     159,494      $ 1,366,092      $     139,296      $     —      $     —      $      $ 1,664,882  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  120  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Global Strategic Bond Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

          

Net realized gain (loss) on purchased options contracts

   $     $ (270,501   $     $      $      $      $ (270,501

Net realized gain (loss) on futures contracts

          535,669                                        535,669  

Net realized gain (loss) on written options contracts

     322,926           52,708                                  375,634  

Net realized gain (loss) on swap contracts

     577,601             40,491                            618,092  

Net realized gain (loss) on foreign currency contracts

           (91,185                                (91,185
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,436,196     $     (308,978   $ 40,491     $     —      $     —      $     —      $     1,167,709  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

   $ 40,217     $ (123,405   $     $      $      $      $ (83,188

Net change in unrealized appreciation (depreciation) of futures contracts

     (34,302                            —               (34,302)  

Net change in unrealized appreciation (depreciation) of written options contracts

     (18,888     107,180                                  88,292  

Net change in unrealized appreciation (depreciation) of swap contracts

     98,055             (105,765                          (7,710

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           (204,168)                                  (204,168
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 85,082     $ (220,393   $     (105,765)     $      $      $      $ (241,076
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     35,333,333  

Futures Contracts Long at Number of Contracts

     219  

Futures Contracts Short at Number of Contracts

     (531

Written Options Contracts at Number of Contracts

     (13,971,667

Swap Contracts at Notional Amount

   $     105,467,220  

Foreign Currency Contracts Purchased at Contract Amount

   $ 72,785,476  

Foreign Currency Contracts Sold at Contract Amount

   $ 83,565,295  

 

  (1)  Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities.
  (2)  Amount represents the cumulative appreciation (depreciation) on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation (depreciation) on OTC swap contracts, if applicable.

 

 

  121  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

International Multi-Cap Value Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Unrealized appreciation on foreign currency contracts

   $      $     647,102      $      $      $      $      $ 647,102  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 647,102      $      $      $      $      $ 647,102  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures
contracts(1)

   $      $      $      $ 257,428      $      $      $ 257,428  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $      $     —      $     257,428      $     —      $     —      $     257,428  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
    Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

          

Net realized gain (loss) on futures contracts

   $      $      $      $ 1,900,248     $      $      $ 1,900,248  

Net realized gain (loss) on foreign currency contracts

            168,754                                   168,754  
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     —      $     168,754      $     —      $     1,900,248     $     —      $     —      $     2,069,002  
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

       

Net change in unrealized appreciation (depreciation) of futures contracts

   $      $      $      $ (440,044   $      $      $     (440,044

Net change in unrealized appreciation (depreciation) of foreign currency contracts

            508,092                                   508,092  
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     —      $     508,092      $     —      $     (440,044   $     —      $     —      $     68,048  
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long at Number of Contracts

     784  

Foreign Currency Contracts Purchased at Contract Amount

   $ 6,316,388  

Foreign Currency Contracts Sold at Contract Amount

   $     21,413,693  

Tax-Aware Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 10,354      $      $      $      $      $      $ 10,354  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     10,354      $     —      $     —      $     —      $     —      $     —      $     10,354  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  122  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Tax-Aware Bond Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

              

Net realized gain (loss) on futures contracts

   $     292,509     $      $      $      $      $      $ 292,509  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 292,509     $     —      $     —      $     —      $     —      $     —      $     292,509  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of futures contracts

   $ (63,401   $      $      $      $      $      $ (63,401
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (63,401   $     —      $      $     —      $     —      $     —      $ (63,401
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long at Number of Contracts

     90  

Futures Contracts Short at Number of Contracts

     (38

 

  f) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of April 30, 2018:

Emerging Markets Debt and Currency Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Foreign currency contracts

   $ 391,549      $ (662,078
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

         391,549        (662,078
  

 

 

    

 

 

 

Derivatives not subject to a MNA

     —                          —  
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 391,549      $ (662,078
  

 

 

    

 

 

 

 

 

  123  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Emerging Markets Debt and Currency Fund – (continued)

 

Counterparty

   Gross Amount
of Assets
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
    Net Amount
of Assets
 

Banc of America Securities LLC

   $ 18,985     $ (18,985   $      $     $  

Citibank NA

     135,045       (113,641                  21,404  

JP Morgan Chase & Co.

     17,551       (17,551                   

Morgan Stanley

     169,051       (67,000            (102,051      

UBS AG

     50,917       (50,917                   
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     391,549     $ (268,094   $     —      $     (102,051   $     21,404  
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
    Net Amount
of Liabilities
 

Banc of America Securities LLC

   $ (33,313   $ 18,985     $      $     $ (14,328

Citibank NA

     (113,641     113,641                     

JP Morgan Chase & Co.

     (169,428     17,551                    (151,877

Morgan Stanley

     (67,000     67,000                     

State Street Global Markets LLC

     (144,434                        (144,434

UBS AG

     (134,262     50,917                    (83,345
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     (662,078   $     268,094     $     —      $     —     $     (393,984
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Emerging Markets Multi-Sector Bond Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Foreign currency contracts

   $ 312,662      $ (449,774
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     312,662        (449,774
  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     312,662      $     (449,774
  

 

 

    

 

 

 

Emerging Markets Multi-Sector Bond Fund

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Citibank NA

   $ 106,188      $ (97,283   $      $      $ 8,905  

JP Morgan Chase & Co.

     4,557        (4,557                    

State Street Global Markets LLC

     20,649        (20,649                    

UBS AG

     181,268        (159,353                   21,915  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     312,662      $     (281,842   $     —      $     —      $     30,820  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

 

 

  124  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Emerging Markets Multi-Sector Bond Fund – (continued)

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Citibank NA

   $ (97,283   $ 97,283      $      $      $  

JP Morgan Chase & Co.

     (80,050     4,557                      (75,493

State Street Global Markets LLC

     (113,088     20,649                      (92,439

UBS AG

     (159,353     159,353                       
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (449,774   $     281,842      $     —      $     —      $     (167,932
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Global Strategic Bond Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $     1,285,221     $     (1,045,588

Futures contracts

     218,487       (106,780

Purchased options

     878,851        

Swap contracts

     297,832       (192,010

Written options

           (320,504
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     2,680,391       (1,664,882
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (503,738     269,499  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 2,176,653     $ (1,395,383
  

 

 

   

 

 

 

Global Strategic Bond Fund

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Barclays

   $ 436,589      $ (196,766   $      $      $ 239,823  

BNP Paribas Securities Services

     61,113        (61,113                    

Canadian Imperial Bank of Commerce

     2,766        (2,766                    

Citibank NA

     30,779        (30,779                    

JP Morgan Chase & Co.

     268,948        (268,948                    

Morgan Stanley Capital International

     541,099                            541,099  

State Street Global Markets LLC

     480,837        (337,553                   143,284  

UBS AG

     354,522        (169,100                   185,422  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     2,176,653      $     (1,067,025   $     —      $     —      $     1,109,628  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

 

 

  125  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Global Strategic Bond Fund – (continued)

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Banc of America Securities LLC

   $ (29,386   $      $      $      $ (29,386

Barclays

     (196,766     196,766                       

BNP Paribas Securities Services

     (222,081     61,113                      (160,968

Canadian Imperial Bank of Commerce

     (3,913     2,766                      (1,147

Citibank NA

     (126,793     30,779                      (96,014

Credit Suisse First Boston Corp.

     (3,249                          (3,249

Goldman Sachs & Co.

     (17,423                          (17,423

JP Morgan Chase & Co.

     (287,039     268,948                      (18,091

Morgan Stanley

     (2,079                          (2,079

State Street Global Markets LLC

     (337,553     337,553                       

UBS AG

     (169,100     169,100                       
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (1,395,382   $     1,067,025      $     —      $     —      $     (328,357
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

International Multi-Cap Value Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Foreign currency contracts

   $ 647,102      $  

Futures contracts

            (257,428
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     647,102        (257,428
  

 

 

    

 

 

 

Derivatives not subject to a MNA

                 257,428  
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     647,102      $  
  

 

 

    

 

 

 

International Multi-Cap Value Fund

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
    Net Amount
of Assets
 

Citibank NA

   $ 87,808      $     —      $     —      $ (87,808   $  

State Street Global Markets LLC

     559,294                            559,294  
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

 

Total

   $     647,102      $      $      $     (87,808   $     559,294  
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Tax-Aware Bond Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Futures contracts

   $      $ (10,354
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

            (10,354
  

 

 

    

 

 

 

Derivatives not subject to a MNA

            10,354  
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     —      $            —  
  

 

 

    

 

 

 

 

 

  126  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

5. Principal Risks:

A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage-backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

 

6. Federal Income Taxes:

 

  a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2018. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

 

  b)

Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years,

 

 

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April 30, 2018 (Unaudited)

 

 

 

  which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

At October 31, 2017 (tax year end), the capital loss carryforwards for U.S. federal income tax purposes were as follows:

 

Fund

   Perpertual
Short-Term
Capital Loss
Carryforward
     Perpertual
Long-Term
Capital Loss
Carryforward
 

Emerging Markets Debt and Currency Fund

   $ 1,711,053      $  

Emerging Markets Equity Fund

         175,928,167            67,830,489  

Emerging Markets Multi-Sector Bond Fund

     274,465        29,328  

Global Strategic Bond Fund

     3,807,536        2,013,584  

International Stock Fund

     1,453,967        4,097,378  

The International Multi-Cap Value Fund, Tax-Aware Bond Fund, US Small Cap Opportunities Fund and US Small/Mid Cap Opportunities Fund had no capital loss carryforwards for U.S. federal income tax purposes as of October 31, 2017.

During the fiscal year ended October 31, 2017, the Emerging Markets Equity Fund, Emerging Markets Multi-Sector Bond Fund, International Multi-Cap Value Fund and International Stock Fund utilized $2,479,512, $800,286, $16,207,318 and $1,306,713 of prior year capital loss carryforwards, respectively. During the fiscal year ended October 31, 2017, the International Stock Fund had expired prior year capital loss carryforwards of $3,224,422.

 

  c) Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2018 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below:

 

Fund

   Tax Cost      Gross
Unrealized
Appreciation
     Gross
Unrealized
Depreciation
    Net Unrealized
Appreciation
(Depreciation)
 

Emerging Markets Debt and Currency Fund

   $ 56,403,633      $ 2,349,111      $ (1,486,335   $ 862,776  

Emerging Markets Equity Fund

         2,156,399,460            926,615,600            (39,634,463         886,981,137  

Emerging Markets Multi-Sector Bond Fund

     120,005,264        938,304        (3,342,338     (2,404,034

Global Strategic Bond Fund

     61,851,873        2,838,390        (2,936,257     (97,867

International Multi-Cap Value Fund

     1,851,709,302        130,201,197        (67,484,004     62,717,193  

International Stock Fund

     155,598,959        38,055,194        (1,710,402     36,344,792  

Tax-Aware Bond Fund

     235,377,966        6,596,807        (1,691,815     4,904,992  

US Small Cap Opportunities Fund

     144,677,152        42,074,853        (4,035,539     38,039,314  

US Small/Mid Cap Opportunities Fund

     930,827,969        105,569,237        (34,755,311     70,813,926  

 

7. Expenses:

 

  a) Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager pursuant to an Investment Management Agreement with the Company. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Schroder Investment Management North America Inc. (“SIMNA”) under a sub-advisory agreement and SIMNA has contracted with Schroder Investment Management North America Limited (“SIMNA Ltd.”) under a sub-sub-advisory agreement with respect to certain Funds. SIMNA performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. SIMNA Ltd. also performs daily investment of the assets for each of Emerging Markets Debt and Currency Fund, Emerging Markets Equity Fund, Global Strategic Bond Fund, International Multi-Cap Value Fund and International Stock Fund. Each Fund pays a fee to HFMC, a portion of which may be used to compensate SIMNA.

 

 

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Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2018; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

 

Fund

  

Management Fee Rates

Emerging Markets Debt and Currency Fund

  

0.950% on first $1 billion and;

  

0.900% on next $4 billion and;

  

0.890% on next $5 billion and;

  

0.885% over $10 billion

Emerging Markets Equity Fund

  

1.050% on first $1 billion and;

  

1.000% on next $4 billion and;

  

0.990% on next $5 billion and;

  

0.985% over $10 billion

Emerging Markets Multi-Sector Bond Fund

  

0.700% on first $1 billion and;

  

0.650% on next $4 billion and;

  

0.640% on next $5 billion and;

  

0.635% over $10 billion

Global Strategic Bond Fund

  

0.660% on first $1 billion and;

  

0.580% on next $4 billion and;

  

0.555% on next $5 billion and;

  

0.545% over $10 billion

International Multi-Cap Value Fund

  

0.720% on first $1 billion and;

  

0.680% on next $4 billion and;

  

0.675% on next $5 billion and;

  

0.670% over $10 billion

International Stock Fund

  

0.750% on first $1 billion and;

  

0.700% on next $4 billion and;

  

0.690% on next $5 billion and;

  

0.685% over $10 billion

Tax-Aware Bond Fund

  

0.450% on first $1 billion and;

  

0.430% on next $4 billion and;

  

0.425% on next $5 billion and;

  

0.420% over $10 billion

US Small Cap Opportunities Fund

  

0.900% on first $1 billion and;

  

0.890% on next $4 billion and;

  

0.880% on next $5 billion and;

  

0.870% over $10 billion

US Small/Mid Cap Opportunities Fund

  

0.850% on first $1 billion and;

  

0.800% on next $4 billion and;

  

0.790% on next $5 billion and;

  

0.785% over $10 billion

Prior to March 1, 2018, International Multi-Cap Value Fund paid the following rates to HFMC for investment management services rendered:

 

International Multi-Cap Value Fund

  

0.770% on first $1 billion and;

  

0.720% on next $4 billion and;

  

0.710% on next $5 billion and;

  

0.705% over $10 billion

 

 

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Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

  b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and the Company, on behalf of each Fund, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

 

Fund

  

Accounting Services Fee Rates

Emerging Markets Debt and Currency Fund

  

0.014% on first $3.5 billion;

  

0.012% on next $3.5 billion; and

  

0.010% over $7 billion

Emerging Markets Equity Fund

  

0.018% on first $3.5 billion;

  

0.014% on next $3.5 billion; and

  

0.010% over $7 billion

Emerging Markets Multi-Sector Bond Fund

  

0.018% on first $3.5 billion;

  

0.014% on next $3.5 billion; and

  

0.010% over $7 billion

Global Strategic Bond Fund

  

0.018% on first $3.5 billion;

  

0.014% on next $3.5 billion; and

  

0.010% over $7 billion

International Multi-Cap Value Fund

  

0.018% on first $3.5 billion;

  

0.014% on next $3.5 billion; and

  

0.010% over $7 billion

International Stock Fund

  

0.018% on first $3.5 billion;

  

0.014% on next $3.5 billion; and

  

0.010% over $7 billion

Tax-Aware Bond Fund

  

0.014% on first $3.5 billion;

  

0.012% on next $3.5 billion; and

  

0.010% over $7 billion

US Small Cap Opportunities Fund

  

0.014% on first $3.5 billion;

  

0.012% on next $3.5 billion; and

  

0.010% over $7 billion

US Small/Mid Cap Opportunities Fund

  

0.014% on first $3.5 billion; and

  

0.012% on next $3.5 billion; and

  

0.010% over $7 billion

HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

 

  c) Operating Expenses – Allocable expenses incurred by the Company are allocated to each series within the Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2018, HFMC contractually limited the total operating expenses of each of the following Funds exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses, through February 28, 2019 as follows:

 

    Expense Limit as a Percentage of Average Daily Net Assets  

Fund

  Class A     Class C     Class I     Class R3     Class R4     Class R5     Class Y     Class F     Class SDR  

Emerging Markets Debt and Currency Fund

    1.40     2.15     1.15     N/A       N/A       N/A       1.05     1.00     1.00

Emerging Markets Equity Fund

    1.50     2.25     1.25     1.80     1.50     1.20     1.15     1.10     1.10

Emerging Markets Multi-Sector Bond Fund

    1.15     1.90     0.90     1.45     1.15     0.85     0.80     0.75     0.75

Global Strategic Bond Fund

    1.04     1.86     0.79     1.41     1.11     0.81     0.76     0.64     0.64

 

 

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Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

    Expense Limit as a Percentage of Average Daily Net Assets  

Fund

  Class A     Class C     Class I     Class R3     Class R4     Class R5     Class Y     Class F     Class SDR  

International Multi-Cap Value Fund

    1.15     1.97     0.90     1.52     1.22     0.92     0.87     0.75     0.75

International Stock Fund

    1.20     1.95     0.95     1.50     1.20     0.90     0.85     0.80     0.80

Tax-Aware Bond Fund

    0.71     1.59     0.46     N/A       N/A       N/A       0.54     0.46     0.46

US Small Cap Opportunities Fund

    1.35     2.10     1.10     1.65     1.35     1.05     1.00     0.95     0.95

US Small/Mid Cap Opportunities Fund

    1.30     2.05     1.05     1.60     1.30     1.00     0.95     0.90     0.90

 

  d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the six-month period ended April 30, 2018, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

 

  e) Sales Charges and Distribution and Service Plan for Class A, T, C, R3 and R4 shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2018, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

 

Fund

   Front-end
Sales Charges
    Contingent Deferred
Sales Charges
 

Emerging Markets Debt and Currency Fund

   $ **    $ ** 

Emerging Markets Equity Fund

     81,697       393  

Emerging Markets Multi-Sector Bond Fund

     4,677       10  

Global Strategic Bond Fund

           5  

International Multi-Cap Value Fund

     243,992       5,994  

International Stock Fund

     35,811      

Tax-Aware Bond Fund

     7,096       4,223  

US Small Cap Opportunities Fund

     24,495       600  

US Small/Mid Cap Opportunities Fund

     320,457       14,284  

 

  * Total CDSC includes Underwriter Adjustment credits which may cause negative dollar amounts.
  ** Amount rounds to less than $1.

The Board of Directors of the Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for each of Class A, T, C, R3 and R4 shares. Under a Plan, Class A, Class T, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class T Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class T shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. As of April 30, 2018, Class T shares have not commenced operations. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the Company’s Board of Directors may determine.

 

 

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Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

  f) Redemption Fees – Prior to October 24, 2016, certain Predecessor Funds (Schroder Emerging Market Equity Fund, Schroder International Alpha Fund, Schroder International Multi-Cap Value Fund, Schroder U.S. Opportunities Fund and Schroder U.S. Small and Mid Cap Opportunities Fund) generally imposed a 2.00% redemption fee on shares redeemed (including in connection with an exchange) two months or less from their date of purchase. These fees, which are not sales charges, were retained by the Predecessor Funds and not paid to Schroder Fund Advisors LLC (“SFA”), or any other entity. The redemption fees are included in the Statements of Changes in Net Assets under “Redemption fees,” and are included as part of “Paid-in-Capital” on the Statements of Assets and Liabilities. Subsequent to the reorganization, the Funds did not impose any redemption fees.

 

  g) Other Related Party Transactions – Certain officers of the Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2018, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

 

Fund

   CCO Compensation
Paid by Fund
 

Emerging Markets Debt and Currency Fund

   $ 107  

Emerging Markets Equity Fund

         4,879  

Emerging Markets Multi-Sector Bond Fund

     175  

Global Strategic Bond Fund

     100  

International Multi-Cap Value Fund

     2,735  

International Stock Fund

     321  

Tax-Aware Bond Fund

     398  

US Small Cap Opportunities Fund

     318  

US Small/Mid Cap Opportunities Fund

     1,508  

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Each Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund or (ii) a Specified Amount (as defined below). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. (“DST”) (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin.

 

Share Class

   Specified Amount
(as a percentage average daily net assets)
 

Class A

     0.25

Class C

     0.25

Class I

     0.20

Class Y

     0.06

Class R3

     0.02

Class R4

     0.02

Class R5

     0.02

Class F

     0.004 %* 

Class SDR

     0.004

 

  * For the period November 1, 2017 through February 28, 2018, the Specified Amount for Class F was equal to 0.00% of average daily net assets.

Pursuant to a sub-transfer agency agreement between HASCO and DST, HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to DST. Each Fund does not pay any fee directly to DST; rather, HASCO makes all such payments to DST. The accrued amount shown in the Statements of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.

 

 

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Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

For the six-month period ended April 30, 2018, the effective rate of compensation paid to HASCO for transfer agency services as a percentage of each Class’ average daily net assets is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class Y     Class F     Class SDR  

Emerging Markets Debt and Currency Fund

     0.15     0.23     0.08                       0.06     0.00     0.00

Emerging Markets Equity Fund

     0.13     0.10     0.14     0.02     0.02     0.01     0.01     0.00     0.00

Emerging Markets Multi-Sector Bond Fund

     0.06     0.15     0.05     0.02     0.02     0.02     0.02     0.00     0.00

Global Strategic Bond Fund

     0.11     0.17     0.13     0.02     0.02     0.02     0.06     0.00     0.00

International Multi-Cap Value Fund

     0.11     0.08     0.07     0.02     0.02     0.00     0.03     0.00     0.00

International Stock Fund

     0.13     0.07     0.04     0.02     0.02     0.02     0.03     0.00     0.00

Tax-Aware Bond Fund

     0.06     0.07     0.07                       0.03     0.00     0.00

US Small Cap Opportunities Fund

     0.16     0.16     0.08     0.02     0.02     0.02     0.00     0.00     0.00

US Small/Mid Cap Opportunities Fund

     0.10     0.10     0.07     0.02     0.02     0.01     0.03     0.00     0.00

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

 

8. Securities Lending:

A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one third (33 1/3%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned.

A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the risk that the principal value of the collateral invested may decline; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; and (vi) the risk that any efforts to restrict the securities for purposes of voting may not be effective. These events could also trigger adverse tax consequences for the Fund.

At April 30, 2018, the following Funds had securities on loan at value, cash collateral and non-cash collateral as follows:

 

Fund

   Market Value of
Securities on Loan
     Cash Collateral      Non-Cash
Collateral
 

Emerging Markets Equity Fund

   $ 5,168,533      $ 5,525,200      $  

Emerging Markets Multi-Sector Bond Fund

     3,654,794        3,733,580         

Global Strategic Bond Fund

     111,624        114,000         

International Multi-Cap Value Fund

         44,304,160            43,156,183            3,848,499 (1) 

US Small Cap Opportunities Fund

     2,587,861        2,652,059         

US Small/Mid Cap Opportunities Fund

     18,007,399        18,419,949         

 

  (1)  These U.S. Government securities are held for the benefit of the Fund at the Fund’s custodian. The Fund cannot repledge or resell this collateral. As such, collateral is excluded from the Statement of Assets and Liabilities.

 

 

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Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of April 30, 2018.

Emerging Markets Equity Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     5,525,200      $     —      $     —      $     —      $     5,525,200  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 5,525,200      $      $      $      $ 5,525,200  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 5,525,200  
  

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

Emerging Markets Multi-Sector Bond Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Corporate Bonds

   $ 2,629,004      $     —      $     —      $     —      $ 2,629,004  

Foreign Government Obligations

         1,104,576                                 1,104,576  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 3,733,580      $      $      $      $ 3,733,580  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 3,733,580  
  

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

Global Strategic Bond Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Corporate Bonds

   $ 114,000      $      $      $      $ 114,000  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     114,000      $     —      $     —      $     —      $ 114,000  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $     114,000  
  

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

 

 

  134  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

International Multi-Cap Value Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Closed End Funds

   $ 535,523      $      $      $      $ 535,523  

Common Stocks

         42,620,660                                 42,620,660  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 43,156,183      $     —      $     —      $     —      $ 43,156,183  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 43,156,183  
  

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

US Small Cap Opportunities Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $ 2,652,059      $      $      $      $ 2,652,059  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 2,652,059      $     —      $     —      $     —      $ 2,652,059  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $     2,652,059  
  

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

US Small/Mid Cap Opportunities Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $ 18,419,949      $      $      $      $ 18,419,949  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     18,419,949      $     —      $     —      $     —      $ 18,419,949  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $     18,419,949  
  

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

 

 

  135  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

9. Affiliate Holdings:

As of April 30, 2018, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

 

Fund

  Class A     Class C     Class I     Class R3     Class R4     Class R5     Class Y     Class F     Class SDR  

Emerging Markets Debt and Currency Fund

          52           N/A       N/A       NA       100     100      

Emerging Markets Equity Fund

                      28     9                        

Emerging Markets Multi-Sector Bond Fund

                      30     100     100                  

Global Strategic Bond Fund

          21           100     100     100     100     100      

International Multi-Cap Value Fund

                      3                              

International Stock Fund

                      100     100     100     11            

Tax-Aware Bond Fund

                      NA       NA       NA       5            

US Small Cap Opportunities Fund

                      20     100     60                  

US Small/Mid Cap Opportunities Fund

                                  1                  

Percentage of Fund by Class:

 

Fund

  Class A     Class C     Class I     Class R3     Class R4     Class R5     Class Y     Class F     Class SDR  

Emerging Markets Debt and Currency Fund

          %*            NA       NA       NA       %*      %*       

Emerging Markets Equity Fund

                      %*      %*                         

Emerging Markets Multi-Sector Bond Fund

                      %*      %*      %*                   

Global Strategic Bond Fund

          %*            %*      %*      %*      %*      %*       

International Multi-Cap Value Fund

                      %*                               

International Stock Fund

                      %*      %*      %*      %*             

Tax-Aware Bond Fund

                      NA       NA       NA       %*             

US Small Cap Opportunities Fund

                      %*      %*      %*                   

US Small/Mid Cap Opportunities Fund

                                  %*                   

 

  * Percentage rounds to zero.

As of April 30, 2018, affiliated funds of funds in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares from these affiliated funds of funds. Affiliated funds of funds owned shares in the Funds listed below as follows:

 

Funds

   Percentage of
Fund*
 

Emerging Markets Equity Fund

     1

Emerging Markets Multi-Sector Bond Fund

     26

International Multi-Cap Value Fund

     4

 

  * As of April 30, 2018, the affiliated funds of funds were invested in Class F shares.

 

10. Affiliate Issuer Transactions:

A summary of affiliate fund transactions for the Global Strategic Bond Fund for the period ended April 30, 2018 as follows:

Global Strategic Bond Fund

 

Affiliated Issuer

  Beginning
Value as of
October 31,
2017
    Purchases
at Cost
    Proceeds
from Sales
    Net Realized
Gain/(Loss)
on Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending
Value as of
April 30,
2018
    Par
as of
April 30,
2018
    Interest
Income
    Capital Gain
Distributions
 

Hartford Financial Services Group, Inc.

  $ 26,527     $   —     $   (25,658   $   (1,030   $   161     $   —     $   —     $   598     $   —  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  $   26,527     $   —     $ (25,658   $ (1,030   $ 161     $   —     $   —     $ 598     $   —  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  136  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

11. Investment Transactions:

For the six-month period ended April 30, 2018, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

 

Fund

   Cost of Purchases
Excluding U.S.
Government
Obligations
     Sales Proceeds
Excluding U.S.
Government
Obligations
 

Emerging Markets Debt and Currency Fund

   $ 16,288,474      $ 15,798,801  

Emerging Markets Equity Fund

     535,766,075        391,021,420  

Emerging Markets Multi-Sector Bond Fund

     166,478,814        124,239,092  

Global Strategic Bond Fund

     49,496,641        41,082,864  

International Multi-Cap Value Fund

         1,178,872,515            712,613,832  

International Stock Fund

     46,565,332        57,705,913  

Tax-Aware Bond Fund

     105,862,154        127,206,741  

US Small Cap Opportunities Fund

     39,336,490        48,150,528  

US Small/Mid Cap Opportunities Fund

     270,712,595        130,649,964  

Fund

   Cost of Purchases
For U.S.
Government
Obligations
     Sales Proceeds
For U.S.
Government
Obligations
 

Emerging Markets Debt and Currency Fund

   $ 3,961,578      $ 2,284,462  

Emerging Markets Equity Fund

             

Emerging Markets Multi-Sector Bond Fund

             

Global Strategic Bond Fund

     4,737,174        5,800,933  

International Multi-Cap Value Fund

             

International Stock Fund

             

Tax-Aware Bond Fund

         82,107,058            69,164,060  

US Small Cap Opportunities Fund

             

US Small/Mid Cap Opportunities Fund

             

Fund

   Total Cost of
Purchases
     Total Sales
Proceeds
 

Emerging Markets Debt and Currency Fund

     20,250,052        18,083,263  

Emerging Markets Equity Fund

     535,766,075        391,021,420  

Emerging Markets Multi-Sector Bond Fund

     166,478,814        124,239,092  

Global Strategic Bond Fund

     54,233,815        46,883,797  

International Multi-Cap Value Fund

         1,178,872,515            712,613,832  

International Stock Fund

     46,565,332        57,705,913  

Tax-Aware Bond Fund

     187,969,212        196,370,801  

US Small Cap Opportunities Fund

     39,336,490        48,150,528  

US Small/Mid Cap Opportunities Fund

     270,712,595        130,649,964  

 

 

  137  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

12. Capital Share Transactions:

The following information is for the six-month period ended April 30, 2018, and the year ended October 31, 2017:

 

Emerging Markets Debt and Currency Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     33,788     $ 357,396       75,499     $ 784,901  

Shares Issued for Reinvested Dividends

     6,781       70,051              

Shares Redeemed

     (48,939     (518,559     (131,558     (1,345,055
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (8,370     (91,112     (56,059     (560,154
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     345     $ 3,600       772     $ 8,097  

Shares Issued for Reinvested Dividends

     54       558              

Shares Redeemed

                 (222     (2,330
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     399       4,158       550       5,767  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     617,729     $ 6,501,772       2,012,673     $ 20,667,153  

Shares Issued for Reinvested Dividends

     178,831       1,845,530              

Shares Redeemed

     (1,436,585         (15,218,271     (4,000,006         (41,762,301
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (640,025     (6,870,969     (1,987,333     (21,095,148
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Issued for Reinvested Dividends

     36       380              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     36       380              
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

         $       1,956     $ 20,313  

Shares Issued for Reinvested Dividends

     37       383              

Shares Redeemed

                 (978     (10,391
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     37       383       978       9,922  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class SDR

        

Shares Sold

     9,356     $ 99,155       28,721     $ 297,199  

Shares Issued for Reinvested Dividends

     31,787       328,999              

Shares Redeemed

     (12,801     (135,783     (81,338     (838,762
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     28,342       292,371       (52,617     (541,563
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (619,581   $ (6,664,789     (2,094,481   $ (22,181,176
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Inception date of class was February 28, 2017.

    

 

 

  138  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Emerging Markets Equity Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     784,269     $ 13,416,077       1,322,665     $ 18,053,422  

Shares Issued for Reinvested Dividends

     19,652       324,655       22,460       265,033  

Shares Redeemed

     (821,659     (13,907,182     (1,163,853     (15,869,760
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (17,738     (166,450     181,272       2,448,695  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     210,325     $ 3,570,607       242,120     $ 3,453,577  

Shares Issued for Reinvested Dividends

     1,164       19,052       158       1,862  

Shares Redeemed

     (16,530     (276,436     (15,549     (231,870
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     194,959       3,313,223       226,729       3,223,569  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     22,473,684     $ 382,082,053       78,005,000     $     1,043,162,795  

Shares Issued for Reinvested Dividends

     376,940       6,211,965       423,698       4,986,920  

Shares Redeemed

     (24,649,479         (423,966,521     (45,571,924     (629,684,375
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,798,855     (35,672,503     32,856,774       418,465,340  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     2,684     $ 45,267           $  

Shares Issued for Reinvested Dividends

     14       237       7       78  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,698       45,504       7       78  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     553     $ 8,914       7,576     $ 100,000  

Shares Issued for Reinvested Dividends

     60       985       7       84  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     613       9,899       7,583       100,084  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     31,314     $ 522,699           $  

Shares Issued for Reinvested Dividends

     7       113       7       89  

Shares Redeemed

     (10,459     (178,353            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     20,862       344,459       7       89  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     1,761,880     $ 29,888,857       8,298,496     $ 117,821,460  

Shares Issued for Reinvested Dividends

     33,693       555,933       8       91  

Shares Redeemed

     (445,165     (7,488,664     (2,285,099     (31,185,723
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,350,408       22,956,126       6,013,405       86,635,828  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     8,378,509     $ 146,083,723       3,452,646     $ 50,114,175  

Shares Issued for Reinvested Dividends

     25,086       413,171              

Shares Redeemed

     (362,460     (6,160,984     (837,090     (13,027,004
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     8,041,135       140,335,910       2,615,556       37,087,171  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class SDR

        

Shares Sold

     8,005,420     $ 139,845,215       6,283,279     $ 87,718,525  

Shares Issued for Reinvested Dividends

     364,477       6,013,870       390,179       4,596,313  

Shares Redeemed

     (2,877,622     (49,089,208     (7,597,655         (108,932,662
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,492,275       96,769,877       (924,197     (16,617,824
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     13,286,357     $     227,936,045       40,977,136     $ 531,343,030  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Inception date of class was February 28, 2017.

    

 

 

  139  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Emerging Markets Multi-Sector Bond Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     109,966     $ 1,077,088       81,249     $ 787,575  

Shares Issued for Reinvested Dividends

     7,167       70,287       6,811       65,928  

Shares Redeemed

     (67,777     (659,921     (14,920     (146,192
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     49,356       487,454       73,140       707,311  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     46,446     $ 452,122       6,102     $ 59,789  

Shares Issued for Reinvested Dividends

     603       5,864       193       1,889  

Shares Redeemed

     (2,259     (22,303            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     44,790       435,683       6,295       61,678  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     1,793,409     $ 17,594,367       938,073     $ 9,272,835  

Shares Issued for Reinvested Dividends

     77,025       753,120       59,168       571,169  

Shares Redeemed

     (524,854     (5,198,120     (391,380     (3,787,727
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,345,580       13,149,367       605,861       6,056,277  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

         $       2,497     $ 25,000  

Shares Issued for Reinvested Dividends

     149       1,455       68       650  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     149       1,455       2,565       25,650  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Issued for Reinvested Dividends

     47       459       69       663  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     47       459       69       663  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Issued for Reinvested Dividends

     48       468       71       681  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     48       468       71       681  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     55,668     $ 550,000       10,970     $ 107,280  

Shares Issued for Reinvested Dividends

     1,756       17,151       227       2,237  

Shares Redeemed

     (1,119     (11,028            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     56,305       556,123       11,197       109,517  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     3,096,568     $ 30,991,888       1,031     $ 10,000  

Shares Issued for Reinvested Dividends

     121,132       1,186,122       45       447  

Shares Redeemed

     (31,613     (308,383            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,186,087       31,869,627       1,076       10,447  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class SDR

        

Shares Sold

     851,937     $ 8,422,473       374,857     $ 3,631,336  

Shares Issued for Reinvested Dividends

     154,880       1,519,810       218,026       2,102,109  

Shares Redeemed

     (581,582     (5,664,699     (109,824     (1,057,729
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     425,235       4,277,584       483,059       4,675,716  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     5,107,597     $     50,778,220       1,183,333     $     11,647,940  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Inception date of class was February 28, 2017.

    

 

 

  140  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Global Strategic Bond Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     40,296     $ 369,976       25,807     $ 234,929  

Shares Issued for Reinvested Dividends

     94       867       418       3,749  

Shares Redeemed

     (16,189     (148,647     (6,194     (56,413
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     24,201       222,196       20,031       182,265  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     4,155     $ 38,063           $  

Shares Issued for Reinvested Dividends

     4       33       34       305  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     4,159       38,096       34       305  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     10,695     $ 100,000       2,148     $ 19,815  

Shares Issued for Reinvested Dividends

     15       141       42       379  

Shares Redeemed

     (13     (120     (2,152     (19,802
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     10,697       100,021       38       392  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Issued for Reinvested Dividends

     2       19       36       318  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2       19       36       318  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Issued for Reinvested Dividends

     2       21       37       326  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2       21       37       326  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Issued for Reinvested Dividends

     2       20       38       337  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2       20       38       337  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Issued for Reinvested Dividends

     2       23       38       338  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2       23       38       338  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

         $       1,109     $ 10,000  

Shares Issued for Reinvested Dividends

     3       24              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3       24       1,109       10,000  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class SDR

        

Shares Sold

     392,071     $ 3,595,390       649,995     $ 5,872,394  

Shares Issued for Reinvested Dividends

     15,759       144,857       265,739       2,372,835  

Shares Redeemed

     (321,252     (2,946,552     (1,988,577     (17,890,946
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     86,578       793,695       (1,072,843     (9,645,717
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     125,646     $ 1,154,115       (1,051,482   $ (9,451,436
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Inception date of class was February 28, 2017.

    

 

 

  141  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

International Multi-Cap Value Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     2,701,918     $ 28,016,632       5,006,360     $ 47,787,802  

Shares Issued for Reinvested Dividends

     123,494       1,252,278       58,196       555,127  

Shares Redeemed

     (2,338,131         (24,253,506     (2,493,299         (22,450,538
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     487,281       5,015,404       2,571,257       25,892,391  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     1,278,364     $ 13,193,059       1,566,183     $ 14,945,146  

Shares Issued for Reinvested Dividends

     35,257       355,152       8,274       80,273  

Shares Redeemed

     (141,922     (1,455,043     (35,559     (346,450
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,171,699       12,093,168       1,538,898       14,678,969  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     34,938,032     $ 363,247,183       56,099,805     $ 531,162,068  

Shares Issued for Reinvested Dividends

     1,550,732       15,716,563       779,098       7,436,502  

Shares Redeemed

     (9,943,380         (102,970,441     (8,728,074     (81,936,087
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     26,545,384       275,993,305       48,150,829       456,662,483  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     31,302     $ 324,167       9,104     $ 85,851  

Shares Issued for Reinvested Dividends

     327       3,302       90       879  

Shares Redeemed

     (49     (508     (3     (33
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     31,580       326,961       9,191       86,697  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     4,473     $ 45,941       81,805     $ 791,444  

Shares Issued for Reinvested Dividends

     1,735       17,562       365       3,637  

Shares Redeemed

     (21,317     (219,045     (3,701     (36,834
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (15,109     (155,542     78,469       758,247  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     1,012,568     $ 10,486,071       1,596,480     $ 15,642,962  

Shares Issued for Reinvested Dividends

     40,974       414,817       12,250       120,710  

Shares Redeemed

     (213,699     (2,224,466     (211,878     (2,099,404
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     839,843       8,676,422       1,396,852       13,664,268  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     1,092,505     $ 11,231,383       6,269,776     $ 55,274,411  

Shares Issued for Reinvested Dividends

     18,151       183,944       46,525       412,453  

Shares Redeemed

     (135,339     (1,417,837     (5,880,906     (54,708,163
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     975,317       9,997,490       435,395       978,701  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     8,228,488     $ 85,144,584       10,999,915     $ 106,403,475  

Shares Issued for Reinvested Dividends

     244,740       2,482,378       77,847       766,645  

Shares Redeemed

     (494,440     (5,114,843     (213,503     (2,130,851
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     7,978,788       82,512,119       10,864,259       105,039,269  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  142  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

International Multi-Cap Value Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class SDR

        

Shares Sold

     13,701,054     $     141,214,995       36,330,966     $ 351,597,083  

Shares Issued for Reinvested Dividends

     1,180,500       11,953,206       574,415       5,463,160  

Shares Redeemed

     (2,418,304     (25,032,374     (18,528,675         (179,891,184
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     12,463,250       128,135,827       18,376,706       177,169,059  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     50,478,033     $ 522,595,154       83,421,856     $ 794,930,084  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Inception date of class was February 28, 2017.

    

International Stock Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     223,538     $ 3,087,862       271,603     $ 3,317,319  

Shares Issued for Reinvested Dividends

     4,896       66,927       4,108       43,587  

Shares Redeemed

     (110,056     (1,509,028     (132,318     (1,596,607
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     118,378       1,645,761       143,393       1,764,299  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     98,977     $ 1,314,534       26,062     $ 325,813  

Shares Issued for Reinvested Dividends

     472       6,200       15       154  

Shares Redeemed

     (1,800     (23,822     (2,530     (33,072
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     97,649       1,296,912       23,547       292,895  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     1,828,423     $ 24,491,140       2,931,137     $ 35,108,647  

Shares Issued for Reinvested Dividends

     105,002       1,388,117       129,757       1,331,311  

Shares Redeemed

     (1,859,049         (25,116,774     (1,964,798         (22,865,136
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     74,376       762,483       1,096,096       13,574,822  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Issued for Reinvested Dividends

     9       128       16       161  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     9       128       16       161  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Issued for Reinvested Dividends

     10       136       16       167  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     10       136       16       167  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Issued for Reinvested Dividends

     11       153       17       173  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     11       153       17       173  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     17,518     $ 230,771       7,746     $ 100,005  

Shares Issued for Reinvested Dividends

     299       3,965       17       174  

Shares Redeemed

     (17,518     (229,420           (2
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     299       5,316       7,763       100,177  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  143  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

International Stock Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class F(1)

        

Shares Sold

     136,565     $ 1,819,792       64,083     $ 824,230  

Shares Issued for Reinvested Dividends

     1,388       18,362              

Shares Redeemed

     (8,111     (108,249     (237     (3,036
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     129,842       1,729,905       63,846       821,194  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class SDR

        

Shares Sold

         $       193,798     $ 2,000,000  

Shares Issued for Reinvested Dividends

     61,737       816,782       112,245       1,152,755  

Shares Redeemed

     (1,165,007         (15,500,000     (488,599     (6,000,000
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,103,270     (14,683,218     (182,556     (2,847,245
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (682,696   $ (9,242,424     1,152,138     $ 13,706,643  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Inception date of class was February 28, 2017.

    

Tax-Aware Bond Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     315,358     $ 3,454,570       1,640,817     $ 18,032,638  

Shares Issued for Reinvested Dividends

     21,026       229,752       26,673       292,742  

Shares Redeemed

     (322,623     (3,543,363     (369,821     (4,049,082
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     13,761       140,959       1,297,669       14,276,298  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     104,017     $ 1,145,118       445,736     $ 4,890,252  

Shares Issued for Reinvested Dividends

     2,769       30,246       1,896       20,872  

Shares Redeemed

     (53,474     (584,019     (22,980     (253,830
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     53,312       591,345       424,652       4,657,294  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     2,638,199     $ 29,059,853       9,939,266     $ 109,186,794  

Shares Issued for Reinvested Dividends

     116,596       1,275,587       186,672       2,049,270  

Shares Redeemed

     (3,845,763         (42,273,308     (4,129,677         (45,414,871
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,090,968     (11,937,868     5,996,261       65,821,193  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     18,665     $ 207,182           $ 5  

Shares Issued for Reinvested Dividends

     221       2,422       22       239  

Shares Redeemed

                       (2
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     18,886       209,604       22       242  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     253,123     $ 2,783,847       221,689     $ 2,462,031  

Shares Issued for Reinvested Dividends

     4,050       44,256       758       8,411  

Shares Redeemed

     (47,839     (522,626     (8,334     (92,611
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     209,334       2,305,477       214,113       2,377,831  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  144  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Tax-Aware Bond Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class SDR

        

Shares Sold

     123,538     $ 1,350,100       695,025     $ 7,670,150  

Shares Issued for Reinvested Dividends

     31,281       342,562       69,985       764,582  

Shares Redeemed

     (229,830         (2,512,082     (316,446     (3,475,000
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (75,011     (819,420     448,564       4,959,732  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (870,686   $ (9,509,903     8,381,281     $ 92,092,590  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Inception date of class was February 28, 2017.

    

US Small Cap Opportunities Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     89,151     $ 2,347,039       656,932     $ 16,916,826  

Shares Issued for Reinvested Dividends

     33,968       882,482       7,985       199,834  

Shares Redeemed

     (294,596     (8,023,192     (151,971     (3,964,509
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (171,477     (4,793,671     512,946       13,152,151  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     68,929     $ 1,866,264       163,985     $ 4,413,456  

Shares Issued for Reinvested Dividends

     14,534       389,798       1,193       30,988  

Shares Redeemed

     (13,266     (359,603     (12,013     (326,875
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     70,197       1,896,459       153,165       4,117,569  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     695,967     $ 19,394,344       1,533,290     $ 41,347,867  

Shares Issued for Reinvested Dividends

     383,702       10,427,234       266,542       6,936,016  

Shares Redeemed

     (831,603         (23,052,630     (2,104,288         (58,468,743
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     248,066       6,768,948       (304,456     (10,184,860
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     372     $ 10,000       1,489     $ 43,000  

Shares Issued for Reinvested Dividends

     166       4,484       22       580  

Shares Redeemed

                 (52     (1,403
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     538       14,484       1,459       42,177  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Issued for Reinvested Dividends

     32       893       23       587  

Shares Redeemed

                 (53     (1,409
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     32       893       (30     (822
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     56     $ 1,540       329     $ 8,820  

Shares Issued for Reinvested Dividends

     56       1,510       31       816  

Shares Redeemed

     (85     (2,500     (58     (1,558
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     27       550       302       8,078  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  145  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

US Small Cap Opportunities Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class Y

        

Shares Sold

     32,027     $ 878,997       937,722     $ 27,007,868  

Shares Issued for Reinvested Dividends

     80,868       2,198,416       23       595  

Shares Redeemed

     (87,696     (2,423,686     (38,004     (1,081,198
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     25,199       653,727       899,741       25,927,265  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     55,113     $ 1,537,283       44,161     $ 1,227,347  

Shares Issued for Reinvested Dividends

     3,723       101,247              

Shares Redeemed

     (6,382     (174,871     (1,074     (29,475
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     52,454       1,463,659       43,087       1,197,872  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class SDR

        

Shares Sold

     8,032     $ 219,848       852,967     $ 24,113,997  

Shares Issued for Reinvested Dividends

     75,077       2,044,548       15,110       393,797  

Shares Redeemed

     (789,500         (21,352,489     (29,263     (803,224
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (706,391     (19,088,093     838,814       23,704,570  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (481,355   $ (13,083,044     2,145,028     $ 57,964,000  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Inception date of class was February 28, 2017.

    

US Small/Mid Cap Opportunities Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     1,812,653     $ 25,816,568       8,613,677     $ 112,413,597  

Shares Issued for Reinvested Dividends

     120,938       1,713,696       59,695       753,598  

Shares Redeemed

     (2,723,881     (38,509,397     (3,032,467     (39,954,913
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (790,290     (10,979,133     5,640,905       73,212,282  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     1,298,107     $ 18,886,872       3,498,056     $ 47,478,438  

Shares Issued for Reinvested Dividends

     50,409       733,960       3,445       45,016  

Shares Redeemed

     (319,568     (4,605,332     (152,802     (2,102,637
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,028,948       15,015,500       3,348,699       45,420,817  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     13,073,056     $ 192,634,651       35,819,408     $ 487,600,335  

Shares Issued for Reinvested Dividends

     577,148       8,512,080       250,430       3,280,448  

Shares Redeemed

     (6,925,695         (102,211,620     (7,579,069         (104,245,413
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     6,724,509       98,935,111       28,490,769       386,635,370  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     27,804     $ 398,769       28,592     $ 396,760  

Shares Issued for Reinvested Dividends

     334       4,885       38       493  

Shares Redeemed

     (11,996     (174,691     (1     (13
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     16,142       228,963       28,629       397,240  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  146  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

US Small/Mid Cap Opportunities Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R4

        

Shares Sold

     11,626     $ 172,847       18,083     $ 255,632  

Shares Issued for Reinvested Dividends

     271       3,987       18       231  

Shares Redeemed

     (2,579     (37,819           (4
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     9,318       139,015       18,101       255,859  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     92,589     $ 1,333,851       4,153     $ 57,126  

Shares Issued for Reinvested Dividends

     53       782       24       317  

Shares Redeemed

     (1,485     (22,346     (1,108     (15,244
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     91,157       1,312,287       3,069       42,199  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     1,903,198     $ 27,794,417       850,566     $ 11,911,660  

Shares Issued for Reinvested Dividends

     13,393       197,570       14       181  

Shares Redeemed

     (572,417     (8,424,293     (61,162     (855,237
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,344,174       19,567,694       789,418       11,056,604  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     1,455,428     $ 21,412,001       591,095     $ 8,312,510  

Shares Issued for Reinvested Dividends

     14,060       207,551              

Shares Redeemed

     (67,935     (1,002,297     (10,383     (148,835
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,401,553       20,617,255       580,712       8,163,675  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class SDR

        

Shares Sold

     559,368     $ 8,254,186       1,211,750     $ 16,761,096  

Shares Issued for Reinvested Dividends

     28,219       417,154       7,302       95,790  

Shares Redeemed

     (235,435     (3,475,066     (153,589     (2,140,214
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     352,152       5,196,274       1,065,463       14,716,672  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     10,177,663     $     150,032,966       39,965,765     $     539,900,718  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Inception date of class was February 28, 2017.

    

 

13. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $400 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the six-month period ended April 30, 2018, none of the Funds had borrowings under this facility.

 

14. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as

 

 

  147  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings.

HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that, among other things, added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. A bench trial on the issue of liability was held in November 2016. On February 28, 2017, the court granted judgment for HIFSCO and HFMC as to all claims. On March 23, 2017, plaintiffs appealed to the United States Court of Appeals for the Third Circuit.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.

 

15. Indemnifications:

Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of the Funds, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

 

16. Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the six-month period ended April 30, 2018, events and transactions subsequent to April 30, 2018, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. The following subsequent events requiring financial statement adjustment or disclosure have been identified.

At a meeting held February 6-7, 2018, the Board of Directors (the “Board”) of the Company approved an Agreement and Plan of Reorganization that provides for the reorganization of the Emerging Markets Debt and Currency Fund, a series of the Company, with and into the Emerging Markets Multi-Sector Bond Fund, a separate series of the Company (the “Reorganization”). The Reorganization does not require shareholder approval. The Reorganization date is expected to be on or about July 2, 2018.

At a meeting held on May 1-2, 2018, the Board approved an extension of the contractual operating expense caps that are currently in effect for the Emerging Markets Multi-Sector Bond Fund through May 31, 2019.

Effective July 31, 2018, the Hartford Schroders Global Strategic Bond Fund will change its benchmark, the 3-Month USD Fixed LIBOR, to the ICE BofAML US 3-Month Treasury Bill Index, due to the U.K. Financial Conduct Authority’s plan to phase out the London Interbank Offered Rate (LIBOR).

Effective October 1, 2018, Class C shares automatically convert to Class A shares of the same Fund after ten years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least ten years. Effective October 1, 2018,

 

 

  148  

 


Hartford Schroders Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

Class C shares held in an account directly through the Funds’ transfer agent for which no financial intermediary is specified or Hartford Funds Distributors, LLC is listed as the dealer of record will periodically be converted to Class A shares. Effective October 1, 2018, each Fund no longer accepts direct purchases of Class C shares by accounts for which no broker-dealer or other financial intermediary is specified. Any such direct purchase received by the Funds’ transfer agent for Class C shares for such accounts will automatically be invested in Class A shares. For more information on the above referenced changes, please see the Funds’ most recent prospectus.

 

 

  149  

 


Hartford Schroders Funds

 

 

 

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2)  on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

 

 

  150  

 


THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

CUSTOMER PRIVACY NOTICE

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

 


 

 

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes: a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

 

If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Law Department, Privacy Law, One Hartford Plaza, Hartford, CT 06155, or at CorporatePrivacyOffice@thehartford.com.

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of March 2018), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Business Management Group, Inc.; Cervus Claim Solutions, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life, Ltd.; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HIMCO Distribution Services Company; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex R, LLC; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; Northern Homelands Company; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; The Hartford International Asset Management Company Limited; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2018


 

 

 

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced herein are sub-advised by Schroder Investment Management North America, Inc. Schroder Investment Management North America Ltd. serves as a secondary sub-adviser to certain Funds. HFD and HFMC are not affiliated with Schroder Investment Management North America, Inc. and Schroder Investment Management North America Ltd.

MFSAR-HSE18    6/18    206765    Printed in U.S.A.

 

LOGO


Item 2. Code of Ethics.

Not applicable to this semi-annual filing.

Item 3. Audit Committee Financial Expert.

Not applicable to this semi-annual filing.

Item 4. Principal Accountant Fees and Services.

Not applicable to this semi-annual filing.

Item 5. Audit Committee of Listed Registrants.

Not applicable.

Item 6. Investments.

 

  (a) The Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the semi-annual report filed under Item 1 of this form.
  (b) Not applicable.

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

Not applicable.

Item 10. Submission of Matters to a Vote of Security Holders.

There have been no material changes to the procedures by which shareholders may recommend nominees to the registrant’s board of directors since the registrant last provided disclosure in response to this requirement.

Item 11. Controls and Procedures.

 

  (a)

The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by


  Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

 

  (b) There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant’s second fiscal quarter of the period covered by this report that have materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.

Not applicable.

Item 13. Exhibits.

 

  (a)(1)    Not applicable.
  (a)(2)    Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.
  (a)(3)    Not applicable.
  (a)(4)    Not applicable.
  (b)    Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto.

 


SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

  THE HARTFORD MUTUAL FUNDS II, INC.
Date: July 9, 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: July 9, 2018   By:   /s/ James E. Davey
    James E. Davey
    President and Chief Executive Officer
Date: July 9, 2018   By:   /s/ Amy N. Furlong
    Amy N. Furlong
    Treasurer
   

(Principal Financial Officer and Principal

Accounting Officer)