NPORT-EX 2 hfmseriesiibm_draft4final.htm hfmseriesiibm_draft4final.htm - Generated by SEC Publisher for SEC Filing
The Hartford Growth Opportunities Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 96.5%    
  Capital Goods - 5.6%    
3,999,203 API Group Corp.*(1)(3) $ 46,990,635
486,400 Dover Corp.   55,376,640
773,271 Ingersoll-Rand plc   103,022,895
315,586 L3Harris Technologies, Inc.   69,848,650
      275,238,820
  Commercial & Professional Services - 1.7%    
618,914 Copart, Inc.*   62,795,014
63,425 Klarna Holding AB(2)(3)(4)   14,915,934
569,183 Landscape Acquisition Holdings Ltd.*(2)(3)   4,966,122
      82,677,070
  Consumer Durables & Apparel - 2.3%    
1,663,646 Peloton Interactive, Inc. Class A*   53,835,585
1,385,975 Under Armour, Inc. Class A*(5)   27,968,975
1,813,774 Under Armour, Inc. Class C*   32,575,381
      114,379,941
  Consumer Services - 6.8%    
1,088,227 Aramark   48,034,340
4,858,252 DraftKings, Inc.(2)(3)(4)   16,624,938
592,528 Grand Canyon Education, Inc.*   46,383,092
491,152 Marriott Vacations Worldwide Corp.   59,056,117
885,758 Norwegian Cruise Line Holdings Ltd.*   47,698,068
826,109 Planet Fitness, Inc. Class A*   66,741,346
1,490,135 Target Hospitality Corp.*   8,151,038
173,619 Vail Resorts, Inc.   40,715,392
      333,404,331
  Diversified Financials - 3.8%    
960,780 American Express Co.   124,776,498
1,026,580 Blackstone Group, Inc. Class A   62,693,241
      187,469,739
  Food, Beverage & Tobacco - 1.0%    
557,261 Lamb Weston Holdings, Inc.   50,883,502
  Health Care Equipment & Services - 8.5%    
468,246 ABIOMED, Inc.*   87,229,547
474,909 DexCom, Inc.*   114,334,342
789,010 Haemonetics Corp.*   84,731,784
555,861 Insulet Corp.*   107,859,269
306,905 Novocure Ltd.*   25,000,481
      419,155,423
  Media & Entertainment - 10.7%    
920,527 Activision Blizzard, Inc.   53,832,419
413,915 Netflix, Inc.*   142,837,927
2,771,749 Pinterest, Inc. Class A*   61,061,630
375,784 Roku, Inc.*   45,451,075
901,255 Spotify Technology S.A.*   127,347,332
706,739 Walt Disney Co.   97,749,071
      528,279,454
  Pharmaceuticals, Biotechnology & Life Sciences - 11.1%    
231,011 Ascendis Pharma A/S ADR*   31,209,586
1,286,946 AstraZeneca plc ADR   62,674,270
108,198 Biogen, Inc.*   29,089,032
2,596,301 Elanco Animal Health, Inc.*   80,225,701
621,681 Exact Sciences Corp.*   57,990,404
321,577 Galapagos N.V.*   71,872,134
39,193 Galapagos N.V. ADR*(5)   8,735,336
462,104 Ionis Pharmaceuticals, Inc.*   26,949,905
123,884 Reata Pharmaceuticals, Inc. Class A*   27,104,580
232,548 Sage Therapeutics, Inc.*   15,413,282

 


 

The Hartford Growth Opportunities Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
432,994 Thermo Fisher Scientific, Inc. $ 135,609,391
      546,873,621
  Real Estate - 0.0%    
29,564 We Co. Class A(2)(3)(4)   371,513
  Retailing - 13.2%    
202,335 Amazon.com, Inc.*   406,434,361
221,515 Burlington Stores, Inc.*   48,172,867
1,339,947 Floor & Decor Holdings, Inc. Class A*   66,072,787
123,196 JAND, Inc. Class A(2)(3)(4)   1,999,471
633,560 Lowe's Cos., Inc.   73,645,014
171,581 Tory Burch LLC*(2)(3)(4)   11,135,605
479,996 Wayfair, Inc. Class A*(5)   44,975,625
      652,435,730
  Semiconductors & Semiconductor Equipment - 5.5%    
3,321,482 Advanced Micro Devices, Inc.*   156,109,654
2,771,648 Marvell Technology Group Ltd.   66,630,418
873,252 Micron Technology, Inc.*   46,360,949
      269,101,021
  Software & Services - 20.5%    
584,392 2U, Inc.*(5)   11,576,805
324,712 Alteryx, Inc. Class A*   45,287,583
125,683 Fair Isaac Corp.*   50,572,326
1,307,370 GoDaddy, Inc. Class A*   87,868,338
900,252 Guidewire Software, Inc.*   101,278,350
1,068,473 PayPal Holdings, Inc.*   121,688,390
282,924 ServiceNow, Inc.*   95,693,384
2,906,655 Slack Technologies, Inc. Class A*(5)   60,254,958
997,787 Splunk, Inc.*   154,916,410
830,277 Square, Inc. Class A*   62,013,389
896,224 Workday, Inc. Class A*   165,469,837
684,852 Zoom Video Communications, Inc. Class A*(5)   52,254,208
      1,008,873,978
  Technology Hardware & Equipment - 3.2%    
345,133 Apple, Inc.   106,822,115
214,059 Zebra Technologies Corp. Class A*   51,164,382
      157,986,497
  Transportation - 2.6%    
416,200 J.B. Hunt Transport Services, Inc.   44,920,466
2,226,824 Uber Technologies, Inc.*   80,811,443
      125,731,909
  Total Common Stocks    
  (cost $3,918,790,735) $ 4,752,862,549
Convertible Preferred Stocks - 1.8%    
  Commercial & Professional Services - 0.2%    
470,535 Rubicon Global Holdings LLC Series C*(2)(3)(4)   8,657,844
  Real Estate - 0.2%    
404,267 We Co. Series D1*(2)(3)(4)   5,891,288
317,638 We Co. Series D2*(2)(3)(4)   4,628,875
      10,520,163
  Retailing - 0.8%    
4,434,460 Coupang LLC *(2)(3)(4)   25,852,902
272,032 Honest Co., Inc. Series C*(2)(3)(4)   8,960,734
275,096 JAND, Inc. Series D*(2)(3)(4)   4,484,065
      39,297,701
  Software & Services - 0.6%    
5,668,755 Essence Group Holdings Corp. Series 3*(2)(3)(4)   14,285,263
743,470 Lookout, Inc. Series F*(2)(3)(4)   5,791,631

 


 

The Hartford Growth Opportunities Fund          
 
Schedule of Investments – (continued)          
January 31, 2020 (Unaudited)          
 
 
1,078,374 MarkLogic Corp. Series F*(2)(3)(4)   $   10,320,039  
          30,396,933  
  Total Convertible Preferred Stocks          
  (cost $75,718,877)   $   88,872,641  
Escrows - 0.0%(6)            
  Consumer Durables & Apparel - 0.0%          
923,832 One Kings Lane, Inc.*(2)(3)(4)       147,813  
  Software & Services - 0.0%          
566,228 Veracode, Inc.*(2)(3)(4)       308,028  
  Total Escrows          
  (cost $—)   $   455,841  
Warrants - 0.0%            
  Commercial & Professional Services - 0.0%          
1,609,100 Landscape Acquisition Holdings Ltd. Expires 11/23/22*(2)(3)       80,455  
  Consumer Services - 0.0%          
496,700 Target Hospitality Corp. Expires 3/15/24*       317,888  
  Total Warrants          
  (cost $687,098)   $   398,343  
  Total Long-Term Investments          
  (cost $3,995,196,710)   $   4,842,589,374  
Short-Term Investments - 2.1%          
  Other Investment Pools & Funds - 0.1%          
  Morgan Stanley Institutional Liquidity Funds, Government Portfolio,          
3,807,922 Institutional Class, 1.49%(7)       3,807,922  
  Securities Lending Collateral - 2.0%          
4,882,342 Citibank NA DDCA, 1.58%, 2/3/2020(7)       4,882,342  
  Fidelity Investments Money Market Funds, Government Portfolio,          
22,778,672 Institutional Class, 1.50%(7)       22,778,672  
  Goldman Sachs Financial Square Funds, Government Fund, Institutional          
19,246,801 Class, 1.72%(7)       19,246,801  
7,000,331 JPMorgan Prime Money Market Fund, 1.69%(7)       7,000,331  
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional          
18,375,299 Class, 1.71%(7)       18,375,299  
  State Street Institutional Liquid Reserves Fund, Institutional Class,          
25,370,647 1.71 %(7)     25,370,647  
          97,654,092  
  Total Short-Term Investments          
  (cost $101,462,014)   $   101,462,014  
  Total Investments          
  (cost $4,096,658,724)   100.4 % $ 4,944,051,388  
  Other Assets and Liabilities   (0.4 )% (19,763,395 )
  Total Net Assets   100.0 % $ 4,924,287,993  

 

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. These classifications are used for financial reporting purposes.

*      Non-income producing.

 

The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

(1)      Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2020, the aggregate value of this security was $46,990,635, representing 1.0% of net assets.
(2)      Investment valued using significant unobservable inputs.
(3)      These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2020, the aggregate fair value of these securities was $139,422,520p, which represented 2.8% 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)      Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $134,375,943 or 2.7% of net assets.
Period Acquired Security Name Shares/Par Value   Base Total Cost   Base Market Value
  Coupang LLC Convertible          
11/2014 Preferred 4,434,460 $ 13,805,010 $ 25,852,902
02/2014 DraftKings, Inc. 4,858,252   7,040,846   16,624,938
  Essence Group Holdings          
  Corp. Series 3 Convertible          
05/2014 Preferred 5,668,755   8,964,002   14,285,263
  Honest Co., Inc. Series C          
08/2014 Convertible Preferred 272,032   7,360,452   8,960,734
04/2015 JAND, Inc. Class A 123,196   1,414,943   1,999,471
  JAND, Inc. Series D          
04/2015 Convertible Preferred 275,096   3,159,560   4,484,065
08/2015 Klarna Holding AB 63,425   6,956,489   14,915,934
  Lookout, Inc. Series F          
07/2014 Convertible Preferred 743,470   8,492,732   5,791,631
  MarkLogic Corp. Series F          
04/2015 Convertible Preferred 1,078,374   12,524,451   10,320,039
08/2014 One Kings Lane, Inc. 923,832     147,813
  Rubicon Global Holdings LLC          
  Series C Convertible          
09/2015 Preferred 470,535   9,392,114   8,657,844
11/2013 Tory Burch LLC 171,581   13,447,917   11,135,605
08/2014 Veracode, Inc. 566,228     308,028
12/2014 We Co. Class A 29,564   492,275   371,513
  We Co. Series D1 Convertible          
12/2014 Preferred 404,267   6,731,515   5,891,288
  We Co. Series D2 Convertible          
12/2014 Preferred 317,638   5,289,041   4,628,875
      $ 105,071,347 $ 134,375,943

 

(5)      Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.
(6)      Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.
(7)      Current yield as of period end.
      For information regarding the Fund's significant accounting policies, please refer to the Fund's most recent shareholder report.

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:  
ADR American Depositary Receipt
DDCA Dollars on Deposit in Custody Account

 


 

The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description   Total   Level 1   Level 2 Level 3(1)
Assets                
Common Stocks                
Capital Goods $ 275,238,820 $ 228,248,185 $ 46,990,635 $
Commercial & Professional Services   82,677,070   62,795,014     19,882,056
Consumer Durables & Apparel   114,379,941   114,379,941    
Consumer Services   333,404,331   316,779,393     16,624,938
Diversified Financials   187,469,739   187,469,739    
Food, Beverage & Tobacco   50,883,502   50,883,502    
Health Care Equipment & Services   419,155,423   419,155,423    
Media & Entertainment   528,279,454   528,279,454    
Pharmaceuticals, Biotechnology & Life Sciences   546,873,621   475,001,487   71,872,134  
Real Estate   371,513       371,513
Retailing   652,435,730   639,300,654     13,135,076
Semiconductors & Semiconductor Equipment   269,101,021   269,101,021    
Software & Services   1,008,873,978   1,008,873,978    
Technology Hardware & Equipment   157,986,497   157,986,497    
Transportation   125,731,909   125,731,909    
Convertible Preferred Stocks   88,872,641       88,872,641
Escrows   455,841       455,841
Warrants   398,343   317,888     80,455
Short-Term Investments   101,462,014   101,462,014    
Total $ 4,944,051,388 $ 4,685,766,099 $ 118,862,769 $ 139,422,520

 

(1)      For the period ended January 31, 2020, investments valued at $5,089,265 were transferred into Level 3 due to the unavailability of active market pricing and there were no transfers out of Level 3.

The following is a rollforward of the Fund's investments that were valued using unobservable inputs (Level 3) for the period ended January 31, 2020:

          Convertible              
    Common Stocks Preferred Stocks   Escrows   Warrants   Total  
 
Beginning balance                 $      
  $ 81,651,451   $ 86,994,121 $ 576,266   - $ 169,221,838  
Purchases   -     -   -   -   -  
 
Sales         -       -      
    (40,413,114 )       (193,442 )     (40,606,556 )
Total realized gain/(loss)   -     -       -      
              193,442       193,442  
Net change in unrealized                 -      
appreciation/(depreciation)   3,766,436     1,878,520   (120,425 )     5,524,531  
Transfers into Level 3         -   -          
    5,008,810             80,455   5,089,265  
Ending balance                        
    50,013,583     88,872,641   455,841   80,455   139,422,520  

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at January 31, 2020 was $6,876,664.


 

The Hartford Small Cap Growth Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 99.0%    
  Automobiles & Components - 1.3%    
113,864 Thor Industries, Inc. $ 9,168,329
54,717 Visteon Corp.*   4,366,964
      13,535,293
  Banks - 4.2%    
179,098 First Busey Corp.   4,566,999
222,514 First Hawaiian, Inc.   6,466,257
694,246 MGIC Investment Corp.   9,573,652
188,209 Seacoast Banking Corp. of Florida*   5,109,874
360,094 Sterling Bancorp   7,201,880
163,621 Triumph Bancorp, Inc.*   6,377,947
76,230 Western Alliance Bancorp   4,210,183
      43,506,792
  Capital Goods - 13.1%    
208,015 Aerojet Rocketdyne Holdings, Inc.*   10,831,341
218,900 Altra Industrial Motion Corp.   7,280,614
56,355 American Woodmark Corp.*   6,179,326
158,625 Applied Industrial Technologies, Inc.   10,242,416
54,946 Armstrong World Industries, Inc.   5,512,732
82,356 Axon Enterprise, Inc.*   6,325,764
116,542 AZZ, Inc.   4,808,523
61,837 Curtiss-Wright Corp.   8,992,955
113,242 EnerSys   8,148,894
115,123 Generac Holdings, Inc.*   11,925,592
144,254 ITT, Inc.   9,676,558
109,236 John Bean Technologies Corp.   12,342,576
81,790 Mercury Systems, Inc.*   6,277,383
154,195 Patrick Industries, Inc.   7,999,637
239,537 Rexnord Corp.*   7,820,883
158,419 SPX Corp.*   7,773,620
125,073 SPX FLOW, Inc.*   5,470,693
      137,609,507
  Commercial & Professional Services - 5.4%    
177,975 ASGN, Inc.*   12,047,128
104,973 Clean Harbors, Inc.*   8,630,880
135,787 Exponent, Inc.   9,881,220
74,245 Huron Consulting Group, Inc.*   4,811,818
80,516 Insperity, Inc.   7,034,683
72,266 MSA Safety, Inc.   9,799,270
71,206 Viad Corp.   4,628,390
      56,833,389
  Consumer Durables & Apparel - 6.2%    
552,951 American Outdoor Brands Corp.*   5,208,798
68,083 Carter's, Inc.   7,221,564
117,141 Oxford Industries, Inc.   8,129,585
314,501 Steven Madden Ltd.   12,127,159
112,608 TopBuild Corp.*   12,894,742
357,757 Wolverine World Wide, Inc.   11,294,389
236,889 YETI Holdings, Inc.*   8,613,284
      65,489,521
  Consumer Services - 2.3%    
76,866 Dunkin' Brands Group, Inc.   6,002,466
74,143 Marriott Vacations Worldwide Corp.   8,914,954
97,004 Wingstop, Inc.   8,999,061
      23,916,481
  Diversified Financials - 2.4%    
202,023 Blucora, Inc.*   4,555,619
63,986 Evercore, Inc. Class A   4,902,607
144,273 OneMain Holdings, Inc.   6,112,847
724,326 SLM Corp.   7,909,640

 


 

The Hartford Small Cap Growth Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
24,100 Stifel Financial Corp. $ 1,386,714
      24,867,427
  Energy - 0.6%    
706,403 Kosmos Energy Ltd.   3,609,719
112,366 PDC Energy, Inc.*   2,425,982
      6,035,701
  Food & Staples Retailing - 1.6%    
22,517 Casey's General Stores, Inc.   3,622,085
255,161 Performance Food Group Co.*   13,214,788
      16,836,873
  Food, Beverage & Tobacco - 2.2%    
186,006 B&G Foods, Inc.(1)   2,987,256
129,748 Freshpet, Inc.*   8,158,554
572,858 Hostess Brands, Inc.*   7,687,755
169,109 Simply Good Foods Co.*   3,884,434
      22,717,999
  Health Care Equipment & Services - 12.6%    
56,655 Addus HomeCare Corp.*   5,344,833
198,998 AtriCure, Inc.*   7,741,022
132,092 Cardiovascular Systems, Inc.*   5,995,656
194,696 Globus Medical, Inc. Class A*   10,178,707
88,490 Haemonetics Corp.*   9,502,941
298,306 HMS Holdings Corp.*   8,149,720
12,776 ICU Medical, Inc.*   2,331,237
111,479 Integer Holdings Corp.*   9,520,307
129,008 Integra LifeSciences Holdings Corp.*   7,100,600
58,281 iRhythm Technologies, Inc.*   4,990,602
64,694 LHC Group, Inc.*   9,429,150
60,800 NuVasive, Inc.*   4,688,896
159,632 Omnicell, Inc.*   12,974,889
315,174 OraSure Technologies, Inc.*   2,221,977
76,501 Providence Service Corp.*   4,961,090
642,731 R1 RCM, Inc.*   8,034,137
117,621 Tandem Diabetes Care, Inc.*   8,943,901
61,136 Teladoc Health, Inc.*(1)   6,218,142
34,199 U.S. Physical Therapy, Inc.   4,006,071
      132,333,878
  Household & Personal Products - 0.4%    
215,872 BellRing Brands, Inc. Class A*   4,671,470
  Insurance - 1.4%    
197,719 James River Group Holdings Ltd.   8,490,054
87,198 Kemper Corp.   6,489,275
      14,979,329
  Materials - 3.3%    
168,472 Boise Cascade Co.   6,098,686
478,454 Graphic Packaging Holding Co.   7,478,236
92,286 Ingevity Corp.*   6,018,893
334,322 Livent Corp.*   3,145,970
175,720 Louisiana-Pacific Corp.   5,391,090
197,340 PolyOne Corp.   6,547,741
      34,680,616
  Media & Entertainment - 1.1%    
82,859 Cardlytics, Inc.*   6,953,527
119,878 Cargurus, Inc.*   4,273,651
      11,227,178
  Pharmaceuticals, Biotechnology & Life Sciences - 15.9%    
95,503 ACADIA Pharmaceuticals, Inc.*   3,814,390
66,377 Acceleron Pharma, Inc.*   6,025,704
116,422 Aerie Pharmaceuticals, Inc.*   2,384,323
137,233 Aimmune Therapeutics, Inc.*(1)   4,261,085

 


 

The Hartford Small Cap Growth Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
415,884 Akebia Therapeutics, Inc.* $ 3,002,682
53,070 Allakos, Inc.*(1)   3,831,654
152,791 Apellis Pharmaceuticals, Inc.*   6,281,238
135,985 Arena Pharmaceuticals, Inc.*   6,213,155
96,378 Biohaven Pharmaceutical Holding Co., Ltd.*   4,673,369
89,956 Blueprint Medicines Corp.*   5,707,708
12,557 Catalent, Inc.*   767,233
90,495 Constellation Pharmaceuticals, Inc.*   2,989,955
6,900 Dicerna Pharmaceuticals, Inc.*   136,240
107,743 Forty Seven, Inc.*   3,972,484
109,315 G1 Therapeutics, Inc.*   2,116,338
85,383 Global Blood Therapeutics, Inc.*   5,572,095
232,749 Heron Therapeutics, Inc.*   4,855,144
299,100 ImmunoGen, Inc.*   1,413,247
57,571 Intercept Pharmaceuticals, Inc.*(1)   5,320,136
230,057 Iovance Biotherapeutics, Inc.*   5,001,439
103,800 Karyopharm Therapeutics, Inc.*   1,676,370
92,454 Kodiak Sciences, Inc.*   5,646,166
28,964 Ligand Pharmaceuticals, Inc.*(1)   2,543,329
33,976 Madrigal Pharmaceuticals, Inc.*   2,820,688
45,725 Mirati Therapeutics, Inc.*   3,970,302
184,229 Momenta Pharmaceuticals, Inc.*   5,346,326
104,352 MyoKardia, Inc.*   7,099,067
145,886 NanoString Technologies, Inc.*   3,963,723
98,734 Principia Biopharma, Inc.*   5,198,345
43,322 PTC Therapeutics, Inc.*   2,231,083
203,522 Radius Health, Inc.*   3,573,846
28,731 Reata Pharmaceuticals, Inc. Class A*   6,286,055
78,041 REGENXBIO, Inc.*   3,397,125
41,026 Repligen Corp.*   4,118,600
210,534 Revance Therapeutics, Inc.*   4,709,646
181,676 Rhythm Pharmaceuticals, Inc.*   3,186,597
111,634 Syneos Health, Inc.*   6,849,862
108,480 Theravance Biopharma, Inc.*   3,024,422
41,677 Turning Point Therapeutics, Inc.*   2,438,104
119,831 Ultragenyx Pharmaceutical, Inc.*   6,297,119
114,244 Y-mAbs Therapeutics, Inc.*   3,768,910
      166,485,304
  Real Estate - 3.1%    
244,052 Columbia Property Trust, Inc. REIT   5,149,497
50,189 Coresite Realty Corp. REIT   5,894,698
186,123 Corporate Office Properties Trust REIT   5,540,882
155,739 Independence Realty Trust, Inc. REIT   2,284,691
194,826 Pebblebrook Hotel Trust REIT   4,621,273
50,609 PS Business Parks, Inc. REIT   8,480,044
      31,971,085
  Retailing - 3.5%    
441,795 American Eagle Outfitters, Inc.   6,361,848
350,895 Caleres, Inc.   6,158,207
106,709 Core-Mark Holding Co., Inc.   2,501,259
142,678 Floor & Decor Holdings, Inc. Class A*   7,035,452
145,026 Foot Locker, Inc.   5,506,637
134,663 Nordstrom, Inc.   4,963,678
171,274 Urban Outfitters, Inc.*   4,384,615
      36,911,696
  Semiconductors & Semiconductor Equipment - 3.2%    
349,454 Cohu, Inc.   7,817,286
194,276 Entegris, Inc.   10,055,726
419,534 FormFactor, Inc.*   10,618,405
146,635 Onto Innovation, Inc.*   5,563,332
      34,054,749
  Software & Services - 11.1%    
236,700 8x8, Inc.*   4,407,354

 


 

The Hartford Small Cap Growth Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
120,177 Blackbaud, Inc. $ 9,413,464
31,164 CACI International, Inc. Class A*   8,334,500
93,544 Everbridge, Inc.*   8,478,828
57,700 ExlService Holdings, Inc.*   4,218,447
204,094 Five9, Inc.*   14,639,663
143,935 ForeScout Technologies, Inc.*   4,103,587
108,113 LiveRamp Holdings, Inc.*   4,350,467
56,643 Paylocity Holding Corp.*   8,037,075
81,187 Pegasystems, Inc.   6,999,131
92,980 PROS Holdings, Inc.*   5,578,800
69,738 Q2 Holdings, Inc.*   6,080,456
115,531 Rapid7, Inc.*   6,860,231
166,551 SailPoint Technologies Holding, Inc.*   4,178,765
170,089 Science Applications International Corp.   14,928,712
335,916 SVMK, Inc.*   5,928,917
      116,538,397
  Technology Hardware & Equipment - 3.3%    
200,576 CTS Corp.   5,878,883
132,386 Itron, Inc.*   10,822,555
113,833 Lumentum Holdings, Inc.*   8,625,126
260,775 Pure Storage, Inc. Class A*   4,641,795
41,718 Rogers Corp.*   4,912,295
      34,880,654
  Telecommunication Services - 0.4%    
27,008 Bandwidth, Inc. Class A*   1,916,488
519,375 ORBCOMM, Inc.*   1,864,556
      3,781,044
  Transportation - 0.4%    
195,961 Marten Transport Ltd.   4,068,150
  Total Common Stocks    
  (cost $844,509,789) $ 1,037,932,533
Short-Term Investments - 2.8%    
  Other Investment Pools & Funds - 1.3%    
  Morgan Stanley Institutional Liquidity Funds, Government Portfolio,    
14,207,515 Institutional Class, 1.49%(2)   14,207,515
  Securities Lending Collateral - 1.5%    
769,512 Citibank NA DDCA, 1.58%, 2/3/2020(2)   769,512
  Fidelity Investments Money Market Funds, Government Portfolio,    
3,590,176 Institutional Class, 1.50%(2)   3,590,176
  Goldman Sachs Financial Square Funds, Government Fund, Institutional    
3,033,513 Class, 1.72%(2)   3,033,513
1,103,331 JPMorgan Prime Money Market Fund, 1.69%(2)   1,103,331
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional    
2,896,155 Class, 1.71%(2)   2,896,155
  State Street Institutional Liquid Reserves Fund, Institutional Class,    
3,998,701 1.71%(2)   3,998,701
      15,391,388
  Total Short-Term Investments    
  (cost $29,598,903) $ 29,598,903

 


 

The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

Total Investments        
(cost $874,108,692) 101.8 % $ 1,067,531,436  
Other Assets and Liabilities (1.8 )% (19,247,208 )
Total Net Assets 100.0 % $ 1,048,284,228  

 

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. These classifications are used for financial reporting purposes.

*      Non-income producing.
(1)      Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.
(2)      Current yield as of period end.
      For information regarding the Fund's significant accounting policies, please refer to the Fund's most recent shareholder report.

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

DDCA REIT

Dollars on Deposit in Custody Account Real Estate Investment Trust

 


 

The Hartford Small Cap Growth Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total Level 1 Level 2 Level 3(1)  
Assets                
Common Stocks                
Automobiles & Components $ 13,535,293 $ 13,535,293 $ $
Banks   43,506,792   43,506,792    
Capital Goods   137,609,507   137,609,507    
Commercial & Professional Services   56,833,389   56,833,389    
Consumer Durables & Apparel   65,489,521   65,489,521    
Consumer Services   23,916,481   23,916,481    
Diversified Financials   24,867,427   24,867,427    
Energy   6,035,701   6,035,701    
Food & Staples Retailing   16,836,873   16,836,873    
Food, Beverage & Tobacco   22,717,999   22,717,999    
Health Care Equipment & Services   132,333,878   132,333,878    
Household & Personal Products   4,671,470   4,671,470    
Insurance   14,979,329   14,979,329    
Materials   34,680,616   34,680,616    
Media & Entertainment   11,227,178   11,227,178    
Pharmaceuticals, Biotechnology & Life Sciences   166,485,304   166,485,304    
Real Estate   31,971,085   31,971,085    
Retailing   36,911,696   36,911,696    
Semiconductors & Semiconductor Equipment   34,054,749   34,054,749    
Software & Services   116,538,397   116,538,397    
Technology Hardware & Equipment   34,880,654   34,880,654    
Telecommunication Services   3,781,044   3,781,044    
Transportation   4,068,150   4,068,150    
Short-Term Investments   29,598,903   29,598,903    
 
Total $ 1,067,531,436 $ 1,067,531,436 $ $
 
(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.        

 


 

Hartford Quality Value Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 98.4%    
  Banks - 15.4%    
280,393 Bank of America Corp. $ 9,205,302
35,406 Bank of Nova Scotia   1,933,876
71,499 Citigroup, Inc.   5,320,240
76,566 JP Morgan Chase & Co.   10,134,276
12,796 M&T Bank Corp.   2,156,382
20,767 PNC Financial Services Group, Inc.   3,084,938
      31,835,014
  Capital Goods - 9.5%    
11,863 3M Co.   1,882,183
17,191 Deere & Co.   2,726,149
28,610 Eaton Corp. plc   2,702,787
17,285 Honeywell International, Inc.   2,994,108
68,599 Johnson Controls International plc   2,706,230
5,759 Lockheed Martin Corp.   2,465,543
27,120 United Technologies Corp.   4,073,424
      19,550,424
  Energy - 8.1%    
41,692 Chevron Corp.   4,466,881
26,491 EOG Resources, Inc.   1,931,459
52,906 Exxon Mobil Corp.   3,286,521
89,682 Halliburton Co.   1,955,964
18,834 Marathon Petroleum Corp.   1,026,453
65,246 Suncor Energy, Inc.   1,995,875
42,421 Total S.A. ADR   2,061,236
      16,724,389
  Food & Staples Retailing - 1.3%    
98,100 Kroger Co.   2,634,966
  Food, Beverage & Tobacco - 7.6%    
50,251 Altria Group, Inc.   2,388,430
43,760 General Mills, Inc.   2,285,147
36,789 Kellogg Co.   2,509,378
38,874 Mondelez International, Inc. Class A   2,230,590
21,653 Nestle S.A. ADR   2,387,460
46,582 Philip Morris International, Inc.   3,852,331
      15,653,336
  Health Care Equipment & Services - 6.7%    
7,911 Becton Dickinson and Co.   2,176,949
19,799 Hill-Rom Holdings, Inc.   2,108,396
42,777 Koninklijke Philips N.V. ADR   1,958,331
44,310 Medtronic plc   5,115,146
9,386 UnitedHealth Group, Inc.   2,557,216
      13,916,038
  Insurance - 7.1%    
55,179 American International Group, Inc.   2,773,297
23,662 Chubb Ltd.   3,596,387
28,366 Marsh & McLennan Cos., Inc.   3,173,021
43,474 Principal Financial Group, Inc.   2,301,948
30,241 Prudential Financial, Inc.   2,753,745
      14,598,398
  Materials - 3.3%    
23,068 Celanese Corp.   2,387,538
25,226 FMC Corp.   2,411,353
16,307 PPG Industries, Inc.   1,954,231
      6,753,122
  Media & Entertainment - 2.1%    
101,280 Comcast Corp. Class A   4,374,283

 


 

Hartford Quality Value Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
  Pharmaceuticals, Biotechnology & Life Sciences - 6.9%    
68,045 AstraZeneca plc ADR $ 3,313,791
34,424 Merck & Co., Inc.   2,941,187
24,354 Novartis AG ADR   2,301,696
150,936 Pfizer, Inc.   5,620,857
      14,177,531
  Real Estate - 4.0%    
9,351 American Tower Corp. REIT   2,167,001
63,595 Corporate Office Properties Trust REIT   1,893,223
124,404 Host Hotels & Resorts, Inc. REIT   2,032,761
10,019 Public Storage REIT   2,241,852
      8,334,837
  Retailing - 3.4%    
571,800 Allstar Co.(1)(2)(3)   228,720
13,570 Expedia Group, Inc.   1,471,666
24,749 Lowe's Cos., Inc.   2,876,824
23,146 Target Corp.   2,563,188
      7,140,398
  Semiconductors & Semiconductor Equipment - 6.3%    
102,077 Intel Corp.   6,525,783
12,193 KLA Corp.   2,020,868
29,345 QUALCOMM, Inc.   2,503,422
16,968 Texas Instruments, Inc.   2,047,189
      13,097,262
  Software & Services - 3.8%    
12,467 Accenture plc Class A   2,558,353
20,985 International Business Machines Corp.   3,016,174
13,398 Microsoft Corp.   2,280,742
      7,855,269
  Technology Hardware & Equipment - 1.9%    
5,537 Apple, Inc.   1,713,757
49,700 Cisco Systems, Inc.   2,284,709
      3,998,466
  Telecommunication Services - 3.5%    
122,056 Verizon Communications, Inc.   7,255,009
  Transportation - 1.4%    
18,988 Delta Air Lines, Inc.   1,058,391
17,952 J.B. Hunt Transport Services, Inc.   1,937,560
      2,995,951
  Utilities - 6.1%    
49,213 Alliant Energy Corp.   2,921,284
45,538 Avangrid, Inc.   2,425,354
28,749 Dominion Energy, Inc.   2,465,227
29,960 Eversource Energy   2,769,502
49,713 UGI Corp.   2,067,563
      12,648,930
  Total Common Stocks    
  (cost $181,201,118) $ 203,543,623
Short-Term Investments - 1.7%    
  Other Investment Pools & Funds - 1.7%    
  Morgan Stanley Institutional Liquidity Funds, Government Portfolio,    
3,421,474 Institutional Class, 1.49%(4)   3,421,474
  Total Short-Term Investments    
  (cost $3,421,474) $ 3,421,474

 


 

Hartford Quality Value Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

Total Investments        
(cost $184,622,592) 100.1 % $ 206,965,097  
Other Assets and Liabilities (0.1 )% (151,841 )
Total Net Assets 100.0 % $ 206,813,256  

 

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. These classifications are used for financial reporting purposes.

(1)      Investment valued using significant unobservable inputs.
(2)      This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2020, the aggregate fair value of this security was $228,720, 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.
(3)      Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $228,720 or 0.1% of net assets.
Period Acquired Security Name Shares/Par Value   Base Total Cost   Base Market Value
08/2011 Allstar Co. 571,800 $ 248,744 $ 228,720

 

(4)      Current yield as of period end.
      For information regarding the Fund's significant accounting policies, please refer to the Fund's most recent shareholder report.

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ADR REIT

American Depositary Receipt Real Estate Investment Trust

 


 

Hartford Quality Value Fund

Schedule of Investments
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total     Level 1 Level 2 Level 3(1)  
Assets                
Common Stocks                
Banks $ 31,835,014 $ 31,835,014 $ $
Capital Goods   19,550,424   19,550,424    
Energy   16,724,389   16,724,389    
Food & Staples Retailing   2,634,966   2,634,966    
Food, Beverage & Tobacco   15,653,336   15,653,336    
Health Care Equipment & Services   13,916,038   13,916,038    
Insurance   14,598,398   14,598,398    
Materials   6,753,122   6,753,122    
Media & Entertainment   4,374,283   4,374,283    
Pharmaceuticals, Biotechnology & Life Sciences   14,177,531   14,177,531    
Real Estate   8,334,837   8,334,837    
Retailing   7,140,398   6,911,678     228,720
Semiconductors & Semiconductor Equipment   13,097,262   13,097,262    
Software & Services   7,855,269   7,855,269    
Technology Hardware & Equipment   3,998,466   3,998,466    
Telecommunication Services   7,255,009   7,255,009    
Transportation   2,995,951   2,995,951    
Utilities   12,648,930   12,648,930    
Short-Term Investments   3,421,474   3,421,474    
Total $ 206,965,097 $ 206,736,377 $ $ 228,720

 

(1) For the period ended January 31, 2020, 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 period ended January 31, 2020 is not presented.


 

Hartford Schroders Emerging Markets Equity Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 98.7%    
  Argentina - 0.7%    
40,888 MercadoLibre, Inc.* $ 27,108,744
  Brazil - 10.9%    
4,855,420 Ambev S.A. ADR   20,198,547
1,904,924 B3 S.A. - Brasil Bolsa Balcao   21,439,625
5,170,766 Equatorial Energia S.A.   28,784,164
3,869,400 IRB Brasil Resseguros S.A.   40,504,647
9,079,274 Itau Unibanco Holding S.A. ADR   69,093,275
3,159,197 Klabin S.A.   15,306,902
4,266,447 Lojas Renner S.A.   57,233,311
920,893 Magazine Luiza S.A.   11,998,746
425,652 Pagseguro Digital Ltd. Class A*   13,829,433
3,673,172 Petroleo Brasileiro S.A. ADR   50,551,066
1,327,966 Raia Drogasil S.A.   38,518,642
1,660,347 Vale S.A. ADR   19,475,870
3,091,611 Via Varejo S.A.*   10,106,607
2,605,026 WEG S.A.   23,972,371
      421,013,206
  Chile - 0.2%    
313,475 Banco Santander Chile ADR   6,282,039
  China - 30.6%    
126,545 51job, Inc. ADR*   9,130,222
1,114,006 Alibaba Group Holding Ltd. ADR*   230,142,500
2,755,000 Anhui Conch Cement Co., Ltd. Class H   17,584,309
15,604,000 China Mengniu Dairy Co., Ltd.*   57,228,133
12,619,800 China Pacific Insurance Group Co., Ltd. Class H   42,093,474
64,881,600 China Petroleum & Chemical Corp. Class H   34,168,041
36,158,000 CNOOC Ltd.   54,129,880
953,600 ENN Energy Holdings Ltd.   11,085,502
14,656,000 Guangzhou Automobile Group Co., Ltd. Class H(1)   14,688,950
6,077,265 Huayu Automotive Systems Co., Ltd. Class A   22,959,274
2,200,576 JD.com, Inc. ADR*   82,939,709
6,932,500 Li Ning Co., Ltd.   20,245,520
7,589,306 Midea Group Co., Ltd. Class A   57,608,422
70,513 NetEase, Inc. ADR   22,617,750
33,636,000 PICC Property & Casualty Co., Ltd. Class H   35,972,019
9,508,500 Ping An Insurance Group Co., of China Ltd. Class H   107,520,701
3,231,400 Shenzhou International Group Holdings Ltd.   42,718,522
4,997,800 Tencent Holdings Ltd.   238,345,943
443,874 WuXi AppTec Co., Ltd. Class A   6,028,322
1,902,000 Wuxi Biologics Cayman, Inc.*(2)   24,056,247
406,200 Yum China Holdings, Inc.   17,495,034
1,770,487 Zhejiang Supor Co., Ltd. Class A   17,767,883
3,133,700 Zhuzhou CRRC Times Electric Co., Ltd. Class H   10,551,921
      1,177,078,278
  Colombia - 0.3%    
219,473 Bancolombia S.A. ADR   11,515,748
  Egypt - 0.5%    
3,317,100 Commercial International Bank Egypt S.A.E. GDR   17,447,946
  Greece - 0.8%    
9,632,448 Alpha Bank A.E.*   19,278,997
12,746,976 Eurobank Ergasias S.A.*   11,695,634
33,634 Hellenic Telecommunications Organization S.A.   502,310
      31,476,941
  Hong Kong - 3.8%    
7,002,000 AIA Group Ltd.   69,382,436
4,124,500 China Mobile Ltd.   33,901,953
6,342,000 China Resources Beer Holdings Co., Ltd.   29,342,760
7,134,000 Hang Lung Properties Ltd.   14,902,398

 

147,529,547


 

Hartford Schroders Emerging Markets Equity Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
  Hungary - 1.8%    
1,824,256 MOL Hungarian Oil & Gas plc $ 15,471,902
755,705 OTP Bank Nyrt   35,005,736
952,296 Richter Gedeon Nyrt   20,473,304
      70,950,942
  India - 4.4%    
3,332,071 Bharti Airtel Ltd.*   23,181,959
2,951,585 HDFC Bank Ltd.   50,558,208
8,032,348 ICICI Bank Ltd.   59,185,465
1,288,926 Tata Consultancy Services Ltd.   37,553,748
      170,479,380
  Indonesia - 0.5%    
44,767,100 Astra International Tbk PT   20,666,164
  Japan - 0.4%    
1,089,900 Nexon Co., Ltd.   14,760,441
  Kuwait - 0.6%    
6,838,074 National Bank of Kuwait SAKP   23,626,120
  Luxembourg - 0.4%    
658,194 Ternium S.A. ADR   13,776,000
  Mexico - 1.5%    
631,660 Fomento Economico Mexicano S.A.B. de C.V. ADR   56,956,782
  Pakistan - 0.2%    
3,442,700 Habib Bank Ltd.   3,632,192
2,668,800 United Bank Ltd.   2,933,246
      6,565,438
  Peru - 0.7%    
137,849 Credicorp Ltd.   28,476,847
  Poland - 2.0%    
1,203,615 Bank Polska Kasa Opieki S.A.   30,702,520
454,643 KGHM Polska Miedz S.A.*   10,686,782
718,516 Polski Koncern Naftowy ORLEN S.A.   14,018,633
481,912 Powszechna Kasa Oszczednosci Bank Polski S.A.   4,247,043
1,680,616 Powszechny Zaklad Ubezpieczen S.A.   17,412,589
      77,067,567
  Qatar - 0.1%    
382,924 Qatar National Bank QPSC   2,141,418
  Russia - 8.6%    
6,567,884 Gazprom PJSC ADR   46,038,463
614,582 LUKOIL PJSC ADR   62,530,770
9,623,536 Moscow Exchange MICEX-RTS PJSC*   16,554,378
200,966 Novatek PJSC GDR   36,173,880
87,607 Polyus PJSC*   10,711,797
128,570 Polyus PJSC GDR   7,855,627
2,059,054 Rosneft Oil Co. PJSC   15,480,446
6,590,873 Sberbank of Russia PJSC ADR   105,131,173
423,417 X5 Retail Group N.V. GDR   15,499,991
319,659 Yandex N.V. Class A*   14,323,920
      330,300,445
  South Africa - 2.1%    
1,499,325 AVI Ltd.   7,732,135
2,226,094 Mediclinic International plc   10,753,361
387,457 Naspers Ltd. Class N   62,844,173
      81,329,669
  South Korea - 13.1%    
768,010 Hana Financial Group, Inc.   21,224,416
50,014 Hyundai Mobis Co., Ltd.   9,563,855
67,395 Korea Zinc Co., Ltd.   21,379,926
140,114 LG Chem Ltd.   39,069,323
111,112 LG Innotek Co., Ltd.   13,846,888
265 Medy-Tox, Inc.   71,132

 


 

Hartford Schroders Emerging Markets Equity Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
103,885 NAVER Corp. $ 15,492,225
4,939,408 Samsung Electronics Co., Ltd.   228,857,538
57,219 Samsung Fire & Marine Insurance Co., Ltd.   10,074,294
209,362 Samsung SDI Co., Ltd.   47,658,770
41,583 SK Holdings Co., Ltd.   8,129,085
798,028 SK Hynix, Inc.   60,719,027
266,230 SK Innovation Co., Ltd.   28,653,460
      504,739,939
  Taiwan - 11.6%    
14,185,036 ASE Technology Holding, Co., Ltd.   34,228,645
33,393,000 CTBC Financial Holding Co., Ltd.   24,219,518
8,282,000 Delta Electronics, Inc.   38,695,850
16,025,000 Hon Hai Precision Industry Co., Ltd.   43,572,070
260,000 Largan Precision Co., Ltd.   40,385,156
22,862,139 Taiwan Semiconductor Manufacturing Co., Ltd.   235,804,744
7,884,000 Uni-President Enterprises Corp.   18,783,386
2,669,000 Zhen Ding Technology Holding Ltd.   10,322,721
      446,012,090
  Turkey - 1.6%    
18,872,107 Akbank T.A.S.*   26,043,858
2,555,592 BIM Birlesik Magazalar A.S.   20,800,723
829,994 Tupras Turkiye Petrol Rafinerileri A.S.   15,593,174
      62,437,755
  United Arab Emirates - 1.3%    
6,883,503 Abu Dhabi Commercial Bank PJSC   14,276,662
1,160,475 DP World plc   16,108,911
18,005,314 Emaar Properties PJSC   19,647,177
      50,032,750
  Total Common Stocks    
  (cost $2,985,241,466) $ 3,799,772,196
Preferred Stocks - 0.3%      
  South Korea - 0.3%    
172,505 Hyundai Motor Co.   11,575,650
  Total Preferred Stocks    
  (cost $13,193,753) $ 11,575,650
  Total Long-Term Investments    
  (cost $2,998,435,219) $ 3,811,347,846
Short-Term Investments - 1.8%    
  Other Investment Pools & Funds - 1.7%    
  Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio,    
66,544,719 Institutional Class, 1.43%(3)   66,544,719
  Securities Lending Collateral - 0.1%    
115,391 Citibank NA DDCA, 1.58%, 2/3/2020(3)   115,391
  Fidelity Investments Money Market Funds, Government Portfolio,    
538,358 Institutional Class, 1.50%(3)   538,358
  Goldman Sachs Financial Square Funds, Government Fund, Institutional    
454,884 Class, 1.72%(3)   454,884
165,448 JPMorgan Prime Money Market Fund, 1.69%(3)   165,448
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional    
434,287 Class, 1.71%(3)   434,287
  State Street Institutional Liquid Reserves Fund, Institutional Class,    
599,617 1.71%(3)   599,617
      2,307,985
  Total Short-Term Investments    
  (cost $68,852,704) $ 68,852,704

 


 

Hartford Schroders Emerging Markets Equity Fund

Schedule of Investments – (continued) January 31, 2020 (Unaudited)

Total Investments        
(cost $3,067,287,923) 100.8 % $ 3,880,200,550  
Other Assets and Liabilities (0.8 )% (32,252,083 )
Total Net Assets 100.0 % $ 3,847,948,467  

 

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. These classifications are used for financial reporting purposes.

*      Non-income producing.
(1)      Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.
(2)      Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2020, the aggregate value of this security was $24,056,247, representing 0.6% of net assets.
(3)      Current yield as of period end.
      For information regarding the Fund's significant accounting policies, please refer to the Fund's most recent shareholder report.

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ADR

DDCA GDR PJSC PT

American Depositary Receipt

Dollars on Deposit in Custody Account Global Depositary Receipt Private Joint Stock Company Perseroan Terbatas

 


 

Hartford Schroders Emerging Markets Equity Fund

Schedule of Investments January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total   Level 1   Level 2 Level 3(1)  
Assets                  
Common Stocks                  
Argentina $ 27,108,744 $ 27,108,744   $ $
Brazil   421,013,206   421,013,206      
Chile   6,282,039   6,282,039      
China   1,177,078,278   362,325,215   814,753,063  
Colombia   11,515,748   11,515,748      
Egypt   17,447,946   17,447,946      
Greece   31,476,941       31,476,941  
Hong Kong   147,529,547     147,529,547  
Hungary   70,950,942   35,945,206     35,005,736  
India   170,479,380   60,735,707   109,743,673  
Indonesia   20,666,164       20,666,164  
Japan   14,760,441       14,760,441  
Kuwait   23,626,120   23,626,120      
Luxembourg   13,776,000   13,776,000      
Mexico   56,956,782   56,956,782      
Pakistan   6,565,438   6,565,438      
Peru   28,476,847   28,476,847      
Poland   77,067,567       77,067,567  
Qatar   2,141,418       2,141,418  
Russia   330,300,445   58,485,890   271,814,555  
South Africa   81,329,669   18,485,496     62,844,173  
South Korea   504,739,939     504,739,939  
Taiwan   446,012,090     446,012,090  
Turkey   62,437,755       62,437,755  
United Arab Emirates   50,032,750       50,032,750  
Preferred Stocks   11,575,650       11,575,650  
Short-Term Investments   68,852,704   68,852,704      
 
Total $ 3,880,200,550 $ 1,217,599,088 $ 2,662,601,462 $
 
(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.          

 


 

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments January 31, 2020 (Unaudited)

  Shares or Principal Amount   Market Value
  Corporate Bonds - 50.1%    
    Argentina - 2.6%    
    Pampa Energia S.A.    
$ 441,000 7.38%, 07/21/2023(1)(2) $ 409,027
    YPF Energia Electrica S.A.    
  1,200,000 10.00%, 07/25/2026(1)   1,110,000
    YPF S.A.    
  940,000 8.50%, 06/27/2029(1)(2)   831,247
        2,350,274
    Austria - 0.9%    
    Klabin Austria GmbH    
  700,000 7.00%, 04/03/2049(1)   787,535
    Brazil - 1.8%    
    Banco do Brasil S.A.    
    6.25%, 04/15/2024, (6.25% fixed rate until 04/15/2024; 10 year USD CMT + 4.398%    
  230,000 thereafter)(1)(2)(3)(4)   237,245
    9.00%, 06/18/2024, (9.00% fixed rate until 06/18/2024; 10 year USD CMT + 6.362%    
  210,000 thereafter)(1)(3)(4)   243,075
    Cemig Geracao e Transmissao S.A.    
  400,000 9.25%, 12/05/2024(1)   466,500
    Globo Comunicacao e Participacoes S.A.    
  230,000 4.88%, 01/22/2030(1)   234,720
    Itau Unibanco Holding S.A.    
    6.13%, 12/12/2022, (6.13% fixed rate until 12/12/2022; 5 year USD    
  460,000 CMT + 3.981% thereafter)(1)(2)(3)(4)   483,345
        1,664,885
    British Virgin Islands - 3.2%    
    China Great Wall International Holdings Ltd.    
  1,400,000 3.88%, 08/31/2027(5)   1,489,964
    China Railway Xunjie Co., Ltd.    
  495,000 3.25%, 07/28/2026(5)   511,948
    Rongshi International Finance Ltd.    
  410,000 3.63%, 05/04/2027(5)   436,288
    Sinopec Group Overseas Development Ltd.    
  430,000 3.50%, 05/03/2026(1)(2)   456,823
        2,895,023
    Canada - 0.4%    
    First Quantum Minerals Ltd.    
  390,000 7.50%, 04/01/2025(1)   384,150
    Cayman Islands - 3.9%    
    Baidu, Inc.    
  540,000 4.38%, 05/14/2024   582,341
    CSCEC Finance Cayman Ltd.    
  840,000 3.50%, 07/05/2027(5)   882,233
    CSN Islands Corp.    
  580,000 6.75%, 01/28/2028(1)   576,114
  395,000 7.00%, 03/23/2020(1)(3)   370,313
    Tencent Holdings Ltd.    
  1,010,000 3.80%, 02/11/2025(1)   1,086,526
        3,497,527
    Chile - 3.7%    
    AES Gener S.A.    
    7.13%, 03/26/2079, (7.13% fixed rate until 04/07/2024; 5 year USD    
  290,000 Swap + 4.644% thereafter)(1)(4)   310,880
    Corp. Nacional del Cobre de Chile    
  1,280,000 4.38%, 02/05/2049(1)   1,430,953
    Empresa de Transporte de Pasajeros Metro S.A.    
  960,000 5.00%, 01/25/2047(1)   1,110,000
    Empresa Electrica Cochrane S.p.A.    
  320,000 5.50%, 05/14/2027(1)   334,000

 


 

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments – (continued) January 31, 2020 (Unaudited)

    Sociedad Quimica y Minera de Chile S.A.    
$ 200,000 4.25%, 01/22/2050(1)(2) $ 200,260
        3,386,093
    Colombia - 1.7%    
    Credivalores-Crediservicios SAS    
  705,000 9.75%, 07/27/2022(1)   743,775
    Ecopetrol S.A.    
  681,000 5.88%, 05/28/2045   818,562
        1,562,337
    Hong Kong - 2.1%    
    Beijing State-Owned Assets Management Hong Kong Co., Ltd.    
  1,320,000 4.13%, 05/26/2025(5)   1,395,847
    CNAC HK Finbridge Co., Ltd.    
  460,000 4.88%, 03/14/2025(5)   503,403
        1,899,250
    Indonesia - 4.1%    
    ABM Investama Tbk PT    
  665,000 7.13%, 08/01/2022(1)   565,025
    Bayan Resources Tbk PT    
  436,000 6.13%, 01/24/2023(1)   426,620
    Indonesia Asahan Aluminium Persero PT    
  250,000 6.76%, 11/15/2048(1)   322,016
    Pelabuhan Indonesia PT    
  270,000 5.38%, 05/05/2045(1)   311,175
    Pertamina Persero PT    
  360,000 6.00%, 05/03/2042(1)   441,906
    Perusahaan Listrik Negara PT    
  400,000 5.25%, 10/24/2042(1)   454,000
  400,000 5.25%, 05/15/2047(1)   453,500
  550,000 6.15%, 05/21/2048(1)   699,930
        3,674,172
    Kazakhstan - 1.0%    
    KazMunayGas National Co. JSC    
  750,000 5.75%, 04/19/2047(1)   929,880
    Luxembourg - 1.5%    
    Atento Luxco 1 S.A.    
  460,000 6.13%, 08/10/2022(1)   464,025
    JSL Europe S.A.    
  200,000 7.75%, 07/26/2024(1)   215,500
    Rede D'or Finance S.a.r.l.    
  200,000 4.50%, 01/22/2030(1)   201,200
    Unigel Luxembourg S.A.    
  470,000 8.75%, 10/01/2026(1)   486,920
        1,367,645
    Mexico - 16.0%    
    Aerovias de Mexico S.A.    
  395,000 7.00%, 02/05/2025(1)   395,000
    Alfa S.A.B. de C.V.    
  290,000 6.88%, 03/25/2044(1)   364,313
    Alpek S.A.B. de C.V.    
  275,000 4.25%, 09/18/2029(1)   286,000
    Alpha Holding S.A. de C.V.    
  750,000 10.00%, 12/19/2022(1)   784,687
    BBVA Bancomer S.A.    
    5.88%, 09/13/2034, (5.88% fixed rate until 09/13/2029; 5 year USD    
  380,000 CMT + 4.308% thereafter)(1)(4)   419,330
    Coca-Cola Femsa S.A.B. de C.V.    
  290,000 2.75%, 01/22/2030   298,360
    Cometa Energia S.A. de C.V.    
  891,480 6.38%, 04/24/2035(1)   1,019,078

 


 

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments – (continued) January 31, 2020 (Unaudited)

    Credito Real S.A.B. de C.V.    
    9.13%, 11/29/2022, (9.13% fixed rate until 11/29/2022; 5 year USD    
$ 790,000 CMT + 7.026% thereafter)(1)(3)(4) $ 852,252
    Cydsa S.A.B. de C.V.    
  430,000 6.25%, 10/04/2027(1)   446,125
    Docuformas SAPI de C.V.    
  710,000 10.25%, 07/24/2024(1)   742,837
    Elementia S.A.B. de C.V.    
  470,000 5.50%, 01/15/2025(1)   476,462
    Fomento Economico Mexicano S.A.B. de C.V.    
  530,000 3.50%, 01/16/2050   538,900
    Grupo Televisa S.A.B.    
MXN 39,220,000 7.25%, 05/14/2043   1,582,028
    Metalsa S.A. de C.V.    
$ 530,000 4.90%, 04/24/2023(1)   551,200
    Mexico Generadora de Energia S de rl    
  246,096 5.50%, 12/06/2032(1)   274,089
    Petroleos Mexicanos    
  486,000 5.63%, 01/23/2046   453,803
  715,000 6.49%, 01/23/2027(1)   775,775
  920,000 6.88%, 08/04/2026   1,037,760
  400,000 7.69%, 01/23/2050(1)   439,440
    Sixsigma Networks Mexico S.A. de C.V.    
  750,000 7.50%, 05/02/2025(1)   766,500
    Trust F    
  430,000 6.39%, 01/15/2050(1)   494,500
    TV Azteca S.A.B. de C.V.    
  870,000 8.25%, 08/09/2024(5)   778,650
    Unifin Financiera S.A.B. de C.V.    
  620,000 8.38%, 01/27/2028(1)   657,200
        14,434,289
    Mult - 0.9%    
    Mongolian Mining Corp/Energy Resources LLC    
  890,000 9.25%, 04/15/2024(1)   823,022
    Netherlands - 1.2%    
    Ajecorp B.V.    
  900,000 6.50%, 05/14/2022(1)   897,638
    Petrobras Global Finance B.V.    
  130,000 6.90%, 03/19/2049   158,405
        1,056,043
    South Korea - 0.5%    
    Korea East-West Power Co., Ltd.    
  470,000 3.88%, 07/19/2023(1)   498,414
    Spain - 0.9%    
    AI Candelaria Spain SLU    
  695,000 7.50%, 12/15/2028(1)   792,859
    Turkey - 2.1%    
    Turk Telekomunikasyon AS    
  390,000 6.88%, 02/28/2025(1)   429,000
    Turkcell Iletisim Hizmetleri AS    
  430,000 5.75%, 10/15/2025(1)(2)   453,650
    Turkiye Sinai Kalkinma Bankasi AS    
  200,000 6.00%, 01/23/2025(1)   204,683
    Yapi ve Kredi Bankasi AS    
    13.88%, 01/15/2024, (13.9% fixed rate until 01/15/2024; 5 year USD    
  670,000 Swap + 11.245% thereafter)(1)(3)(4)   795,980
        1,883,313
    United Kingdom - 1.1%    
    NAK Naftogaz Ukraine via Kondor Finance plc    
  250,000 7.63%, 11/08/2026(1)   266,143

 


 

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments – (continued) January 31, 2020 (Unaudited)

    Vedanta Resources Finance plc    
$ 750,000 9.25%, 04/23/2026(1) $ 725,122
        991,265
    United States - 0.5%    
    Gran Tierra Energy, Inc.    
  510,000 7.75%, 05/23/2027(1)   495,366
    Total Corporate Bonds    
    (cost $42,977,480) $ 45,373,342
Foreign Government Obligations - 41.1%    
    Angola - 2.0%    
    Angolan Government International Bond    
  350,000 8.00%, 11/26/2029(1)   369,957
  420,000 8.25%, 05/09/2028(1)   452,336
  890,000 9.38%, 05/08/2048(1)   964,019
        1,786,312
    Argentina - 3.5%    
    Provincia de Buenos Aires    
  978,000 7.88%, 06/15/2027(1)   364,305
    Provincia de Cordoba    
  3,290,000 7.13%, 06/10/2021(1)   2,582,650
  266,000 7.45%, 09/01/2024(1)(2)   189,927
        3,136,882
    Brazil - 2.1%    
    Brazil Notas do Tesouro Nacional    
BRL 3,227,000 10.00%, 01/01/2023   840,435
  2,366,000 10.00%, 01/01/2025   638,605
    Prumo Participacoes e Investimentos S.A    
$ 371,798 7.50%, 12/31/2031(1)   404,795
        1,883,835
    Cameroon - 0.9%    
    Republic of Cameroon International Bond    
  700,000 9.50%, 11/19/2025(1)   796,729
    Colombia - 1.5%    
    Colombia Government International Bond    
  460,000 3.00%, 01/30/2030   463,910
COP 1,867,000,000 4.38%, 03/21/2023   534,128
  1,257,000,000 7.75%, 04/14/2021   378,140
        1,376,178
    Czech Republic - 0.6%    
    Czech Republic Government Bond    
CZK 12,650,000 2.40%, 09/17/2025(5)   583,173
    Ecuador - 1.3%    
    Ecuador Government International Bond    
$ 388,000 9.65%, 12/13/2026(1)   344,350
  810,000 10.75%, 03/28/2022(1)   801,900
        1,146,250
    Egypt - 0.5%    
    Egypt Government International Bond    
  400,000 8.70%, 03/01/2049(1)   460,718
    Gabon - 0.8%    
    Gabon Government International Bond    
  760,000 6.63%, 02/06/2031(1)   764,717
    Ghana - 0.5%    
    Ghana Government International Bond    
  460,000 8.63%, 06/16/2049(1)   460,590
    Indonesia - 2.9%    
    Indonesia Treasury Bond    
IDR 4,168,000,000 7.00%, 05/15/2027   311,729
  11,611,000,000 7.50%, 08/15/2032   867,317
  7,146,000,000 8.38%, 03/15/2034   575,082

 


 

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments – (continued) January 31, 2020 (Unaudited)

  9,981,000,000 9.00%, 03/15/2029 $ 833,273
        2,587,401
    Kenya - 0.6%    
    Kenya Government International Bond    
$ 470,000 8.25%, 02/28/2048(1)   505,856
    Malaysia - 1.4%    
    Malaysia Government Bond    
MYR 3,780,000 3.48%, 06/14/2024   941,596
  1,230,000 3.90%, 11/30/2026   314,096
        1,255,692
    Mexico - 4.3%    
    Mexican Bonos    
MXN 5,351,900 5.75%, 03/05/2026   271,236
  33,263,500 7.50%, 06/03/2027   1,849,680
  1,600,100 7.75%, 05/29/2031   91,620
  8,366,000 7.75%, 11/13/2042   482,577
  15,161,400 8.00%, 12/07/2023   839,668
    Mexico Government International Bond    
$ 252,000 5.75%, 10/12/2110   313,110
        3,847,891
    Nigeria - 0.5%    
    Nigeria Government International Bond    
  430,000 9.25%, 01/21/2049(1)   484,190
    Peru - 0.6%    
    Peru Government Bond    
PEN 1,550,000 6.95%, 08/12/2031   563,787
    Poland - 3.5%    
    Republic of Poland Government Bond    
PLN 12,240,000 2.25%, 04/25/2022   3,204,593
    Russia - 7.2%    
    Russian Federal Bond - OFZ    
RUB 26,800,000 6.50%, 02/28/2024   431,022
  68,850,000 6.90%, 05/23/2029   1,137,135
  172,930,000 7.75%, 09/16/2026   2,962,969
    Russian Foreign Bond - Eurobond    
$ 800,000 4.75%, 05/27/2026(1)   903,600
  800,000 5.25%, 06/23/2047(1)   1,046,536
        6,481,262
    South Africa - 0.7%    
    Republic of South Africa Government Bond    
ZAR 9,549,271 6.50%, 02/28/2041   443,662
  2,980,000 9.00%, 01/31/2040   181,320
        624,982
    South Korea - 0.8%    
    Korea Hydro & Nuclear Power Co., Ltd.    
$ 670,000 3.75%, 07/25/2023(1)   709,299
    Thailand - 0.8%    
    Thailand Government Bond    
THB 22,160,000 2.13%, 12/17/2026   753,242
    Turkey - 2.9%    
    Export Credit Bank of Turkey    
$ 857,000 8.25%, 01/24/2024(1)   955,159
    Turkey Government Bond    
TRY 1,490,000 8.50%, 09/14/2022   242,493
  3,070,000 9.00%, 07/24/2024   498,607
  2,290,000 9.20%, 09/22/2021   378,430
  3,080,000 10.60%, 02/11/2026   533,941

 

2,608,630


 

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments – (continued) January 31, 2020 (Unaudited)

    Ukraine - 1.2%    
    Ukraine Government International Bond    
$ 1,020,000 7.38%, 09/25/2032(1) $ 1,127,100
    Total Foreign Government Obligations    
    (cost $36,748,356) $ 37,149,309
    Total Long-Term Investments    
    (cost $79,725,836) $ 82,522,651

 

Short-Term Investments - 9.0%

Other Investment Pools & Funds - 0.1%

Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio,

60,067 Institutional Class, 1.43%(6) 60,067
  Securities Lending Collateral - 2.9%  
131,765 Citibank NA DDCA, 1.58%, 2/3/2020(6) 131,765
  Fidelity Investments Money Market Funds, Government Portfolio,  
614,750 Institutional Class, 1.50%(6) 614,750
  Goldman Sachs Financial Square Funds, Government Fund, Institutional  
519,432 Class, 1.72%(6) 519,432
188,925 JPMorgan Prime Money Market Fund, 1.69%(6) 188,925
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional  
495,912 Class, 1.71%(6) 495,912
  State Street Institutional Liquid Reserves Fund, Institutional Class,  
684,702 1.71%(6) 684,702
    2,635,486

 

U.      S. Treasury - 6.0%
U.      S. Treasury Bills - 6.0%
$ 850,000 1.49%, 02/25/2020(7)     849,155  
  1,550,000 1.49%, 03/05/2020(7)     1,547,879  
  3,050,000 1.50%, 02/27/2020(7)     3,046,707  
          5,443,741  
    Total Short-Term Investments        
    (cost $8,139,294) $   8,139,294  
    Total Investments        
    (cost $87,865,130) 100.2 % $ 90,661,945  
    Other Assets and Liabilities (0.2 )% (217,010 )
    Total Net Assets 100.0 % $ 90,444,935  

 

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.

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

(1)      Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2020, the aggregate value of these securities was $48,593,583, representing 53.7% of net assets.
(2)      Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments 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)      Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at January 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(5)      Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933.
  At January 31, 2020, the aggregate value of these securities was $6,581,506, representing 7.3% of net assets.

 

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments – (continued) January 31, 2020 (Unaudited)

(6)      Current yield as of period end.
(7)      The rate shown represents current yield to maturity.
      Futures Contracts Outstanding at January 31, 2020                          
                                        Value and    
            Number               Current         Unrealized    
            of                 Notional         Appreciation/  
Description           Contracts Expiration Date   Amount         (Depreciation)  
Short position contracts:                                            
U.S. Treasury Ultra Bond Future         12 03/20/2020 $ 2,324,250 $     (37,088 )
Total futures contracts                               $       (37,088 )
 
 
    OTC Credit Default Swap Contracts Outstanding at January 31, 2020                      
 
                Periodic   Upfront       Upfront             Unrealized  
    Counter- Notional (Pay)/Receive Expiration Payment   Premiums   Premiums     Market   Appreciation/  
Reference Entity party Amount (a) Fixed Rate   Date Frequency   Paid       Received     Value †   (Depreciation)  
Credit default swaps on single-name issues:                                          
Buy protection:                                                
Argentine                                                
Republic                                                
Government                                                
International                                                
Bond JPM USD 3,790,000 (1.00 %) 12/20/24 Quarterly $ 155,526 $   $ 143,031   $ (12,495 )
 
Credit default swaps on single-name issues:                                          
Sell protection:                                                
Argentine                                                
Republic                                                
Government                                                
International                                                
Bond JPM USD 4,360,000 1.00 % 12/20/24 Quarterly   $     $ (129,476 ) $ (67,199 ) $ 62,277  
 
 
Total single-name issues               $ 155,526 $ (129,476 )   $   75,832   $ 49,782  
 
 
Total OTC contracts               $ 155,526 $ (129,476 )   $   75,832   $ 49,782  

 

(a)      The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.
    Foreign Currency Contracts Outstanding at January 31, 2020          
Amount and Description Amount and Description              
of Currency to be of Currency to be   Settlement          
Purchased   Sold   Counterparty Date   Appreciation   Depreciation  
3,190,000 BRL 757,719 USD CBK 04/30/20 $ $ (15,997 )
3,109,790,000 COP 944,938 USD UBS 03/02/20     (37,298 )
740,000 EUR 817,709 USD CBK 03/20/20   5,560    
102,890,000 JPY 954,308 USD UBS 02/06/20     (4,401 )
17,408,389 MXN 919,598 USD UBS 03/13/20     (4,132 )
11,545,000 TRY 1,675,131 USD CBK 04/06/20   225,742    
3,495,000 TRY 509,735 USD JPM 04/06/20   65,713    
742,465 USD 3,190,000 BRL CBK 04/30/20   742    
989,613 USD 791,690,000 CLP JPM 05/04/20   1,159    
882,460 USD 3,109,790,000 COP UBS 03/02/20     (25,180 )
822,085 USD 740,000 EUR JPM 03/20/20     (1,184 )
935,830 USD 102,890,000 JPY JPM 02/06/20     (14,077 )
906,862 USD 17,408,389 MXN UBS 03/13/20     (8,604 )
1,905,244 USD 15,040,000 TRY CBK 04/06/20     (571,077 )
Total           $ 298,916 $ (681,950 )

 

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

 

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments – (continued) January 31, 2020 (Unaudited)

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:

CBK

JPM UBS

Currency Abbreviations:

BRL CLP COP CZK EUR IDR JPY MXN MYR PEN PLN RUB THB TRY USD ZAR

Citibank NA

JP Morgan Chase & Co. UBS AG

Brazilian Real Chilean Peso Colombian Peso Czech Koruna Euro Indonesian Rupiah Japanese Yen Mexican Peso Malaysian Ringgit Peruvian Sol Polish Zloty Russian Ruble Thai Baht Turkish Lira United States Dollar South African Rand

 
Index Abbreviations:  
CMT Constant Maturity Treasury Index
 

Other Abbreviations:

DDCA JSC OTC PT

Dollars on Deposit in Custody Account Joint Stock Company Over-the-Counter Perseroan Terbatas

 


 

Hartford Schroders Emerging Markets Multi-Sector Bond Fund

Schedule of Investments January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total Level 1 Level 2 Level 3(1)  
Assets                      
Corporate Bonds $ 45,373,342   $   $ 45,373,342   $
Foreign Government Obligations   37,149,309         37,149,309    
Short-Term Investments   8,139,294     2,695,553     5,443,741    
Foreign Currency Contracts(2)   298,916         298,916    
Swaps - Credit Default(2)   62,277         62,277    
Total $ 91,023,138   $ 2,695,553   $ 88,327,585   $
Liabilities                      
Foreign Currency Contracts(2) $ (681,950 ) $   $ (681,950 ) $
Futures Contracts(2)   (37,088 )   (37,088 )      
Swaps - Credit Default(2)   (12,495 )       (12,495 )  
Total $ (731,533 ) $ (37,088 ) $ (694,445 ) $

 

(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.

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


 

Hartford Schroders International Multi-Cap Value Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 98.4%    
  Australia - 3.2%    
3,665,520 Beach Energy Ltd. $ 6,393,972
158,917 BHP Group Ltd.   4,075,251
86,264 BlueScope Steel Ltd.   807,342
737,193 Coca-Cola Amatil Ltd.   5,857,673
61,175 Collection House Ltd.   43,612
423,498 Computershare Ltd.   5,000,686
950,099 Fortescue Metals Group Ltd.   7,038,167
346,051 GWA Group Ltd.(1)   821,921
63,430 McMillan Shakespeare Ltd.   542,429
260,963 Pendal Group Ltd.   1,527,174
475,648 Perenti Global Ltd.   482,157
1,513,722 Resolute Mining Ltd.*   1,188,951
146,999 Rio Tinto Ltd.   9,538,519
334,969 Sandfire Resources Ltd.   1,230,287
538,936 Santos Ltd.   3,093,178
153,707 SmartGroup Corp. Ltd.   691,398
1,143,562 St. Barbara Ltd.   2,131,685
599,758 Woodside Petroleum Ltd.   13,740,777
      64,205,179
  Austria - 1.1%    
39,903 ams AG*   1,621,545
32,991 BAWAG Group AG*(2)   1,425,899
119,109 Erste Group Bank AG*   4,373,367
5,899 Flughafen Wien AG   238,807
2,087 Mayr Melnhof Karton AG   287,008
187,376 OMV AG   9,311,474
199,550 Raiffeisen Bank International AG   4,545,554
      21,803,654
  Belgium - 1.3%    
9,865 Befimmo S.A. REIT   607,213
50,069 bpost S.A.   498,958
2,358 Cofinimmo S.A. REIT   376,057
24,718 Galapagos N.V.*   5,524,448
395,345 Proximus SADP   11,264,206
16,838 Sofina S.A.   3,852,087
52,694 UCB S.A.   4,849,016
      26,971,985
  Brazil - 0.2%    
91,517 Cia Paranaense de Energia ADR   1,563,110
68,993 Construtora Tenda S.A.   576,418
181,000 Smiles Fidelidade S.A.   1,626,321
54,000 Vale S.A.   633,863
      4,399,712
  Canada - 4.1%    
226,300 Alamos Gold, Inc. Class A   1,427,841
33,676 Celestica, Inc.*   304,850
212,700 Centerra Gold, Inc.*   1,703,657
292,100 CI Financial Corp.   5,118,482
259,700 Crescent Point Energy Corp.   855,593
138,200 Dundee Precious Metals, Inc.*   638,055
200 E-L Financial Corp. Ltd.   123,016
158,500 Enerflex Ltd.   1,212,045
146,000 Enerplus Corp.   744,673
45,729 Ensign Energy Services, Inc.   81,548
133,900 Fortuna Silver Mines, Inc.*(1)   525,118
163,300 Genworth MI Canada, Inc.(1)   7,206,226
32,300 iA Financial Corp., Inc.   1,777,550
361,700 IAMGOLD Corp.*   1,079,579
33,600 Linamar Corp.   1,106,967
229,300 Magna International, Inc.   11,624,405

 


 

Hartford Schroders International Multi-Cap Value Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
650,800 Manulife Financial Corp. $ 12,677,667
42,700 Martinrea International, Inc.   416,223
1,300 Morguard Real Estate Investment Trust REIT   12,367
215,800 Open Text Corp.   9,712,141
237,400 Parex Resources, Inc.*   3,758,146
74,700 Pretium Resources, Inc.*   813,380
43,500 Ritchie Bros Auctioneers, Inc.   1,836,440
172,000 SEMAFO, Inc.*   362,611
260,800 Sun Life Financial, Inc.   12,261,581
264,241 Surge Energy, Inc.(1)   199,668
240,026 Tamarack Valley Energy Ltd.*   306,517
176,400 Teck Resources Ltd. Class B   2,279,311
71,200 TFI International, Inc.   2,280,079
116,265 Westshore Terminals Investment Corp.(1)   1,412,680
      83,858,416
  Chile - 0.2%    
6,333,948 Aguas Andinas S.A. Class A   2,374,340
2,617,917 Enel Generacion Chile S.A.   1,177,621
140,297 Inversiones Aguas Metropolitanas S.A.   131,407
      3,683,368
  China - 5.1%    
7,698,000 Agricultural Bank of China Ltd. Class H   2,972,033
278,000 Anhui Conch Cement Co., Ltd. Class H   1,774,388
2,344,000 Anhui Expressway Co., Ltd. Class H   1,310,668
4,667,500 BAIC Motor Corp. Ltd. Class H(2)   2,300,590
14,932,000 Bank of China Ltd. Class H   5,776,098
4,323,000 Bank of Communications Co., Ltd. Class H   2,769,164
30,000 Baoye Group Co., Ltd. Class H*   16,724
4,676,000 China BlueChemical Ltd. Class H   991,724
1,228,000 China Conch Venture Holdings Ltd.   5,460,435
10,812,000 China Construction Bank Corp. Class H   8,190,479
1,478,000 China Lesso Group Holdings Ltd.   1,899,805
733,000 China Machinery Engineering Corp. Class H   272,469
3,023,000 China Medical System Holdings Ltd.   4,023,364
3,064,000 China Petroleum & Chemical Corp. Class H   1,613,568
984,000 China Shineway Pharmaceutical Group Ltd.   851,112
2,353,000 CNOOC Ltd.   3,522,529
1,708,000 Consun Pharmaceutical Group Ltd.   874,786
2,324,000 Dongfeng Motor Group Co., Ltd. Class H   1,736,679
3,193,000 FIH Mobile Ltd.*   494,590
1,452,000 Fufeng Group Ltd.*   561,085
1,988,500 Great Wall Motor Co., Ltd. Class H(1)   1,313,924
2,080,000 Guangzhou Automobile Group Co., Ltd. Class H   2,084,676
780,000 Hengan International Group Co., Ltd.   5,681,630
12,196,000 Industrial & Commercial Bank of China Ltd. Class H   8,095,378
4,006,000 Jiangsu Expressway Co., Ltd. Class H   4,963,458
22,866 JOYY, Inc.*   1,384,079
17,480 Jumei International Holding Ltd. ADR*   288,420
7,953,000 Lonking Holdings Ltd.   2,085,994
1,372,000 Luye Pharma Group Ltd.(1)(2)   880,172
107,244 Momo, Inc. ADR   3,281,666
573,500 Ping An Insurance Group Co., of China Ltd. Class H   6,485,052
366,000 Shenzhen Expressway Co., Ltd. Class H   473,560
1,755,000 Sinopec Engineering Group Co., Ltd. Class H   945,676
1,506,500 Sinotruk Hong Kong Ltd.   2,586,725
1,021,000 Tian Ge Interactive Holdings Ltd.*(2)   230,056
1,068,000 Tianneng Power International Ltd.(1)   714,926
331,781 Vipshop Holdings Ltd. ADR*   4,223,572
3,284,000 Want Want China Holdings Ltd.   2,710,777
2,376,000 Weichai Power Co., Ltd. Class H   4,159,735
1,242,000 Youyuan International Holdings Ltd.*(1)(3)(5)   27,026
2,294,000 Zhejiang Expressway Co., Ltd. Class H   1,872,747
1,693,600 Zoomlion Heavy Industry Science and Technology Co., Ltd. Class H   1,243,441

 

103,144,980


 

Hartford Schroders International Multi-Cap Value Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
  Czech Republic - 0.1%    
1,907 Philip Morris CR AS $ 1,293,195
  Denmark - 0.3%    
79,463 Pandora A/S   4,120,627
116,501 Scandinavian Tobacco Group A/S Class A(2)   1,527,607
80,953 Spar Nord Bank A/S   784,552
      6,432,786
  Finland - 0.7%    
66,607 Alma Media Oyj   639,718
247,907 Sampo Oyj Class A   11,222,045
47,390 TietoEVRY Oyj   1,549,406
      13,411,169
  France - 7.9%    
89,076 Atos SE   7,386,937
60,749 BNP Paribas S.A.   3,223,799
574,229 CGG S.A.*   1,613,539
72,529 Cie Generale des Etablissements Michelin SCA   8,415,045
109,001 Danone S.A.   8,722,743
192,680 Eutelsat Communications S.A.   2,887,915
89,537 Faurecia SE   4,266,130
45,002 Gaztransport Et Technigaz S.A.   4,548,982
91,600 Ipsen S.A.   6,797,637
25,935 IPSOS   840,296
19,138 Kaufman & Broad S.A.   812,068
279,912 Metropole Television S.A.   4,662,753
223,349 Peugeot S.A.   4,598,811
449,072 Publicis Groupe S.A.   19,906,979
80,131 Quadient   1,927,538
12,552 Rothschild & Co.   337,070
279,799 Sanofi   26,983,344
99,703 Schneider Electric SE   9,943,028
30,070 SEB S.A.   3,860,898
97,733 Societe BIC S.A.   6,606,415
152,567 Societe Generale S.A.   4,937,016
4,614 Sopra Steria Group   736,596
137,757 Television Francaise 1 S.A.   1,037,112
392,787 Total S.A.   19,125,072
7,463 Trigano S.A.   707,663
78,174 UBISOFT Entertainment S.A.*   5,928,835
      160,814,221
  Georgia - 0.1%    
68,559 TBC Bank Group plc   1,122,599
  Germany - 1.3%    
22,870 Allianz SE   5,460,062
65,590 Bayer AG   5,263,957
415,485 Deutsche Bank AG   3,801,249
65,346 Deutz AG   341,281
11,437 Hochtief AG   1,322,863
284,998 ProSiebenSat.1 Media SE   3,788,182
40,441 Rocket Internet SE*(2)   947,255
150,794 Software AG   5,027,099
94,601 Takkt AG   1,241,984
      27,193,932
  Greece - 0.1%    
22,873 JUMBO S.A.   465,997
12,653 Motor Oil Hellas Corinth Refineries S.A.   268,672
33,546 Mytilineos S.A.   343,734
142,374 Piraeus Bank S.A.*   505,609
      1,584,012
  Hong Kong - 3.7%    
267,000 Bank of East Asia Ltd.   575,911
1,400,000 BOC Hong Kong Holdings Ltd.   4,627,816

 


 

Hartford Schroders International Multi-Cap Value Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
2,116,000 Brilliance China Automotive Holdings Ltd. $ 1,875,433
1,515,000 Champion REIT   909,103
1,184,000 China Resources Cement Holdings Ltd.   1,324,603
4,300,000 China Travel International Investment Hong Kong Ltd.   685,893
1,618,000 China Unicom Hong Kong Ltd.   1,349,767
931,500 CK Asset Holdings Ltd.   5,951,310
810,000 CSI Properties Ltd.   29,001
401,200 Dah Sing Banking Group Ltd.   510,912
111,600 Dah Sing Financial Holdings Ltd.   401,220
285,000 Emperor Entertainment Hotel Ltd.   50,838
1,154,000 Guangdong Investment Ltd.   2,342,239
417,000 Hang Lung Group Ltd.   1,030,470
589,000 Hang Lung Properties Ltd.   1,230,377
90,800 Hang Seng Bank Ltd.   1,835,370
943,000 Henderson Land Development Co., Ltd.   4,233,742
187,600 Hongkong Land Holdings Ltd.   995,772
1,104,000 Hysan Development Co., Ltd.   4,121,201
829,500 Kerry Properties Ltd.   2,313,732
271,500 Kingboard Holdings Ltd.   714,434
4,666,000 Kunlun Energy Co., Ltd.   3,614,159
10,020 Lai Sun Development Co., Ltd.   11,853
962,000 Pacific Textiles Holdings Ltd.   622,075
929,000 PAX Global Technology Ltd.   430,490
68,000 Qingling Motors Co., Ltd. Class H   15,881
249,000 Shanghai Industrial Holdings Ltd.   438,582
1,528,000 Sino Land Co., Ltd.   2,082,415
20,000 Soundwill Holdings Ltd.   23,160
759,500 Sun Hung Kai Properties Ltd.   10,580,103
2,105,600 Swire Properties Ltd.   6,536,637
41,000 TAI Cheung Holdings Ltd.   32,446
713,000 TCL Electronics Holdings Ltd.   319,379
921,000 Wharf Real Estate Investment Co., Ltd.   4,756,272
418,000 Wheelock & Co., Ltd.   2,544,435
3,604,000 Xinyi Glass Holdings Ltd.   4,516,838
2,272,000 Yuexiu Transport Infrastructure Ltd.   1,978,621
      75,612,490
  Hungary - 0.1%    
128,870 MOL Hungarian Oil & Gas plc   1,092,974
41,658 OTP Bank Nyrt   1,929,680
      3,022,654
  India - 0.7%    
29,838 GAIL India Ltd. GDR   298,380
874,400 Infosys Ltd. ADR   9,583,424
938,600 Wipro Ltd. ADR   3,407,118
      13,288,922
  Indonesia - 0.5%    
1,206,600 Bank Pembangunan Daerah Jawa Timur Tbk PT   55,227
1,569,700 Link Net Tbk PT   421,882
12,957,900 Panin Financial Tbk PT*   246,506
27,797,300 Telekomunikasi Indonesia Persero Tbk PT   7,710,329
761,100 United Tractors Tbk PT   1,063,558
      9,497,502
  Ireland - 0.3%    
1,218,668 AIB Group plc   3,572,944
498,558 Bank of Ireland Group plc   2,428,090
      6,001,034
  Israel - 1.2%    
427,671 Bank Hapoalim BM   3,671,827
233,412 Bank Leumi Le-Israel BM   1,678,216
108,917 Check Point Software Technologies Ltd.*   12,450,302
515,881 Israel Chemicals Ltd.   2,166,894
276,063 Israel Discount Bank Ltd. Class A   1,252,120
88,700 Ituran Location and Control Ltd.   2,260,076

 


 

Hartford Schroders International Multi-Cap Value Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
1 Mehadrin Ltd.* $ 26
300,449 Phoenix Holdings Ltd.   1,646,296
      25,125,757
  Italy - 1.1%    
75,790 ASTM S.p.A.   2,214,005
78,948 Banca IFIS S.p.A   1,251,791
26,502 Cembre S.p.A.   692,182
397,580 Eni S.p.A.   5,569,132
109,536 Immobiliare Grande Distribuzione SIIQ S.p.A. REIT   728,016
275,253 Italgas S.p.A.   1,829,671
227,208 Maire Tecnimont S.p.A.(1)   585,969
799,639 Mediaset S.p.A.*(1)   2,111,750
480,578 Mediobanca Banca di Credito Finanziario S.p.A.   4,794,051
626,278 Saras S.p.A   840,377
87,858 Societa Cattolica di Assicurazioni S.c.r.l.   694,771
149,124 UniCredit S.p.A.   1,991,894
      23,303,609
  Japan - 19.9%    
26,900 77 Bank Ltd.   407,589
107,800 ADEKA Corp.   1,557,874
107,500 Aida Engineering Ltd.   861,708
35,500 Aisin Seiki Co., Ltd.   1,181,796
26,000 Akatsuki, Inc.(1)   1,186,432
3,000 Akita Bank Ltd.   54,694
34,500 Arakawa Chemical Industries Ltd.   476,854
2,200 Arcland Sakamoto Co., Ltd.   24,190
54,300 Arisawa Manufacturing Co., Ltd.   486,555
75,400 Asahi Diamond Industrial Co., Ltd.   412,393
27,200 Asahi Yukizai Corp.   420,121
685,900 Astellas Pharma, Inc.   12,119,936
175,200 Ateam, Inc.   1,485,803
1,900 Atsugi Co., Ltd.   13,783
34,400 Awa Bank Ltd.   756,473
1,500 Bando Chemical Industries Ltd.   11,171
65,100 Belluna Co., Ltd.   369,892
25,700 Canon Electronics, Inc.   487,800
18,000 Central Glass Co., Ltd.   391,139
125,100 Central Japan Railway Co.   24,554,824
229,000 Chiba Bank Ltd.   1,241,770
85,700 Chugoku Bank Ltd.   812,377
428,100 Citizen Watch Co., Ltd.   2,069,618
73,400 CMK Corp.   346,280
690,600 Concordia Financial Group Ltd.   2,603,273
3,100 Corona Corp.   29,084
78,200 Daido Metal Co., Ltd.   484,012
18,200 Daido Steel Co., Ltd.   695,972
46,300 Daiho Corp.   1,150,351
46,900 Daiichi Kigenso Kagaku-Kogyo Co., Ltd.   395,264
146,600 Daikyonishikawa Corp.   1,000,686
1,800 Dainichi Co., Ltd.   11,372
26,900 Dainichiseika Color & Chemicals Manufacturing Co., Ltd.   714,435
660,800 Daiwa Securities Group, Inc.   3,341,845
52,200 Daiwabo Holdings Co., Ltd.   2,906,078
57,700 DIC Corp.   1,512,593
36,000 Eagle Industry Co., Ltd.   320,147
6,000 Eidai Co., Ltd.   19,004
61,600 Exedy Corp.   1,274,729
124,500 FCC Co., Ltd.   2,516,904
135,600 Ferrotec Holdings Corp.(1)   995,806
23,900 First Bank of Toyama Ltd.   67,307
46,400 Foster Electric Co., Ltd.   689,560
152,200 Fuji Media Holdings, Inc.   2,069,402
8,400 Fujikura Kasei Co., Ltd.   41,399
1,600 Fujishoji Co., Ltd.   14,442
1,100 FuKoKu Co., Ltd.(1)   7,266

 


 

Hartford Schroders International Multi-Cap Value Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
29,400 G-Tekt Corp. $ 422,186
53,800 Geo Holdings Corp.   611,485
34,600 Glory Ltd.   986,908
24,100 Goldcrest Co., Ltd.   414,284
30,800 GungHo Online Entertainment, Inc.   560,321
117,000 Gunma Bank Ltd.   376,081
237,400 Hachijuni Bank Ltd.   906,757
37,600 Hamakyorex Co., Ltd.   1,130,822
348,700 Haseko Corp.   4,546,331
226,500 Hazama Ando Corp.   1,853,295
37,400 Hirano Tecseed Co., Ltd.   563,676
135,400 Hitachi Ltd.   5,157,046
251,400 Honda Motor Co., Ltd.   6,429,651
127,700 Hosiden Corp.   1,399,689
29,000 Hosokawa Micron Corp.   1,330,389
10,500 Imasen Electric Industrial   85,172
60,000 Inaba Denki Sangyo Co., Ltd.   1,501,209
927,800 Inpex Corp.   8,660,241
18,900 Internet Initiative Japan, Inc.   533,746
503,700 Isuzu Motors Ltd.   4,934,975
231,900 ITOCHU Corp.   5,417,408
28,800 Iwatani Corp.   959,735
1,400 Iwatsu Electric Co., Ltd.   10,532
324,200 Iyo Bank Ltd.   1,673,074
3,900 Japan Foundation Engineering Co., Ltd.   13,978
86,100 Japan Petroleum Exploration Co., Ltd.   2,114,508
83,100 JDC Corp.   453,320
152,400 Kajima Corp.   1,933,403
42,900 Kaken Pharmaceutical Co., Ltd.   2,262,188
78,300 Kamigumi Co., Ltd.   1,673,084
91,000 Kanamoto Co., Ltd.   2,240,426
63,800 Kandenko Co., Ltd.   600,804
41,200 Kaneka Corp.   1,263,153
33,600 Kanematsu Corp.   430,803
50,600 Kasai Kogyo Co., Ltd.   375,044
717,800 KDDI Corp.   21,691,236
40,000 Keihin Corp.   935,019
131 Kenedix Office Investment Corp. REIT   1,052,270
4,700 Kondotec, Inc.   48,798
14,200 Krosaki Harima Corp.   842,331
52,700 Kureha Corp.   2,956,018
1,900 Kyodo Printing Co., Ltd.   51,664
31,200 Kyokuto Kaihatsu Kogyo Co., Ltd.   403,190
45,600 Kyudenko Corp.   1,316,039
72,300 Macromill, Inc.   661,786
36,700 Makino Milling Machine Co., Ltd.   1,372,823
151,600 Marubeni Corp.   1,089,339
31,800 Maxell Holdings Ltd.   417,441
253,100 Mazda Motor Corp.   2,124,469
730,000 Mitsubishi Chemical Holdings Corp.   5,275,689
159,000 Mitsubishi Corp.   4,076,063
284,500 Mitsubishi Gas Chemical Co., Inc.   4,307,313
1,500 Mitsubishi Research Institute, Inc.   59,942
665,700 Mitsubishi UFJ Financial Group, Inc.   3,418,114
22,200 Mitsuboshi Belting Ltd.   378,762
208,000 Mitsui & Co., Ltd.   3,699,407
134,300 Mitsui Chemicals, Inc.   2,949,394
35,700 Mitsui Matsushima Holdings Co., Ltd.   375,230
34,600 Mitsui Sugar Co., Ltd.   677,885
42,100 Mixi, Inc.   740,260
2,327,500 Mizuho Financial Group, Inc.   3,451,521
35,400 Mizuno Corp.   853,346
55,100 Modec, Inc.   1,215,481
3,900 Murakami Corp.   100,600
105,800 Musashi Seimitsu Industry Co., Ltd.   1,235,815
88,300 Nagase & Co., Ltd.   1,214,800

 


 

Hartford Schroders International Multi-Cap Value Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
2,600 Natoco Co., Ltd. $ 31,362
229,000 NHK Spring Co., Ltd.   1,843,791
21,900 Nichias Corp.   521,998
4,000 Nichireki Co., Ltd.   48,801
10,868 Nichirin Co., Ltd.   193,404
25,900 Nikkon Holdings Co., Ltd.   597,578
85,200 Nippon Carbon Co., Ltd.(1)   2,895,140
71,700 Nippon Electric Glass Co., Ltd.   1,385,104
969,500 Nippon Light Metal Holdings Co., Ltd.   1,849,850
31,900 Nippon Pillar Packing Co., Ltd.   424,110
26,600 Nippon Seiki Co., Ltd.   390,779
29,400 Nippon Shokubai Co., Ltd.   1,723,755
15,000 Nippon Soda Co., Ltd.   403,659
580,100 Nippon Telegraph & Telephone Corp.   14,790,830
122,400 Nippon Thompson Co., Ltd.   508,903
74,600 Nishimatsu Construction Co., Ltd.   1,654,622
53,300 Nishio Rent All Co., Ltd.   1,432,063
40,300 Nissin Kogyo Co., Ltd.   814,692
22,200 Nitta Corp.   621,231
205,600 NOK Corp.   2,738,306
12,400 Noritake Co. Ltd.   492,930
25,200 NS Solutions Corp.   757,012
618,000 NTT DOCOMO, Inc.   17,558,853
373,100 Obayashi Corp.   4,091,778
537,400 Oji Holdings Corp.   2,730,312
27,900 Okinawa Cellular Telephone Co.   1,121,722
20,600 Okura Industrial Co., Ltd.   329,762
78,800 Open House Co., Ltd.   2,094,770
49,800 Optorun Co., Ltd.(1)   1,303,299
139,400 ORIX Corp.   2,354,809
65,000 Osaki Electric Co., Ltd.   372,062
175,100 OSJB Holdings Corp.   431,980
238,100 Penta-Ocean Construction Co., Ltd.   1,406,301
36,000 Piolax, Inc.   636,702
198,500 Press Kogyo Co., Ltd.   653,412
159,600 Rengo Co., Ltd.   1,118,325
25,300 Ryobi Ltd.   409,756
26,100 Ryosan Co., Ltd.   603,626
46,900 San-In Godo Bank Ltd.   257,211
2,000 Sanko Metal Industrial Co., Ltd.   47,831
13,000 Sanyo Chemical Industries Ltd.   608,541
71,700 Sawai Pharmaceutical Co., Ltd.   4,659,464
18,600 SEC Carbon Ltd.(1)   1,420,075
321,900 Seino Holdings Co., Ltd.   4,114,583
256,500 Sekisui House Ltd.   5,515,302
13,500 Shibaura Mechatronics Corp.   456,452
14,600 Shibuya Corp.   405,261
18,800 Shiga Bank Ltd.   451,321
6,000 Shikoku Chemicals Corp.   67,611
310,900 Shimizu Corp.   3,188,849
10,200 Shindengen Electric Manufacturing Co., Ltd.   310,868
70,600 Shinnihon Corp.   587,733
23,400 Shinwa Co., Ltd.   470,516
228,900 Shionogi & Co., Ltd.   13,613,620
287,800 Shizuoka Bank Ltd.   2,020,459
50,800 Shizuoka Gas Co., Ltd.   408,841
154,800 Showa Corp.   3,194,628
210,600 Showa Denko KK   5,036,005
43,000 Sintokogio Ltd.   366,887
600 SK Kaken Co., Ltd.   261,917
29,500 SK-Electronics Co., Ltd.   493,136
327,100 SKY Perfect JSAT Holdings, Inc.   1,407,056
21,800 Starts Corp., Inc.   526,401
167,000 Sumitomo Corp.   2,484,069
595,800 Sumitomo Electric Industries Ltd.   7,942,981
115,500 Sumitomo Forestry Co., Ltd.   1,603,840

 


 

Hartford Schroders International Multi-Cap Value Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
87,700 Sumitomo Heavy Industries Ltd. $ 2,297,466
146,500 Sumitomo Mitsui Construction Co., Ltd.   823,985
130,300 Sumitomo Mitsui Financial Group, Inc.   4,581,268
33,600 Sumitomo Seika Chemicals Co., Ltd.   957,237
32,900 Tachi-S Co., Ltd.   383,144
55,300 Tadano Ltd.   466,223
19,000 Taihei Dengyo Kaisha Ltd.   395,948
106,300 Taisei Corp.   4,243,893
23,400 Takasago Thermal Engineering Co., Ltd.   406,367
46,800 Takeuchi Manufacturing Co., Ltd.   789,745
98,700 Tatsuta Electric Wire and Cable Co., Ltd.   519,734
107,100 Toagosei Co., Ltd.   1,197,445
33,000 Tobishima Corp.   417,538
577,200 Tokai Carbon Co., Ltd.(1)   5,216,608
41,700 Tokai Rika Co., Ltd.   708,698
135,600 Tokyo Broadcasting System Holdings, Inc.   2,345,260
174,300 Tokyu Construction Co., Ltd.   1,216,263
264,500 Toppan Printing Co., Ltd.   5,271,492
74,800 Topre Corp.   1,135,340
25,000 Torii Pharmaceutical Co., Ltd.   848,492
1,000 Toukei Computer Co., Ltd.   32,670
105,600 Toyo Construction Co., Ltd.   500,229
38,200 Toyo Ink SC Holdings Co., Ltd.   851,626
22,200 Toyo Kanetsu KK   442,730
79,400 Toyo Seikan Group Holdings Ltd.   1,343,258
38,400 Toyo Tanso Co., Ltd.   714,126
84,600 Toyota Boshoku Corp.   1,221,390
102,200 Toyota Tsusho Corp.   3,533,264
44,400 TPR Co., Ltd.   726,756
5,700 Trancom Co., Ltd.   404,693
75,800 TS Tech Co., Ltd.   2,083,163
34,400 Tsubakimoto Chain Co.   1,058,584
48,200 TV Asahi Holdings Corp.   919,390
20,200 Tv Tokyo Holdings Corp.   430,334
62,000 Ube Industries Ltd.   1,244,403
75,400 Unipres Corp.   961,724
54,700 UNITED, Inc.   586,984
3,100 Utoc Corp.   15,989
58,100 V Technology Co., Ltd.(1)   2,566,559
92,000 Wakita & Co., Ltd.   851,019
48,400 YAMABIKO Corp.   472,575
206,500 Yamaha Motor Co., Ltd.   3,832,148
52,900 Yokogawa Bridge Holdings Corp.   992,300
77,000 Yokohama Rubber Co., Ltd.   1,308,786
18,500 Yuasa Trading Co., Ltd.   593,546
54,500 Yurtec Corp.   326,939
54,200 Zeon Corp.   575,540
      405,481,490
  Luxembourg - 0.5%    
64,124 Orion Engineered Carbons S.A.   1,006,747
40,082 Reinet Investments SCA   855,086
133,877 RTL Group S.A.   6,083,071
8,034 Stabilus S.A.   488,075
36,200 Ternium S.A. ADR   757,666
      9,190,645
  Malaysia - 0.8%    
48,400 AFFIN Bank Bhd   21,673
396,800 AMMB Holdings Bhd   356,956
4,465,100 Astro Malaysia Holdings Bhd   1,301,568
709,400 BerMaz Auto Bhd   319,228
1,777,100 Genting Bhd   2,377,436
5,736,600 Hibiscus Petroleum Bhd*   1,180,588
380,000 Lingkaran Trans Kota Holdings Bhd   434,840
2,474,800 Petronas Chemicals Group Bhd   3,723,058
258,400 Petronas Gas Bhd   1,008,882

 


 

Hartford Schroders International Multi-Cap Value Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
525,500 Public Bank Bhd $ 2,376,386
1,604,200 RHB Bank Bhd   2,227,403
606,000 Uchi Technologies Bhd   390,395
239,400 Westports Holdings Bhd   230,754
      15,949,167
  Mexico - 0.4%    
705,000 Banco del Bajio S.A.(2)   1,164,460
365,201 Bolsa Mexicana de Valores S.A.B. de C.V.   850,213
1,328,259 Concentradora Fibra Danhos S.A. de C.V. REIT   2,045,584
658,100 Gentera S.A.B. de C.V.   745,328
1,043,300 Grupo Financiero Inbursa S.A.B. de C.V.   1,187,657
211,400 Grupo Herdez S.A.B. de C.V. Series *   421,334
511,100 Kimberly-Clark de Mexico S.A.B. de C.V. Class A*   1,057,336
50 Urbi Desarrollos Urbanos S.A.B. de C.V.*   3
      7,471,915
  Netherlands - 2.9%    
12,807 Aalberts N.V.   559,161
18,625 Aegon N.V.   75,429
26,903 Amsterdam Commodities N.V.   617,621
405,246 ASR Nederland N.V.   15,078,828
393,384 ING Groep N.V.   4,271,051
19,993 Koninklijke Volkerwessels N.V.   485,594
7,550 Nederland Apparatenfabriek   409,456
40,753 NIBC Holding N.V.(2)   373,010
185,779 NN Group N.V.   6,448,111
408,302 PostNL N.V.   755,089
7,760 Rhi Magnesita N.V.   332,200
626,467 Royal Dutch Shell plc Class A   16,434,032
337,314 Royal Dutch Shell plc Class B   8,863,465
96,633 Signify N.V.(2)   3,220,469
      57,923,516
  New Zealand - 0.1%    
266,025 Freightways Ltd.   1,475,455
712,970 Skellerup Holdings Ltd.   1,147,501
479,653 SKY Network Television Ltd.   213,933
      2,836,889
  Norway - 1.8%    
64,802 Austevoll Seafood ASA   631,802
2,552,432 DNO ASA   2,533,222
433,274 Equinor ASA   7,819,544
27,085 Fjordkraft Holding ASA(2)   186,104
921,450 Telenor ASA   16,651,567
311,474 TGS Nopec Geophysical Co. ASA   7,916,984
      35,739,223
  Peru - 0.2%    
19,800 Credicorp Ltd.   4,090,284
242,213 Hochschild Mining plc   538,168
      4,628,452
  Philippines - 0.0%    
373,000 Metropolitan Bank & Trust Co.   420,845
  Poland - 1.2%    
89,684 Grupa Lotos S.A.   1,779,822
84,638 KGHM Polska Miedz S.A.*   1,989,490
222,765 Polski Koncern Naftowy ORLEN S.A.   4,346,265
1,183,506 Polskie Gornictwo Naftowe i Gazownictwo S.A.   1,098,499
832,061 Powszechna Kasa Oszczednosci Bank Polski S.A.   7,332,871
691,697 Powszechny Zaklad Ubezpieczen S.A.   7,166,560
      23,713,507
  Portugal - 0.2%    
222,607 Altri SGPS S.A.   1,373,974
4,856,684 Banco Comercial Portugues S.A.   1,030,200

 


 

Hartford Schroders International Multi-Cap Value Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
143,631 Navigator Co. S.A.(1) $ 515,419
397,699 NOS SGPS S.A.   2,064,212
      4,983,805
  Russia - 1.8%    
336,999 Evraz plc   1,564,626
322,236 Gazprom PJSC ADR   2,258,757
98,972 Globaltrans Investment plc GDR   858,087
92,760 LUKOIL PJSC ADR   9,450,439
80,413 Magnitogorsk Iron & Steel Works PJSC GDR   738,191
126,097 MMC Norilsk Nickel PJSC ADR   4,067,889
104,035 PhosAgro PJSC GDR   1,320,204
178,091 Polymetal International plc   3,021,263
27,305 Polyus PJSC GDR   1,668,336
59,346 Severstal PJSC GDR   834,448
555,644 Surgutneftegas PJSC ADR   3,932,667
87,328 Tatneft PJSC ADR   6,277,137
      35,992,044
  Singapore - 3.4%    
31,600 China Yuchai International Ltd.   408,272
3,193,300 ComfortDelGro Corp. Ltd.   5,051,278
1,195,900 DBS Group Holdings Ltd.   22,029,727
1,041,200 Hi-P International Ltd.   970,858
1,400,000 IGG, Inc.(1)   973,761
121,600 Jardine Cycle & Carriage Ltd.   2,585,500
507,500 Oversea-Chinese Banking Corp. Ltd.   3,993,572
745,000 Sheng Siong Group Ltd.   671,515
4,667,000 Singapore Telecommunications Ltd.   11,227,025
925,200 United Overseas Bank Ltd.   17,256,948
790,100 UOL Group Ltd.   4,589,748
      69,758,204
  South Africa - 2.3%    
122,663 AECI Ltd.   848,347
113,183 African Rainbow Minerals Ltd.   1,267,711
10,524 Assore Ltd.   169,541
72,485 Astral Foods Ltd.   961,621
825,469 AVI Ltd.   4,257,008
268,724 Barloworld Ltd.   1,660,583
412,226 Harmony Gold Mining Co., Ltd. ADR*(1)   1,385,079
401,724 Impala Platinum Holdings Ltd.*   3,774,842
135,567 Kumba Iron Ore Ltd.   3,134,661
491,360 Momentum Metropolitan Holdings   654,448
4,022,713 Netcare Ltd.(1)   5,373,981
223,318 Reunert Ltd.   913,448
1,074,205 RMB Holdings Ltd.   5,258,795
896,837 Sanlam Ltd.   4,391,429
376,280 Sibanye Gold Ltd.*   969,156
417,995 Standard Bank Group Ltd.   4,360,006
200,209 Truworths International Ltd.   588,281
850,649 Vodacom Group Ltd.   6,612,286
      46,581,223
  South Korea - 3.6%    
30,450 Asia Paper Manufacturing Co., Ltd.   880,296
131,840 BH Co., Ltd.*   2,283,781
6,898 CJ ENM Co., Ltd.   788,983
4,438 Com2uSCorp   374,615
81,891 Daeduck Electronics Co.   618,137
33,811 Daelim Industrial Co., Ltd.   2,271,872
110,034 DB HiTek Co., Ltd.   2,463,718
23,015 ENF Technology Co., Ltd.   531,392
9,400 Gravity Co., Ltd. ADR(1)   309,730
6,878 GS Home Shopping, Inc.   749,560
138,428 Hana Financial Group, Inc.   3,825,541
18,238 Handsome Co., Ltd.   416,419

 


 

Hartford Schroders International Multi-Cap Value Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
50,393 Hankook Tire & Technology Co., Ltd. $ 1,202,518
31,319 Hanyang Eng Co., Ltd.   306,047
27,797 Hyundai Department Store Co., Ltd.   1,804,279
35,233 Hyundai Greenfood Co., Ltd.   302,674
21,458 Hyundai Mobis Co., Ltd.   4,103,275
70,754 ICD Co., Ltd.   910,517
30,973 INTOPS Co., Ltd.   284,166
115,243 KB Financial Group, Inc.   4,239,259
44,474 KC Tech Co., Ltd.   752,558
67,782 Kginicis Co., Ltd.   996,754
90,759 Kia Motors Corp.   3,086,968
26,466 Kolmar Korea Holdings Co., Ltd.   466,430
29,278 Korea Autoglass Corp.   365,901
31,466 Kortek Corp.   314,822
59,066 KT Skylife Co., Ltd.   428,220
71,834 KT&G Corp.   5,708,192
13,393 Kumho Petrochemical Co., Ltd.   725,127
78,362 LG Corp.   4,622,099
10,897 Lotte Chemical Corp.   1,709,235
46,070 LOTTE Fine Chemical Co., Ltd.   1,490,856
15,931 Mcnex Co., Ltd.   462,359
150,677 Mirae Asset Life Insurance Co., Ltd.   528,116
95,756 Moorim P&P Co., Ltd.   310,226
40,861 Partron Co., Ltd.   376,081
5,887 POSCO   1,066,539
200,682 Power Logics Co., Ltd.*   1,476,131
36,315 Sammok S-Form Co., Ltd.   233,898
153,757 Samsung Electronics Co., Ltd.   7,124,021
90,445 Samsung Engineering Co., Ltd.*   1,286,750
244,969 Seohan Co., Ltd.   218,279
634,176 Seohee Construction Co., Ltd.   570,676
12,783 SFA Engineering Corp.   431,959
13,569 Shindaeyang Paper Co., Ltd.   722,621
141,474 Shinhan Financial Group Co., Ltd.   4,616,768
24,799 Songwon Industrial Co., Ltd.   269,567
48,632 Soulbrain Co., Ltd.   3,952,036
16,337 Spigen Korea Co., Ltd.   709,710
304 Taekwang Industrial Co., Ltd.   236,704
      73,926,382
  Spain - 1.9%    
48,410 Aena SME S.A.(2)   8,959,727
119,821 Atresmedia Corp. de Medios de Comunicacion S.A.   406,370
665,056 Banco Bilbao Vizcaya Argentaria S.A.   3,442,724
28,328 CIE Automotive S.A.   621,630
305,678 Mediaset Espana Comunicacion S.A.   1,673,619
280,716 Prosegur Cash S.A.(2)   478,131
860,033 Red Electrica Corp. S.A.   17,206,033
427,920 Repsol S.A.   5,889,365
64,915 Talgo S.A.*(2)   429,174
      39,106,773
  Sweden - 1.0%    
71,824 Boliden AB   1,705,117
57,123 Bure Equity AB   1,271,922
255,492 Hexpol AB   2,303,243
203,583 Industrivarden AB Class C(1)   4,798,774
86,633 Securitas AB Class B   1,363,549
137,302 SKF AB Class B   2,513,261
68,629 Swedish Orphan Biovitrum AB*   1,221,500
111,733 Tethys Oil AB   930,905
289,617 Volvo AB Class B   4,950,634
      21,058,905
  Switzerland - 4.7%    
320,053 Credit Suisse Group AG*   4,047,053
60,844 Flughafen Zurich AG   10,570,610

 


 

Hartford Schroders International Multi-Cap Value Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
301,780 Novartis AG $ 28,508,582
148 Plazza AG Class A   45,194
78,727 Roche Holding AG   26,410,417
17,111 Swisscom AG   9,388,178
429,030 UBS Group AG*   5,328,387
27,148 Zurich Insurance Group AG   11,269,613
      95,568,034
  Taiwan - 4.6%    
685,000 Ardentec Corp.   611,714
1,343,000 Asia Cement Corp.   1,997,615
555,000 Catcher Technology Co., Ltd.   4,395,096
1,090,000 Cathay Financial Holding Co., Ltd.   1,458,932
178,000 Chenbro Micom Co., Ltd.   672,241
281,000 Chia Chang Co., Ltd.   359,266
176,000 Chicony Electronics Co., Ltd.   500,460
250,400 China Motor Corp.   308,978
952,000 Chipbond Technology Corp.   1,876,949
97,000 Cleanaway Co., Ltd.   507,332
389,000 Coretronic Corp.   466,537
99,000 Egis Technology, Inc.   642,217
1,002,000 Elan Microelectronics Corp.   2,814,864
1,089,000 Epistar Corp.*   1,215,579
1,001,000 FIT Hon Teng Ltd.(2)   307,489
399,000 Formosa Sumco Technology Corp.   1,449,090
320,000 Foxconn Technology Co., Ltd.   635,100
479,000 Fusheng Precision Co., Ltd.   2,973,333
1,133,000 Gamania Digital Entertainment Co., Ltd.   2,083,988
457,000 Globalwafers Co., Ltd.   5,894,905
566,000 Greatek Electronics, Inc.   873,691
1,626,829 Hannstar Board Corp.   1,995,315
1,832,000 HannStar Display Corp.   450,468
426,000 Holtek Semiconductor, Inc.   918,133
482,000 Hon Hai Precision Industry Co., Ltd.   1,310,561
548,000 HTC Corp.   613,901
404,940 Innodisk Corp.   2,333,815
211,000 ITE Technology, Inc.   285,673
399,000 Kinsus Interconnect Technology Corp.   613,160
88,000 Kung Long Batteries Industrial Co., Ltd.   440,114
2,619,000 Lite-On Technology Corp.   4,057,364
74,000 Lotes Co., Ltd.   758,881
58,500 Lumax International Corp. Ltd.   145,966
78,000 Machvision, Inc.   983,906
2,316,000 Macronix International   2,846,482
253,000 Mirle Automation Corp.   304,202
744,050 Mitac Holdings Corp.   708,042
54,000 momo.com, Inc.   542,152
333,000 Nichidenbo Corp.   518,853
388,000 Novatek Microelectronics Corp.   2,735,852
321,000 Polytronics Technology Corp.   664,936
546,000 Powertech Technology, Inc.   1,934,474
1,098,000 Radiant Opto-Electronics Corp.   3,767,677
337,000 Realtek Semiconductor Corp.   2,707,631
362,000 SCI Pharmtech, Inc.   1,168,092
118,000 Shinkong Insurance Co., Ltd.   151,932
1,063,000 Sigurd Microelectronics Corp.   1,197,873
62,000 Simplo Technology Co., Ltd.   658,810
1,335,000 Sino-American Silicon Products, Inc.   4,265,025
25,600 Sirtec International Co., Ltd.   23,738
158,000 Sitronix Technology Corp.   808,070
220,000 Standard Foods Corp.   503,956
155,000 Swancor Holding Co., Ltd.   396,353
591,000 Synnex Technology International Corp.   729,339
354,000 Taiwan PCB Techvest Co., Ltd.   384,778
694,000 Taiwan Secom Co., Ltd.   2,040,028
764,000 Taiwan Styrene Monomer   486,082

 


 

Hartford Schroders International Multi-Cap Value Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
174,000 Taiwan Union Technology Corp. $ 713,821
823,000 Test Research, Inc.   1,475,723
343,000 Thinking Electronic Industrial Co., Ltd.   990,330
110,000 Topco Scientific Co., Ltd.   393,260
520,000 TPK Holding Co., Ltd.*   806,523
199,000 Transcend Information, Inc.   533,583
1,065,000 Tripod Technology Corp.   3,907,790
49,500 TSC Auto ID Technology Co., Ltd.   358,727
626,000 Unitech Printed Circuit Board Corp.   605,640
320,000 United Integrated Services Co., Ltd.   1,970,121
10,288,000 United Microelectronics Corp.   5,022,135
1,143,000 Walton Advanced Engineering, Inc.   415,283
132,000 Zippy Technology Corp.   156,212
      93,846,158
  Thailand - 1.3%    
1,238,200 Bangkok Bank PCL NVDR   5,680,708
1,292,200 Kasikornbank PCL NVDR   5,780,433
3,865,800 Krung Thai Bank PCL NVDR   1,989,112
1,406,400 PTT Exploration & Production PCL NVDR   5,565,607
1,349,200 Siam Commercial Bank PCL NVDR   4,208,880
5,656,700 TTW PCL NVDR   2,522,558
      25,747,298
  Turkey - 0.6%    
336,191 Aygaz AS   742,703
3,246,069 Dogan Sirketler Grubu Holding AS   1,104,682
4,983 EGE Endustri VE Ticaret AS   560,815
1,270,975 Enka Insaat ve Sanayi AS   1,497,201
570,914 Eregli Demir ve Celik Fabrikalari T.A.S.   886,735
41,942 Ford Otomotiv Sanayi AS   525,172
499,019 Iskenderun Demir ve Celik AS   648,276
600,733 Tekfen Holding AS   1,929,869
91,308 Tofas Turk Otomobil Fabrikasi AS   402,673
736,891 Trakya Cam Sanayii AS   495,800
1,523,734 Turkcell Iletisim Hizmetleri AS   3,584,758
64,339 Vestel Beyaz Esya Sanayi ve Ticaret AS   265,418
      12,644,102
  United Kingdom - 11.8%    
222,659 Anglo American plc   5,810,085
411,793 Ashmore Group plc   2,945,228
1,496,285 Aviva plc   7,841,266
307,691 Babcock International Group plc   2,392,329
2,090,368 Barclays plc   4,616,189
314,198 Barratt Developments plc   3,326,581
134,982 Bellway plc   7,103,012
219,800 BHP Group plc   4,784,298
410,896 Britvic plc   5,013,512
868,886 BT Group plc   1,846,338
330,700 Bunzl plc   8,565,216
162,719 Card Factory plc   190,375
146,608 Clinigen Healthcare Ltd.*   1,875,944
495,184 Countryside Properties plc(2)   3,190,985
318,469 Crest Nicholson Holdings plc   2,099,211
122,222 Dialog Semiconductor plc*   5,368,828
892,093 Direct Line Insurance Group plc   3,973,256
101,302 Fiat Chrysler Automobiles N.V.   1,319,683
646,592 Forterra plc(2)   2,809,083
83,239 Gamesys Group plc*   814,909
1,183,522 GlaxoSmithKline plc   27,788,398
802,620 Gulf Keystone Petroleum Ltd.   1,967,099
242,925 Headlam Group plc   1,677,692
2,150,079 HSBC Holdings plc   15,624,165
115,910 Hunting plc   467,963
235,777 Ibstock plc(2)   904,600
254,486 IG Group Holdings plc   2,230,691

 


 

Hartford Schroders International Multi-Cap Value Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
512,415 IMI plc $ 7,448,336
25,223 Imperial Brands plc   646,774
2,520,147 Indivior plc*   1,262,255
4,028,559 ITV plc   7,177,317
136,732 John Laing Group plc(2)   639,539
2,216,612 Legal & General Group plc   8,914,999
502,479 Mondi plc   10,223,821
498,049 Moneysupermarket.com Group plc   2,137,900
67,663 Next Fifteen Communications Group plc   452,106
73,355 Next plc   6,666,461
110,957 Norcros plc   421,974
32,281 PayPoint plc   425,844
178,131 Persimmon plc   7,171,215
99,667 Petrofac Ltd.   458,465
173,370 Pharos Energy plc   104,165
289,222 Prudential plc   5,142,474
223,452 Redrow plc   2,345,793
213,727 Rio Tinto plc   11,428,883
1,516,262 Royal Bank of Scotland Group plc   4,342,883
678,075 Royal Mail plc   1,772,411
268,521 Serica Energy plc*   409,897
710,199 Standard Chartered plc   5,905,616
215,977 Subsea 7 S.A.   2,309,010
334,364 Synthomer plc   1,491,480
419,605 Tate & Lyle plc   4,386,342
2,176,620 Taylor Wimpey plc   6,182,461
407,099 TI Fluid Systems plc(2)   1,273,527
79,705 Unilever plc   4,754,509
106,235 Vesuvius plc   610,232
171,949 Vistry Group plc   3,133,409
287,820 WPP plc   3,578,624
      239,765,658
  United States - 0.1%    
393,300 Argonaut Gold, Inc.*   528,996
816,163 Diversified Gas & Oil plc   972,124
1,212,000 Nexteer Automotive Group Ltd.   891,032
      2,392,152
  Total Common Stocks    
  (cost $1,994,130,700) $ 2,000,497,563
Preferred Stocks - 1.4%      
  Brazil - 0.2%    
262,200 Banco do Estado do Rio Grande do Sul S.A. Class B, 4.34%   1,230,000
652,701 Cia de Saneamento do Parana   3,037,485
      4,267,485
  Germany - 1.2%    
163,410 Henkel AG & Co. KGaA   16,619,194
80,310 Porsche Automobil Holding SE   5,415,374
181,124 Schaeffler AG, 4.39%   1,806,920
      23,841,488
  Total Preferred Stocks    
  (cost $27,414,116) $ 28,108,973
  Total Long-Term Investments    
  (cost $2,021,544,816) $ 2,028,606,536
Short-Term Investments - 0.9%    
  Securities Lending Collateral - 0.9%    
948,418 Citibank NA DDCA, 1.58%, 2/3/2020(4)   948,418
  Fidelity Investments Money Market Funds, Government Portfolio,    
4,424,864 Institutional Class, 1.50%(4)   4,424,864
  Goldman Sachs Financial Square Funds, Government Fund, Institutional    
3,738,781 Class, 1.72%(4)   3,738,781
1,359,847 JPMorgan Prime Money Market Fund, 1.69%(4)   1,359,847

 


 

Hartford Schroders International Multi-Cap Value Fund          
 
Schedule of Investments – (continued)          
January 31, 2020 (Unaudited)          
 
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional          
3,569,488 Class, 1.71%(4)   $   3,569,488  
  State Street Institutional Liquid Reserves Fund, Institutional Class,          
4,928,368 1.71 %(4)     4,928,368  
          18,969,766  
  Total Short-Term Investments          
  (cost $18,969,766)   $   18,969,766  
  Total Investments          
  (cost $2,040,514,582)   100.7 % $ 2,047,576,302  
  Other Assets & Liabilities   (0.7 )% (14,994,384 )
  Total Net Assets   100.0 % $ 2,032,581,918  

 

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. These classifications are used for financial reporting purposes.

*      Non-income producing.
(1)      Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.
(2)      Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2020, the aggregate value of these securities was $31,247,877, representing 1.5% of net assets.
(3)      This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2020, the aggregate fair value of this security was $27,026, 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.
(5)      Investment valued using significant unobservable inputs.
    Foreign Currency Contracts Outstanding at January 31, 2020          
Amount and Description Amount and Description              
of Currency to be of Currency to be   Settlement          
Purchased   Sold   Counterparty Date   Appreciation   Depreciation  
1,627,600 GBP 2,126,857 USD CBK 02/19/20 $ 23,441 $  
29,524,496 USD 22,487,800 GBP CBK 02/19/20     (185,186 )
Total           $ 23,441 $ (185,186 )

 

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:  
CBK Citibank NA
 

Currency Abbreviations:

GBP USD

Other Abbreviations:

ADR

DDCA EM GDR

British Pound United States Dollar

American Depositary Receipt

Dollars on Deposit in Custody Account Emerging Markets Global Depositary Receipt

 


 

Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued) January 31, 2020 (Unaudited)

NVDR PJSC PT REIT

Non-Voting Depositary Receipt Private Joint Stock Company Perseroan Terbatas Real Estate Investment Trust

 


 

Hartford Schroders International Multi-Cap Value Fund

Schedule of Investments – (continued) January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description   Total Level 1   Level 2 Level 3(1)  
Assets                        
Common Stocks                        
Australia   $ 64,205,179   $ 43,612 $   64,161,567   $
Austria     21,803,654     287,008     21,516,646    
Belgium     26,971,985     983,270     25,988,715    
Brazil     4,399,712     4,399,712        
Canada     83,858,416     83,858,416        
Chile     3,683,368     3,551,961     131,407    
China     103,144,980     9,407,793     93,710,161     27,026
Czech Republic     1,293,195         1,293,195    
Denmark     6,432,786     6,432,786        
Finland     13,411,169     2,189,124     11,222,045    
France     160,814,221     12,081,236   148,732,985    
Georgia     1,122,599     1,122,599        
Germany     27,193,932     4,735,437     22,458,495    
Greece     1,584,012     465,997     1,118,015    
Hong Kong     75,612,490         75,612,490    
Hungary     3,022,654     1,092,974     1,929,680    
India     13,288,922     13,288,922        
Indonesia     9,497,502     477,109     9,020,393    
Ireland     6,001,034         6,001,034    
Israel     25,125,757     14,710,378     10,415,379    
Italy     23,303,609     2,906,187     20,397,422    
Japan     405,481,490     1,893,658   403,587,832    
Luxembourg     9,190,645     1,764,413     7,426,232    
Malaysia     15,949,167     3,857,434     12,091,733    
Mexico     7,471,915     7,471,915        
Netherlands     57,923,516     2,599,960     55,323,556    
New Zealand     2,836,889     213,933     2,622,956    
Norway     35,739,223     186,104     35,553,119    
Peru     4,628,452     4,090,284     538,168    
Philippines     420,845     420,845        
Poland     23,713,507         23,713,507    
Portugal     4,983,805         4,983,805    
Russia     35,992,044     18,274,806     17,717,238    
Singapore     69,758,204     1,079,787     68,678,417    
South Africa     46,581,223     14,982,213     31,599,010    
South Korea     73,926,382     4,931,829     68,994,553    
Spain     39,106,773     406,370     38,700,403    
Sweden     21,058,905         21,058,905    
Switzerland     95,568,034         95,568,034    
Taiwan     93,846,158     5,579,314     88,266,844    
Thailand     25,747,298     2,522,558     23,224,740    
Turkey     12,644,102     1,497,201     11,146,901    
United Kingdom     239,765,658     42,123,164   197,642,494    
United States     2,392,152     1,501,120     891,032    
Preferred Stocks     28,108,973     4,267,485     23,841,488    
Short-Term Investments     18,969,766     18,969,766        
Foreign Currency Contracts(2)     23,441         23,441    
 
Total $ 2,047,599,743   $ 300,668,680 $ 1,746,904,037   $ 27,026
Liabilities                        
Foreign Currency Contracts(2)   $ (185,186 ) $ $   (185,186 ) $
Total   $ (185,186 ) $ $   (185,186 ) $

 

(1) For the period ended January 31, 2020,there were no transfers in and out of Level 3.

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2020 is not presented.


 

Hartford Schroders International Stock Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 96.7%    
  Argentina - 1.8%    
12,911 MercadoLibre, Inc.* $ 8,559,993
  Austria - 1.6%    
207,469 Erste Group Bank AG*   7,617,712
  Brazil - 2.7%    
563,137 B3 S.A. - Brasil Bolsa Balcao   6,338,020
229,475 Raia Drogasil S.A.   6,656,093
      12,994,113
  China - 6.3%    
74,036 Alibaba Group Holding Ltd. ADR*   15,295,097
319,900 Tencent Holdings Ltd.   15,256,086
      30,551,183
  Denmark - 1.7%    
84,752 Vestas Wind Systems A/S(1)   8,413,113
  France - 6.4%    
54,510 EssilorLuxottica S.A.   8,070,669
98,826 Schneider Electric SE   9,855,568
270,130 Total S.A.   13,152,817
      31,079,054
  Germany - 14.3%    
24,124 adidas AG   7,625,935
104,076 Bayerische Motoren Werke AG   7,413,484
51,875 Continental AG   5,919,827
221,737 Deutsche Wohnen SE   9,381,735
255,629 GEA Group AG   7,654,228
417,244 Infineon Technologies AG   8,963,629
85,565 Knorr-Bremse AG   9,348,187
97,469 SAP SE   12,693,498
      69,000,523
  Hong Kong - 3.9%    
1,313,800 AIA Group Ltd.   13,018,373
182,500 Hong Kong Exchanges & Clearing Ltd.   5,996,481
      19,014,854
  India - 1.7%    
490,936 HDFC Bank Ltd.   8,409,327
  Japan - 9.2%    
23,400 Nintendo Co., Ltd.   8,607,821
263,000 Recruit Holdings Co., Ltd.   10,250,760
15,800 SMC Corp.   6,820,372
131,200 Sony Corp.   9,174,401
257,600 Takeda Pharmaceutical Co., Ltd.   9,892,711
      44,746,065
  Netherlands - 3.7%    
36,335 ASML Holding N.V.   10,196,946
169,615 Koninklijke Philips N.V.   7,767,931
      17,964,877
  New Zealand - 1.6%    
140,570 Xero Ltd.*   7,923,613
  Norway - 2.9%    
477,685 DNB ASA   8,351,161
1,798,005 Norsk Hydro ASA   5,619,385
      13,970,546
  Singapore - 1.7%    
1,024,400 Oversea-Chinese Banking Corp. Ltd.   8,061,113
  South Korea - 3.1%    
320,632 Samsung Electronics Co., Ltd.   14,855,839

 


 

Hartford Schroders International Stock Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
  Spain - 3.6%    
1,465,667 Banco Bilbao Vizcaya Argentaria S.A. $ 7,587,161
916,595 Iberdrola S.A.   10,028,776
      17,615,937
  Switzerland - 12.5%    
115,784 Cie Financiere Richemont S.A.   8,408,549
21,914 Lonza Group AG   8,999,855
143,002 Nestle S.A.   15,772,062
55,821 Roche Holding AG   18,726,179
32,485 Schindler Holding AG   8,391,049
      60,297,694
  Taiwan - 2.5%    
1,161,000 Taiwan Semiconductor Manufacturing Co., Ltd.   11,974,790
  United Kingdom - 14.1%    
354,910 BHP Group plc   7,725,184
291,335 Bunzl plc   7,545,652
281,868 Burberry Group plc   7,227,209
269,815 Diageo plc   10,669,322
558,419 GlaxoSmithKline plc   13,111,349
10,223,534 Lloyds Banking Group plc   7,632,216
324,101 Ocado Group plc*   5,225,700
149,821 Whitbread plc   8,831,774
      67,968,406
  United States - 1.4%    
3,607 Booking Holdings, Inc.*   6,602,794
  Total Common Stocks    
  (cost $406,694,207) $ 467,621,546
Short-Term Investments - 4.1%    
  Other Investment Pools & Funds - 3.7%    
  Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio,    
17,699,799 Institutional Class, 1.43%(2)   17,699,799
  Securities Lending Collateral - 0.4%    
98,617 Citibank NA DDCA, 1.58%, 2/3/2020(2)   98,617
  Fidelity Investments Money Market Funds, Government Portfolio,    
460,099 Institutional Class, 1.50%(2)   460,099
  Goldman Sachs Financial Square Funds, Government Fund, Institutional    
388,760 Class, 1.72%(2)   388,760
141,397 JPMorgan Prime Money Market Fund, 1.69%(2)   141,397
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional    
371,157 Class, 1.71%(2)   371,157
  State Street Institutional Liquid Reserves Fund, Institutional Class,    
512,453 1.71%(2)   512,453
      1,972,483
  Total Short-Term Investments    
  (cost $19,672,282) $ 19,672,282

 


 

Hartford Schroders International Stock Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

Total Investments        
(cost $426,366,489) 100.8 % $ 487,293,828  
Other Assets and Liabilities (0.8 )% (3,794,826 )
Total Net Assets 100.0 % $ 483,499,002  

 

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. These classifications are used for financial reporting purposes.

*      Non-income producing.
(1)      Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.
(2)      Current yield as of period end.
      For information regarding the Fund's significant accounting policies, please refer to the Fund's most recent shareholder report.

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:  
ADR American Depositary Receipt
DDCA Dollars on Deposit in Custody Account

 


 

Hartford Schroders International Stock Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total   Level 1     Level 2 Level 3(1)  
Assets                  
Common Stocks                  
Argentina $ 8,559,993 $ 8,559,993   $ $
Austria   7,617,712       7,617,712  
Brazil   12,994,113   12,994,113      
China   30,551,183   15,295,097     15,256,086  
Denmark   8,413,113       8,413,113  
France   31,079,054       31,079,054  
Germany   69,000,523   9,348,187     59,652,336  
Hong Kong   19,014,854       19,014,854  
India   8,409,327       8,409,327  
Japan   44,746,065       44,746,065  
Netherlands   17,964,877       17,964,877  
New Zealand   7,923,613       7,923,613  
Norway   13,970,546       13,970,546  
Singapore   8,061,113       8,061,113  
South Korea   14,855,839       14,855,839  
Spain   17,615,937       17,615,937  
Switzerland   60,297,694       60,297,694  
Taiwan   11,974,790       11,974,790  
United Kingdom   67,968,406       67,968,406  
United States   6,602,794   6,602,794      
Short-Term Investments   19,672,282   19,672,282      
 
Total $ 487,293,828 $ 72,472,466 $ 414,821,362 $
 
(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.          

 


 

Hartford Schroders Securitized Income Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
 
Shares or Principal Amount   Market Value
Asset & Commercial Mortgage Backed Securities - 109.8%    
    Asset-Backed - Finance & Insurance - 18.2%    
    Carlyle Global Market Strategies CLO Ltd.    
$ 1,500,000 2.71%, 01/18/2029, 3 mo. USD LIBOR + 0.890%(1)(2)(7) $ 1,500,324
    CLI Funding VI LLC    
  1,362,278 3.71%, 05/18/2044(1)   1,401,627
    Countrywide Asset-Backed Certificates    
  648,713 5.71%, 05/25/2036(3)   661,740
    Madison Park Funding Ltd.    
  1,000,000 2.58%, 04/15/2029, 3 mo. USD LIBOR + 0.750%(1)(2)(7)   996,802
    Preston Ridge Partners Mortgage Trust LLC    
  699,193 3.35%, 07/25/2024(1)(4)   701,105
    SpringCastle Funding Asset-Backed Notes    
  1,245,224 3.20%, 05/27/2036(1)   1,259,838
    Towd Point Mortgage Trust    
  1,400,000 4.25%, 10/25/2058(1)(3)   1,439,122
  919,000 4.40%, 11/25/2058(1)(3)   949,952
  1,053,000 4.50%, 11/25/2058(1)(3)   1,094,588
  1,000,000 5.00%, 11/25/2058(1)(3)   1,052,428
    Treman Park CLO Ltd.    
  725,000 2.89%, 10/20/2028, 3 mo. USD LIBOR + 1.070%(1)(2)(7)   725,141
    Triton Container Finance VI LLC    
  446,523 3.52%, 06/20/2042(1)   452,282
        12,234,949
    Asset-Backed - Home Equity - 8.9%    
    CWHEQ Revolving Home Equity Loan Resuritization Trust    
  903,426 1.82%, 07/15/2036, 1 mo. USD LIBOR + 0.140%(2)   876,204
  686,414 1.87%, 11/15/2035, 1 mo. USD LIBOR + 0.190%(1)(2)   622,942
    CWHEQ Revolving Home Equity Loan Trust    
  695,309 1.86%, 05/15/2036, 1 mo. USD LIBOR + 0.180%(2)   685,346
    Home Equity Loan Trust    
  304,372 1.79%, 05/25/2036, 1 mo. USD LIBOR + 0.130%(2)   297,233
    Master Asset Backed Securities Trust    
  1,235,594 1.96%, 05/25/2037, 1 mo. USD LIBOR + 0.300%(1)(2)   1,163,156
  1,227,208 2.16%, 11/25/2035, 1 mo. USD LIBOR + 0.500%(2)   882,591
    Morgan Stanley Home Equity Loan Trust    
  852,007 1.94%, 02/25/2036, 1 mo. USD LIBOR + 0.280%(2)   848,660
    Option One Mortgage Loan Trust    
  561,285 5.86%, 01/25/2037(4)   568,014
        5,944,146
    Asset-Backed - Student Loan - 1.5%    
    Income Contingent Student Loan    
GBP 763,490 1.86%, 07/24/2058, 12 mo. GBP LIBOR + 1.000%(2)   1,008,816
    Commercial Mortgage - Backed Securities - 30.4%    
    Bayview Commercial Asset Trust    
$ 664,793 4.16%, 04/25/2038, 1 mo. USD LIBOR + 2.500%(1)(2)   691,315
    Benchmark Mortgage Trust    
  990,000 4.23%, 01/15/2052   1,148,619
    BF NYT Mortgage Trust    
  1,000,000 2.88%, 11/15/2035, 1 mo. USD LIBOR + 1.200%(1)(2)   1,003,438
    BX Commercial Mortgage Trust    
  678,000 3.13%, 10/15/2036, 1 mo. USD LIBOR + 1.450%(1)(2)   680,721
  700,000 3.38%, 11/15/2035, 1 mo. USD LIBOR + 1.170%(1)(2)   702,415
  648,000 3.63%, 03/15/2037, 1 mo. USD LIBOR + 1.951%(1)(2)   649,821
    BX Trust    
  1,015,000 3.45%, 05/15/2030, 1 mo. USD LIBOR + 1.770%(1)(2)   1,016,259
    CAMB Commercial Mortgage Trust    
  1,000,000 4.23%, 12/15/2037, 1 mo. USD LIBOR + 2.550%(1)(2)   1,006,905
    Citigroup Commercial Mortgage Trust    
  500,000 2.83%, 12/15/2036, 1 mo. USD LIBOR + 1.150%(1)(2)   499,692
  1,000,000 3.64%, 05/10/2035(1)(3)   1,022,522
  500,000 4.48%, 12/15/2036, 1 mo. USD LIBOR + 2.800%(1)(2)   500,462

 


 

Hartford Schroders Securitized Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    COMM Mortgage Trust    
$ 280,000 3.68%, 06/15/2034, 1 mo. USD LIBOR + 2.000%(1)(2) $ 279,558
  536,000 3.88%, 10/15/2036, 1 mo. USD LIBOR + 2.200%(1)(2)   536,660
  252,000 4.07%, 06/15/2034, 1 mo. USD LIBOR + 2.394%(1)(2)   251,133
    Core Trust    
  1,000,000 2.56%, 12/15/2031, 1 mo. USD LIBOR + 0.880%(1)(2)   999,999
  835,000 3.58%, 12/15/2031, 1 mo. USD LIBOR + 1.900%(1)(2)   835,523
    Credit Suisse Mortgage Capital Certificates    
  1,708,000 3.83%, 05/15/2036, 1 mo. USD LIBOR + 2.150%(1)(2)   1,716,254
    GS Mortgage Securities Corp. Trust    
  1,000,000 2.63%, 07/15/2035, 1 mo. USD LIBOR + 0.950%(1)(2)   1,001,027
    HPLY Trust    
  931,460 4.03%, 11/15/2036, 1 mo. USD LIBOR + 2.350%(1)(2)   934,964
    Morgan Stanley Capital Trust    
  1,000,000 2.58%, 07/15/2035, 1 mo. USD LIBOR + 0.900%(1)(2)   998,119
  782,000 2.68%, 05/15/2036, 1 mo. USD LIBOR + 1.000%(1)(2)   781,999
  528,000 3.33%, 08/15/2033, 1 mo. USD LIBOR + 1.650%(1)(2)   528,001
  900,000 3.92%, 12/15/2036, 1 mo. USD LIBOR + 2.244%(1)(2)   898,708
  250,000 4.23%, 07/15/2035, 1 mo. USD LIBOR + 2.550%(1)(2)   250,782
    MSSG Trust    
  1,413,000 3.87%, 09/13/2039(1)   1,470,253
        20,405,149
    Other ABS - 25.7%    
    American Home Mortgage Investment Trust    
  1,045,232 2.14%, 02/25/2032, 1 mo. USD LIBOR + 0.480%(1)(2)   1,009,354
    BlueMountain CLO Ltd.    
  1,000,000 3.05%, 01/20/2029, 3 mo. USD LIBOR + 1.230%(1)(2)(7)   1,001,281
    CBAM Ltd.    
  1,750,000 3.02%, 01/15/2031, 3 mo. USD LIBOR + 1.270%(1)(2)(7)   1,752,795
    CIFC Funding Ltd.    
  1,500,000 2.62%, 01/20/2028, 3 mo. USD LIBOR + 0.800%(1)(2)(7)   1,499,992
    CWABS Revolving Home Equity Loan Trust    
  838,947 1.97%, 02/15/2034, 1 mo. USD LIBOR + 0.290%(2)   836,706
  703,857 1.98%, 02/15/2034, 1 mo. USD LIBOR + 0.300%(2)   700,044
    CWHEQ Revolving Home Equity Loan Trust    
  885,362 1.82%, 01/15/2037, 1 mo. USD LIBOR + 0.140%(2)   849,720
    JP Morgan Mortgage Acquisition Trust    
  750,000 4.88%, 11/25/2036(4)   804,284
    LCM XIII L.P.    
  3,000,000 2.96%, 07/19/2027, 3 mo. USD LIBOR + 1.140%(1)(2)(7)   3,000,579
    LCM XXIII Ltd.    
  1,000,000 1.00%, 01/20/2030, 3 mo. USD LIBOR + 1.070%(1)(2)   1,000,000
  1,000,000 3.22%, 10/20/2029, 3 mo. USD LIBOR + 1.400%(1)(2)(7)   1,004,236
    MP CLO VIII Ltd.    
  1,584,439 2.71%, 10/28/2027, 3 mo. USD LIBOR + 0.910%(1)(2)(7)   1,583,899
    Preston Ridge Partners Mortgage Trust LLC    
  1,480,128 3.35%, 11/25/2024(1)(4)   1,486,338
  438,328 3.97%, 04/25/2024(1)(4)   440,165
    Zais CLO Ltd.    
  276,587 2.99%, 07/25/2026, 3 mo. USD LIBOR + 1.200%(1)(2)   276,586
        17,245,979
    Whole Loan Collateral CMO - 25.1%    
    Alba plc    
GBP 337,876 0.96%, 03/17/2039, 3 mo. GBP LIBOR + 0.170%(2)(5)   429,224
  187,440 0.97%, 12/15/2038, 3 mo. GBP LIBOR + 0.170%(2)(5)   237,398
    Banc of America Funding Trust    
$ 278,637 2.26%, 12/20/2034, 1 mo. USD LIBOR + 0.600%(2)   278,585
  1,174,000 4.26%, 06/26/2035(1)(3)   1,206,210
    Dukinfield II plc    
GBP 1,400,000 4.55%, 12/20/2052, 3 mo. GBP LIBOR + 3.750%(2)(5)   1,849,058
    EMF plc    
  189,247 1.78%, 03/13/2046, 3 mo. GBP LIBOR + 0.980%(2)(5)   250,547
    Eurosail plc    
  109,375 0.95%, 03/13/2045, 3 mo. GBP LIBOR + 0.150%(2)(5)   141,799
  216,756 0.96%, 12/15/2044, 3 mo. GBP LIBOR + 0.160%(2)(5)   284,242

 


 

Hartford Schroders Securitized Income Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
    Fannie Mae Connecticut Avenue Securities    
$ 1,634,123 4.26%, 05/25/2024, 1 mo. USD LIBOR + 2.600%(2) $ 1,700,386
  801,080 4.66%, 07/25/2024, 1 mo. USD LIBOR + 3.000%(2)   845,697
  1,572,793 6.56%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(2)   1,734,233
    IndyMac INDX Mortgage Loan Trust    
  635,840 2.22%, 03/25/2035, 1 mo. USD LIBOR + 0.560%(2)   618,748
    Landmark Mortgage Securities No. 2 plc    
GBP 517,829 0.99%, 06/17/2039, 3 mo. GBP LIBOR + 0.200%(2)(5)   648,331
    Newgate Funding plc    
  925,848 1.80%, 12/15/2050, 3 mo. GBP LIBOR + 1.000%(2)(5)   1,185,249
    Oaktown Re III Ltd.    
$ 508,903 3.06%, 07/25/2029, 1 mo. USD LIBOR + 1.400%(1)(2)   510,149
    Paragon Mortgages No. 10 plc    
GBP 572,719 1.12%, 06/15/2041, 3 mo. GBP LIBOR + 0.320%(2)(5)   739,487
    Park Place Securities, Inc. Asset-Backed Pass-Through    
$ 510,000 2.79%, 03/25/2035, 1 mo. USD LIBOR + 1.125%(2)   510,426
    Preston Ridge Partners Mortgage Trust LLC    
  616,608 3.47%, 11/25/2022(1)(3)   618,060
    Resloc plc    
GBP 1,304,012 0.96%, 12/15/2043, 3 mo. GBP LIBOR + 0.160%(2)(5)   1,653,172
    Structured Asset Investment Loan Trust    
$ 137,763 2.40%, 03/25/2035, 1 mo. USD LIBOR + 0.735%(2)   138,056
    Structured Asset Securities Corp. Mortgage Loan Trust    
  860,363 1.87%, 11/25/2035, 1 mo. USD LIBOR + 0.210%(2)   857,670
    WaMu Mortgage Pass-Through Certificates Trust    
  445,793 4.40%, 08/25/2033(3)   455,661
        16,892,388
    Total Asset & Commercial Mortgage Backed Securities    
    (cost $73,312,852) $ 73,731,427
Corporate Bonds - 2.9%    
    Insurance - 2.9%    
    Ambac LSNI LLC    
  1,947,993 6.95%, 02/12/2023, 3 mo. USD LIBOR + 5.000%(1)(2)   1,979,648
    Total Corporate Bonds    
    (cost $1,947,993) $ 1,979,648
U.S. Government Agencies - 17.5%    
    Mortgage-Backed Agencies - 17.5%    
    FHLMC - 17.5%    
$ 1,375,000 3.19%, 09/25/2027(3)(7) $ 1,503,051
  1,500,000 3.41%, 12/25/2026   1,658,140
  1,633,000 3.43%, 01/25/2027(3)(7)   1,805,464
  1,500,000 3.93%, 07/25/2028(3)(7)   1,719,508
  1,000,000 4.16%, 03/25/2030, 1 mo. USD LIBOR + 2.500%(2)   1,035,952
  500,000 5.26%, 04/25/2024, 1 mo. USD LIBOR + 3.600%(2)   532,614
  767,604 5.66%, 08/25/2024, 1 mo. USD LIBOR + 4.000%(2)   818,744
  526,827 5.81%, 01/25/2025, 1 mo. USD LIBOR + 4.150%(2)   550,136
  961,955 5.91%, 11/25/2023, 1 mo. USD LIBOR + 4.250%(2)   1,043,082
  340,000 6.16%, 02/25/2024, 1 mo. USD LIBOR + 4.500%(2)   372,069
  638,000 6.36%, 04/25/2028, 1 mo. USD LIBOR + 4.700%(2)   708,234
        11,746,994
    Total U.S. Government Agencies    
    (cost $11,606,829) $ 11,746,994
    Total Long-Term Investments    
    (cost $86,867,674) $ 87,458,069
Short-Term Investments - 1.4%    
    Other Investment Pools & Funds - 1.4%    
    Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio,    
  924,938 Institutional Class, 1.43%(6)   924,938
    Total Short-Term Investments    
    (cost $924,938) $ 924,938

 


 

Hartford Schroders Securitized Income Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

Total Investments        
(cost $87,792,612) 131.6 % $ 88,383,007  
Other Assets and Liabilities (31.6 )% (21,209,752 )
Total Net Assets 100.0 % $ 67,173,255  

 

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. These classifications are used for financial reporting purposes.

(1)      Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2020, the aggregate value of these securities was $50,985,129, representing 75.9% of net assets.
(2)      Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2020. Base lending rates may be subject to a floor or cap.
(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)      Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933.
  At January 31, 2020, the aggregate value of these securities was $7,418,507, representing 11.0% of net assets.
(6)      Current yield as of period end.
(7)      All, or a portion of the security, was pledged as collateral in connection with reverse repurchase agreements. As of January 31, 2020, the market value of securities pledged was $18,093,072.
Reverse Repurchase Agreements Outstanding at January 31, 2020
  Interest   Settlement Maturity   Principal         Value Including  
Counterparty Rate   Date Date   Amount   Value     Accrued Interest  
JP Morgan Chase Bank 2.192 % 01/14/20 02/12/20 USD (2,695,000 ) $ (2,695,000 ) $ (2,697,954 )
JP Morgan Chase Bank 2.220 % 01/06/20 02/04/20 USD (4,536,000 ) (4,536,000 )   (4,543,273 )
JP Morgan Chase Bank 2.234 % 01/06/20 02/04/20 USD (9,057,000 ) (9,057,000 )   (9,071,615 )
JP Morgan Chase Bank 1.100 % 01/06/20 02/04/20 GBP (478,000 ) (631,199 )   (631,695 )
JP Morgan Chase Bank 1.250 % 01/06/20 02/04/20 GBP (741,000 ) (978,490 )   (979,365 )
JP Morgan Chase Bank 1.236 % 01/30/20 04/30/20 GBP (660,542 ) (872,246 )   (872,305 )
JP Morgan Chase Bank 1.150 % 01/06/20 02/04/20 GBP (1,515,000 ) (2,000,557 )   (2,002,202 )
Total           $   (20,770,492 ) $ (20,798,409 )

 

Securities pledged as collateral against open reverse repurchase agreements are noted in the Schedule of Investments.

Futures Contracts Outstanding at January 31, 2020
            Value and  
  Number     Current   Unrealized  
  of     Notional   Appreciation/  
Description Contracts Expiration Date   Amount   (Depreciation)  
Short position contracts:              
British Pound Future 48 03/16/2020 $ 3,965,100 $ (4,762 )
Total futures contracts         $ (4,762 )

 

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Currency Abbreviations:

GBP USD

British Pound United States Dollar

 


 

Hartford Schroders Securitized Income Fund

Schedule of Investments – (continued) January 31, 2020 (Unaudited)

Other Abbreviations:

CLO CMO FHLMC LIBOR

Collateralized Loan Obligation Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. London Interbank Offered Rate

 


 

Hartford Schroders Securitized Income Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total Level 1 Level 2 Level 3(1)  
Assets                      
Asset & Commercial Mortgage Backed Securities $ 73,731,427   $   $ 73,731,427   $
Corporate Bonds   1,979,648         1,979,648    
U.S. Government Agencies   11,746,994         11,746,994    
Short-Term Investments   924,938     924,938        
Total $ 88,383,007   $ 924,938   $ 87,458,069   $
Liabilities                      
Futures Contracts(2) $ (4,762 ) $ (4,762 ) $   $
Reverse Repurchase Agreements   (20,770,492 )       (20,770,492 )  
Total $ (20,775,254 ) $ (4,762 ) $ (20,770,492 ) $
(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.            

 

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


 

  Hartford Schroders Tax-Aware Bond Fund    
 
  Schedule of Investments    
  January 31, 2020 (Unaudited)    
 
 
  Shares or Principal Amount   Market Value
  Corporate Bonds - 17.3%    
    Agriculture - 0.3%    
    Altria Group, Inc.    
$ 941,000 3.80%, 02/14/2024 $ 1,001,369
    Commercial Banks - 11.9%    
    Bank of New York Mellon Corp.    
  1,656,000 1.95%, 08/23/2022   1,669,636
    Bank of Nova Scotia    
  2,430,000 2.38%, 01/18/2023(1)   2,478,809
    Canadian Imperial Bank of Commerce    
    2.61%, 07/22/2023, (2.61% fixed rate until 07/22/2022; 3 mo. USD    
  4,184,000 LIBOR + 0.785% thereafter)(2)   4,253,374
    Capital One NA    
  1,227,000 2.15%, 09/06/2022   1,236,534
    Citigroup, Inc.    
  8,000 6.88%, 06/01/2025   9,714
    Fifth Third Bancorp    
  1,159,000 3.65%, 01/25/2024   1,233,102
    HSBC Holdings plc    
    3.97%, 05/22/2030, (3.97% fixed rate until 05/22/2029; 3 mo. USD    
  2,100,000 LIBOR + 1.610% thereafter)(2)   2,309,546
    National Bank of Canada    
  7,353,000 2.10%, 02/01/2023   7,398,210
    PNC Financial Services Group, Inc.    
  2,655,000 3.50%, 01/23/2024   2,831,403
    Regions Financial Corp.    
  1,265,000 3.80%, 08/14/2023   1,348,543
    Royal Bank of Canada    
  4,570,000 2.80%, 04/29/2022   4,683,317
    SunTrust Bank    
  2,755,000 2.80%, 05/17/2022   2,817,250
    Toronto-Dominion Bank    
  5,162,000 2.65%, 06/12/2024   5,348,623
    Truist Financial Corp.    
  4,485,000 2.20%, 03/16/2023   4,540,002
    Wells Fargo & Co.    
  1,934,000 3.75%, 01/24/2024   2,065,517
        44,223,580
    Diversified Financial Services - 0.3%    
    Air Lease Corp.    
  973,000 2.25%, 01/15/2023   981,384
    Healthcare-Services - 0.9%    
    CommonSpirit Health    
  820,000 2.76%, 10/01/2024   847,138
    UnitedHealth Group, Inc.    
  2,320,000 2.38%, 08/15/2024   2,370,910
        3,218,048
    Pharmaceuticals - 1.0%    
    Bristol-Myers Squibb Co.    
  3,550,000 2.90%, 07/26/2024(3)   3,706,171
    REITS - 1.6%    
    Boston Properties L.P.    
  2,644,000 3.40%, 06/21/2029   2,847,906
    ERP Operating L.P.    
  1,415,000 3.00%, 07/01/2029   1,502,999
    Ventas Realty L.P.    
  1,740,000 2.65%, 01/15/2025   1,781,786
        6,132,691
    Retail - 1.0%    
    Home Depot, Inc.    
  1,540,000 2.95%, 06/15/2029   1,639,497

 


 

  Hartford Schroders Tax-Aware Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Walmart, Inc.    
$ 2,136,000 2.85%, 07/08/2024 $ 2,243,156
        3,882,653
    Transportation - 0.3%    
    United Parcel Service, Inc.    
  1,256,000 2.20%, 09/01/2024   1,280,794
    Total Corporate Bonds    
    (cost $62,262,979) $ 64,426,690
  Municipal Bonds - 58.3%    
    Arizona - 0.4%    
    City of Phoenix, AZ, Civic Improvement Corp.    
  350,000 5.00%, 07/01/2026   436,964
  350,000 5.00%, 07/01/2027   446,999
  460,000 5.00%, 07/01/2028   583,998
        1,467,961
    California - 1.5%    
    East Side, CA, Union High School Dist, GO    
  20,000 5.25%, 02/01/2024   23,458
    Merced, CA, Union High School Dist, GO    
  1,000,000 0.00%, 08/01/2034(4)   730,760
    Moreno Valley, CA, Unified School Dist, GO    
  4,675,000 0.00%, 08/01/2025(4)   4,329,003
    North Orange County, CA, Community College Dist, GO    
  200,000 0.00%, 08/01/2028(4)   177,618
    Rialto, CA, Unified School Dist, GO    
  300,000 0.00%, 08/01/2029(4)   252,882
    Southern California Metropolitan Water Dist    
  55,000 5.75%, 07/01/2021   56,604
        5,570,325
    Connecticut - 0.9%    
    Connecticut Housing Finance Auth Rev    
  2,885,000 4.25%, 05/15/2042   3,190,579
    District of Columbia - 1.8%    
    Dist of Columbia Housing Finance Agency    
  1,910,000 2.00%, 09/01/2021(5)   1,919,282
    Dist of Columbia Water & Sewer Auth    
  230,000 5.00%, 10/01/2044   264,307
    Dist of Columbia, GO    
  2,800,000 5.00%, 10/01/2030   3,736,516
  600,000 5.00%, 06/01/2032   743,424
        6,663,529
    Florida - 4.3%    
    Florida Housing Finance Corp. Rev    
  1,015,000 4.00%, 07/01/2049   1,105,284
    JEA, FL, Electric System Rev    
  1,930,000 0.96%, 10/01/2036(5)   1,930,000
    JEA, FL, Water & Sewer System Rev    
  3,485,000 0.96%, 10/01/2038(5)   3,485,000
    Miami-Dade County, FL, Transit System    
  1,840,000 5.00%, 07/01/2042   1,993,824
    Orlando, FL, Utilities Commission    
  7,420,000 0.93%, 10/01/2033(5)   7,420,000
        15,934,108
    Georgia - 2.4%    
    Georgia Municipal Association, Inc.    
  50,000 5.00%, 12/01/2026   62,845
  35,000 5.00%, 12/01/2027   44,751
  25,000 5.00%, 12/01/2028   31,838
  80,000 5.00%, 12/01/2029   101,382
  55,000 5.00%, 12/01/2030   69,418
  55,000 5.00%, 12/01/2032   69,272
  35,000 5.00%, 12/01/2033   43,995

 


 

  Hartford Schroders Tax-Aware Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 55,000 5.00%, 12/01/2034 $ 68,991
    Main Street, GA, Natural Gas, Inc. Rev    
  3,945,000 4.00%, 08/01/2048(5)   4,343,051
  3,385,000 4.00%, 03/01/2050(5)   3,907,644
        8,743,187
    Illinois - 4.6%    
    Champaign County, IL, Community Unit School Dist No. 4    
  130,000 5.00%, 01/01/2027   157,583
  475,000 5.00%, 01/01/2029   570,290
    Chicago, IL, Metropolitan Water Reclamation Dist, GO    
  695,000 5.25%, 12/01/2032   961,157
    Chicago, IL, Transit Auth    
  1,145,000 5.00%, 06/01/2025   1,355,623
    Illinois Housing Dev Auth    
  7,115,000 3.75%, 04/01/2050   7,890,606
  1,630,000 4.50%, 10/01/2048   1,819,765
    Metropolitan Pier & Exposition Auth, IL    
  80,000 0.00%, 06/15/2020(4)   79,612
  90,000 0.00%, 06/15/2028(4)   74,051
  330,000 5.00%, 06/15/2050   334,924
    Railsplitter, IL, Tobacco Settlement Auth    
  1,350,000 5.00%, 06/01/2022   1,467,922
    State of Illinois, GO    
  2,110,000 5.00%, 11/01/2028   2,525,691
        17,237,224
    Indiana - 0.3%    
    Indiana Housing & Community Dev Auth    
  1,040,000 4.00%, 07/01/2048   1,133,413
    Iowa - 0.2%    
    Iowa Finance Auth    
  820,000 4.00%, 07/01/2048   895,522
    Kentucky - 4.5%    
    Kentucky Public Energy Auth    
  6,080,000 4.00%, 12/01/2049(5)   6,826,745
  6,265,000 4.00%, 02/01/2050(5)   7,309,689
    Kentucky State Property & Building Commission Rev    
  660,000 5.00%, 05/01/2024   761,429
  1,175,000 5.00%, 08/01/2024   1,365,926
  445,000 5.00%, 05/01/2025   528,135
        16,791,924
    Louisiana - 0.4%    
    Louisiana Housing Corp. Rev    
  410,000 4.50%, 12/01/2047   456,514
    Parish of Saint John the Baptist, LA    
  905,000 2.10%, 06/01/2037(5)   928,268
        1,384,782
    Maine - 0.6%    
    Maine State Housing Auth    
  2,030,000 4.00%, 11/15/2048   2,218,201
    Maryland - 1.2%    
    Maryland Community Dev Administration Rev    
  2,150,000 4.50%, 09/01/2048   2,397,186
    Maryland Health & Higher Educational Facs Auth    
  2,150,000 0.95%, 07/01/2034(5)   2,150,000
        4,547,186
    Massachusetts - 4.0%    
    Commonwealth of Massachusetts, GO    
  995,000 0.90%, 01/01/2021(5)   995,000
  1,685,000 5.00%, 01/01/2035   2,116,141
  250,000 5.25%, 09/01/2024   299,045
    Massachusetts Educational Financing Auth    
  665,000 3.17%, 07/01/2025   705,990

 


 

  Hartford Schroders Tax-Aware Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 510,000 3.27%, 07/01/2026 $ 546,358
  560,000 3.38%, 07/01/2027   606,150
  615,000 3.46%, 07/01/2028   673,081
    Massachusetts Health & Educational Facs Auth    
  8,875,000 1.00%, 07/01/2027(5)   8,875,000
        14,816,765
    Michigan - 0.3%    
    Southgate, MI, Community School Dist, GO    
  255,000 5.00%, 05/01/2024   296,481
  350,000 5.00%, 05/01/2025   417,935
    State of Michigan Rev    
  320,000 5.00%, 03/15/2027   405,680
        1,120,096
    Missouri - 1.2%    
    Missouri Housing Dev Commission Rev    
  2,065,000 4.25%, 05/01/2049   2,290,436
  1,790,000 4.75%, 05/01/2049   2,020,015
        4,310,451
    Nebraska - 0.4%    
    Nebraska Investment Finance Auth Rev    
  1,360,000 4.00%, 09/01/2048   1,485,990
    Nevada - 0.7%    
    Clark County, NV, Airport Rev    
  975,000 1.00%, 07/01/2040(5)   975,000
    Nevada Housing Division    
  1,525,000 4.00%, 10/01/2049   1,696,349
        2,671,349
    New Jersey - 2.1%    
    Garden State, NJ, Preservation Trust    
  1,430,000 5.75%, 11/01/2028   1,816,529
    New Jersey Economic Dev Auth    
  70,000 5.00%, 03/01/2026   77,558
  285,000 5.00%, 06/15/2027   346,284
  565,000 5.00%, 06/15/2028   681,125
    New Jersey Transportation Trust Fund Auth    
  405,000 5.00%, 06/15/2024   467,678
  1,330,000 5.00%, 12/15/2028   1,653,456
  685,000 5.50%, 12/15/2022   769,885
    New Jersey Turnpike Auth    
  110,000 5.00%, 01/01/2023   122,940
  605,000 5.00%, 01/01/2029   773,480
    Tobacco Settlement Financing Corp., NJ    
  740,000 5.00%, 06/01/2029   919,391
        7,628,326
    New Mexico - 0.3%    
    New Mexico Mortgage Finance Auth    
  1,100,000 4.00%, 01/01/2049   1,206,040
    New York - 3.7%    
    City of New York, NY, GO    
  10,035,000 0.93%, 04/01/2042(5)   10,035,000
    New York City Water & Sewer System    
  3,750,000 0.95%, 06/15/2041(5)   3,750,000
        13,785,000
    North Carolina - 2.4%    
    Charlotte, NC, Water & Sewer System Rev    
  8,860,000 1.10%, 07/01/2036(5)   8,860,000
    North Dakota - 1.0%    
    North Dakota Housing Finance Agency    
  3,265,000 4.00%, 01/01/2050   3,697,482

 


 

  Hartford Schroders Tax-Aware Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
    Ohio - 1.4%    
    Ohio Housing Finance Agency    
$ 1,825,000 4.50%, 09/01/2048 $ 2,031,152
    Ohio State University    
  5,000 5.00%, 12/01/2030   6,917
  5,000 5.00%, 12/01/2031   6,995
    Ohio Turnpike & Infrastructure Commission    
  1,680,000 0.00%, 02/15/2038(4)   1,092,067
    Ohio Turnpike & Infrastructure Commission Rev    
  1,395,000 0.00%, 02/15/2041(4)   809,003
    State of Ohio, GO    
  965,000 5.00%, 08/01/2027   1,237,950
        5,184,084
    Pennsylvania - 1.8%    
    Commonwealth Finance Auth, PA    
  635,000 5.00%, 06/01/2032   791,153
    Geisinger, PA, Health System Auth Rev    
  1,295,000 5.00%, 02/15/2032   1,588,330
    Pennsylvania Housing Finance Agency    
  2,285,000 3.50%, 04/01/2049   2,463,733
    Pennsylvania Turnpike Commission Rev    
  240,000 5.00%, 12/01/2026   299,863
  705,000 5.00%, 12/01/2027   894,201
  445,000 5.00%, 12/01/2028   563,686
    Reading, PA, School Dist, GO    
  70,000 5.00%, 03/01/2025   82,723
  55,000 5.00%, 03/01/2026   66,741
  50,000 5.00%, 03/01/2027   62,023
        6,812,453
    Rhode Island - 2.6%    
    Rhode Island Housing & Mortgage Finance Corp.    
  6,655,000 3.75%, 10/01/2049   7,376,802
  2,195,000 4.00%, 10/01/2048   2,406,027
        9,782,829
    South Carolina - 2.7%    
    Patriots Energy Group Financing Agency, SC    
  6,375,000 4.00%, 10/01/2048(5)   7,022,062
    South Carolina Jobs-Economic Dev Auth    
  2,505,000 3.75%, 01/01/2050   2,795,805
    Tobacco Settlement Revenue Mgmt Auth, SC    
  250,000 6.38%, 05/15/2030   357,843
        10,175,710
    Tennessee - 0.4%    
    Tennessee Housing Dev Agency    
  1,480,000 4.50%, 07/01/2049   1,646,826
    Texas - 5.2%    
    Arlington, TX, Higher Education Finance Corp.    
  2,375,000 5.00%, 12/01/2047   2,835,679
    Bexar County, TX, Hospital Dist, GO    
  705,000 5.00%, 02/15/2030   898,381
    City of Houston, TX, Combined Utility System Rev    
  700,000 0.95%, 05/15/2034(5)   700,000
    Dallas, TX, Area Rapid Transit Sales Tax Rev    
  210,000 5.25%, 12/01/2030   290,319
    Dallas-Fort Worth, TX, International Airport Rev    
  1,190,000 2.04%, 11/01/2024   1,203,518
    Harris County, TX, Cultural Education Facs Finance Corp.    
  430,000 5.00%, 11/15/2027   545,636
  450,000 5.00%, 11/15/2028   567,945
  430,000 5.00%, 11/15/2029   539,740
    Harris County, TX, Flood Control Dist    
  45,000 5.00%, 10/01/2024   46,197
    Lower Colorado River Auth    

 


 

  Hartford Schroders Tax-Aware Bond Fund    
 
  Schedule of Investments – (continued)    
  January 31, 2020 (Unaudited)    
 
 
$ 370,000 5.00%, 05/15/2029 $ 485,081
  140,000 5.00%, 05/15/2030   186,253
    North East Texas Independent School Dist    
  100,000 5.25%, 02/01/2027   127,863
    Texas Department of Housing & Community Affairs Rev
  1,310,000 4.00%, 03/01/2050   1,485,933
  1,100,000 4.75%, 03/01/2049   1,231,219
    University of Texas    
  880,000 5.00%, 05/15/2035   1,094,166
    University of Texas System    
  450,000 5.00%, 08/15/2027   577,035
  340,000 5.00%, 08/15/2028   434,034
    University of Texas, Permanent University Fund    
  480,000 5.25%, 07/01/2028   638,285
    University of Texas, Permanent University Fund Rev
  5,500,000 0.89%, 07/01/2037(5)   5,500,000
        19,387,284
    Virginia - 3.1%    
    Virginia Public Building Auth    
  2,355,000 5.00%, 08/01/2029   3,004,368
    Virginia Small Business Financing Auth    
  8,505,000 1.15%, 07/01/2042(5)   8,505,000
        11,509,368
    Washington - 0.9%    
    Washington State Housing Finance Commission Rev
  3,075,000 4.00%, 12/01/2048   3,367,310
    West Virginia - 0.1%    
    West Virginia Commissioner of Highways    
  360,000 5.00%, 09/01/2026   448,736
    Wisconsin - 0.5%    
    Wisconsin Health & Educational Facs Auth    
  825,000 5.00%, 04/01/2032   1,021,672
  650,000 5.00%, 04/01/2033   803,972
        1,825,644
    Wyoming - 0.4%    
    Wyoming Community Dev Auth    
  1,445,000 4.00%, 06/01/2043   1,576,538
    Total Municipal Bonds    
    (cost $207,140,282) $ 217,076,222
    U.S. Government Agencies - 9.2%    
    FHLMC - 1.9%    
$ 3,388,921 3.00%, 09/01/2049 $ 3,466,042
  3,657,257 3.50%, 03/01/2048   3,832,072
        7,298,114
    FNMA - 4.2%    
$ 3,967,767 3.00%, 09/01/2049 $ 4,058,622
  3,754,774 3.50%, 11/01/2047   3,912,127
  7,301,938 4.00%, 08/01/2049   7,629,657
        15,600,406
    GNMA - 3.1%    
$ 3,832,594 3.50%, 04/20/2043 $ 4,029,438
  2,733,226 4.00%, 10/20/2048   2,851,072
  4,496,152 4.00%, 05/20/2049   4,660,219
        11,540,729
    Total U.S. Government Agencies    
    (cost $33,884,118) $ 34,439,249

 


 

  Hartford Schroders Tax-Aware Bond Fund      
 
  Schedule of Investments – (continued)      
  January 31, 2020 (Unaudited)      
 
 
  U.S. Government Securities - 5.4%      
    U.S. Treasury Securities - 5.4%      
    U.S. Treasury Bonds - 0.8%      
    U.S. Treasury Bonds      
$ 1,925,000 4.38%, 05/15/2040   $ 2,740,569
          2,740,569
    U.S. Treasury Notes - 4.6%      
  3,756,887 0.75%, 07/15/2028(6)     4,051,700
  859,000 1.63%, 11/15/2022     866,315
  3,062,000 1.63%, 11/30/2026     3,101,232
  994,000 1.75%, 12/31/2024     1,013,880
  7,074,300 1.75%, 11/15/2029     7,221,589
  926,000 2.25%, 11/15/2024     965,246
          17,219,962
    Total U.S. Government Securities      
    (cost $19,158,100)   $ 19,960,531
    Total Long-Term Investments      
    (cost $322,445,479)   $ 335,902,692
  Short-Term Investments - 10.6%      
    Other Investment Pools & Funds - 0.4%      
    Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio,      
  1,513,777 Institutional Class, 1.43%(7)   $ 1,513,777
    Securities Lending Collateral - 0.7%      
  126,263 Citibank NA DDCA, 1.58%, 2/3/2020(7)     126,262
    Fidelity Investments Money Market Funds, Government Portfolio,      
  589,080 Institutional Class, 1.50%(7)     589,080
    Goldman Sachs Financial Square Funds, Government Fund, Institutional      
  497,743 Class, 1.72%(7)     497,743
  181,036 JPMorgan Prime Money Market Fund, 1.69%(7)     181,036
    Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional      
  475,204 Class, 1.71%(7)     475,205
    State Street Institutional Liquid Reserves Fund, Institutional Class,      
  656,112 1.71 %(7)   656,112
          2,525,438

 

U.      S. Treasury - 9.5%
U.      S. Treasury Bills
$ 34,692,000 1.49%, 06/18/2020(8)     34,495,193  
  1,059,000 1.49%, 04/30/2020(8)     1,055,110  
          35,550,303  
    Total Short-Term Investments        
    (cost $39,588,321) $   39,589,518  
    Total Investments        
    (cost $362,033,800) 100.8 % $ 375,492,210  
    Other Assets & Liabilities (0.8 )% (2,934,790 )
    Total Net Assets 100.0 % $ 372,557,420  

 

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. These classifications are used for financial reporting purposes.

(1)      Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.
(2)      Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at January 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

 

Hartford Schroders Tax-Aware Bond Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

(3)      Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2020, the aggregate value of this security was $3,706,171, representing 1.0% of net assets.
(4)      Security is a zero-coupon bond.
(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)      The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(7)      Current yield as of period end.
(8)      The rate shown represents current yield to maturity.
Futures Contracts Outstanding at January 31, 2020
              Value and  
    Number     Current   Unrealized  
    of     Notional   Appreciation/  
Description   Contracts Expiration Date   Amount   (Depreciation)  
Short position contracts:              
U.S. Treasury 2-Year Note Future 140 03/31/2020 $ 30,290,313 $ (64,258 )
U.S. Treasury 5-Year Note Future 14 03/31/2020   1,684,484   (7,683 )
U.S. Treasury 10-Year Note Future 33 03/20/2020   4,344,656   (26,361 )
Total           $ (98,302 )
Total futures contracts         $ (98,302 )

 

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Currency Abbreviations:  
USD United States Dollar
 

Other Abbreviations:

DDCA FHLMC FNMA GNMA LIBOR

Municipal Abbreviations:

Auth Dev Dist Facs GO PA Rev

Dollars on Deposit in Custody Account Federal Home Loan Mortgage Corp. Federal National Mortgage Association Government National Mortgage Association London Interbank Offered Rate

Authority Development District Facilities General Obligation Port Authority Revenue

 


 

Hartford Schroders Tax-Aware Bond Fund

Schedule of Investments – (continued)
January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total Level 1 Level 2 Level 3(1)  
Assets                    
Corporate Bonds $ 64,426,690   $   $ 64,426,690 $
Municipal Bonds   217,076,222         217,076,222  
U.S. Government Agencies   34,439,249         34,439,249  
U.S. Government Securities   19,960,531         19,960,531  
Short-Term Investments   39,589,518     4,039,215     35,550,303  
Total $ 375,492,210   $ 4,039,215   $ 371,452,995 $
Liabilities                    
Futures Contracts(2) $ (98,302 ) $ (98,302 ) $ $
Total $ (98,302 ) $ (98,302 ) $ $

 

(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.

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


 

Hartford Schroders US MidCap Opportunities Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 95.2%    
  Automobiles & Components - 0.7%    
175,048 BorgWarner, Inc. $ 6,002,396
  Banks - 6.0%    
244,528 Commerce Bancshares, Inc.(1)   16,544,764
96,959 First Republic Bank   10,750,814
55,770 M&T Bank Corp.   9,398,360
141,039 TCF Financial Corp.   5,963,129
208,791 Zions Bancorp NA   9,497,903
      52,154,970
  Capital Goods - 8.7%    
62,629 Acuity Brands, Inc.   7,382,080
194,292 BWX Technologies, Inc.   12,355,028
195,956 Fortune Brands Home & Security, Inc.   13,464,137
233,067 Hexcel Corp.   17,298,233
79,363 IDEX Corp.   13,003,627
267,803 Pentair plc   11,496,783
      74,999,888
  Commercial & Professional Services - 4.8%    
353,182 KAR Auction Services, Inc.   7,423,886
184,968 Stericycle, Inc.*   11,593,794
78,429 Verisk Analytics, Inc.   12,742,359
101,464 Waste Connections, Inc.   9,771,998
      41,532,037
  Consumer Durables & Apparel - 1.8%    
119,502 Mohawk Industries, Inc.*   15,736,024
  Consumer Services - 3.3%    
254,615 Aramark   11,238,706
569,665 Extended Stay America, Inc.   7,360,072
268,213 ServiceMaster Global Holdings, Inc.*   9,669,079
      28,267,857
  Diversified Financials - 1.2%    
118,872 Raymond James Financial, Inc.   10,868,467
  Energy - 1.9%    
80,695 Diamondback Energy, Inc.   6,003,708
605,183 Parsley Energy, Inc. Class A   10,070,245
      16,073,953
  Food & Staples Retailing - 1.3%    
222,646 Performance Food Group Co.*   11,530,836
  Health Care Equipment & Services - 9.2%    
43,812 Cooper Cos., Inc.   15,197,945
238,821 DENTSPLY SIRONA, Inc.   13,373,976
216,271 Encompass Health Corp.   16,659,355
73,229 Masimo Corp.*   12,492,868
81,138 Universal Health Services, Inc. Class B   11,124,831
67,898 West Pharmaceutical Services, Inc.   10,588,693
      79,437,668
  Insurance - 10.3%    
141,551 Arthur J Gallagher & Co.   14,518,886
166,517 Assurant, Inc.   21,740,460
351,379 Brown & Brown, Inc.   15,776,917
162,525 Globe Life, Inc.   16,944,856
140,301 Reinsurance Group of America, Inc.   20,210,359
      89,191,478
  Materials - 4.1%    
205,022 Ashland Global Holdings, Inc.   15,167,527
126,303 Crown Holdings, Inc.*   9,350,211

 


 

Hartford Schroders US MidCap Opportunities Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
696,863 Graphic Packaging Holding Co. $ 10,891,969
      35,409,707
  Pharmaceuticals, Biotechnology & Life Sciences - 2.7%    
247,278 Catalent, Inc.*   15,108,686
89,327 PerkinElmer, Inc.   8,260,961
      23,369,647
  Real Estate - 8.4%    
67,678 Alexandria Real Estate Equities, Inc. REIT   11,045,050
407,063 Brixmor Property Group, Inc. REIT   8,124,977
294,829 Douglas Emmett, Inc. REIT   12,235,403
148,808 Equity LifeStyle Properties, Inc. REIT   10,825,782
98,312 Lamar Advertising Co., Class A, REIT   9,124,337
59,238 Mid-America Apartment Communities, Inc. REIT   8,128,046
53,421 SBA Communications Corp. REIT   13,331,745
      72,815,340
  Retailing - 3.9%    
81,274 Advance Auto Parts, Inc.   10,707,849
425,157 LKQ Corp.*   13,896,257
250,270 Nordstrom, Inc.   9,224,952
      33,829,058
  Semiconductors & Semiconductor Equipment - 3.9%    
255,973 Entegris, Inc.   13,249,162
111,398 Microchip Technology, Inc.(1)   10,859,077
411,392 ON Semiconductor Corp.*   9,523,725
      33,631,964
  Software & Services - 12.7%    
204,592 Black Knight, Inc.*   13,691,297
92,390 Cadence Design Systems, Inc.*   6,662,243
83,095 Fortinet, Inc.*   9,585,839
251,900 Genpact Ltd.   11,151,613
127,704 Leidos Holdings, Inc.   12,830,421
120,062 PTC, Inc.*   9,979,554
708,404 Sabre Corp.   15,259,022
63,606 Synopsys, Inc.*   9,382,521
433,113 Teradata Corp.*   10,541,970
51,769 VeriSign, Inc.*   10,775,200
      109,859,680
  Technology Hardware & Equipment - 4.1%    
131,369 Arrow Electronics, Inc.*   9,976,162
173,491 Ciena Corp.*   7,055,879
237,495 Dolby Laboratories, Inc. Class A   16,467,903
40,700 FLIR Systems, Inc.   2,097,678
      35,597,622
  Transportation - 1.3%    
168,528 Alaska Air Group, Inc.   10,885,224
  Utilities - 4.9%    
241,723 Alliant Energy Corp.   14,348,677
132,654 Evergy, Inc.   9,572,313
201,362 FirstEnergy Corp.   10,227,176
296,813 NiSource, Inc.   8,699,589
      42,847,755
  Total Common Stocks    
  (cost $641,060,911) $ 824,041,571
Short-Term Investments - 7.8%    
  Other Investment Pools & Funds - 4.5%    
  Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio,    
38,768,702 Institutional Class, 1.43%(2)   38,768,702
  Securities Lending Collateral - 3.3%    
1,421,018 Citibank NA DDCA, 1.58%, 2/3/2020(2)   1,421,018

 


 

Hartford Schroders US MidCap Opportunities Fund          
 
Schedule of Investments – (continued)          
January 31, 2020 (Unaudited)          
 
 
  Fidelity Investments Money Market Funds, Government Portfolio,          
6,629,788 Institutional Class, 1.50%(2)   $   6,629,788  
  Goldman Sachs Financial Square Funds, Government Fund, Institutional          
5,601,828 Class, 1.72%(2)       5,601,828  
2,037,464 JPMorgan Prime Money Market Fund, 1.69%(2)       2,037,464  
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional          
5,348,176 Class, 1.71%(2)       5,348,176  
  State Street Institutional Liquid Reserves Fund, Institutional Class,          
7,384,189 1.71 %(2)     7,384,189  
          28,422,463  
  Total Short-Term Investments          
  (cost $67,191,165)   $   67,191,165  
  Total Investments          
  (cost $708,252,076)   103.0 % $ 891,232,736  
  Other Assets and Liabilities   (3.0 )% (26,242,935 )
  Total Net Assets   100.0 % $ 864,989,801  

 

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.

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. These classifications are used for financial reporting purposes.

*      Non-income producing.
(1)      Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.
(2)      Current yield as of period end.
      For information regarding the Fund's significant accounting policies, please refer to the Fund's most recent shareholder report.

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

DDCA REIT

Dollars on Deposit in Custody Account Real Estate Investment Trust

 


 

Hartford Schroders US MidCap Opportunities Fund

Schedule of Investments January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total   Level 1 Level 2 Level 3(1)  
Assets                
Common Stocks                
Automobiles & Components $ 6,002,396 $ 6,002,396 $ $
Banks   52,154,970   52,154,970    
Capital Goods   74,999,888   74,999,888    
Commercial & Professional Services   41,532,037   41,532,037    
Consumer Durables & Apparel   15,736,024   15,736,024    
Consumer Services   28,267,857   28,267,857    
Diversified Financials   10,868,467   10,868,467    
Energy   16,073,953   16,073,953    
Food & Staples Retailing   11,530,836   11,530,836    
Health Care Equipment & Services   79,437,668   79,437,668    
Insurance   89,191,478   89,191,478    
Materials   35,409,707   35,409,707    
Pharmaceuticals, Biotechnology & Life Sciences   23,369,647   23,369,647    
Real Estate   72,815,340   72,815,340    
Retailing   33,829,058   33,829,058    
Semiconductors & Semiconductor Equipment   33,631,964   33,631,964    
Software & Services   109,859,680   109,859,680    
Technology Hardware & Equipment   35,597,622   35,597,622    
Transportation   10,885,224   10,885,224    
Utilities   42,847,755   42,847,755    
Short-Term Investments   67,191,165   67,191,165    
 
Total $ 891,232,736 $ 891,232,736 $ $
 
(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.        

 


 

Hartford Schroders US Small Cap Opportunities Fund    
 
Schedule of Investments    
January 31, 2020 (Unaudited)    
 
 
Shares or Principal Amount   Market Value
Common Stocks - 93.6%    
  Automobiles & Components - 1.6%    
44,487 Gentherm, Inc.* $ 2,051,296
36,316 Standard Motor Products, Inc.   1,764,231
      3,815,527
  Banks - 11.2%    
31,695 Atlantic Union Bankshares Corp.   1,067,805
89,700 CenterState Bank Corp.   2,023,632
5,445 First Citizens BancShares, Inc. Class A   2,868,535
72,689 First Interstate BancSystem, Inc. Class A   2,798,526
48,579 First Merchants Corp.   1,931,015
118,435 First Midwest Bancorp, Inc.   2,361,594
60,094 Heritage Financial Corp.   1,549,223
34,411 Lakeland Financial Corp.   1,632,458
85,856 OceanFirst Financial Corp.   1,997,011
43,906 TCF Financial Corp.   1,856,346
89,412 United Community Banks, Inc.   2,496,383
28,549 Westamerica Bancorporation   1,808,865
52,828 Western Alliance Bancorp   2,917,690
      27,309,083
  Capital Goods - 12.6%    
16,847 Albany International Corp. Class A   1,175,415
24,186 American Woodmark Corp.*   2,651,995
62,743 Apogee Enterprises, Inc.   1,996,482
52,259 Comfort Systems USA, Inc.   2,424,818
28,539 Dycom Industries, Inc.*   1,153,546
41,565 EnPro Industries, Inc.   2,429,059
30,798 ESCO Technologies, Inc.   2,955,376
22,096 Generac Holdings, Inc.*   2,288,925
31,762 Hexcel Corp.   2,357,376
11,218 IDEX Corp.   1,838,069
19,344 MasTec, Inc.*   1,117,116
25,623 Simpson Manufacturing Co., Inc.   2,118,253
139,278 Univar Solutions, Inc.*   3,001,441
22,424 Valmont Industries, Inc.   3,185,553
      30,693,424
  Commercial & Professional Services - 3.1%    
74,357 ASGN, Inc.*   5,033,226
120,262 KAR Auction Services, Inc.   2,527,907
      7,561,133
  Consumer Durables & Apparel - 6.0%    
55,331 Brunswick Corp.   3,477,553
14,260 Cavco Industries, Inc.*(1)   3,194,525
36,963 Oxford Industries, Inc.   2,565,232
99,514 Skyline Champion Corp.*   2,861,028
65,812 Steven Madden Ltd.   2,537,711
      14,636,049
  Consumer Services - 5.5%    
55,641 Cheesecake Factory, Inc.(1)   2,136,614
196,812 Extended Stay America, Inc.   2,542,811
1,955 Graham Holdings Co. Class B   1,073,725
186,517 PlayAGS, Inc.*   1,917,395
132,256 Red Rock Resorts, Inc. Class A   3,241,595
67,923 ServiceMaster Global Holdings, Inc.*   2,448,624
      13,360,764
  Diversified Financials - 2.5%    
79,997 Compass Diversified Holdings   1,863,130
98,329 Golub Capital BDC, Inc.   1,810,237
45,439 Houlihan Lokey, Inc.   2,356,012

 

6,029,379


 

Hartford Schroders US Small Cap Opportunities Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
  Energy - 0.9%    
25,337 New Fortress Energy LLC* $ 381,322
61,857 ProPetro Holding Corp.*   602,487
96,290 Solaris Oilfield Infrastructure, Inc. Class A(1)   1,110,224
      2,094,033
  Food & Staples Retailing - 1.4%    
65,434 Performance Food Group Co.*   3,388,827
  Food, Beverage & Tobacco - 2.2%    
125,403 Cott Corp.   1,917,412
93,852 Darling Ingredients, Inc.*   2,546,205
35,489 Hain Celestial Group, Inc.*   859,188
      5,322,805
  Health Care Equipment & Services - 3.0%    
90,202 Envista Holdings Corp.   2,669,077
10,479 Masimo Corp.*   1,787,717
196,091 Sientra, Inc.*   1,188,312
17,701 Teladoc Health, Inc.*(1)   1,800,369
      7,445,475
  Insurance - 6.0%    
31,567 AMERISAFE, Inc.   2,159,814
58,837 Axis Capital Holdings Ltd.   3,780,277
65,288 Brown & Brown, Inc.   2,931,431
37,120 James River Group Holdings Ltd.   1,593,933
34,788 Palomar Holdings, Inc.*   1,859,419
16,111 Reinsurance Group of America, Inc.   2,320,790
      14,645,664
  Materials - 6.0%    
91,817 Ardagh Group S.A.   1,751,868
41,915 Ashland Global Holdings, Inc.   3,100,872
20,206 Compass Minerals International, Inc.   1,169,725
169,966 Graphic Packaging Holding Co.   2,656,569
75,039 Pretium Resources, Inc.*(1)   817,175
31,974 Sensient Technologies Corp.   1,910,447
158,118 Valvoline, Inc.   3,333,127
      14,739,783
  Media & Entertainment - 1.7%    
62,159 Cineplex, Inc.(1)   1,586,149
39,311 John Wiley & Sons, Inc. Class A   1,714,746
339,324 MDC Partners, Inc. Class A*   770,265
      4,071,160
  Pharmaceuticals, Biotechnology & Life Sciences - 6.3%    
36,232 Aerie Pharmaceuticals, Inc.*   742,031
11,753 Bio-Techne Corp.   2,467,777
53,787 Catalent, Inc.*   3,286,386
92,440 Evolus, Inc.*(1)   945,661
53,849 Flexion Therapeutics, Inc.*(1)   943,434
32,378 Intra-Cellular Therapies, Inc.*   734,657
36,976 Pacira BioSciences, Inc.*   1,598,103
20,589 Repligen Corp.*   2,066,930
42,582 Syneos Health, Inc.*   2,612,832
      15,397,811
  Real Estate - 4.7%    
112,192 Columbia Property Trust, Inc. REIT   2,367,251
56,370 Douglas Emmett, Inc. REIT   2,339,355
25,891 Equity LifeStyle Properties, Inc. REIT   1,883,570
110,935 Kennedy-Wilson Holdings, Inc.   2,391,759
43,320 Terreno Realty Corp. REIT   2,480,503
      11,462,438
  Retailing - 2.0%    
14,767 Asbury Automotive Group, Inc.*   1,424,277

 


 

Hartford Schroders US Small Cap Opportunities Fund    
 
Schedule of Investments – (continued)    
January 31, 2020 (Unaudited)    
 
 
89,616 Caleres, Inc. $ 1,572,761
182,859 Hudson Ltd. Class A*   2,005,963
      5,003,001
  Semiconductors & Semiconductor Equipment - 3.6%    
66,183 Entegris, Inc.   3,425,632
51,150 MACOM Technology Solutions Holdings, Inc.*   1,453,683
108,206 ON Semiconductor Corp.*   2,504,969
28,848 Semtech Corp.*   1,390,185
      8,774,469
  Software & Services - 6.2%    
33,974 CoreLogic, Inc.   1,579,791
27,593 CSG Systems International, Inc.   1,374,683
5,905 EPAM Systems, Inc.*   1,347,167
42,420 LiveRamp Holdings, Inc.*   1,706,981
33,605 Perficient, Inc.*   1,670,168
26,423 PTC, Inc.*   2,196,280
26,741 Science Applications International Corp.   2,347,057
40,810 WNS Holdings Ltd. ADR*   2,912,202
      15,134,329
  Technology Hardware & Equipment - 3.6%    
46,263 Ciena Corp.*   1,881,516
220,684 Extreme Networks, Inc.*   1,302,036
25,202 Lumentum Holdings, Inc.*   1,909,555
19,404 Novanta, Inc.*   1,760,525
70,922 Plantronics, Inc.   2,036,880
      8,890,512
  Transportation - 0.6%    
37,481 Spirit Airlines, Inc.*   1,539,345
  Utilities - 2.9%    
30,423 Avista Corp.   1,547,009
14,659 Chesapeake Utilities Corp.   1,410,342
25,947 IDACORP, Inc.   2,910,994
16,776 SJW Group   1,230,520
      7,098,865
  Total Common Stocks    
  (cost $186,446,544) $ 228,413,876
Short-Term Investments - 9.7%    
  Other Investment Pools & Funds - 6.4%    
  Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio,    
15,581,377 Institutional Class, 1.43%(2)   15,581,377
  Securities Lending Collateral - 3.3%    
412,378 Citibank NA DDCA, 1.58%, 2/3/2020(2)   412,378
  Fidelity Investments Money Market Funds, Government Portfolio,    
1,923,957 Institutional Class, 1.50%(2)   1,923,957
  Goldman Sachs Financial Square Funds, Government Fund, Institutional    
1,625,644 Class, 1.72%(2)   1,625,644
591,270 JPMorgan Prime Money Market Fund, 1.69%(2)   591,270
  Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional    
1,552,035 Class, 1.71%(2)   1,552,035
  State Street Institutional Liquid Reserves Fund, Institutional Class,    
2,142,884 1.71%(2)   2,142,884
      8,248,168
  Total Short-Term Investments    
  (cost $23,829,545) $ 23,829,545

 


 

Hartford Schroders US Small Cap Opportunities Fund

Schedule of Investments – (continued) January 31, 2020 (Unaudited)

Total Investments        
(cost $210,276,089) 103.3 % $ 252,243,421  
Other Assets and Liabilities (3.3 )% (8,137,245 )
Total Net Assets 100.0 % $ 244,106,176  

 

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.

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. These classifications are used for financial reporting purposes.

*      Non-income producing.
(1)      Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.
(2)      Current yield as of period end.
      For information regarding the Fund's significant accounting policies, please refer to the Fund's most recent shareholder report.

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ADR

DDCA REIT

American Depositary Receipt

Dollars on Deposit in Custody Account Real Estate Investment Trust

 


 

Hartford Schroders US Small Cap Opportunities Fund

Schedule of Investments – (continued) January 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2020 in valuing the Fund's investments.

Description Total   Level 1 Level 2 Level 3(1)  
Assets                
Common Stocks                
Automobiles & Components $ 3,815,527 $ 3,815,527 $ $
Banks   27,309,083   27,309,083    
Capital Goods   30,693,424   30,693,424    
Commercial & Professional Services   7,561,133   7,561,133    
Consumer Durables & Apparel   14,636,049   14,636,049    
Consumer Services   13,360,764   13,360,764    
Diversified Financials   6,029,379   6,029,379    
Energy   2,094,033   2,094,033    
Food & Staples Retailing   3,388,827   3,388,827    
Food, Beverage & Tobacco   5,322,805   5,322,805    
Health Care Equipment & Services   7,445,475   7,445,475    
Insurance   14,645,664   14,645,664    
Materials   14,739,783   14,739,783    
Media & Entertainment   4,071,160   4,071,160    
Pharmaceuticals, Biotechnology & Life Sciences   15,397,811   15,397,811    
Real Estate   11,462,438   11,462,438    
Retailing   5,003,001   5,003,001    
Semiconductors & Semiconductor Equipment   8,774,469   8,774,469    
Software & Services   15,134,329   15,134,329    
Technology Hardware & Equipment   8,890,512   8,890,512    
Transportation   1,539,345   1,539,345    
Utilities   7,098,865   7,098,865    
Short-Term Investments   23,829,545   23,829,545    
 
Total $ 252,243,421 $ 252,243,421 $ $
 
(1) For the period ended January 31, 2020, there were no transfers in and out of Level 3.        

 


 

The Hartford Mutual Funds II, Inc. (the "Company")
Notes to the Schedules of Investments

1. Investment Valuation and Fair Value Measurements:

For purposes of calculating the net asset value per share (“NAV”) of each class of each Fund, portfolio securities and other assets held in a Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.

If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company (the “Board of Directors”) (“Valuation Procedures”). 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. 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.

Prices of foreign equities that are principally traded on certain foreign markets will generally be 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. 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.

Fixed income investments (other than short-term obligations) held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. 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 derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency 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 Exchange 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, if any, are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such open-end mutual funds and listed investment companies 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 the Valuation Procedures.

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

These levels are:


 

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

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

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

The Board of Directors has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. 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(s), as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors.

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

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

For information regarding a Fund's other significant accounting policies, please refer to the Fund's most Annual Report.

2. Securities Lending:

The Company has entered into a securities lending agency agreement ("lending agreement") with Citibank, N.A. ("Citibank"). 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 or recall the securities for purposes of voting may not be effective. These events could also trigger adverse tax consequences for the Fund.

The Funds retain loan fees and the interest on cash collateral investments but are required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a negative rebate (i.e., a net payment from the borrower to the Funds). Upon termination of a loan, the Funds are required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers.

The following table presents the market value of the Funds’ securities on loan, net of amounts available for offset under the master netting arrangements and any related collateral received by the Funds as of January 31, 2020.

    Investment          
    Securities on     Collateral    
    Loan, at market     Posted by   Net
Fund value (1 )   Borrower   Amount (2)
The Hartford Growth Opportunities Fund $ 94,416,629   $ (94,416,629 )
The Hartford Small Cap Growth Fund   18,424,751     (18,424,751 )
Hartford Schroders Emerging Markets Equity              
Fund   2,161,684     (2,161,684 ) $
Hartford Schroders Emerging Markets Multi-              
Sector Bond Fund   2,548,044     (2,548,044 )

 


 

Hartford Schroders International Multi-Cap        
Value Fund 29,122,034 (29,122,034 )
Hartford Schroders International Stock Fund 1,889,853 (1,889,853 )
Hartford Schroders Tax-Aware Bond Fund 2,453,307 (2,453,307 )
Hartford Schroders US MidCap Opportunities        
Fund 27,046,699 (27,046,699 )
Hartford Schroders US Small Cap        
Opportunities Fund 8,172,211 (8,172,211 )

 

(1) It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract.

(2) Net amount represents the net amount receivable due from the counterparty in the event of default.

The total cash and non-cash collateral received by each Fund in connection with securities lending transactions is presented below:

Fund   Cash Collateral   Non-Cash Collateral
The Hartford Growth Opportunities Fund $ 97,654,092 $ 1,676,411
The Hartford Small Cap Growth Fund   15,391,388   4,032,517
Hartford Schroders Emerging Markets Equity        
Fund   2,307,985  
Hartford Schroders Emerging Markets Multi-        
Sector Bond Fund   2,635,486  
Hartford Schroders International Multi-Cap        
Value Fund   18,969,766   12,414,761
Hartford Schroders International Stock Fund   1,972,483  
Hartford Schroders Tax-Aware Bond Fund   2,525,438  
Hartford Schroders US MidCap        
Opportunities Fund   28,422,463  
Hartford Schroders US Small Cap        
Opportunities Fund   8,248,168   264,783

 

3. Secured Borrowings:

The following tables reflect 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 January 31, 2020.

CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED BORROWINGS

Remaining Contractual Maturity of the Agreements

The Hartford Growth Opportunities   Overnight and     Between          
Fund   Continuous <30 days   30 & 90 days >90 days     Total
Securities Lending Transactions(1)                        
Common Stocks   $ 97,654,092 $   — $   $ $ 97,654,092
Total Borrowings $ 97,654,092 $ — $   $ —   $ 97,654,092
Gross amount of recognized liabilities for securities lending transactions         $ 97,654,092
 
    Overnight and     Between          
The Hartford Small Cap Growth Fund   Continuous <30 days   30 & 90 days >90 days     Total
Securities Lending Transactions(1)                        
Common Stocks   $ 15,391,388 $   — $   $ $ 15,391,388
Total Borrowings $ 15,391,388 $ — $   $ —   $ 15,391,388
Gross amount of recognized liabilities for securities lending transactions         $ 15,391,388
 
Hartford Schroders Emerging   Overnight and     Between          
Markets Equity Fund   Continuous <30 days   30 & 90 days >90 days     Total
Securities Lending Transactions(1)                        
Common Stocks   $ 2,307,985 $   — $   $ $ 2,307,985

 


 

Total Borrowings $ 2,307,985 $ — $   $ —   $ 2,307,985
Gross amount of recognized liabilities for securities lending transactions         $ 2,307,985
 
Hartford Schroders Emerging   Overnight and     Between          
Markets Multi-Sector Bond Fund   Continuous <30 days   30 & 90 days >90 days     Total
Securities Lending Transactions(1)                        
Corporate Bonds   $ 2,521,506 $   — $   $ $ 2,521,506
Foreign Government Obligations     113,980           113,980
Total Borrowings $ 2,635,486 $ — $   $ —   $ 2,635,486
Gross amount of recognized liabilities for securities lending transactions         $ 2,635,486
 
Hartford Schroders International   Overnight and     Between          
Multi-Cap Value Fund   Continuous <30 days   30 & 90 days >90 days     Total
Securities Lending Transactions(1)                        
Common Stocks   $ 18,969,766 $   — $   $ $ 18,969,766
Total Borrowings $ 18,969,766 $ — $   $ —   $ 18,969,766
Gross amount of recognized liabilities for securities lending transactions         $ 18,969,766
 
Hartford Schroders International   Overnight and     Between          
Stock Fund   Continuous <30 days   30 & 90 days >90 days     Total
Securities Lending Transactions(1)                        
Common Stocks   $ 1,972,483 $   — $   $ $ 1,972,483
Total Borrowings $ 1,972,483 $ — $   $ —   $ 1,972,483
Gross amount of recognized liabilities for securities lending transactions         $ 1,972,483
Hartford Schroders Securitized   Overnight and     Between          
Income Fund   Continuous <30 days   30 & 90 days >90 days     Total
Reverse Repurchase Agreements                        
Asset & Mortgage Backed Securities   $ 20,770,492 $   — $   $ $ 20,770,492
Total Borrowings $ 20,770,492 $ — $   $ —   $ 20,770,492
Gross amount of recognized liabilities for reverse repurchase agreements       $ 20,770,492
Hartford Schroders Tax-Aware Bond   Overnight and     Between          
Fund   Continuous <30 days   30 & 90 days >90 days     Total
Securities Lending Transactions(1)                        
Corporate Bonds   $ 2,525,438 $   — $   $ $ 2,525,438
Total Borrowings $ 2,525,438 $ — $   $ —   $ 2,525,438
Gross amount of recognized liabilities for securities lending transactions         $ 2,525,438
Hartford Schroders US MidCap   Overnight and     Between          
Opportunities Fund   Continuous <30 days   30 & 90 days >90 days     Total
Securities Lending Transactions(1)                        
Common Stocks   $ 28,422,463 $   — $   $ $ 28,422,463
Total Borrowings $ 28,422,463 $ — $   $ —   $ 28,422,463
Gross amount of recognized liabilities for securities lending transactions         $ 28,422,463
 
Hartford Schroders US Small Cap   Overnight and     Between          
Opportunities Fund   Continuous <30 days   30 & 90 days >90 days     Total
Securities Lending Transactions(1)                        
Common Stocks   $ 8,248,168 $   — $   $ $ 8,248,168
Total Borrowings $ 8,248,168 $ — $   $ —   $ 8,248,168
Gross amount of recognized liabilities for securities lending transactions         $ 8,248,168

 

(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.